# EDGAR Filing Document

**Accession Number:** 0000863032
**File Stem:** 0002071691-26-006494
**Filing Date:** 2026-3
**Character Count:** 547622
**Document Hash:** c102b70b19e4bd2ec585ef7920e1ffc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006494.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0002071691-26-006494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST VI
- **CENTRAL INDEX KEY:** 0000863032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06102
- **FILM NUMBER:** 26789758

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS WORLDWIDE TOTAL RETURN FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS WORLDWIDE TOTAL RETURN TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global Total Return Fund (Series ID: S000002469)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006625 | A            | MFWTX           |
| C000006626 | R4           | MFWJX           |
| C000006627 | B            | MFWBX           |
| C000006628 | C            | MFWCX           |
| C000006629 | I            | MFWIX           |
| C000006631 | R1           | MFWGX           |
| C000006633 | R2           | MGBRX           |
| C000006634 | R3           | MFWHX           |
| C000111486 | R6           | MFWLX           |

## Nport-Ex

MWT-Q1

![](img9b743e431.gif)

**Quarterly Report**

January 31, 2026

MFS<sup>®</sup> Global Total <br>Return Fund

![](imgbb58190e2.gif)

------

**Portfolio of Investments**

1/31/26 (unaudited)

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

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – 59.9%  | Common Stocks – 59.9%  | Common Stocks – 59.9%  |
| Aerospace & Defense – 1.1% | Aerospace & Defense – 1.1% |  |
| Boeing Co. (a) | &nbsp;&nbsp; 5743 | &nbsp;&nbsp;&nbsp; $1342254 |
| General Dynamics Corp. | &nbsp;&nbsp; 17567 | &nbsp;&nbsp;&nbsp; 6167598 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp; 12073 | &nbsp;&nbsp;&nbsp; 4139228 |
| Leidos Holdings, Inc. | &nbsp;&nbsp; 14802 | &nbsp;&nbsp;&nbsp; 2786921 |
|  |  | &nbsp;&nbsp;&nbsp; $14436001 |
| Airlines – 0.1% | Airlines – 0.1% |  |
| Ryanair Holdings PLC, ADR  | &nbsp;&nbsp; 33064 | &nbsp;&nbsp;&nbsp; $1121295 |
| Alcoholic Beverages – 1.1% | Alcoholic Beverages – 1.1% |  |
| Ambev S.A. | &nbsp;&nbsp; 1931500 | &nbsp;&nbsp;&nbsp; $5450150 |
| Diageo PLC | &nbsp;&nbsp; 200483 | &nbsp;&nbsp;&nbsp; 4596414 |
| Heineken N.V. | &nbsp;&nbsp; 53717 | &nbsp;&nbsp;&nbsp; 4415117 |
|  |  | &nbsp;&nbsp;&nbsp; $14461681 |
| Apparel Manufacturers – 0.3% | Apparel Manufacturers – 0.3% |  |
| Chow Tai Fook Jewellery Group | &nbsp;&nbsp; 775000 | &nbsp;&nbsp;&nbsp; $1428553 |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp; 6217 | &nbsp;&nbsp;&nbsp; 1202707 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp; 1690 | &nbsp;&nbsp;&nbsp; 1095573 |
|  |  | &nbsp;&nbsp;&nbsp; $3726833 |
| Automotive – 1.4% | Automotive – 1.4% |  |
| Aptiv PLC (a) | &nbsp;&nbsp; 64466 | &nbsp;&nbsp;&nbsp; $4883300 |
| Compagnie Generale des Etablissements Michelin | &nbsp;&nbsp; 126600 | &nbsp;&nbsp;&nbsp; 4704547 |
| Lear Corp. | &nbsp;&nbsp; 33917 | &nbsp;&nbsp;&nbsp; 3971342 |
| LKQ Corp. | &nbsp;&nbsp; 104357 | &nbsp;&nbsp;&nbsp; 3428127 |
| PT Astra International Tbk | &nbsp;&nbsp; 3701200 | &nbsp;&nbsp;&nbsp; 1400216 |
|  |  | &nbsp;&nbsp;&nbsp; $18387532 |
| Broadcasting – 0.8% | Broadcasting – 0.8% |  |
| Omnicom Group, Inc. | &nbsp;&nbsp; 100152 | &nbsp;&nbsp;&nbsp; $7715710 |
| Publicis Groupe | &nbsp;&nbsp; 29560 | &nbsp;&nbsp;&nbsp; 2950279 |
|  |  | &nbsp;&nbsp;&nbsp; $10665989 |
| Brokerage & Asset Managers – 1.8% | Brokerage & Asset Managers – 1.8% |  |
| Charles Schwab Corp. | &nbsp;&nbsp; 159707 | &nbsp;&nbsp;&nbsp; $16596751 |
| CME Group, Inc. | &nbsp;&nbsp; 17400 | &nbsp;&nbsp;&nbsp; 5029644 |
| IG Group Holdings PLC | &nbsp;&nbsp; 38860 | &nbsp;&nbsp;&nbsp; 718914 |
|  |  | &nbsp;&nbsp;&nbsp; $22345309 |
| Business Services – 1.0% | Business Services – 1.0% |  |
| Accenture PLC, "A" | &nbsp;&nbsp; 7516 | &nbsp;&nbsp;&nbsp; $1981518 |
| Cognizant Technology Solutions Corp., "A" | &nbsp;&nbsp; 14170 | &nbsp;&nbsp;&nbsp; 1162790 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp; 50476 | &nbsp;&nbsp;&nbsp; 2788799 |
| Fiserv, Inc. (a) | &nbsp;&nbsp; 25457 | &nbsp;&nbsp;&nbsp; 1622375 |
| Sodexo | &nbsp;&nbsp; 67747 | &nbsp;&nbsp;&nbsp; 3464311 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp; 33035 | &nbsp;&nbsp;&nbsp; 1121870 |
| Verisk Analytics, Inc., "A" | &nbsp;&nbsp; 3490 | &nbsp;&nbsp;&nbsp; 758935 |
|  |  | &nbsp;&nbsp;&nbsp; $12900598 |
| Chemicals – 0.5% | Chemicals – 0.5% |  |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp; 91500 | &nbsp;&nbsp;&nbsp; $1825152 |
| PPG Industries, Inc. | &nbsp;&nbsp; 37759 | &nbsp;&nbsp;&nbsp; 4366073 |
|  |  | &nbsp;&nbsp;&nbsp; $6191225 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Computer Software – 0.8% | Computer Software – 0.8% |  |
| Microsoft Corp. | &nbsp;&nbsp; 20355 | &nbsp;&nbsp;&nbsp; $8758553 |
| Salesforce, Inc. | &nbsp;&nbsp; 6155 | &nbsp;&nbsp;&nbsp; 1306645 |
|  |  | &nbsp;&nbsp;&nbsp; $10065198 |
| Computer Software - Systems – 2.8% | Computer Software - Systems – 2.8% |  |
| Amadeus IT Group S.A. | &nbsp;&nbsp; 55472 | &nbsp;&nbsp;&nbsp; $3722976 |
| Capgemini | &nbsp;&nbsp; 37612 | &nbsp;&nbsp;&nbsp; 5849340 |
| Hitachi Ltd. | &nbsp;&nbsp; 196200 | &nbsp;&nbsp;&nbsp; 6796512 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp; 3993804 |
| Lenovo Group Ltd. | &nbsp;&nbsp; 484000 | &nbsp;&nbsp;&nbsp; 550162 |
| NEC Corp. | &nbsp;&nbsp; 136300 | &nbsp;&nbsp;&nbsp; 4588544 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp; 73501 | &nbsp;&nbsp;&nbsp; 8195714 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp; 5747 | &nbsp;&nbsp;&nbsp; 2342994 |
|  |  | &nbsp;&nbsp;&nbsp; $36040046 |
| Conglomerates – 0.3% | Conglomerates – 0.3% |  |
| Honeywell International, Inc.  | &nbsp;&nbsp; 14591 | &nbsp;&nbsp;&nbsp; $3319744 |
| Construction – 1.2% | Construction – 1.2% |  |
| Anhui Conch Cement Co. Ltd. | &nbsp;&nbsp; 432000 | &nbsp;&nbsp;&nbsp; $1372517 |
| Compagnie de Saint-Gobain S.A. | &nbsp;&nbsp; 20131 | &nbsp;&nbsp;&nbsp; 1985819 |
| Masco Corp. | &nbsp;&nbsp; 84466 | &nbsp;&nbsp;&nbsp; 5582358 |
| Midea Group Co. Ltd., "A" | &nbsp;&nbsp; 136200 | &nbsp;&nbsp;&nbsp; 1520869 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp; 337000 | &nbsp;&nbsp;&nbsp; 4594219 |
|  |  | &nbsp;&nbsp;&nbsp; $15055782 |
| Consumer Products – 2.2% | Consumer Products – 2.2% |  |
| Colgate-Palmolive Co. | &nbsp;&nbsp; 84636 | &nbsp;&nbsp;&nbsp; $7641785 |
| Haleon PLC | &nbsp;&nbsp; 841455 | &nbsp;&nbsp;&nbsp; 4362673 |
| Kenvue, Inc. | &nbsp;&nbsp; 465123 | &nbsp;&nbsp;&nbsp; 8093140 |
| Kimberly-Clark Corp. | &nbsp;&nbsp; 47262 | &nbsp;&nbsp;&nbsp; 4725727 |
| Reckitt Benckiser Group PLC (a) | &nbsp;&nbsp; 34972 | &nbsp;&nbsp;&nbsp; 2915262 |
|  |  | &nbsp;&nbsp;&nbsp; $27738587 |
| Consumer Services – 0.1% | Consumer Services – 0.1% |  |
| Airbnb, Inc., "A" (a)  | &nbsp;&nbsp; 10389 | &nbsp;&nbsp;&nbsp; $1344025 |
| Containers – 0.2% | Containers – 0.2% |  |
| Smurfit Westrock PLC  | &nbsp;&nbsp; 52572 | &nbsp;&nbsp;&nbsp; $2188572 |
| Electrical Equipment – 1.8% | Electrical Equipment – 1.8% |  |
| Amphenol Corp., "A" | &nbsp;&nbsp; 5617 | &nbsp;&nbsp;&nbsp; $809297 |
| Eaton Corp. PLC | &nbsp;&nbsp; 7096 | &nbsp;&nbsp;&nbsp; 2493676 |
| Johnson Controls International PLC | &nbsp;&nbsp; 22172 | &nbsp;&nbsp;&nbsp; 2644233 |
| Legrand S.A. | &nbsp;&nbsp; 18675 | &nbsp;&nbsp;&nbsp; 2988416 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp; 217200 | &nbsp;&nbsp;&nbsp; 6778728 |
| Schneider Electric SE | &nbsp;&nbsp; 23627 | &nbsp;&nbsp;&nbsp; 6785918 |
|  |  | &nbsp;&nbsp;&nbsp; $22500268 |
| Electronics – 1.5% | Electronics – 1.5% |  |
| Intel Corp. (a) | &nbsp;&nbsp; 55048 | &nbsp;&nbsp;&nbsp; $2558081 |
| Kyocera Corp. | &nbsp;&nbsp; 344200 | &nbsp;&nbsp;&nbsp; 5133197 |
| Lam Research Corp. | &nbsp;&nbsp; 14097 | &nbsp;&nbsp;&nbsp; 3291086 |
| NVIDIA Corp. | &nbsp;&nbsp; 6775 | &nbsp;&nbsp;&nbsp; 1294906 |
| NXP Semiconductors N.V. | &nbsp;&nbsp; 25645 | &nbsp;&nbsp;&nbsp; 5799360 |
| SK Square Co. Ltd. (a) | &nbsp;&nbsp; 2697 | &nbsp;&nbsp;&nbsp; 1068007 |
|  |  | &nbsp;&nbsp;&nbsp; $19144637 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Energy - Independent – 1.2% | Energy - Independent – 1.2% |  |
| ConocoPhillips | &nbsp;&nbsp; 66313 | &nbsp;&nbsp;&nbsp; $6911804 |
| Phillips 66 | &nbsp;&nbsp; 45528 | &nbsp;&nbsp;&nbsp; 6536000 |
| Woodside Energy Group Ltd. | &nbsp;&nbsp; 81968 | &nbsp;&nbsp;&nbsp; 1448079 |
|  |  | &nbsp;&nbsp;&nbsp; $14895883 |
| Energy - Integrated – 3.4% | Energy - Integrated – 3.4% |  |
| Cenovus Energy, Inc. | &nbsp;&nbsp; 155742 | &nbsp;&nbsp;&nbsp; $3073321 |
| Chevron Corp. | &nbsp;&nbsp; 22913 | &nbsp;&nbsp;&nbsp; 4053310 |
| Eni S.p.A. | &nbsp;&nbsp; 519976 | &nbsp;&nbsp;&nbsp; 10617306 |
| Exxon Mobil Corp. | &nbsp;&nbsp; 45704 | &nbsp;&nbsp;&nbsp; 6462546 |
| PetroChina Co. Ltd. | &nbsp;&nbsp; 3122000 | &nbsp;&nbsp;&nbsp; 3708626 |
| Suncor Energy, Inc. | &nbsp;&nbsp; 123216 | &nbsp;&nbsp;&nbsp; 6512581 |
| TotalEnergies SE | &nbsp;&nbsp; 124071 | &nbsp;&nbsp;&nbsp; 8993181 |
|  |  | &nbsp;&nbsp;&nbsp; $43420871 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| Doosan Bobcat, Inc.  | &nbsp;&nbsp; 34748 | &nbsp;&nbsp;&nbsp; $1419468 |
| Food & Beverages – 0.9% | Food & Beverages – 0.9% |  |
| Danone S.A. | &nbsp;&nbsp; 41324 | &nbsp;&nbsp;&nbsp; $3225067 |
| General Mills, Inc. | &nbsp;&nbsp; 59160 | &nbsp;&nbsp;&nbsp; 2736742 |
| Inner Mongolia Yili Industrial Group Co. Ltd., "A" | &nbsp;&nbsp; 137100 | &nbsp;&nbsp;&nbsp; 519711 |
| PepsiCo, Inc. | &nbsp;&nbsp; 11478 | &nbsp;&nbsp;&nbsp; 1763365 |
| Tyson Foods, Inc., "A" | &nbsp;&nbsp; 30962 | &nbsp;&nbsp;&nbsp; 2022748 |
| WH Group Ltd. | &nbsp;&nbsp; 1062500 | &nbsp;&nbsp;&nbsp; 1248544 |
|  |  | &nbsp;&nbsp;&nbsp; $11516177 |
| Food & Drug Stores – 1.3% | Food & Drug Stores – 1.3% |  |
| Albertsons Cos., Inc., "A" | &nbsp;&nbsp; 66532 | &nbsp;&nbsp;&nbsp; $1107758 |
| Seven & I Holdings Co. Ltd. | &nbsp;&nbsp; 302300 | &nbsp;&nbsp;&nbsp; 4318850 |
| Tesco PLC | &nbsp;&nbsp; 2015549 | &nbsp;&nbsp;&nbsp; 11726916 |
|  |  | &nbsp;&nbsp;&nbsp; $17153524 |
| Gaming & Lodging – 0.1% | Gaming & Lodging – 0.1% |  |
| FDJ United | &nbsp;&nbsp; 33405 | &nbsp;&nbsp;&nbsp; $884589 |
| OPAP S.A. | &nbsp;&nbsp; 11483 | &nbsp;&nbsp;&nbsp; 231393 |
|  |  | &nbsp;&nbsp;&nbsp; $1115982 |
| Health Maintenance Organizations – 1.3% | Health Maintenance Organizations – 1.3% |  |
| Cigna Group | &nbsp;&nbsp; 51509 | &nbsp;&nbsp;&nbsp; $14119132 |
| Humana, Inc. | &nbsp;&nbsp; 11737 | &nbsp;&nbsp;&nbsp; 2291062 |
|  |  | &nbsp;&nbsp;&nbsp; $16410194 |
| Insurance – 3.0% | Insurance – 3.0% |  |
| Aon PLC | &nbsp;&nbsp; 27428 | &nbsp;&nbsp;&nbsp; $9589926 |
| Chubb Ltd. | &nbsp;&nbsp; 23389 | &nbsp;&nbsp;&nbsp; 7240299 |
| DB Insurance Co. Ltd. | &nbsp;&nbsp; 5706 | &nbsp;&nbsp;&nbsp; 565288 |
| Equitable Holdings, Inc. | &nbsp;&nbsp; 56183 | &nbsp;&nbsp;&nbsp; 2606891 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp; 16699 | &nbsp;&nbsp;&nbsp; 2255367 |
| Manulife Financial Corp. | &nbsp;&nbsp; 105996 | &nbsp;&nbsp;&nbsp; 4037758 |
| MetLife, Inc. | &nbsp;&nbsp; 39365 | &nbsp;&nbsp;&nbsp; 3105111 |
| Sompo Holdings, Inc. | &nbsp;&nbsp; 66400 | &nbsp;&nbsp;&nbsp; 2280837 |
| Willis Towers Watson PLC | &nbsp;&nbsp; 20300 | &nbsp;&nbsp;&nbsp; 6444641 |
|  |  | &nbsp;&nbsp;&nbsp; $38126118 |
| Interactive Media Services – 0.2% | Interactive Media Services – 0.2% |  |
| Baidu, Inc., ADR (a)(l) | &nbsp;&nbsp; 11300 | &nbsp;&nbsp;&nbsp; $1730934 |
| Versant Media Group, Inc. (a) | &nbsp;&nbsp; 9255 | &nbsp;&nbsp;&nbsp; 301528 |
|  |  | &nbsp;&nbsp;&nbsp; $2032462 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Leisure & Toys – 0.3% | Leisure & Toys – 0.3% |  |
| Brunswick Corp. | &nbsp;&nbsp; 24848 | &nbsp;&nbsp;&nbsp; $1993307 |
| NetEase, Inc. | &nbsp;&nbsp; 90900 | &nbsp;&nbsp;&nbsp; 2385338 |
|  |  | &nbsp;&nbsp;&nbsp; $4378645 |
| Machinery & Tools – 0.8% | Machinery & Tools – 0.8% |  |
| AGCO Corp. | &nbsp;&nbsp; 11078 | &nbsp;&nbsp;&nbsp; $1256356 |
| Daikin Industries Ltd. | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp; 1152856 |
| Finning International, Inc. | &nbsp;&nbsp; 35590 | &nbsp;&nbsp;&nbsp; 2231873 |
| GEA Group AG | &nbsp;&nbsp; 15631 | &nbsp;&nbsp;&nbsp; 1119104 |
| Regal Rexnord Corp. | &nbsp;&nbsp; 18892 | &nbsp;&nbsp;&nbsp; 3051058 |
| Wabtec Corp. | &nbsp;&nbsp; 6020 | &nbsp;&nbsp;&nbsp; 1385443 |
|  |  | &nbsp;&nbsp;&nbsp; $10196690 |
| Major Banks – 7.2% | Major Banks – 7.2% |  |
| ABN AMRO Group N.V., GDR | &nbsp;&nbsp; 162279 | &nbsp;&nbsp;&nbsp; $5974621 |
| Banca Mediolanum S.p.A. | &nbsp;&nbsp; 30675 | &nbsp;&nbsp;&nbsp; 718486 |
| Bank of America Corp. | &nbsp;&nbsp; 184084 | &nbsp;&nbsp;&nbsp; 9793269 |
| BNP Paribas S.A. | &nbsp;&nbsp; 134539 | &nbsp;&nbsp;&nbsp; 14544193 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp; 57190 | &nbsp;&nbsp;&nbsp; 2661464 |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp; 4153 | &nbsp;&nbsp;&nbsp; 3884758 |
| JPMorgan Chase & Co. | &nbsp;&nbsp; 13491 | &nbsp;&nbsp;&nbsp; 4126762 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp; 418500 | &nbsp;&nbsp;&nbsp; 7583893 |
| National Bank of Greece S.A. | &nbsp;&nbsp; 24757 | &nbsp;&nbsp;&nbsp; 437691 |
| NatWest Group PLC | &nbsp;&nbsp; 2109751 | &nbsp;&nbsp;&nbsp; 19203511 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp; 16248 | &nbsp;&nbsp;&nbsp; 3628178 |
| Regions Financial Corp. | &nbsp;&nbsp; 32569 | &nbsp;&nbsp;&nbsp; 928216 |
| UBS Group AG | &nbsp;&nbsp; 319728 | &nbsp;&nbsp;&nbsp; 15050646 |
| Wells Fargo & Co. | &nbsp;&nbsp; 29702 | &nbsp;&nbsp;&nbsp; 2687734 |
|  |  | &nbsp;&nbsp;&nbsp; $91223422 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |  |
| Fresenius Medical Care AG | &nbsp;&nbsp; 17418 | &nbsp;&nbsp;&nbsp; $782706 |
| ICON PLC (a) | &nbsp;&nbsp; 23664 | &nbsp;&nbsp;&nbsp; 4265436 |
|  |  | &nbsp;&nbsp;&nbsp; $5048142 |
| Medical Equipment – 2.6% | Medical Equipment – 2.6% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp; 21505 | &nbsp;&nbsp;&nbsp; $2878444 |
| Becton, Dickinson and Co. | &nbsp;&nbsp; 68872 | &nbsp;&nbsp;&nbsp; 14014074 |
| Medtronic PLC | &nbsp;&nbsp; 138551 | &nbsp;&nbsp;&nbsp; 14265211 |
| Waters Corp. (a) | &nbsp;&nbsp; 5012 | &nbsp;&nbsp;&nbsp; 1858049 |
|  |  | &nbsp;&nbsp;&nbsp; $33015778 |
| Metals & Mining – 1.8% | Metals & Mining – 1.8% |  |
| Glencore PLC | &nbsp;&nbsp; 909289 | &nbsp;&nbsp;&nbsp; $6211796 |
| Rio Tinto PLC | &nbsp;&nbsp; 82097 | &nbsp;&nbsp;&nbsp; 7569296 |
| Toyota Tsusho Corp. | &nbsp;&nbsp; 178000 | &nbsp;&nbsp;&nbsp; 6447842 |
| Vale S.A. | &nbsp;&nbsp; 131500 | &nbsp;&nbsp;&nbsp; 2106899 |
|  |  | &nbsp;&nbsp;&nbsp; $22335833 |
| Natural Gas - Distribution – 0.3% | Natural Gas - Distribution – 0.3% |  |
| Atmos Energy Corp.  | &nbsp;&nbsp; 23754 | &nbsp;&nbsp;&nbsp; $3951240 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |  |
| APA Group  | &nbsp;&nbsp; 119923 | &nbsp;&nbsp;&nbsp; $739884 |
| Network & Telecom – 0.3% | Network & Telecom – 0.3% |  |
| LM Ericsson Telephone Co., "B" | &nbsp;&nbsp; 350888 | &nbsp;&nbsp;&nbsp; $3807672 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Oil Services – 0.3% | Oil Services – 0.3% |  |
| Tenaris S.A.  | &nbsp;&nbsp; 147908 | &nbsp;&nbsp;&nbsp; $3289055 |
| Other Banks & Diversified Financials – 2.2% | Other Banks & Diversified Financials – 2.2% |  |
| China Construction Bank Corp. | &nbsp;&nbsp; 4877000 | &nbsp;&nbsp;&nbsp; $4938118 |
| Grupo Financiero Banorte S.A. de C.V. | &nbsp;&nbsp; 82558 | &nbsp;&nbsp;&nbsp; 933336 |
| Julius Baer Group Ltd. | &nbsp;&nbsp; 55767 | &nbsp;&nbsp;&nbsp; 4661618 |
| M&T Bank Corp. | &nbsp;&nbsp; 5963 | &nbsp;&nbsp;&nbsp; 1321222 |
| Northern Trust Corp. | &nbsp;&nbsp; 96255 | &nbsp;&nbsp;&nbsp; 14383385 |
| Popular, Inc. | &nbsp;&nbsp; 13431 | &nbsp;&nbsp;&nbsp; 1793441 |
| Sberbank of Russia PJSC (a)(u) | &nbsp;&nbsp; 780516 | &nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;&nbsp; $28031120 |
| Pharmaceuticals – 5.1% | Pharmaceuticals – 5.1% |  |
| AbbVie, Inc. | &nbsp;&nbsp; 23140 | &nbsp;&nbsp;&nbsp; $5160451 |
| Johnson & Johnson | &nbsp;&nbsp; 74578 | &nbsp;&nbsp;&nbsp; 16947851 |
| Novartis AG | &nbsp;&nbsp; 39091 | &nbsp;&nbsp;&nbsp; 5796016 |
| Pfizer, Inc. | &nbsp;&nbsp; 612798 | &nbsp;&nbsp;&nbsp; 16202379 |
| Roche Holding AG | &nbsp;&nbsp; 28891 | &nbsp;&nbsp;&nbsp; 13106621 |
| Sandoz Group AG | &nbsp;&nbsp; 24610 | &nbsp;&nbsp;&nbsp; 1947662 |
| Sanofi | &nbsp;&nbsp; 59121 | &nbsp;&nbsp;&nbsp; 5550263 |
|  |  | &nbsp;&nbsp;&nbsp; $64711243 |
| Printing & Publishing – 0.5% | Printing & Publishing – 0.5% |  |
| Informa PLC | &nbsp;&nbsp; 330234 | &nbsp;&nbsp;&nbsp; $3976506 |
| Wolters Kluwer N.V. | &nbsp;&nbsp; 21367 | &nbsp;&nbsp;&nbsp; 1997823 |
|  |  | &nbsp;&nbsp;&nbsp; $5974329 |
| Railroad & Shipping – 0.4% | Railroad & Shipping – 0.4% |  |
| Union Pacific Corp. | &nbsp;&nbsp; 19078 | &nbsp;&nbsp;&nbsp; $4485238 |
| Yangzijiang Shipbuilding Holdings Ltd. | &nbsp;&nbsp; 470300 | &nbsp;&nbsp;&nbsp; 1234810 |
|  |  | &nbsp;&nbsp;&nbsp; $5720048 |
| Real Estate – 0.2% | Real Estate – 0.2% |  |
| Essential Properties Realty Trust, REIT | &nbsp;&nbsp; 39328 | &nbsp;&nbsp;&nbsp; $1193998 |
| NNN REIT, Inc. | &nbsp;&nbsp; 19579 | &nbsp;&nbsp;&nbsp; 815857 |
|  |  | &nbsp;&nbsp;&nbsp; $2009855 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |  |
| Cousins Properties, Inc., REIT | &nbsp;&nbsp; 28267 | &nbsp;&nbsp;&nbsp; $713459 |
| Highwoods Properties, Inc., REIT | &nbsp;&nbsp; 52257 | &nbsp;&nbsp;&nbsp; 1350844 |
|  |  | &nbsp;&nbsp;&nbsp; $2064303 |
| Restaurants – 0.3% | Restaurants – 0.3% |  |
| Aramark  | &nbsp;&nbsp; 112084 | &nbsp;&nbsp;&nbsp; $4314113 |
| Specialty Chemicals – 0.7% | Specialty Chemicals – 0.7% |  |
| Akzo Nobel N.V. (l) | &nbsp;&nbsp; 42657 | &nbsp;&nbsp;&nbsp; $2998414 |
| Axalta Coating Systems Ltd. (a) | &nbsp;&nbsp; 51196 | &nbsp;&nbsp;&nbsp; 1719161 |
| Nitto Denko Corp. | &nbsp;&nbsp; 63000 | &nbsp;&nbsp;&nbsp; 1394663 |
| Shin-Etsu Chemical Co. Ltd. | &nbsp;&nbsp; 87800 | &nbsp;&nbsp;&nbsp; 2909836 |
|  |  | &nbsp;&nbsp;&nbsp; $9022074 |
| Specialty Stores – 0.3% | Specialty Stores – 0.3% |  |
| Bath & Body Works, Inc. | &nbsp;&nbsp; 27995 | &nbsp;&nbsp;&nbsp; $610291 |
| Home Depot, Inc. | &nbsp;&nbsp; 6580 | &nbsp;&nbsp;&nbsp; 2464802 |
| Shimamura Co. Ltd. | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp; 1072629 |
|  |  | &nbsp;&nbsp;&nbsp; $4147722 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Telecom Services – 1.4% | Telecom Services – 1.4% |  |
| Comcast Corp., "A" | &nbsp;&nbsp; 231394 | &nbsp;&nbsp;&nbsp; $6883971 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp; 99094 | &nbsp;&nbsp;&nbsp; 1852361 |
| KDDI Corp. | &nbsp;&nbsp; 327400 | &nbsp;&nbsp;&nbsp; 5514139 |
| Koninklijke KPN N.V. | &nbsp;&nbsp; 652182 | &nbsp;&nbsp;&nbsp; 3175747 |
| PT Telekom Indonesia | &nbsp;&nbsp; 2528400 | &nbsp;&nbsp;&nbsp; 542284 |
|  |  | &nbsp;&nbsp;&nbsp; $17968502 |
| Tobacco – 1.7% | Tobacco – 1.7% |  |
| Altria Group, Inc. | &nbsp;&nbsp; 35765 | &nbsp;&nbsp;&nbsp; $2217072 |
| British American Tobacco PLC | &nbsp;&nbsp; 183577 | &nbsp;&nbsp;&nbsp; 10992406 |
| Philip Morris International, Inc. | &nbsp;&nbsp; 50317 | &nbsp;&nbsp;&nbsp; 9028883 |
|  |  | &nbsp;&nbsp;&nbsp; $22238361 |
| Utilities - Electric Power – 2.3% | Utilities - Electric Power – 2.3% |  |
| CLP Holdings Ltd. | &nbsp;&nbsp; 192000 | &nbsp;&nbsp;&nbsp; $1817488 |
| Duke Energy Corp. | &nbsp;&nbsp; 22036 | &nbsp;&nbsp;&nbsp; 2674069 |
| E.ON SE | &nbsp;&nbsp; 281885 | &nbsp;&nbsp;&nbsp; 5969275 |
| Edison International | &nbsp;&nbsp; 54283 | &nbsp;&nbsp;&nbsp; 3380745 |
| National Grid PLC | &nbsp;&nbsp; 563584 | &nbsp;&nbsp;&nbsp; 9520219 |
| PG&E Corp. | &nbsp;&nbsp; 307250 | &nbsp;&nbsp;&nbsp; 4737795 |
| Xcel Energy, Inc. | &nbsp;&nbsp; 14980 | &nbsp;&nbsp;&nbsp; 1139379 |
|  |  | &nbsp;&nbsp;&nbsp; $29238970 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$761151002** |
| Bonds – 36.2%  | Bonds – 36.2%  | Bonds – 36.2%  |
| Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% |
| Boeing Co., 5.805%, 5/01/2050  | $&nbsp;&nbsp; 671000 | &nbsp;&nbsp;&nbsp; $662718 |
| Huntington Ingalls Industries, Inc., 4.2%, 5/01/2030  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 307585 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | &nbsp;&nbsp; 394000 | &nbsp;&nbsp;&nbsp; 415775 |
|  |  | &nbsp;&nbsp;&nbsp; $1386078 |
| Asset-Backed & Securitized – 2.0% | Asset-Backed & Securitized – 2.0% | Asset-Backed & Securitized – 2.0% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 0.992%, 11/15/2054 (i) | $&nbsp;&nbsp; 7060644 | &nbsp;&nbsp;&nbsp; $244955 |
| AA Bond Co. Ltd., 5.5%, 7/31/2032  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 409178 |
| ACREC 2021-FL1 Ltd., "C", FLR, 5.941% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | $&nbsp;&nbsp; 1125500 | &nbsp;&nbsp;&nbsp; 1125381 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | &nbsp;&nbsp; 1234436 | &nbsp;&nbsp;&nbsp; 1247646 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | &nbsp;&nbsp; 386001 | &nbsp;&nbsp;&nbsp; 389351 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | &nbsp;&nbsp; 963474 | &nbsp;&nbsp;&nbsp; 967558 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | &nbsp;&nbsp; 529857 | &nbsp;&nbsp;&nbsp; 535782 |
| AREIT 2022-CRE6 Trust, "B", FLR, 5.552% (SOFR - 30 day + 1.85%), 1/20/2037 (n) | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 616966 |
| AREIT 2022-CRE6 Trust, "C", FLR, 5.852% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | &nbsp;&nbsp; 312000 | &nbsp;&nbsp;&nbsp; 308718 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.169% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | &nbsp;&nbsp; 1365087 | &nbsp;&nbsp;&nbsp; 1365326 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.592%, 4/15/2053 (i) | &nbsp;&nbsp; 1374735 | &nbsp;&nbsp;&nbsp; 58382 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.206%, 7/15/2054 (i) | &nbsp;&nbsp; 5240867 | &nbsp;&nbsp;&nbsp; 251164 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.544%, 2/15/2054 (i) | &nbsp;&nbsp; 5097507 | &nbsp;&nbsp;&nbsp; 309471 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.128%, 3/15/2054 (i) | &nbsp;&nbsp; 4560595 | &nbsp;&nbsp;&nbsp; 180018 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.844%, 6/15/2054 (i) | &nbsp;&nbsp; 10311247 | &nbsp;&nbsp;&nbsp; 322108 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | &nbsp;&nbsp; 13529161 | &nbsp;&nbsp;&nbsp; 620096 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.238%, 8/15/2054 (i) | &nbsp;&nbsp; 12788934 | &nbsp;&nbsp;&nbsp; 609793 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | &nbsp;&nbsp; 377527 | &nbsp;&nbsp;&nbsp; 385879 |
| BX Trust, 2024-PURE, "A", FLR, 4.152% (CORRA + 1.9%), 11/15/2041 (n) | &nbsp;&nbsp; 960201 | &nbsp;&nbsp;&nbsp; 706472 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | $&nbsp;&nbsp; 361969 | &nbsp;&nbsp;&nbsp; 304154 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | &nbsp;&nbsp; 148520 | &nbsp;&nbsp;&nbsp; 149205 |
| Colt Funding LLC, 2024-1, "A1", 5.835%, 2/25/2069 (n) | &nbsp;&nbsp; 358483 | &nbsp;&nbsp;&nbsp; 360830 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | &nbsp;&nbsp; 303174 | &nbsp;&nbsp;&nbsp; 305530 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.757%, 4/15/2054 (i) | &nbsp;&nbsp; 6712102 | &nbsp;&nbsp;&nbsp; 187186 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 0.957%, 6/15/2063 (i) | &nbsp;&nbsp; 6529670 | &nbsp;&nbsp;&nbsp; 233282 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.024%, 6/15/2064 (i) | &nbsp;&nbsp; 6092309 | &nbsp;&nbsp;&nbsp; 241441 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| Commercial Mortgage Pass-Through Certificates, 2022-BNK41, "AS", 3.789%, 4/15/2065  | $&nbsp;&nbsp; 1304000 | &nbsp;&nbsp;&nbsp; $1221978 |
| ELM Trust, 2024-ELM, "A10", 5.994%, 6/10/2039 (n) | &nbsp;&nbsp; 833333 | &nbsp;&nbsp;&nbsp; 838014 |
| ELM Trust, 2024-ELM, "B10", 6.195%, 6/10/2039 (n) | &nbsp;&nbsp; 607994 | &nbsp;&nbsp;&nbsp; 611405 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | &nbsp;&nbsp; 625469 | &nbsp;&nbsp;&nbsp; 634710 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | &nbsp;&nbsp; 117583 | &nbsp;&nbsp;&nbsp; 117976 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | &nbsp;&nbsp; 119489 | &nbsp;&nbsp;&nbsp; 119946 |
| Enterprise Fleet Financing 2025-4 LLC, "A2", 4.05%, 8/20/2028 (n) | &nbsp;&nbsp; 586000 | &nbsp;&nbsp;&nbsp; 587126 |
| EQT Trust, 2024-EXTR, "A", 5.331%, 7/05/2041 (n) | &nbsp;&nbsp; 543479 | &nbsp;&nbsp;&nbsp; 554952 |
| EQT Trust, 2024-EXTR, "B", 5.654%, 7/05/2041 (n) | &nbsp;&nbsp; 364160 | &nbsp;&nbsp;&nbsp; 370982 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 5.947% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | &nbsp;&nbsp; 396317 | &nbsp;&nbsp;&nbsp; 395902 |
| Home Owner Mortgage Enhanced , 5.077%, 8/25/2060 (n) | &nbsp;&nbsp; 259406 | &nbsp;&nbsp;&nbsp; 259688 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.023% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | &nbsp;&nbsp; 241442 | &nbsp;&nbsp;&nbsp; 241295 |
| MF1 2022-FL8 Ltd., "B", FLR, 5.623% (SOFR - 30 day + 1.95%), 2/19/2037 (n) | &nbsp;&nbsp; 604312 | &nbsp;&nbsp;&nbsp; 603179 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.26%, 5/15/2054 (i) | &nbsp;&nbsp; 4561895 | &nbsp;&nbsp;&nbsp; 196497 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.14%, 6/15/2054 (i) | &nbsp;&nbsp; 8689601 | &nbsp;&nbsp;&nbsp; 324415 |
| New Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.53%, 5/25/2065 (n) | &nbsp;&nbsp; 307060 | &nbsp;&nbsp;&nbsp; 311735 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | &nbsp;&nbsp; 449179 | &nbsp;&nbsp;&nbsp; 452565 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | &nbsp;&nbsp; 793439 | &nbsp;&nbsp;&nbsp; 799709 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | &nbsp;&nbsp; 161710 | &nbsp;&nbsp;&nbsp; 163507 |
| PMT Loan Trust, 2025-INV10, "A36", FLR, 5.047% (SOFR - 1mo. + 1.35%), 10/01/2056 (n) | &nbsp;&nbsp; 663237 | &nbsp;&nbsp;&nbsp; 665939 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.267% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | &nbsp;&nbsp; 1275000 | &nbsp;&nbsp;&nbsp; 1268866 |
| TPG Real Estate Finance, 2025-FL7, "AS", FLR, 5.375% (SOFR - 1mo. + 1.7%), 6/18/2043 (n) | &nbsp;&nbsp; 606325 | &nbsp;&nbsp;&nbsp; 606324 |
| Verus Securitization Trust, 2024-1, "A1", 5.712%, 1/25/2069 (n) | &nbsp;&nbsp; 403192 | &nbsp;&nbsp;&nbsp; 405744 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | &nbsp;&nbsp; 234812 | &nbsp;&nbsp;&nbsp; 235060 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.491%, 8/15/2054 (i) | &nbsp;&nbsp; 6702517 | &nbsp;&nbsp;&nbsp; 395676 |
|  |  | &nbsp;&nbsp;&nbsp; $24819062 |
| Automotive – 0.2% | Automotive – 0.2% | Automotive – 0.2% |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | $&nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp; $423234 |
| Ford Motor Credit Co. LLC, 5.73%, 9/05/2030  | &nbsp;&nbsp; 599000 | &nbsp;&nbsp;&nbsp; 613261 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | &nbsp;&nbsp; 234000 | &nbsp;&nbsp;&nbsp; 236832 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | &nbsp;&nbsp; 370000 | &nbsp;&nbsp;&nbsp; 395208 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | &nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp; 175064 |
| Volkswagen Bank GmbH , 3.75%, 12/10/2032  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 358438 |
|  |  | &nbsp;&nbsp;&nbsp; $2202037 |
| Broadcasting – 0.1% | Broadcasting – 0.1% | Broadcasting – 0.1% |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | $&nbsp;&nbsp; 496000 | &nbsp;&nbsp;&nbsp; $477285 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | &nbsp;&nbsp; 401000 | &nbsp;&nbsp;&nbsp; 384880 |
|  |  | &nbsp;&nbsp;&nbsp; $862165 |
| Brokerage & Asset Managers – 0.4% | Brokerage & Asset Managers – 0.4% | Brokerage & Asset Managers – 0.4% |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | $&nbsp;&nbsp; 733000 | &nbsp;&nbsp;&nbsp; $726505 |
| Jefferies Financial Group Inc., 5.5%, 2/15/2036  | &nbsp;&nbsp; 516000 | &nbsp;&nbsp;&nbsp; 509353 |
| Low Income Investment Fund, 3.386%, 7/01/2026  | &nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp; 283637 |
| Low Income Investment Fund, 3.711%, 7/01/2029  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 288752 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | &nbsp;&nbsp; 875000 | &nbsp;&nbsp;&nbsp; 862899 |
| LPL Holdings, Inc., 5.75%, 6/15/2035  | &nbsp;&nbsp; 387000 | &nbsp;&nbsp;&nbsp; 397537 |
| LSEG Netherlands B.V., 3%, 11/06/2031  | &nbsp;&nbsp; 470000 | &nbsp;&nbsp;&nbsp; 551639 |
| LSEG US Financial Corp., 5.297%, 3/28/2034 (n) | $&nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp; 292906 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | &nbsp;&nbsp; 663000 | &nbsp;&nbsp;&nbsp; 652567 |
|  |  | &nbsp;&nbsp;&nbsp; $4565795 |
| Building – 0.1% | Building – 0.1% | Building – 0.1% |
| CRH Finance (U.K.) PLC, 4.125%, 12/02/2029  | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; $338235 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $&nbsp;&nbsp; 677000 | &nbsp;&nbsp;&nbsp; 679831 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | &nbsp;&nbsp; 249000 | &nbsp;&nbsp;&nbsp; 253241 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | &nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp; 252690 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Building – continued | Building – continued | Building – continued |
| Vulcan Materials Co., 5.7%, 12/01/2054  | $&nbsp;&nbsp; 297000 | &nbsp;&nbsp;&nbsp; $295601 |
|  |  | &nbsp;&nbsp;&nbsp; $1819598 |
| Business Services – 0.2% | Business Services – 0.2% | Business Services – 0.2% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $&nbsp;&nbsp; 157000 | &nbsp;&nbsp;&nbsp; $157020 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; 255709 |
| Experian Finance PLC, 3.51%, 12/15/2033  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 593668 |
| Fiserv, Inc., 4.4%, 7/01/2049  | $&nbsp;&nbsp; 398000 | &nbsp;&nbsp;&nbsp; 313137 |
| Paychex, Inc., 5.1%, 4/15/2030  | &nbsp;&nbsp; 156000 | &nbsp;&nbsp;&nbsp; 160461 |
| Paychex, Inc., 5.35%, 4/15/2032  | &nbsp;&nbsp; 309000 | &nbsp;&nbsp;&nbsp; 319439 |
| Visa, Inc., 3.875%, 5/15/2044  | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp; 336269 |
|  |  | &nbsp;&nbsp;&nbsp; $2135703 |
| Cable TV – 0.1% | Cable TV – 0.1% | Cable TV – 0.1% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., <br> 6.384%, 10/23/2035 <br>| $&nbsp;&nbsp; 308000 | &nbsp;&nbsp;&nbsp; $318341 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., <br> 6.484%, 10/23/2045 <br>| &nbsp;&nbsp; 268000 | &nbsp;&nbsp;&nbsp; 252236 |
| Comcast Corp., 6.05%, 5/15/2055  | &nbsp;&nbsp; 402000 | &nbsp;&nbsp;&nbsp; 398218 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | &nbsp;&nbsp; 610000 | &nbsp;&nbsp;&nbsp; 595929 |
|  |  | &nbsp;&nbsp;&nbsp; $1564724 |
| Chemicals – 0.0% | Chemicals – 0.0% | Chemicals – 0.0% |
| DSM B.V., 3.375%, 2/25/2036  | &nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp; $253839 |
| Computer Software – 0.1% | Computer Software – 0.1% | Computer Software – 0.1% |
| Microsoft Corp., 2.921%, 3/17/2052  | $&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; $293119 |
| Oracle Corp., 4.8%, 9/26/2032  | &nbsp;&nbsp; 161000 | &nbsp;&nbsp;&nbsp; 155868 |
| Oracle Corp., 4%, 7/15/2046  | &nbsp;&nbsp; 199000 | &nbsp;&nbsp;&nbsp; 137304 |
| Sage Group PLC, 2.875%, 2/08/2034  | &nbsp;&nbsp; 401000 | &nbsp;&nbsp;&nbsp; 466815 |
|  |  | &nbsp;&nbsp;&nbsp; $1053106 |
| Conglomerates – 0.2% | Conglomerates – 0.2% | Conglomerates – 0.2% |
| Assa Abloy AB, 3.371%, 9/09/2032  | &nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp; $381215 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | $&nbsp;&nbsp; 491000 | &nbsp;&nbsp;&nbsp; 508979 |
| Regal Rexnord Corp., 6.4%, 4/15/2033  | &nbsp;&nbsp; 178000 | &nbsp;&nbsp;&nbsp; 190216 |
| Smiths Group PLC, 3.625%, 11/13/2033  | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp; 669669 |
| Veralto Corp., 4.15%, 9/19/2031  | &nbsp;&nbsp; 277000 | &nbsp;&nbsp;&nbsp; 341564 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | $&nbsp;&nbsp; 741000 | &nbsp;&nbsp;&nbsp; 774996 |
|  |  | &nbsp;&nbsp;&nbsp; $2866639 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| L'Oréal S.A., 5%, 5/20/2035 (n) | $&nbsp;&nbsp; 571000 | &nbsp;&nbsp;&nbsp; $581162 |
| Unilever Capital Corp., 2.875%, 10/31/2032  | &nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; 875451 |
|  |  | &nbsp;&nbsp;&nbsp; $1456613 |
| Consumer Services – 0.1% | Consumer Services – 0.1% | Consumer Services – 0.1% |
| Booking Holdings, Inc., 3%, 11/07/2030  | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; $308280 |
| Pluxee N.V., 3.75%, 9/04/2032  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 475329 |
|  |  | &nbsp;&nbsp;&nbsp; $783609 |
| Electronics – 0.1% | Electronics – 0.1% | Electronics – 0.1% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $&nbsp;&nbsp; 306000 | &nbsp;&nbsp;&nbsp; $305857 |
| Broadcom, Inc., 5.2%, 7/15/2035  | &nbsp;&nbsp; 298000 | &nbsp;&nbsp;&nbsp; 304513 |
| Broadcom, Inc., 5.7%, 1/15/2056  | &nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp; 337583 |
| Intel Corp., 5.7%, 2/10/2053  | &nbsp;&nbsp; 298000 | &nbsp;&nbsp;&nbsp; 281328 |
|  |  | &nbsp;&nbsp;&nbsp; $1229281 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Quasi-Sovereign – 0.7% | Emerging Market Quasi-Sovereign – 0.7% | Emerging Market Quasi-Sovereign – 0.7% |
| Bank Gospodarstwa Krajowego (Republic of Poland), 6.25%, 10/31/2028 (n) | $&nbsp;&nbsp; 539000 | &nbsp;&nbsp;&nbsp; $570228 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.375%, 5/22/2033 (n) | &nbsp;&nbsp; 442000 | &nbsp;&nbsp;&nbsp; 455628 |
| Ceske Drahy A.S. (Czech Republic), 3.75%, 7/28/2030  | &nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 341587 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | &nbsp;&nbsp; 496000 | &nbsp;&nbsp;&nbsp; 598112 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $&nbsp;&nbsp; 452585 | &nbsp;&nbsp;&nbsp; 464319 |
| Comision Federal de Electricidad (United Mexican States), 6.045%, 1/28/2034 (n) | &nbsp;&nbsp; 238000 | &nbsp;&nbsp;&nbsp; 238000 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | &nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp; 434616 |
| Export-Import Bank of India, 5%, 1/12/2036 (n) | &nbsp;&nbsp; 1700000 | &nbsp;&nbsp;&nbsp; 1694986 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | &nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; 555090 |
| Magyar Fejlesztesi Bank Zrt. (Republic of Hungary), 4.375%, 6/27/2030  | &nbsp;&nbsp; 995000 | &nbsp;&nbsp;&nbsp; 1207220 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 5.45%, 2/03/2036 (n)(w) | $&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 198951 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 4%, 6/30/2050 (n) | &nbsp;&nbsp; 491000 | &nbsp;&nbsp;&nbsp; 356270 |
| Qatar Petroleum, 3.125%, 7/12/2041  | &nbsp;&nbsp; 449000 | &nbsp;&nbsp;&nbsp; 343344 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | &nbsp;&nbsp; 362000 | &nbsp;&nbsp;&nbsp; 343486 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055  | &nbsp;&nbsp; 462000 | &nbsp;&nbsp;&nbsp; 473500 |
| STC Sukuk Co. II Ltd. (Kingdom of Saudi Arabia), 5.083%, 1/15/2036 (n) | &nbsp;&nbsp; 451000 | &nbsp;&nbsp;&nbsp; 452031 |
|  |  | &nbsp;&nbsp;&nbsp; $8727368 |
| Emerging Market Sovereign – 6.9% | Emerging Market Sovereign – 6.9% | Emerging Market Sovereign – 6.9% |
| Czech Republic, 3.5%, 5/30/2035  | &nbsp;&nbsp; 13460000 | &nbsp;&nbsp;&nbsp; $614636 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | $&nbsp;&nbsp; 477000 | &nbsp;&nbsp;&nbsp; 484546 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | &nbsp;&nbsp; 2490000 | &nbsp;&nbsp;&nbsp; 3017418 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/16/2036 (n) | &nbsp;&nbsp; 2945000 | &nbsp;&nbsp;&nbsp; 3469806 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | &nbsp;&nbsp; 1169000 | &nbsp;&nbsp;&nbsp; 1361164 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $&nbsp;&nbsp; 519000 | &nbsp;&nbsp;&nbsp; 528476 |
| Kingdom of Saudi Arabia, 4.875%, 1/12/2036 (n) | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; 1184389 |
| Kingdom of Thailand, 3.45%, 6/17/2043  | &nbsp;&nbsp; 38700000 | &nbsp;&nbsp;&nbsp; 1342874 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | &nbsp;&nbsp; 46991000 | &nbsp;&nbsp;&nbsp; 1260926 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | &nbsp;&nbsp; 30347000 | &nbsp;&nbsp;&nbsp; 886043 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | &nbsp;&nbsp; 32499996 | &nbsp;&nbsp;&nbsp; 874430 |
| People's Republic of China, 3.13%, 11/21/2029  | &nbsp;&nbsp; 79280000 | &nbsp;&nbsp;&nbsp; 12181030 |
| People's Republic of China, 1.43%, 1/25/2030  | &nbsp;&nbsp; 43400000 | &nbsp;&nbsp;&nbsp; 6224459 |
| People's Republic of China, 2.88%, 2/25/2033  | &nbsp;&nbsp; 70520000 | &nbsp;&nbsp;&nbsp; 10981132 |
| People's Republic of China, 2.27%, 5/25/2034  | &nbsp;&nbsp; 16500000 | &nbsp;&nbsp;&nbsp; 2469807 |
| People's Republic of China, 1.83%, 8/25/2035  | &nbsp;&nbsp; 7700000 | &nbsp;&nbsp;&nbsp; 1108255 |
| People's Republic of China, 1.92%, 7/15/2045  | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp;&nbsp; 594293 |
| People's Republic of China, 2.15%, 8/25/2055  | &nbsp;&nbsp; 6300000 | &nbsp;&nbsp;&nbsp; 881606 |
| Republic of Chile, 4.7%, 9/01/2030  | &nbsp;&nbsp; 2090000000 | &nbsp;&nbsp;&nbsp; 2372748 |
| Republic of Hungary, 4%, 7/25/2029  | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp; 1709765 |
| Republic of Korea, 1.875%, 6/10/2029  | &nbsp;&nbsp; 8011970000 | &nbsp;&nbsp;&nbsp; 5323218 |
| Republic of Korea, 1.375%, 6/10/2030  | &nbsp;&nbsp; 8496200000 | &nbsp;&nbsp;&nbsp; 5412621 |
| Republic of Korea, 2.5%, 9/10/2030  | &nbsp;&nbsp; 10800000000 | &nbsp;&nbsp;&nbsp; 7205320 |
| Republic of Peru, 5.375%, 2/08/2035  | $&nbsp;&nbsp; 2080000 | &nbsp;&nbsp;&nbsp; 2118480 |
| Republic of Peru, 6.85%, 8/12/2035  | &nbsp;&nbsp; 14287000 | &nbsp;&nbsp;&nbsp; 4565338 |
| Republic of Poland, 3.625%, 1/11/2034  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 1207990 |
| Republic of Romania, 6%, 5/25/2034  | $&nbsp;&nbsp; 1412000 | &nbsp;&nbsp;&nbsp; 1436759 |
| State of Kuwait, 4.016%, 10/09/2028 (n) | &nbsp;&nbsp; 525000 | &nbsp;&nbsp;&nbsp; 524493 |
| United Mexican States, 5.85%, 7/02/2032  | &nbsp;&nbsp; 902000 | &nbsp;&nbsp;&nbsp; 921483 |
| United Mexican States, 7.5%, 5/26/2033  | &nbsp;&nbsp; 36500000 | &nbsp;&nbsp;&nbsp; 1971472 |
| United Mexican States, 5.625%, 2/09/2034  | $&nbsp;&nbsp; 414000 | &nbsp;&nbsp;&nbsp; 412485 |
| United Mexican States, 7.75%, 11/23/2034  | &nbsp;&nbsp; 29300000 | &nbsp;&nbsp;&nbsp; 1581808 |
| United Mexican States, 6.625%, 1/29/2038  | $&nbsp;&nbsp; 463000 | &nbsp;&nbsp;&nbsp; 481265 |
| United Mexican States, 6.125%, 2/09/2038  | &nbsp;&nbsp; 1350000 | &nbsp;&nbsp;&nbsp; 1344600 |
|  |  | &nbsp;&nbsp;&nbsp; $88055135 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Energy - Independent – 0.1% | Energy - Independent – 0.1% | Energy - Independent – 0.1% |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | $&nbsp;&nbsp; 319000 | &nbsp;&nbsp;&nbsp; $340273 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | &nbsp;&nbsp; 549000 | &nbsp;&nbsp;&nbsp; 498606 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | &nbsp;&nbsp; 479000 | &nbsp;&nbsp;&nbsp; 480352 |
|  |  | &nbsp;&nbsp;&nbsp; $1319231 |
| Energy - Integrated – 0.1% | Energy - Integrated – 0.1% | Energy - Integrated – 0.1% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; $333349 |
| BP Capital Markets PLC, 6%, 2/19/2173  | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp; 731872 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | &nbsp;&nbsp; 690000 | &nbsp;&nbsp;&nbsp; 601614 |
|  |  | &nbsp;&nbsp;&nbsp; $1666835 |
| Entertainment – 0.1% | Entertainment – 0.1% | Entertainment – 0.1% |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | $&nbsp;&nbsp; 417000 | &nbsp;&nbsp;&nbsp; $428682 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | &nbsp;&nbsp; 154000 | &nbsp;&nbsp;&nbsp; 158745 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | &nbsp;&nbsp; 199000 | &nbsp;&nbsp;&nbsp; 199416 |
|  |  | &nbsp;&nbsp;&nbsp; $786843 |
| Financial Institutions – 0.3% | Financial Institutions – 0.3% | Financial Institutions – 0.3% |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | $&nbsp;&nbsp; 537000 | &nbsp;&nbsp;&nbsp; $537204 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | &nbsp;&nbsp; 531000 | &nbsp;&nbsp;&nbsp; 526844 |
| Fastighets AB Balder, 4%, 2/19/2032  | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp; 346911 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | $&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp; 255146 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | &nbsp;&nbsp; 149000 | &nbsp;&nbsp;&nbsp; 159325 |
| Shurgard Luxembourg S.à r.l., 3.625%, 10/22/2034  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 231851 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 471812 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | $&nbsp;&nbsp; 854000 | &nbsp;&nbsp;&nbsp; 851097 |
|  |  | &nbsp;&nbsp;&nbsp; $3380190 |
| Food & Beverages – 0.5% | Food & Beverages – 0.5% | Food & Beverages – 0.5% |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $&nbsp;&nbsp; 251000 | &nbsp;&nbsp;&nbsp; $237352 |
| Anheuser-Busch InBev Worldwide, Inc., 4.125%, 5/19/2045  | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 173039 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $&nbsp;&nbsp; 512000 | &nbsp;&nbsp;&nbsp; 509929 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | &nbsp;&nbsp; 558000 | &nbsp;&nbsp;&nbsp; 525436 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | &nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; 169078 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | &nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp; 250933 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp; 128353 |
| Heineken N.V., 3.505%, 5/03/2034  | &nbsp;&nbsp; 720000 | &nbsp;&nbsp;&nbsp; 851144 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 5.5%, 1/15/2036  | $&nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp; 436420 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 239071 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | &nbsp;&nbsp; 472000 | &nbsp;&nbsp;&nbsp; 387343 |
| Magnum ICC Finance B.V., 3.75%, 11/26/2034  | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 532663 |
| Magnum ICC Finance B.V., 4%, 11/26/2037  | &nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp; 397854 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | $&nbsp;&nbsp; 232000 | &nbsp;&nbsp;&nbsp; 237030 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 634785 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | &nbsp;&nbsp; 536000 | &nbsp;&nbsp;&nbsp; 534218 |
| Nestle Finance International Ltd., 3.5%, 1/14/2045  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 446888 |
|  |  | &nbsp;&nbsp;&nbsp; $6691536 |
| Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $&nbsp;&nbsp; 758000 | &nbsp;&nbsp;&nbsp; $752997 |
| Smurfit Kappa Treasury Co., 3.489%, 11/24/2031  | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp; 167133 |
|  |  | &nbsp;&nbsp;&nbsp; $920130 |
| Gaming & Lodging – 0.1% | Gaming & Lodging – 0.1% | Gaming & Lodging – 0.1% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $&nbsp;&nbsp; 289000 | &nbsp;&nbsp;&nbsp; $297943 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 506477 |
| Marriott International, Inc., 2.85%, 4/15/2031  | &nbsp;&nbsp; 435000 | &nbsp;&nbsp;&nbsp; 403699 |
| Sands China Ltd., 4.375%, 6/18/2030  | &nbsp;&nbsp; 532000 | &nbsp;&nbsp;&nbsp; 523364 |
|  |  | &nbsp;&nbsp;&nbsp; $1731483 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| WSP Global, Inc., 5.548%, 11/22/2030  | &nbsp;&nbsp; 978000 | &nbsp;&nbsp;&nbsp; $774284 |
| Insurance – 0.2% | Insurance – 0.2% | Insurance – 0.2% |
| Aviva PLC, 4.625% to 8/28/2036, FLR (EURIBOR - 3mo. + 3.05%) to 8/28/2056  | &nbsp;&nbsp; 361000 | &nbsp;&nbsp;&nbsp; $442521 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $&nbsp;&nbsp; 364000 | &nbsp;&nbsp;&nbsp; 311310 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | &nbsp;&nbsp; 475000 | &nbsp;&nbsp;&nbsp; 479128 |
| Mapfre S.A., 3.125%, 1/20/2032  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 474059 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $&nbsp;&nbsp; 730000 | &nbsp;&nbsp;&nbsp; 776671 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 436515 |
|  |  | &nbsp;&nbsp;&nbsp; $2920204 |
| Insurance - Health – 0.1% | Insurance - Health – 0.1% | Insurance - Health – 0.1% |
| Bupa Finance PLC, 6.625%, 11/18/2045  | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp; $177810 |
| Humana, Inc., 5.375%, 4/15/2031  | $&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp; 238652 |
| Humana, Inc., 5.55%, 5/01/2035  | &nbsp;&nbsp; 713000 | &nbsp;&nbsp;&nbsp; 714974 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | &nbsp;&nbsp; 692000 | &nbsp;&nbsp;&nbsp; 705996 |
|  |  | &nbsp;&nbsp;&nbsp; $1837432 |
| Insurance - Property & Casualty – 0.3% | Insurance - Property & Casualty – 0.3% | Insurance - Property & Casualty – 0.3% |
| American International Group, Inc., 5.125%, 3/27/2033  | $&nbsp;&nbsp; 519000 | &nbsp;&nbsp;&nbsp; $531449 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | &nbsp;&nbsp; 158000 | &nbsp;&nbsp;&nbsp; 173728 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | &nbsp;&nbsp; 428000 | &nbsp;&nbsp;&nbsp; 419356 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | &nbsp;&nbsp; 974000 | &nbsp;&nbsp;&nbsp; 726940 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035  | $&nbsp;&nbsp; 372000 | &nbsp;&nbsp;&nbsp; 387398 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | &nbsp;&nbsp; 456000 | &nbsp;&nbsp;&nbsp; 477248 |
| Liberty Mutual Group, Inc., 3.875%, 9/26/2035  | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 726151 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | $&nbsp;&nbsp; 461000 | &nbsp;&nbsp;&nbsp; 445010 |
|  |  | &nbsp;&nbsp;&nbsp; $3887280 |
| International Market Quasi-Sovereign – 0.4% | International Market Quasi-Sovereign – 0.4% | International Market Quasi-Sovereign – 0.4% |
| Aena SME S.A. (Kingdom of Spain), 3.5%, 1/22/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; $352663 |
| Belfius Bank S.A., 4%, 4/29/2038  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 237753 |
| Electricite de France S.A., 4.625%, 1/25/2043  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 237116 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; 489389 |
| Logicor Financing S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 7/14/2032  | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; 308371 |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp; 406834 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | &nbsp;&nbsp; 527000 | &nbsp;&nbsp;&nbsp; 473595 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 4/02/2033  | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; 518388 |
| SPP-Distribucia A.S. (Republic of Slovakia), 1%, 6/09/2031  | &nbsp;&nbsp; 770000 | &nbsp;&nbsp;&nbsp; 793447 |
| Swisscom Finance B.V., 3.625%, 11/17/2037  | &nbsp;&nbsp; 810000 | &nbsp;&nbsp;&nbsp; 945684 |
|  |  | &nbsp;&nbsp;&nbsp; $4763240 |
| International Market Sovereign – 7.8% | International Market Sovereign – 7.8% | International Market Sovereign – 7.8% |
| Commonwealth of Australia, 2.75%, 5/21/2041  | &nbsp;&nbsp; 12296000 | &nbsp;&nbsp;&nbsp; $6465664 |
| Federal Republic of Germany, 2.6%, 8/15/2035  | &nbsp;&nbsp; 2050000 | &nbsp;&nbsp;&nbsp; 2388486 |
| Federal Republic of Germany, 2.5%, 8/15/2054  | &nbsp;&nbsp; 1020000 | &nbsp;&nbsp;&nbsp; 995503 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $&nbsp;&nbsp; 418000 | &nbsp;&nbsp;&nbsp; 380016 |
| Government of Bermuda, 5%, 7/15/2032 (n) | &nbsp;&nbsp; 1331000 | &nbsp;&nbsp;&nbsp; 1343871 |
| Government of Canada, 2%, 6/01/2032  | &nbsp;&nbsp; 2942000 | &nbsp;&nbsp;&nbsp; 2021881 |
| Government of Canada, 3.25%, 12/01/2034  | &nbsp;&nbsp; 3859000 | &nbsp;&nbsp;&nbsp; 2814223 |
| Government of Canada, 3.25%, 6/01/2035  | &nbsp;&nbsp; 3688000 | &nbsp;&nbsp;&nbsp; 2679769 |
| Government of Canada, 2.75%, 12/01/2055  | &nbsp;&nbsp; 2040000 | &nbsp;&nbsp;&nbsp; 1200658 |
| Government of Japan, 1.3%, 9/20/2030  | &nbsp;&nbsp; 893950000 | &nbsp;&nbsp;&nbsp; 5692375 |
| Government of Japan, 0.3%, 12/20/2039  | &nbsp;&nbsp; 748200000 | &nbsp;&nbsp;&nbsp; 3489167 |
| Government of Japan, 2.3%, 3/20/2040  | &nbsp;&nbsp; 302650000 | &nbsp;&nbsp;&nbsp; 1854171 |
| Government of Japan, 1.1%, 6/20/2043  | &nbsp;&nbsp; 95850000 | &nbsp;&nbsp;&nbsp; 459332 |
| Government of Japan, 0.4%, 3/20/2050  | &nbsp;&nbsp; 493400000 | &nbsp;&nbsp;&nbsp; 1597875 |
| Government of Japan, 0.7%, 12/20/2051  | &nbsp;&nbsp; 385200000 | &nbsp;&nbsp;&nbsp; 1277213 |
| Government of Japan, 3.2%, 9/20/2055  | &nbsp;&nbsp; 382050000 | &nbsp;&nbsp;&nbsp; 2297978 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Sovereign – continued | International Market Sovereign – continued | International Market Sovereign – continued |
| Government of New Zealand, 4.5%, 5/15/2030  | &nbsp;&nbsp; 2355000 | &nbsp;&nbsp;&nbsp; $1453139 |
| Government of New Zealand, 1.5%, 5/15/2031  | &nbsp;&nbsp; 1840000 | &nbsp;&nbsp;&nbsp; 973380 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | &nbsp;&nbsp; 2943000 | &nbsp;&nbsp;&nbsp; 3483950 |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | &nbsp;&nbsp; 7388000 | &nbsp;&nbsp;&nbsp; 9067237 |
| Republic of France, 2.7%, 2/25/2031 (n) | &nbsp;&nbsp; 4365000 | &nbsp;&nbsp;&nbsp; 5168982 |
| Republic of France, 3.5%, 11/25/2035 (n) | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp; 5364463 |
| Republic of France, 4.1%, 5/25/2046 (n) | &nbsp;&nbsp; 2205000 | &nbsp;&nbsp;&nbsp; 2604434 |
| Republic of France, 3.25%, 5/25/2055 (n) | &nbsp;&nbsp; 3140000 | &nbsp;&nbsp;&nbsp; 3038476 |
| Republic of Iceland, 5%, 11/15/2028  | &nbsp;&nbsp; 152600000 | &nbsp;&nbsp;&nbsp; 1184900 |
| Republic of Iceland, 6.5%, 1/24/2031  | &nbsp;&nbsp; 138000000 | &nbsp;&nbsp;&nbsp; 1110001 |
| Republic of Italy, 2.85%, 2/01/2031  | &nbsp;&nbsp; 2046000 | &nbsp;&nbsp;&nbsp; 2438837 |
| Republic of Italy, 1.45%, 3/01/2036  | &nbsp;&nbsp; 5527000 | &nbsp;&nbsp;&nbsp; 5451562 |
| Republic of Italy, 4.1%, 4/30/2046 (n) | &nbsp;&nbsp; 4992000 | &nbsp;&nbsp;&nbsp; 5943895 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | &nbsp;&nbsp; 1240000 | &nbsp;&nbsp;&nbsp; 1470157 |
| United Kingdom Treasury, 4%, 10/22/2031  | &nbsp;&nbsp; 2104000 | &nbsp;&nbsp;&nbsp; 2862553 |
| United Kingdom Treasury, 4.25%, 6/07/2032  | &nbsp;&nbsp; 1467000 | &nbsp;&nbsp;&nbsp; 2022467 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | &nbsp;&nbsp; 5654000 | &nbsp;&nbsp;&nbsp; 4600956 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | &nbsp;&nbsp; 2076000 | &nbsp;&nbsp;&nbsp; 1481536 |
| United Kingdom Treasury, 3.75%, 7/22/2052  | &nbsp;&nbsp; 2422000 | &nbsp;&nbsp;&nbsp; 2599283 |
|  |  | &nbsp;&nbsp;&nbsp; $99278390 |
| Internet – 0.0% | Internet – 0.0% | Internet – 0.0% |
| Alphabet, Inc., 4%, 5/06/2054  | &nbsp;&nbsp; 270000 | &nbsp;&nbsp;&nbsp; $298965 |
| Local Authorities – 0.2% | Local Authorities – 0.2% | Local Authorities – 0.2% |
| Alliander N.V., 3.5%, 5/06/2037  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; $467150 |
| Province of Alberta, 1.65%, 6/01/2031  | &nbsp;&nbsp; 459000 | &nbsp;&nbsp;&nbsp; 312470 |
| Province of British Columbia, 2.95%, 6/18/2050  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 334117 |
| Province of Ontario, 3.25%, 7/03/2035  | &nbsp;&nbsp; 730000 | &nbsp;&nbsp;&nbsp; 868950 |
| Province of Ontario, 4.45%, 11/20/2035  | $&nbsp;&nbsp; 721000 | &nbsp;&nbsp;&nbsp; 715567 |
|  |  | &nbsp;&nbsp;&nbsp; $2698254 |
| Major Banks – 1.5% | Major Banks – 1.5% | Major Banks – 1.5% |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | $&nbsp;&nbsp; 886000 | &nbsp;&nbsp;&nbsp; $813023 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | &nbsp;&nbsp; 436000 | &nbsp;&nbsp;&nbsp; 451032 |
| Bankinter S.A., 3.25%, 11/03/2033  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 470615 |
| BNP Paribas, 6.875% to 12/15/2033, FLR (CMT - 5yr. + 2.853%) to 6/15/2174 (n) | $&nbsp;&nbsp; 411000 | &nbsp;&nbsp;&nbsp; 414720 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | &nbsp;&nbsp; 616000 | &nbsp;&nbsp;&nbsp; 561217 |
| Danske Bank A.S., 1.549% to 6/09/2028, FLR (EUR ICE Swap Rate - 1yr. + 0.88%) to 9/10/2027 (n) | &nbsp;&nbsp; 343000 | &nbsp;&nbsp;&nbsp; 337961 |
| Danske Bank A.S., 4.613% to 10/02/2029, FLR (CMT - 1yr. + 1.1%) to 10/02/2030 (n) | &nbsp;&nbsp; 368000 | &nbsp;&nbsp;&nbsp; 370869 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | &nbsp;&nbsp; 309000 | &nbsp;&nbsp;&nbsp; 315548 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | &nbsp;&nbsp; 507000 | &nbsp;&nbsp;&nbsp; 512926 |
| Erste Group Bank AG, 3.75%, 4/21/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 355873 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $&nbsp;&nbsp; 314000 | &nbsp;&nbsp;&nbsp; 318261 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | &nbsp;&nbsp; 603000 | &nbsp;&nbsp;&nbsp; 603483 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | &nbsp;&nbsp; 484000 | &nbsp;&nbsp;&nbsp; 481925 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | &nbsp;&nbsp; 483000 | &nbsp;&nbsp;&nbsp; 495041 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | &nbsp;&nbsp; 511000 | &nbsp;&nbsp;&nbsp; 532400 |
| JPMorgan Chase & Co., 4.603% to 10/22/2029, FLR (SOFR - 1 day + 1.04%) to 10/22/2030  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 405746 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | &nbsp;&nbsp; 447000 | &nbsp;&nbsp;&nbsp; 398084 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | &nbsp;&nbsp; 416000 | &nbsp;&nbsp;&nbsp; 432665 |
| JPMorgan Chase & Co., 3.109% to 4/22/2050, FLR (SOFR - 1 day + 2.44%) to 4/22/2051  | &nbsp;&nbsp; 607000 | &nbsp;&nbsp;&nbsp; 411848 |
| mBank S.A., 4.034%, 9/27/2030  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 611044 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | $&nbsp;&nbsp; 484000 | &nbsp;&nbsp;&nbsp; 434238 |
| Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036  | &nbsp;&nbsp; 557000 | &nbsp;&nbsp;&nbsp; 563524 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | &nbsp;&nbsp; 957000 | &nbsp;&nbsp;&nbsp; 929190 |
| Morgan Stanley, 3.149%, 11/07/2031  | &nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 767896 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | $&nbsp;&nbsp; 824000 | &nbsp;&nbsp;&nbsp; 853042 |
| Nationwide Building Society, 4.351%, 9/30/2030 (n) | &nbsp;&nbsp; 567000 | &nbsp;&nbsp;&nbsp; 566036 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| Nationwide Building Society, 3.854%, 2/03/2037  | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp; $546346 |
| NatWest Markets PLC, 3.125%, 1/13/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 594594 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $&nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp; 618951 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | &nbsp;&nbsp; 403000 | &nbsp;&nbsp;&nbsp; 418381 |
| UBS Group AG, 3.125%, 2/13/2031  | &nbsp;&nbsp; 490000 | &nbsp;&nbsp;&nbsp; 581215 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $&nbsp;&nbsp; 941000 | &nbsp;&nbsp;&nbsp; 843793 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | &nbsp;&nbsp; 437000 | &nbsp;&nbsp;&nbsp; 399115 |
| UniCredit S.p.A., 2.875%, 7/15/2030  | &nbsp;&nbsp; 790000 | &nbsp;&nbsp;&nbsp; 936691 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | &nbsp;&nbsp; 360000 | &nbsp;&nbsp;&nbsp; 428420 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | $&nbsp;&nbsp; 382000 | &nbsp;&nbsp;&nbsp; 394667 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | &nbsp;&nbsp; 332000 | &nbsp;&nbsp;&nbsp; 309568 |
|  |  | &nbsp;&nbsp;&nbsp; $19479948 |
| Medical & Health Technology & Services – 0.3% | Medical & Health Technology & Services – 0.3% | Medical & Health Technology & Services – 0.3% |
| Baxter International, Inc., 4.9%, 12/15/2030  | $&nbsp;&nbsp; 142000 | &nbsp;&nbsp;&nbsp; $143058 |
| Baxter International, Inc., 5.65%, 12/15/2035  | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp; 181529 |
| Becton, Dickinson and Co., 4.874%, 2/08/2029  | &nbsp;&nbsp; 584000 | &nbsp;&nbsp;&nbsp; 595971 |
| HCA, Inc., 4.9%, 11/15/2035  | &nbsp;&nbsp; 407000 | &nbsp;&nbsp;&nbsp; 399713 |
| HCA, Inc., 5.7%, 11/15/2055  | &nbsp;&nbsp; 311000 | &nbsp;&nbsp;&nbsp; 296290 |
| Memorial Sloan-Kettering Cancer Center, 2.955%, 1/01/2050  | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp; 441562 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050  | &nbsp;&nbsp; 545000 | &nbsp;&nbsp;&nbsp; 333894 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | &nbsp;&nbsp; 319000 | &nbsp;&nbsp;&nbsp; 319605 |
| Thermo Fisher Scientific Finance I B.V., 3.628%, 12/01/2035  | &nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 773848 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | $&nbsp;&nbsp; 790000 | &nbsp;&nbsp;&nbsp; 791596 |
|  |  | &nbsp;&nbsp;&nbsp; $4277066 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Stryker Corp., 5.2%, 2/10/2035  | $&nbsp;&nbsp; 586000 | &nbsp;&nbsp;&nbsp; $600395 |
| Metals & Mining – 0.0% | Metals & Mining – 0.0% | Metals & Mining – 0.0% |
| Glencore Finance Co., 5.55%, 10/25/2042 (n) | $&nbsp;&nbsp; 38000 | &nbsp;&nbsp;&nbsp; $37179 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | &nbsp;&nbsp; 538000 | &nbsp;&nbsp;&nbsp; 553801 |
|  |  | &nbsp;&nbsp;&nbsp; $590980 |
| Midstream – 0.3% | Midstream – 0.3% | Midstream – 0.3% |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | $&nbsp;&nbsp; 501000 | &nbsp;&nbsp;&nbsp; $512423 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | &nbsp;&nbsp; 554000 | &nbsp;&nbsp;&nbsp; 590164 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | &nbsp;&nbsp; 547000 | &nbsp;&nbsp;&nbsp; 532442 |
| Energy Transfer LP, 5.95%, 5/15/2054  | &nbsp;&nbsp; 415000 | &nbsp;&nbsp;&nbsp; 395668 |
| Galaxy Pipeline Assets Bidco Ltd., 2.16%, 3/31/2034 (n) | &nbsp;&nbsp; 357985 | &nbsp;&nbsp;&nbsp; 323564 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | &nbsp;&nbsp; 887000 | &nbsp;&nbsp;&nbsp; 625502 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $&nbsp;&nbsp; 412000 | &nbsp;&nbsp;&nbsp; 424869 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | &nbsp;&nbsp; 237000 | &nbsp;&nbsp;&nbsp; 240453 |
| Targa Resources Corp., 4.95%, 4/15/2052  | &nbsp;&nbsp; 622000 | &nbsp;&nbsp;&nbsp; 531073 |
|  |  | &nbsp;&nbsp;&nbsp; $4176158 |
| Mortgage-Backed – 3.4% | Mortgage-Backed – 3.4% |  |
| Fannie Mae, 4.5%, 3/01/2034 - 2/01/2046  | $&nbsp;&nbsp; 2215112 | &nbsp;&nbsp;&nbsp; $2221380 |
| Fannie Mae, 5.5%, 1/01/2037  | &nbsp;&nbsp; 7204 | &nbsp;&nbsp;&nbsp; 7513 |
| Fannie Mae, 6%, 9/01/2037 - 6/01/2038  | &nbsp;&nbsp; 89318 | &nbsp;&nbsp;&nbsp; 93978 |
| Fannie Mae, 5%, 4/01/2040 - 8/01/2040  | &nbsp;&nbsp; 614008 | &nbsp;&nbsp;&nbsp; 628186 |
| Fannie Mae, 4%, 11/01/2040 - 2/01/2041  | &nbsp;&nbsp; 672473 | &nbsp;&nbsp;&nbsp; 658555 |
| Fannie Mae, 3.5%, 5/01/2043 - 12/01/2046  | &nbsp;&nbsp; 1074352 | &nbsp;&nbsp;&nbsp; 1012493 |
| Fannie Mae, 2.5%, 2/25/2051 (i) | &nbsp;&nbsp; 287134 | &nbsp;&nbsp;&nbsp; 41052 |
| Fannie Mae, 4.397%, 9/25/2052  | &nbsp;&nbsp; 2462462 | &nbsp;&nbsp;&nbsp; 2445356 |
| Fannie Mae, 4.497%, 10/25/2052  | &nbsp;&nbsp; 1162195 | &nbsp;&nbsp;&nbsp; 1157976 |
| Fannie Mae, 5.097%, 12/25/2054  | &nbsp;&nbsp; 573087 | &nbsp;&nbsp;&nbsp; 579393 |
| Fannie Mae, UMBS, 3%, 5/01/2037 - 6/01/2052  | &nbsp;&nbsp; 1377816 | &nbsp;&nbsp;&nbsp; 1228540 |
| Fannie Mae, UMBS, 2%, 3/01/2042 - 3/01/2052  | &nbsp;&nbsp; 870234 | &nbsp;&nbsp;&nbsp; 748284 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Fannie Mae, UMBS, 2.5%, 4/01/2042 - 6/01/2052  | $&nbsp;&nbsp; 3245599 | &nbsp;&nbsp;&nbsp; $2786101 |
| Fannie Mae, UMBS, 1.5%, 4/01/2052  | &nbsp;&nbsp; 902924 | &nbsp;&nbsp;&nbsp; 699696 |
| Fannie Mae, UMBS, 3.5%, 5/01/2052 - 6/01/2053  | &nbsp;&nbsp; 31802 | &nbsp;&nbsp;&nbsp; 29632 |
| Fannie Mae, UMBS, 5.5%, 11/01/2052 - 9/01/2054  | &nbsp;&nbsp; 2235331 | &nbsp;&nbsp;&nbsp; 2272495 |
| Fannie Mae, UMBS, 6%, 12/01/2052 - 11/01/2053  | &nbsp;&nbsp; 511310 | &nbsp;&nbsp;&nbsp; 526267 |
| Fannie Mae, UMBS, 5%, 4/01/2053  | &nbsp;&nbsp; 414919 | &nbsp;&nbsp;&nbsp; 416478 |
| Fannie Mae, UMBS, 4.5%, 10/01/2053  | &nbsp;&nbsp; 260193 | &nbsp;&nbsp;&nbsp; 255520 |
| Freddie Mac, 1.372%, 3/25/2027 (i) | &nbsp;&nbsp; 1523000 | &nbsp;&nbsp;&nbsp; 20548 |
| Freddie Mac, 0.558%, 1/25/2030 (i) | &nbsp;&nbsp; 2292783 | &nbsp;&nbsp;&nbsp; 48208 |
| Freddie Mac, 1.797%, 4/25/2030 (i) | &nbsp;&nbsp; 3170226 | &nbsp;&nbsp;&nbsp; 210906 |
| Freddie Mac, 1.838%, 4/25/2030 (i) | &nbsp;&nbsp; 2614093 | &nbsp;&nbsp;&nbsp; 181747 |
| Freddie Mac, 1.665%, 5/25/2030 (i) | &nbsp;&nbsp; 3298344 | &nbsp;&nbsp;&nbsp; 212086 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | &nbsp;&nbsp; 7375798 | &nbsp;&nbsp;&nbsp; 513148 |
| Freddie Mac, 1.341%, 6/25/2030 (i) | &nbsp;&nbsp; 3056884 | &nbsp;&nbsp;&nbsp; 160173 |
| Freddie Mac, 1.597%, 8/25/2030 (i) | &nbsp;&nbsp; 2713457 | &nbsp;&nbsp;&nbsp; 173634 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | &nbsp;&nbsp; 1752322 | &nbsp;&nbsp;&nbsp; 84627 |
| Freddie Mac, 1.08%, 11/25/2030 (i) | &nbsp;&nbsp; 3594105 | &nbsp;&nbsp;&nbsp; 166290 |
| Freddie Mac, 0.319%, 1/25/2031 (i) | &nbsp;&nbsp; 13539841 | &nbsp;&nbsp;&nbsp; 166334 |
| Freddie Mac, 0.509%, 3/25/2031 (i) | &nbsp;&nbsp; 16601885 | &nbsp;&nbsp;&nbsp; 353137 |
| Freddie Mac, 0.938%, 7/25/2031 (i) | &nbsp;&nbsp; 3177082 | &nbsp;&nbsp;&nbsp; 146842 |
| Freddie Mac, 0.536%, 9/25/2031 (i) | &nbsp;&nbsp; 13281588 | &nbsp;&nbsp;&nbsp; 356717 |
| Freddie Mac, 0.854%, 9/25/2031 (i) | &nbsp;&nbsp; 4021884 | &nbsp;&nbsp;&nbsp; 166330 |
| Freddie Mac, 0.567%, 12/25/2031 (i) | &nbsp;&nbsp; 3294996 | &nbsp;&nbsp;&nbsp; 91779 |
| Freddie Mac, 0.905%, 9/25/2034 (i) | &nbsp;&nbsp; 2485542 | &nbsp;&nbsp;&nbsp; 168016 |
| Freddie Mac, 5.5%, 7/01/2037  | &nbsp;&nbsp; 14392 | &nbsp;&nbsp;&nbsp; 15027 |
| Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042  | &nbsp;&nbsp; 678499 | &nbsp;&nbsp;&nbsp; 681935 |
| Freddie Mac, 5%, 7/01/2041  | &nbsp;&nbsp; 254144 | &nbsp;&nbsp;&nbsp; 261304 |
| Freddie Mac, 2.5%, 11/25/2050 (i) | &nbsp;&nbsp; 925437 | &nbsp;&nbsp;&nbsp; 150712 |
| Freddie Mac, 3%, 10/25/2052 (i) | &nbsp;&nbsp; 284069 | &nbsp;&nbsp;&nbsp; 46482 |
| Freddie Mac, 4.997%, 8/25/2054  | &nbsp;&nbsp; 1091145 | &nbsp;&nbsp;&nbsp; 1101795 |
| Freddie Mac, 7.647%, 9/25/2055  | &nbsp;&nbsp; 369964 | &nbsp;&nbsp;&nbsp; 385845 |
| Freddie Mac, UMBS, 3.5%, 1/01/2047  | &nbsp;&nbsp; 500445 | &nbsp;&nbsp;&nbsp; 471949 |
| Freddie Mac, UMBS, 3%, 6/01/2050 - 5/01/2052  | &nbsp;&nbsp; 2909547 | &nbsp;&nbsp;&nbsp; 2589915 |
| Freddie Mac, UMBS, 2.5%, 10/01/2051 - 9/01/2052  | &nbsp;&nbsp; 1870144 | &nbsp;&nbsp;&nbsp; 1599848 |
| Freddie Mac, UMBS, 2%, 12/01/2051 - 3/01/2052  | &nbsp;&nbsp; 2034873 | &nbsp;&nbsp;&nbsp; 1656351 |
| Freddie Mac, UMBS, 4%, 5/01/2052  | &nbsp;&nbsp; 112046 | &nbsp;&nbsp;&nbsp; 107947 |
| Freddie Mac, UMBS, 4.5%, 9/01/2052 - 7/01/2053  | &nbsp;&nbsp; 621706 | &nbsp;&nbsp;&nbsp; 611153 |
| Freddie Mac, UMBS, 5.5%, 10/01/2052  | &nbsp;&nbsp; 314922 | &nbsp;&nbsp;&nbsp; 320217 |
| Freddie Mac, UMBS, 6%, 11/01/2052 - 2/01/2055  | &nbsp;&nbsp; 1472266 | &nbsp;&nbsp;&nbsp; 1517357 |
| Freddie Mac, UMBS, 6.5%, 11/01/2053 - 11/01/2054  | &nbsp;&nbsp; 792014 | &nbsp;&nbsp;&nbsp; 824606 |
| Ginnie Mae, 5%, 5/15/2040 - 4/20/2053  | &nbsp;&nbsp; 616504 | &nbsp;&nbsp;&nbsp; 621359 |
| Ginnie Mae, 3.5%, 6/20/2043 - 10/20/2055  | &nbsp;&nbsp; 773376 | &nbsp;&nbsp;&nbsp; 720060 |
| Ginnie Mae, 4.089%, 10/20/2045  | &nbsp;&nbsp; 214673 | &nbsp;&nbsp;&nbsp; 210303 |
| Ginnie Mae, 2.5%, 8/20/2051 - 10/20/2052  | &nbsp;&nbsp; 1909639 | &nbsp;&nbsp;&nbsp; 1655075 |
| Ginnie Mae, 3%, 10/20/2051 - 11/20/2052  | &nbsp;&nbsp; 1933295 | &nbsp;&nbsp;&nbsp; 1747473 |
| Ginnie Mae, 2%, 1/20/2052 - 6/20/2052  | &nbsp;&nbsp; 758677 | &nbsp;&nbsp;&nbsp; 631411 |
| Ginnie Mae, 4%, 7/20/2052 - 10/20/2052  | &nbsp;&nbsp; 1148945 | &nbsp;&nbsp;&nbsp; 1096464 |
| Ginnie Mae, 4.5%, 9/20/2052 - 11/20/2052  | &nbsp;&nbsp; 1132706 | &nbsp;&nbsp;&nbsp; 1114396 |
| Ginnie Mae, 5.5%, 2/20/2053 - 10/20/2053  | &nbsp;&nbsp; 519216 | &nbsp;&nbsp;&nbsp; 528174 |
| Ginnie Mae, 4.803%, 11/20/2053  | &nbsp;&nbsp; 477981 | &nbsp;&nbsp;&nbsp; 481771 |
| Ginnie Mae, 4.753%, 10/20/2054  | &nbsp;&nbsp; 439775 | &nbsp;&nbsp;&nbsp; 441619 |
| Ginnie Mae, 7.653%, 5/20/2055  | &nbsp;&nbsp; 454829 | &nbsp;&nbsp;&nbsp; 463277 |
|  |  | &nbsp;&nbsp;&nbsp; $43083242 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Municipals – 0.4% | Municipals – 0.4% | Municipals – 0.4% |
| Colorado Housing & Finance Authority Rev., Single Family Mortgage Class I, Taxable, "D-1", GNMA, <br> 5%, 11/01/2047 <br>| $&nbsp;&nbsp; 470000 | &nbsp;&nbsp;&nbsp; $473378 |
| Connecticut Higher Education Supplemental Loan Authority, State Supported Rev., Taxable (CHESLA Loan <br> Program), "C", 4.668%, 11/15/2034 <br>| &nbsp;&nbsp; 510000 | &nbsp;&nbsp;&nbsp; 491199 |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | &nbsp;&nbsp; 265000 | &nbsp;&nbsp;&nbsp; 253931 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | &nbsp;&nbsp; 545000 | &nbsp;&nbsp;&nbsp; 479015 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | &nbsp;&nbsp; 1405000 | &nbsp;&nbsp;&nbsp; 1364865 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | &nbsp;&nbsp; 915000 | &nbsp;&nbsp;&nbsp; 940049 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | &nbsp;&nbsp; 405000 | &nbsp;&nbsp;&nbsp; 342247 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", <br> 6.89%, 4/01/2034 <br>| &nbsp;&nbsp; 545000 | &nbsp;&nbsp;&nbsp; 574690 |
|  |  | &nbsp;&nbsp;&nbsp; $4919374 |
| Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $&nbsp;&nbsp; 669000 | &nbsp;&nbsp;&nbsp; $706755 |
| Engie S.A., 3.25%, 1/11/2032  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 236987 |
| Sempra, 6.875% to 10/01/2029, FLR (CMT - 5yr. + 2.789%) to 10/01/2054  | $&nbsp;&nbsp; 239000 | &nbsp;&nbsp;&nbsp; 244987 |
| Vier Gas Transport GmbH, 3.375%, 11/11/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 594319 |
| Vier Gas Transport GmbH, 3.625%, 9/08/2033  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 474257 |
|  |  | &nbsp;&nbsp;&nbsp; $2257305 |
| Network & Telecom – 0.1% | Network & Telecom – 0.1% | Network & Telecom – 0.1% |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $&nbsp;&nbsp; 728000 | &nbsp;&nbsp;&nbsp; $747265 |
| NTT Finance Corp., 3.678%, 7/16/2033  | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 276391 |
| NTT Finance Corp., 4.091%, 7/16/2037  | &nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; 202803 |
| Orange S.A., 3.125%, 11/13/2031  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 474155 |
|  |  | &nbsp;&nbsp;&nbsp; $1700614 |
| Oils – 0.0% | Oils – 0.0% | Oils – 0.0% |
| Raizen Fuels Finance S.A., 6.45%, 3/05/2034 (n)  | $&nbsp;&nbsp; 606000 | &nbsp;&nbsp;&nbsp; $496920 |
| Other Banks & Diversified Financials – 0.5% | Other Banks & Diversified Financials – 0.5% | Other Banks & Diversified Financials – 0.5% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; $795639 |
| AIB Group PLC, 5.871% to 3/28/2034, FLR (SOFR - 1 day + 1.91%) to 3/28/2035 (n) | &nbsp;&nbsp; 438000 | &nbsp;&nbsp;&nbsp; 462454 |
| Bank Hapolaim B.M., 4.722%, 7/14/2029 (n) | &nbsp;&nbsp; 707000 | &nbsp;&nbsp;&nbsp; 705688 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp; 409755 |
| CaixaBank S.A. , 3.375%, 6/26/2035  | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 822892 |
| CBQ Finance Ltd., 4.625%, 9/10/2030  | $&nbsp;&nbsp; 717000 | &nbsp;&nbsp;&nbsp; 717594 |
| Deutsche Bank AG, 3%, 2/07/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 591473 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | $&nbsp;&nbsp; 416000 | &nbsp;&nbsp;&nbsp; 441865 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 405548 |
| SNB Funding Ltd., 6%, 6/24/2035  | &nbsp;&nbsp; 472000 | &nbsp;&nbsp;&nbsp; 483034 |
|  |  | &nbsp;&nbsp;&nbsp; $5835942 |
| Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% |
| AbbVie, Inc., 4.875%, 3/15/2030  | $&nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp; $343784 |
| AbbVie, Inc., 5.35%, 3/15/2044  | &nbsp;&nbsp; 342000 | &nbsp;&nbsp;&nbsp; 338260 |
| AbbVie, Inc., 5.4%, 3/15/2054  | &nbsp;&nbsp; 427000 | &nbsp;&nbsp;&nbsp; 414139 |
| BMS Ireland Capital Funding DAC, 3.363%, 11/10/2033  | &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; 484706 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | $&nbsp;&nbsp; 587000 | &nbsp;&nbsp;&nbsp; 584063 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | &nbsp;&nbsp; 576000 | &nbsp;&nbsp;&nbsp; 571072 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | &nbsp;&nbsp; 302000 | &nbsp;&nbsp;&nbsp; 318901 |
| Roche Holdings, Inc., 5.593%, 11/13/2033 (n) | &nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 299957 |
| Sandoz Finance B.V., 4%, 3/26/2035  | &nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp; 338984 |
|  |  | &nbsp;&nbsp;&nbsp; $3693866 |
| Precious Metals & Minerals – 0.0% | Precious Metals & Minerals – 0.0% | Precious Metals & Minerals – 0.0% |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)  | $&nbsp;&nbsp; 482000 | &nbsp;&nbsp;&nbsp; $508304 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Printing & Publishing – 0.1% | Printing & Publishing – 0.1% | Printing & Publishing – 0.1% |
| Informa PLC, 3.375%, 6/09/2031  | &nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp; $380093 |
| News Corp., 3.875%, 5/15/2029 (n) | $&nbsp;&nbsp; 819000 | &nbsp;&nbsp;&nbsp; 797926 |
|  |  | &nbsp;&nbsp;&nbsp; $1178019 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $&nbsp;&nbsp; 768000 | &nbsp;&nbsp;&nbsp; $756312 |
| Union Pacific Corp., 3.25%, 2/05/2050  | &nbsp;&nbsp; 995000 | &nbsp;&nbsp;&nbsp; 687622 |
|  |  | &nbsp;&nbsp;&nbsp; $1443934 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | $&nbsp;&nbsp; 283000 | &nbsp;&nbsp;&nbsp; $280477 |
| COPT Defense Properties, 4.5%, 10/15/2030  | &nbsp;&nbsp; 476000 | &nbsp;&nbsp;&nbsp; 474854 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | &nbsp;&nbsp; 298000 | &nbsp;&nbsp;&nbsp; 310977 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | &nbsp;&nbsp; 635000 | &nbsp;&nbsp;&nbsp; 636877 |
|  |  | &nbsp;&nbsp;&nbsp; $1703185 |
| Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% |
| Choice Properties, REIT, 5.03%, 2/28/2031  | &nbsp;&nbsp; 898000 | &nbsp;&nbsp;&nbsp; $696307 |
| Hammerson PLC, 3.5%, 4/15/2032  | &nbsp;&nbsp; 580000 | &nbsp;&nbsp;&nbsp; 679354 |
| Hammerson PLC, 5.875%, 10/08/2036  | &nbsp;&nbsp; 257000 | &nbsp;&nbsp;&nbsp; 353141 |
| Klepierre S.A., 3.75%, 9/30/2037  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 352185 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | $&nbsp;&nbsp; 812000 | &nbsp;&nbsp;&nbsp; 718667 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | &nbsp;&nbsp; 803000 | &nbsp;&nbsp;&nbsp; 792396 |
|  |  | &nbsp;&nbsp;&nbsp; $3592050 |
| Retailers – 0.1% | Retailers – 0.1% | Retailers – 0.1% |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; $117123 |
| Home Depot, Inc., 4.875%, 2/15/2044  | $&nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 262819 |
| Home Depot, Inc., 3.625%, 4/15/2052  | &nbsp;&nbsp; 471000 | &nbsp;&nbsp;&nbsp; 346176 |
|  |  | &nbsp;&nbsp;&nbsp; $726118 |
| Specialty Chemicals – 0.0% | Specialty Chemicals – 0.0% | Specialty Chemicals – 0.0% |
| Linde PLC, 3.4%, 2/14/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; $350970 |
| Linde PLC, 3.75%, 11/20/2038  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 234943 |
|  |  | &nbsp;&nbsp;&nbsp; $585913 |
| Specialty Stores – 0.0% | Specialty Stores – 0.0% | Specialty Stores – 0.0% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | $&nbsp;&nbsp; 678000 | &nbsp;&nbsp;&nbsp; $495799 |
| Supermarkets – 0.1% | Supermarkets – 0.1% | Supermarkets – 0.1% |
| Kroger Co., 5.5%, 9/15/2054  | $&nbsp;&nbsp; 365000 | &nbsp;&nbsp;&nbsp; $348258 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 356579 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | &nbsp;&nbsp; 529000 | &nbsp;&nbsp;&nbsp; 713342 |
|  |  | &nbsp;&nbsp;&nbsp; $1418179 |
| Supranational – 0.6% | Supranational – 0.6% | Supranational – 0.6% |
| African Development Bank, 5.875% to 8/07/2035, FLR (CMT - 5yr. + 1.653%) to 8/07/2174  | $&nbsp;&nbsp; 424000 | &nbsp;&nbsp;&nbsp; $423070 |
| European Union, 3.125%, 12/05/2028  | &nbsp;&nbsp; 1420000 | &nbsp;&nbsp;&nbsp; 1722010 |
| European Union, 2.75%, 12/13/2032  | &nbsp;&nbsp; 4130000 | &nbsp;&nbsp;&nbsp; 4880036 |
|  |  | &nbsp;&nbsp;&nbsp; $7025116 |
| Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% |
| America Movil B.V., 3%, 9/30/2030  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; $473670 |
| American Tower Corp., 3.625%, 5/30/2032  | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 299787 |
| Cellnex Finance Co. S.A., 3%, 1/19/2031  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 234915 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | $&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp; 172001 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | &nbsp;&nbsp; 387000 | &nbsp;&nbsp;&nbsp; 393238 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | &nbsp;&nbsp; 295000 | &nbsp;&nbsp;&nbsp; 311404 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Telecommunications - Wireless – continued | Telecommunications - Wireless – continued | Telecommunications - Wireless – continued |
| T-Mobile USA, Inc., 3.5%, 2/11/2037  | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp; $527317 |
|  |  | &nbsp;&nbsp;&nbsp; $2412332 |
| Telephone Services – 0.0% | Telephone Services – 0.0% | Telephone Services – 0.0% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; $339031 |
| Tobacco – 0.2% | Tobacco – 0.2% | Tobacco – 0.2% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | &nbsp;&nbsp; 462000 | &nbsp;&nbsp;&nbsp; $565976 |
| Imperial Brands Finance PLC, 3.875%, 8/02/2033  | &nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp; 459811 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | $&nbsp;&nbsp; 566000 | &nbsp;&nbsp;&nbsp; 584818 |
| Philip Morris International, Inc., 4.75%, 11/01/2031  | &nbsp;&nbsp; 605000 | &nbsp;&nbsp;&nbsp; 616393 |
|  |  | &nbsp;&nbsp;&nbsp; $2226998 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Autoroutes du Sud de la France S.A., 3.375%, 1/19/2034  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; $470960 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | $&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 316133 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | &nbsp;&nbsp; 562000 | &nbsp;&nbsp;&nbsp; 574198 |
| Heathrow Funding Ltd., 5.625%, 2/05/2034  | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; 448407 |
| Heathrow Funding Ltd., 3.875%, 1/16/2036  | &nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp; 694809 |
| Heathrow Funding Ltd., 5.875%, 5/13/2041  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 417943 |
| Transurban Finance Co. Pty Ltd., 4.225%, 4/26/2033  | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 560028 |
| Transurban Finance Co. Pty Ltd., 4.033%, 11/26/2037  | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 178392 |
|  |  | &nbsp;&nbsp;&nbsp; $3660870 |
| U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% |
| Small Business Administration, 5.31%, 5/01/2027  | $&nbsp;&nbsp; 8186 | &nbsp;&nbsp;&nbsp; $8185 |
| U.S. Treasury Obligations – 3.5% | U.S. Treasury Obligations – 3.5% | U.S. Treasury Obligations – 3.5% |
| U.S. Treasury Bonds, 3.875%, 5/15/2043 (f) | $&nbsp;&nbsp; 10215000 | &nbsp;&nbsp;&nbsp; $9132450 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053  | &nbsp;&nbsp; 3978000 | &nbsp;&nbsp;&nbsp; 3885853 |
| U.S. Treasury Notes, 4%, 3/31/2030  | &nbsp;&nbsp; 16658000 | &nbsp;&nbsp;&nbsp; 16823929 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | &nbsp;&nbsp; 6435000 | &nbsp;&nbsp;&nbsp; 5977763 |
| U.S. Treasury Notes, 4.25%, 5/15/2035  | &nbsp;&nbsp; 7921000 | &nbsp;&nbsp;&nbsp; 7938327 |
|  |  | &nbsp;&nbsp;&nbsp; $43758322 |
| Utilities - Electric Power – 1.3% | Utilities - Electric Power – 1.3% | Utilities - Electric Power – 1.3% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $&nbsp;&nbsp; 642000 | &nbsp;&nbsp;&nbsp; $601140 |
| AEP Texas, Inc., 5.7%, 5/15/2034  | &nbsp;&nbsp; 588000 | &nbsp;&nbsp;&nbsp; 613248 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | &nbsp;&nbsp; 455000 | &nbsp;&nbsp;&nbsp; 467892 |
| Amprion GmbH, 3.875%, 6/05/2036  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 475285 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | $&nbsp;&nbsp; 163000 | &nbsp;&nbsp;&nbsp; 155936 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | &nbsp;&nbsp; 294000 | &nbsp;&nbsp;&nbsp; 247216 |
| Bruce Power LP, 2.68%, 12/21/2028  | &nbsp;&nbsp; 387000 | &nbsp;&nbsp;&nbsp; 280923 |
| Bruce Power LP, 4.27%, 12/21/2034  | &nbsp;&nbsp; 862000 | &nbsp;&nbsp;&nbsp; 634018 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | $&nbsp;&nbsp; 646000 | &nbsp;&nbsp;&nbsp; 691723 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | &nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp; 1128604 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 691221 |
| Elia Transmission Belgium S.A., 3.5%, 10/08/2035  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 234016 |
| Emera U.S. Finance LP, 2.639%, 6/15/2031  | $&nbsp;&nbsp; 951000 | &nbsp;&nbsp;&nbsp; 860185 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | &nbsp;&nbsp; 318000 | &nbsp;&nbsp;&nbsp; 286270 |
| Enel Finance International N.V., 5.75%, 9/14/2040  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 416398 |
| Enel Finance International N.V., 4.75%, 5/25/2047 (n) | $&nbsp;&nbsp; 656000 | &nbsp;&nbsp;&nbsp; 566937 |
| Eversource Energy, 4.45%, 12/15/2030  | &nbsp;&nbsp; 155000 | &nbsp;&nbsp;&nbsp; 154742 |
| Eversource Energy, 5.5%, 1/01/2034  | &nbsp;&nbsp; 303000 | &nbsp;&nbsp;&nbsp; 311702 |
| Florida Power & Light Co., 2.875%, 12/04/2051  | &nbsp;&nbsp; 665000 | &nbsp;&nbsp;&nbsp; 424746 |
| Georgia Power Co., 4.95%, 5/17/2033  | &nbsp;&nbsp; 512000 | &nbsp;&nbsp;&nbsp; 522679 |
| Hydro One, Inc., 4.25%, 1/04/2035  | &nbsp;&nbsp; 1022000 | &nbsp;&nbsp;&nbsp; 764400 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | $&nbsp;&nbsp; 441000 | &nbsp;&nbsp;&nbsp; 397934 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  | &nbsp;&nbsp; 154000 | &nbsp;&nbsp;&nbsp; 156022 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| National Grid North America, Inc., 3.917%, 6/03/2035  | &nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; $646399 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | $&nbsp;&nbsp; 471000 | &nbsp;&nbsp;&nbsp; 478636 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | &nbsp;&nbsp; 373000 | &nbsp;&nbsp;&nbsp; 382667 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | &nbsp;&nbsp; 159000 | &nbsp;&nbsp;&nbsp; 166756 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | &nbsp;&nbsp; 113000 | &nbsp;&nbsp;&nbsp; 121765 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | &nbsp;&nbsp; 713000 | &nbsp;&nbsp;&nbsp; 680402 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | &nbsp;&nbsp; 613000 | &nbsp;&nbsp;&nbsp; 628846 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp; 659059 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | $&nbsp;&nbsp; 476000 | &nbsp;&nbsp;&nbsp; 475333 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | &nbsp;&nbsp; 476000 | &nbsp;&nbsp;&nbsp; 473439 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | &nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp; 283154 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  | &nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp; 58870 |
|  |  | &nbsp;&nbsp;&nbsp; $16138563 |
| Utilities - Gas – 0.3% | Utilities - Gas – 0.3% | Utilities - Gas – 0.3% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $&nbsp;&nbsp; 339000 | &nbsp;&nbsp;&nbsp; $339749 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | &nbsp;&nbsp; 910000 | &nbsp;&nbsp;&nbsp; 943074 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 200915 |
| EP Infrastructure A.S., 4.125%, 2/27/2033  | &nbsp;&nbsp; 763000 | &nbsp;&nbsp;&nbsp; 904452 |
| EP Infrastructure A.S., 4.375%, 1/29/2034  | &nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp; 339438 |
| Spire, Inc., 6.25%, 6/01/2056  | $&nbsp;&nbsp; 654000 | &nbsp;&nbsp;&nbsp; 651728 |
|  |  | &nbsp;&nbsp;&nbsp; $3379356 |
| Utilities - Other – 0.1% | Utilities - Other – 0.1% | Utilities - Other – 0.1% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | &nbsp;&nbsp; 490000 | &nbsp;&nbsp;&nbsp; $586646 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2037  | &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; 479398 |
|  |  | &nbsp;&nbsp;&nbsp; $1066044 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$459513177** |
| Preferred Stocks – 0.9%  | Preferred Stocks – 0.9%  | Preferred Stocks – 0.9%  |
| Computer Software - Systems – 0.2% |  |  |
| Samsung Electronics Co. Ltd.  | &nbsp;&nbsp; 28830 | &nbsp;&nbsp;&nbsp; $2351426 |
| Consumer Products – 0.7% |  |  |
| Henkel AG & Co. KGaA  | &nbsp;&nbsp; 103330 | &nbsp;&nbsp;&nbsp; $9083281 |
| **Total Preferred Stocks**  |  | &nbsp;&nbsp; **$11434707** |
| Convertible Preferred Stocks – 0.6%  | Convertible Preferred Stocks – 0.6%  | Convertible Preferred Stocks – 0.6%  |
| Aerospace & Defense – 0.2% | Aerospace & Defense – 0.2% |  |
| Boeing Co., 6%, 10/15/2027  | &nbsp;&nbsp; 26865 | &nbsp;&nbsp;&nbsp; $2007353 |
| Utilities - Electric Power – 0.4% | Utilities - Electric Power – 0.4% |  |
| NextEra Energy, Inc., 7.234%, 11/01/2027  | &nbsp;&nbsp; 64080 | &nbsp;&nbsp;&nbsp; $3273206 |
| PG&E Corp., 6%, 12/01/2027  | &nbsp;&nbsp; 43713 | &nbsp;&nbsp;&nbsp; 1746772 |
|  |  | &nbsp;&nbsp;&nbsp; $5019978 |
| **Total Convertible Preferred Stocks**  | **Total Convertible Preferred Stocks**  | &nbsp;&nbsp; **$7027331** |
| Convertible Bonds – 0.0% | Convertible Bonds – 0.0% | Convertible Bonds – 0.0% |
| Utilities - Electric Power – 0.0% | Utilities - Electric Power – 0.0% |  |
| PG&E Corp., 4.25%, 12/01/2027  | $&nbsp;&nbsp; 594000 | &nbsp;&nbsp;&nbsp; $603207 |
| Mutual Funds (h) – 1.8%  | Mutual Funds (h) – 1.8%  | Mutual Funds (h) – 1.8%  |
| Money Market Funds – 1.8% | Money Market Funds – 1.8% |  |
| MFS Institutional Money Market Portfolio, 3.73% (v)  | &nbsp;&nbsp; 22411649 | &nbsp;&nbsp;&nbsp; $22416131 |

---

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

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>| **Value ($)** |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% |  |
| iTraxx Europe Main Series 44 Index Credit Default Swap - Fund pays 5%, Fund <br> receives notional amount upon a defined credit event of an index constituent – <br> 4/15/2026 @ 3.25% <br>| Put | Citibank N.A. | &nbsp;&nbsp; $13690000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $46923 |

---

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** |  |
| Collateral for Securities Loaned – 0.1%  | Collateral for Securities Loaned – 0.1%  | Collateral for Securities Loaned – 0.1%  |
| JPMorgan U.S. Government Money Market Fund - Class IM Shares, 3.64% (j)  | 1470887 | &nbsp;&nbsp;&nbsp; $1470887 |
| Other Assets, Less Liabilities – 0.5% |  | &nbsp;&nbsp;&nbsp; 5954227 |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$1269617592** |

---

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $22,416,131 and $1,241,247,234, respectively.

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

&nbsp;&nbsp;&nbsp;&nbsp;(j) The rate quoted is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;(l) A portion of this security is on loan. See Note 2 for additional information.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $103,180,504, representing 8.1% of net assets.

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

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

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

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

---

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

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol  |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| UYU | Uruguayan Peso |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 5432569 | USD | &nbsp;&nbsp; 3646873 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $135148 |
| AUD | &nbsp;&nbsp; 1405071 | USD | &nbsp;&nbsp; 946223 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 31952 |
| AUD | &nbsp;&nbsp; 360824 | USD | &nbsp;&nbsp; 242368 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 8829 |
| CHF | &nbsp;&nbsp; 2269308 | USD | &nbsp;&nbsp; 2875301 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 83810 |
| CHF | &nbsp;&nbsp; 154153 | USD | &nbsp;&nbsp; 194661 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 6350 |
| CLP | &nbsp;&nbsp; 1426852269 | USD | &nbsp;&nbsp; 1525773 | JPMorgan Chase Bank N.A. | 2/19/2026 | &nbsp;&nbsp; 106834 |
| CNH | &nbsp;&nbsp; 96337442 | USD | &nbsp;&nbsp; 13880676 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 18760 |
| CNH | &nbsp;&nbsp; 16770944 | USD | &nbsp;&nbsp; 2418200 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 1489 |
| CZK | &nbsp;&nbsp; 47901237 | USD | &nbsp;&nbsp; 2296075 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 38753 |
| DKK | &nbsp;&nbsp; 6183162 | USD | &nbsp;&nbsp; 968718 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 16874 |
| EUR | &nbsp;&nbsp; 431632 | USD | &nbsp;&nbsp; 506276 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 7158 |
| EUR | &nbsp;&nbsp; 1232440 | USD | &nbsp;&nbsp; 1457933 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 8075 |
| EUR | &nbsp;&nbsp; 7462444 | USD | &nbsp;&nbsp; 8729522 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 147178 |
| EUR | &nbsp;&nbsp; 4288302 | USD | &nbsp;&nbsp; 5014050 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 86957 |
| EUR | &nbsp;&nbsp; 870729 | USD | &nbsp;&nbsp; 1017267 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 18479 |
| EUR | &nbsp;&nbsp; 2531238 | USD | &nbsp;&nbsp; 2970633 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 40316 |
| EUR | &nbsp;&nbsp; 3865857 | USD | &nbsp;&nbsp; 4517821 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 80680 |
| GBP | &nbsp;&nbsp; 179400 | USD | &nbsp;&nbsp; 241145 | BNP Paribas | 4/17/2026 | &nbsp;&nbsp; 4310 |
| GBP | &nbsp;&nbsp; 252161 | USD | &nbsp;&nbsp; 339184 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 5824 |
| HUF | &nbsp;&nbsp; 120482174 | USD | &nbsp;&nbsp; 361011 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 11562 |
| ILS | &nbsp;&nbsp; 2693926 | USD | &nbsp;&nbsp; 851639 | Barclays Bank PLC | 2/20/2026 | &nbsp;&nbsp; 17560 |
| JPY | &nbsp;&nbsp; 336668931 | USD | &nbsp;&nbsp; 2132724 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 56429 |
| JPY | &nbsp;&nbsp; 2947559408 | USD | &nbsp;&nbsp; 18688108 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 478070 |
| JPY | &nbsp;&nbsp; 114339639 | USD | &nbsp;&nbsp; 729980 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 13501 |
| KRW | &nbsp;&nbsp; 1133698924 | USD | &nbsp;&nbsp; 789484 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 195 |
| KRW | &nbsp;&nbsp; 8542050000 | USD | &nbsp;&nbsp; 5848566 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; 101408 |
| KRW | &nbsp;&nbsp; 2265574642 | USD | &nbsp;&nbsp; 1573644 | Citibank N.A. | 4/16/2026 | &nbsp;&nbsp; 4506 |
| MYR | &nbsp;&nbsp; 8145853 | USD | &nbsp;&nbsp; 2005133 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 64511 |
| NOK | &nbsp;&nbsp; 3555652 | USD | &nbsp;&nbsp; 352963 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 16098 |
| NOK | &nbsp;&nbsp; 24704742 | USD | &nbsp;&nbsp; 2523802 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 40440 |
| NZD | &nbsp;&nbsp; 317324 | USD | &nbsp;&nbsp; 183661 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 7925 |
| PLN | &nbsp;&nbsp; 5501924 | USD | &nbsp;&nbsp; 1525257 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 23148 |
| RON | &nbsp;&nbsp; 2511859 | USD | &nbsp;&nbsp; 571891 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 10563 |
| SEK | &nbsp;&nbsp; 17879699 | USD | &nbsp;&nbsp; 1949124 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 65722 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| SGD | &nbsp;&nbsp; 1369201 | USD | &nbsp;&nbsp; 1072010 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; $9820 |
| USD | &nbsp;&nbsp; 846207 | AUD | &nbsp;&nbsp; 1205915 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 6679 |
| USD | &nbsp;&nbsp; 1216766 | CLP | &nbsp;&nbsp; 1061385000 | Citibank N.A. | 2/19/2026 | &nbsp;&nbsp; 2327 |
| USD | &nbsp;&nbsp; 466066 | EUR | &nbsp;&nbsp; 387660 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 4937 |
| USD | &nbsp;&nbsp; 1990351 | EUR | &nbsp;&nbsp; 1656177 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 20300 |
| USD | &nbsp;&nbsp; 452078 | GBP | &nbsp;&nbsp; 327766 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 3628 |
| USD | &nbsp;&nbsp; 5179662 | THB | &nbsp;&nbsp; 161043407 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 60045 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1867150 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| CNH | &nbsp;&nbsp; 6736593 | USD | &nbsp;&nbsp; 972181 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; $(235)<br>|
| CNH | &nbsp;&nbsp; 1682829 | USD | &nbsp;&nbsp; 242798 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1)<br>|
| EUR | &nbsp;&nbsp; 483587 | USD | &nbsp;&nbsp; 581452 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (6217)<br>|
| IDR | &nbsp;&nbsp; 32912654350 | USD | &nbsp;&nbsp; 1960370 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (2429)<br>|
| SGD | &nbsp;&nbsp; 3072116 | USD | &nbsp;&nbsp; 2443363 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (16030)<br>|
| THB | &nbsp;&nbsp; 101965305 | USD | &nbsp;&nbsp; 3282110 | Chase Manhattan Bank | 4/17/2026 | &nbsp;&nbsp; (40603)<br>|
| USD | &nbsp;&nbsp; 2263997 | CAD | &nbsp;&nbsp; 3131432 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (42821)<br>|
| USD | &nbsp;&nbsp; 1500237 | CAD | &nbsp;&nbsp; 2049882 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (9840)<br>|
| USD | &nbsp;&nbsp; 142657 | CHF | &nbsp;&nbsp; 112512 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (4055)<br>|
| USD | &nbsp;&nbsp; 586115 | CLP | &nbsp;&nbsp; 520751000 | JPMorgan Chase Bank N.A. | 2/19/2026 | &nbsp;&nbsp; (9730)<br>|
| USD | &nbsp;&nbsp; 387989 | CNH | &nbsp;&nbsp; 2691767 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (375)<br>|
| USD | &nbsp;&nbsp; 494480 | CNH | &nbsp;&nbsp; 3431000 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (540)<br>|
| USD | &nbsp;&nbsp; 1479414 | CZK | &nbsp;&nbsp; 30760083 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (19911)<br>|
| USD | &nbsp;&nbsp; 484008 | CZK | &nbsp;&nbsp; 9946691 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (819)<br>|
| USD | &nbsp;&nbsp; 48606 | DKK | &nbsp;&nbsp; 306217 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; (205)<br>|
| USD | &nbsp;&nbsp; 6361444 | EUR | &nbsp;&nbsp; 5434768 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (103304)<br>|
| USD | &nbsp;&nbsp; 465279 | EUR | &nbsp;&nbsp; 397028 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (6992)<br>|
| USD | &nbsp;&nbsp; 1285808 | EUR | &nbsp;&nbsp; 1097064 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; (19167)<br>|
| USD | &nbsp;&nbsp; 7876472 | EUR | &nbsp;&nbsp; 6720224 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (117344)<br>|
| USD | &nbsp;&nbsp; 1847795 | GBP | &nbsp;&nbsp; 1373716 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (31729)<br>|
| USD | &nbsp;&nbsp; 951794 | GBP | &nbsp;&nbsp; 706826 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (15288)<br>|
| USD | &nbsp;&nbsp; 15680 | INR | &nbsp;&nbsp; 1452043 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; (3)<br>|
| USD | &nbsp;&nbsp; 17869592 | KRW | &nbsp;&nbsp; 25998112381 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; (239419)<br>|
| USD | &nbsp;&nbsp; 725047 | KRW | &nbsp;&nbsp; 1059080000 | Morgan Stanley Capital Services LLC | 4/15/2026 | &nbsp;&nbsp; (12657)<br>|
| USD | &nbsp;&nbsp; 518934 | MXN | &nbsp;&nbsp; 9329131 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (11221)<br>|
| USD | &nbsp;&nbsp; 2348303 | NOK | &nbsp;&nbsp; 23677402 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (109306)<br>|
| USD | &nbsp;&nbsp; 669891 | NZD | &nbsp;&nbsp; 1161573 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (31418)<br>|
| USD | &nbsp;&nbsp; 1068919 | NZD | &nbsp;&nbsp; 1846739 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (46065)<br>|
| USD | &nbsp;&nbsp; 145709 | SEK | &nbsp;&nbsp; 1301900 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (1001)<br>|
| USD | &nbsp;&nbsp; 2420963 | SGD | &nbsp;&nbsp; 3102707 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (30540)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(929265)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Australian Bond 3 yr  | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 250 | $18240926 | March – 2026 | &nbsp;&nbsp; $48478 |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 20 | 1778431 | March – 2026 | &nbsp;&nbsp; 24469 |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 98 | 13545919 | March – 2026 | &nbsp;&nbsp; 25266 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 172 | 26131325 | March – 2026 | &nbsp;&nbsp; 88321 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 32 | 4167880 | March – 2026 | &nbsp;&nbsp; 16595 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  |
| **Description** | **Long/**<br> **Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value/Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** |  |  |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 215 | $27244766 | March – 2026 | &nbsp;&nbsp; $42413 |
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 6 | 704625 | March – 2026 | &nbsp;&nbsp; 20227 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 237 | 27055031 | March – 2026 | &nbsp;&nbsp; 198667 |
|  |  |  |  |  |  | &nbsp;&nbsp; $464436 |
| **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***  |  |  |
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 2 | $248629 | March – 2026 | &nbsp;&nbsp; $(2607)<br>|
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14 | 1611750 | March – 2026 | &nbsp;&nbsp; (30679)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14 | 1565594 | March – 2026 | &nbsp;&nbsp; (20828)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 272 | 56709875 | March – 2026 | &nbsp;&nbsp; (45350)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 113 | 12309055 | March – 2026 | &nbsp;&nbsp; (9915)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(109379)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net** <br>**Unamortized** <br>**Upfront** <br>**Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 11/18/29 | CNY | 38000000  | centrally cleared | 1.6445% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $14366 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $14366 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 12/13/29 | CNY | 50200000  | centrally cleared | 1.49% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $(25269)<br>| &nbsp;&nbsp; $94 | &nbsp;&nbsp; $(25175)<br>|
| 11/26/30 | CNY | 21400000  | centrally cleared | 1.5772% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; (6048)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (6048)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(31317)<br>| &nbsp;&nbsp; $94 | &nbsp;&nbsp; $(31223)<br>|
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 10/14/28 | USD | 26500000  | centrally cleared | CPI-U / Annually  | 2.74% / Annually  | &nbsp;&nbsp; $(142086)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(142086)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(173403)<br>| &nbsp;&nbsp; $94 | &nbsp;&nbsp; $(173309)<br>|

---

At January 31, 2026, the fund had liquid securities collateral with an aggregate value of $2,276,489 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**

1/31/26 (unaudited)

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

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

**(1) Investment Valuations**

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

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

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

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

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

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

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

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

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

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

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

to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

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

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $397017049 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $397017049 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 81793913 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81793913 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 63021496 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63021496 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 57797678 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57797678 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 41765270 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41765270 |
| &nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 18561722 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18561722 |
| &nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 18154828 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18154828 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 16954366 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16954366 |
| &nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 15855533 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15855533 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 68691185 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; 68691185 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43766507 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43766507 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207849249 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207849249 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4919374 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4919374 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 71895605 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 71895605 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49948826 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49948826 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9403971 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9403971 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8549507 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8549507 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63783345 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63783345 |
| Purchased Options | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46923 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46923 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 23887018 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23887018 |
| Total | &nbsp;&nbsp;&nbsp; $803500058 | &nbsp;&nbsp;&nbsp; $460163307 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $1263663365 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $464436 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $464436 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (109379)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (109379)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1867150 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1867150 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (929265)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (929265)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14366 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14366 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (173309)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (173309)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments. At January 31, 2026, the fund held one level 3

security valued at $0, which was also held and valued at $0 at October 31, 2025.

**(2) Securities Lending Collateral**

At January 31, 2026, the value of securities loaned was $3,975,039. These loans were collateralized by cash of $1,470,887 and

U.S. Treasury Obligations (held by the custodian or a triparty custodian) of $2,723,925.

**(3) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended January 31, 2026:

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $25218111 | &nbsp;&nbsp; $124945269 | &nbsp;&nbsp; $127746621 | &nbsp;&nbsp; $(959)<br>| &nbsp;&nbsp; $331 | &nbsp;&nbsp; $22416131<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $205876 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

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

**(4) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2026, are as follows:

---

| | |
|:---|:---|
| United States | 47.8% |
| United Kingdom | 8.6% |
| France | 6.6% |
| Japan | 6.1% |
| China | 5.4% |
| Switzerland | 3.5% |
| Canada | 2.7% |
| Italy | 2.6% |
| Germany | 2.6% |
| Other Countries | 14.1% |

---

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

if applicable.

**(5) Russia and Ukraine Conflict**

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-06102

- **c. CIK number of Registrant:** 0000863032

- **d. LEI of Registrant:** 549300TNIHF98FLHSE74

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

- **a. Name of Series:** MFS Global Total Return Fund

- **b. EDGAR series identifier (if any):** S000002469

- **c. LEI of Series:** 7ZZXT87VLI6DCYDCH774

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1280819008.25

**Total Liabilities:** $11191259.85

**Net Assets:** $1269627748.40

**Delayed Delivery Securities:** $4919495.87

**Cash Not Reported:** $100242.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -341.10269630 | **1-Year:** -8505.63021910 | **5-Year:** -41130.82228540 | **10-Year:** -56957.50397630 | **30-Year:** -18070.24028940

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

- **3-Month:** -65.39059440 | **1-Year:** -1651.56380200 | **5-Year:** 239.86784140 | **10-Year:** -852.73040190 | **30-Year:** -254.92843100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006633 | 1.64%                | 1.38%                | 3.46%                |
| Class ID C000111486 | 1.69%                | 1.44%                | 3.52%                |
| Class ID C000006634 | 1.67%                | 1.38%                | 3.48%                |
| Class ID C000006626 | 1.66%                | 1.44%                | 3.51%                |
| Class ID C000006631 | 1.57%                | 1.33%                | 3.43%                |
| Class ID C000006627 | 1.63%                | 1.31%                | 3.48%                |
| Class ID C000006628 | 1.61%                | 1.32%                | 3.45%                |
| Class ID C000006625 | 1.67%                | 1.37%                | 3.52%                |
| Class ID C000006629 | 1.69%                | 1.42%                | 3.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4329868.37              | $13813180.31                               |
| Month 2  | $8795316.09              | $5604362.79                                |
| Month 3  | $15062911.23             | $25889213.64                               |

**Designated Index Information**

- **Index Name:** 60% MSCI WORLD, 40% BarCap Global Aggregate

- **Index Identifier:** 60% MXWO, 40% LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Belfius Bank SA                                                                   | Belfius Bank SA                                                                                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $237753.25    | 0.02%             | 2038-04-29      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      551715 | PA      | $478168.67    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Mexican Pesos                                                                 | New Mexican Pesos                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5876.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21635 | PA      | $18481.18     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $195.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                     | Stryker Corp.                                                                                  | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      586000 | PA      | $600395.10    | 0.05%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      332000 | PA      | $309568.06    | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                       | United States Small Business Administration, Series 2007-20E, Class 1                          | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8185 | PA      | $8184.90      | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5575, Class MB                                                                   | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      369964 | PA      | $385845.37    | 0.03%             | 2055-09-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      461000 | PA      | $445009.73    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                     | Adani Electricity Mumbai Ltd.                                                                  | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      642000 | PA      | $601140.23    | 0.05%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                   | Eaton Corp. plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        7096 | NS      | $2493676.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1412000 | PA      | $1436758.98   | 0.11%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                            | JBS NV                                                                                         | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      430000 | PA      | $436419.90    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                               | New Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1                                | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |      307060 | PA      | $311735.21    | 0.02%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                           | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      260000 | PA      | $255708.68    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1001.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                         | Versant Media Group, Inc.                                                                      | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |        9255 | NS      | $301527.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM                 | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2614093 | PA      | $181747.43    | 0.01%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                                | Lam Research Corp.                                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       14097 | NS      | $3291085.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10215000 | PA      | $9132449.44   | 0.72%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                 | Merck & Co., Inc.                                                                              | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      576000 | PA      | $571072.34    | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      329802 | PA      | $335167.57    | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       45704 | NS      | $6462545.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN34, Class XA                                                               | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6529670 | PA      | $233281.59    | 0.02%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101407.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $656.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7157.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                   | CME Group, Inc.                                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       17400 | NS      | $5029644.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      447000 | PA      | $398083.53    | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144568 | PA      | $124611.14    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352850 | PA      | $358299.29    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105937 | PA      | $106367.47    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-89, Class MD                                                                 | CUSIP: 38385GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      454829 | PA      | $463276.78    | 0.04%             | 2055-05-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-1A, Class A                                           | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377527 | PA      | $385879.13    | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| E.ON International Finance BV                                                     | E.ON International Finance BV                                                                  | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $691221.51    | 0.05%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2022-66, Class CF                                                                 | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1162195 | PA      | $1157975.96   | 0.09%             | 2052-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                      | Northwestern Mutual Life Insurance Co. (The)                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      730000 | PA      | $776670.96    | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                                                    | Amphenol Corp., Class A                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        5617 | NS      | $809297.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261101 | PA      | $260901.50    | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      343000 | PA      | $337961.20    | 0.03%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      275000 | PA      | $283153.59    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1                  | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16601885 | PA      | $353137.04    | 0.03%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    13690000 | PA      | $46923.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      248000 | PA      | $252690.42    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb Ltd.                                                                        | Chubb Ltd.                                                                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       23389 | NS      | $7240298.84   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                                                  | WSP Global, Inc.                                                                               | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      978000 | PA      | $774283.82    | 0.06%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      268000 | PA      | $252236.04    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      491000 | PA      | $508979.19    | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2021-1, Class IH                                                                  | CUSIP: 3136BDV96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287134 | PA      | $41052.39     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                      | NVIDIA Corp.                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        6775 | NS      | $1294905.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      113000 | PA      | $121765.13    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      309000 | PA      | $319438.70    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                                  | BUPA Finance plc                                                                               | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |      130000 | PA      | $177810.19    | 0.01%             | 2045-11-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      307250 | NS      | $4737795.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                                    | Videotron Ltd.                                                                                 | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      610000 | PA      | $595928.70    | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      360000 | PA      | $428419.56    | 0.03%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225597 | PA      | $222056.49    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                       | Astra International Tbk. PT                                                                    | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |     3701200 | NS      | $1400215.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Financial Equipment LLC                                                     | Volvo Financial Equipment LLC, Series 2024-1A, Class A2                                        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234812 | PA      | $235059.98    | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Ultra Bond                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -6 | NC      | $20226.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-375.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      539000 | PA      | $570227.88    | 0.04%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                                        | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      117583 | PA      | $117975.66    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      697060 | PA      | $580130.18    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                        | National Bank of Greece SA                                                                     | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       48727 | NS      | $861468.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      294000 | PA      | $247215.91    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                           | Vale SA                                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      131500 | NS      | $2106898.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-144, Class HF                                                                | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      214673 | PA      | $210302.96    | 0.02%             | 2045-10-20      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                    | PSEG Power LLC                                                                                 | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      613000 | PA      | $628846.36    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Japanese Yen                                                                      | Japanese Yen                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |          -3 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM                 | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2713457 | PA      | $173633.57    | 0.01%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      418000 | PA      | $380016.34    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      692000 | PA      | $705996.14    | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      116356 | PA      | $118475.13    | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                         | Florida Power & Light Co.                                                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      665000 | PA      | $424746.19    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                            | JBS NV                                                                                         | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      230000 | PA      | $239071.54    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                              | Ryanair Holdings plc                                                                           | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |       33064 | NS      | $1121294.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovereign in right of New Zealand                                                 | New Zealand Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2355000 | PA      | $1453138.91   | 0.11%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6350.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                   | Oncor Electric Delivery Co. LLC                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      373000 | PA      | $382666.75    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  8496200000 | PA      | $5412620.85   | 0.43%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                           | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      250000 | PA      | $299787.26    | 0.02%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                          | MFS Institutional Money Market Portfolio, Class A                                              | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    22331090 | NS      | $22335556.44  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   385200000 | PA      | $1277213.29   | 0.10%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4365000 | PA      | $5168982.18   | 0.41%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6992.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196941 | PA      | $168166.35    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waters Corp.                                                                      | Waters Corp.                                                                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        5012 | NS      | $1858048.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                                      | Northern Star Resources Ltd.                                                                   | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      482000 | PA      | $508303.86    | 0.04%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      460000 | PA      | $527316.78    | 0.04%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                              | Columbia Pipelines Operating Co. LLC                                                           | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      554000 | PA      | $590164.31    | 0.05%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128MJM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      132000 | PA      | $132801.12    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      620000 | PA      | $634785.00    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $316132.65    | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      402183 | PA      | $348570.96    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      594000 | PA      | $603207.00    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      259518 | PA      | $211203.98    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      330234 | NS      | $3976506.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co. Ltd.                                                               | PetroChina Co. Ltd., Class H                                                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     3122000 | NS      | $3708626.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lseg US Fin Corp.                                                                 | Lseg US Fin Corp.                                                                              | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      285000 | PA      | $292906.34    | 0.02%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2025-1, Class A2                                              | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      529857 | PA      | $535781.91    | 0.04%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  8011970000 | PA      | $5323217.55   | 0.42%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                                     | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                         | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      137100 | NS      | $519711.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      567908 | PA      | $569263.80    | 0.04%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM                 | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3170226 | PA      | $210905.63    | 0.02%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      622000 | PA      | $531072.42    | 0.04%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                  | SNB Funding Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |      472000 | PA      | $483033.82    | 0.04%             | 2035-06-24      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       55048 | NS      | $2558080.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73058 | PA      | $74531.00     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                        | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      571000 | PA      | $581162.51    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170255 | PA      | $144968.76    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                               | Amadeus IT Group SA                                                                            | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       55472 | NS      | $3722976.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                                 | Georgia Power Co.                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      512000 | PA      | $522679.27    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8074.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      650000 | PA      | $767895.94    | 0.06%             | 2031-11-07      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9820.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4055.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                             | Cousins Properties LP                                                                          | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      298000 | PA      | $310977.15    | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                            | Julius Baer Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       55767 | NS      | $4661617.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-539.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26500000 | PA      | $-142086.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2205000 | PA      | $2604433.81   | 0.21%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                               | Hon Hai Precision Industry Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |      570000 | NS      | $3993803.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                       | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       45528 | NS      | $6535999.68   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee NV                                                                         | Pluxee NV                                                                                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $475328.57    | 0.04%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267852 | PA      | $230144.29    | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      941000 | PA      | $843793.45    | 0.07%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      416000 | PA      | $432664.60    | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                         | Danone SA                                                                                      | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       41324 | NS      | $3225067.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                         | Sanofi SA                                                                                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       59121 | NS      | $5550262.93   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-173, Class FC                                                                | CUSIP: 38384GBV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      477981 | PA      | $481770.77    | 0.04%             | 2053-11-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4505.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1                  | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13539841 | PA      | $166334.23    | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class A                                                           | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      543479 | PA      | $554951.68    | 0.04%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      428000 | PA      | $419355.82    | 0.03%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      306000 | PA      | $305856.58    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, 30 Year                                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      166447 | PA      | $167519.81    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      807750 | PA      | $700071.21    | 0.06%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                      | British American Tobacco plc                                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      183577 | NS      | $10992406.44  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                                                          | ICON plc                                                                                       | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       23664 | NS      | $4265436.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBL1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      260000 | PA      | $308280.53    | 0.02%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      460000 | PA      | $409755.02    | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      310000 | PA      | $307584.95    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       25457 | NS      | $1622374.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      300000 | PA      | $350970.25    | 0.03%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      140000 | PA      | $128352.59    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2327.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14392 | PA      | $15027.37     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      733000 | PA      | $726505.43    | 0.06%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2104000 | PA      | $2862552.54   | 0.23%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257393 | PA      | $258438.39    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      338038 | PA      | $332581.13    | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      168000 | PA      | $202803.43    | 0.02%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        5743 | NS      | $1342253.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5173 | PA      | $5460.28      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                 | Galaxy Pipeline Assets Bidco Ltd.                                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      357985 | PA      | $323563.80    | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| FDJ UNITED                                                                        | FDJ UNITED                                                                                     | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       33405 | NS      | $884588.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      244668 | PA      | $240771.93    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                                 | Nitto Denko Corp.                                                                              | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |       63000 | NS      | $1394662.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      442000 | PA      | $455628.50    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    30347000 | PA      | $886043.22    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      216479 | PA      | $195599.04    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      230000 | PA      | $276391.51    | 0.02%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    29300000 | PA      | $1581807.68   | 0.12%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                                | New Zealand Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |          31 | OU      | $18.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      529000 | PA      | $713341.95    | 0.06%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Canada 10 Year Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -20 | NC      | $23976.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                                             | Albertsons Cos., Inc., Class A                                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       66532 | NS      | $1107757.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6300000 | PA      | $881605.60    | 0.07%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XTCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198608 | PA      | $176174.37    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      314000 | PA      | $318261.21    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4500000 | PA      | $5364463.23   | 0.42%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46065.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      531000 | PA      | $526843.78    | 0.04%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111899 | PA      | $101120.90    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-164, Class FM                                                                | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      439775 | PA      | $441618.62    | 0.03%             | 2054-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B24, Class XA                                            | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4560595 | PA      | $180017.64    | 0.01%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       54283 | NS      | $3380745.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $506476.68    | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7700000 | PA      | $1108254.99   | 0.09%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       74578 | NS      | $16947850.50  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94656 | PA      | $97048.67     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      562000 | PA      | $574198.21    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      417000 | PA      | $428682.62    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tenaris SA                                                                        | Tenaris SA                                                                                     | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      147908 | NS      | $3289054.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                                     | Swedish Krona                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7921000 | PA      | $7938327.19   | 0.63%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                   | BMS Ireland Capital Funding DAC                                                                | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      410000 | PA      | $484706.12    | 0.04%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                     | Akzo Nobel NV                                                                                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       42657 | NS      | $2998414.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitable Holdings, Inc.                                                          | Equitable Holdings, Inc.                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       56183 | NS      | $2606891.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40439.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                      | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      612798 | NS      | $16202379.12  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      134539 | NS      | $14544193.30  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175064.24    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1020000 | PA      | $995503.03    | 0.08%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut State Higher Education Supplement Loan Authority                      | Connecticut State Higher Education Supplement Loan Authority                                   | CUSIP: 207743WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      510000 | PA      | $491199.31    | 0.04%             | 2034-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Empire District Bondco LLC                                                        | Empire District Bondco LLC, Series A-1                                                         | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625469 | PA      | $634710.25    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                        | Smurfit Kappa Treasury ULC                                                                     | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      140000 | PA      | $167132.70    | 0.01%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                      | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      491000 | PA      | $356270.19    | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                        | Province of Ontario                                                                            | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      730000 | PA      | $868950.37    | 0.07%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      377132 | PA      | $392056.58    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                            | Unilever Capital Corp.                                                                         | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |      750000 | PA      | $875450.92    | 0.07%             | 2032-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      902000 | PA      | $921483.20    | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14035.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $200914.92    | 0.02%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    36500000 | PA      | $1971472.02   | 0.16%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM2, Class A1                                                          | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |      793439 | PA      | $799708.76    | 0.06%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM                 | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3298344 | PA      | $212086.49    | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                          | AEP Transmission Co. LLC                                                                       | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      455000 | PA      | $467892.03    | 0.04%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                            | Cie de Saint-Gobain SA                                                                         | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       20131 | NS      | $1985819.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                 | Manufacturers & Traders Trust Co.                                                              | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405548.77    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp.                                                 | Iowa Student Loan Liquidity Corp.                                                              | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      265000 | PA      | $253931.06    | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87530 | PA      | $75715.19     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                | Atmos Energy Corp.                                                                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       23754 | NS      | $3951240.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                                           | Regions Financial Corp.                                                                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       32569 | NS      | $928216.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K136, Class XAM                 | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3294996 | PA      | $91778.82     | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                            | Becton Dickinson & Co.                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       68872 | NS      | $14014074.56  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181482 | PA      | $161524.15    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204117 | PA      | $198724.50    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EPUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171664 | PA      | $172361.67    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11220.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                     | Pioneer Natural Resources Co.                                                                  | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      549000 | PA      | $498606.03    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                             | DB Insurance Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |        5706 | NS      | $565288.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7204 | PA      | $7512.52      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6217.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MLPX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32794 | PA      | $31660.66     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106585 | PA      | $107050.48    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                         | LKQ Corp.                                                                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      104357 | NS      | $3428127.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Colorado Housing and Finance Authority                                            | Colorado Housing and Finance Authority                                                         | CUSIP: 196480D61<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |      470000 | PA      | $473378.27    | 0.04%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                      | Amprion GmbH                                                                                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475285.46    | 0.04%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance plc                                                | Severn Trent Utilities Finance plc                                                             | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      410000 | PA      | $479398.52    | 0.04%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20732 | PA      | $16898.53     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400317 | PA      | $406058.84    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $474256.64    | 0.04%             | 2033-09-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130318 | PA      | $127249.79    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $478069.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG (Registered)                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      319728 | NS      | $15050646.04  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                      | Glencore Finance Canada Ltd.                                                                   | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       38000 | PA      | $37179.29     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      178000 | PA      | $190215.61    | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Schatz                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         215 | NC      | $42735.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                           | Essential Properties Realty Trust, Inc.                                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       39328 | NS      | $1193998.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157965 | PA      | $158607.53    | 0.01%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class A10                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      833333 | PA      | $838014.41    | 0.07%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61618 | PA      | $51281.33     | 0.00%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2090000000 | PA      | $2372748.35   | 0.19%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    46991000 | PA      | $1260926.18   | 0.10%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                           | Eni SpA                                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      519976 | NS      | $10617306.29  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                          | Engie SA                                                                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236987.50    | 0.02%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                            | DSM BV                                                                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      220000 | PA      | $253838.77    | 0.02%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      875000 | PA      | $862898.60    | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |      963474 | PA      | $967557.57    | 0.08%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-13, Class A1                                             | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |      386001 | PA      | $389350.95    | 0.03%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                           | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      112084 | NS      | $4314113.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                                | Johnson Controls International plc                                                             | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       22172 | NS      | $2644232.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                                | Publicis Groupe SA                                                                             | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       29560 | NS      | $2950279.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class C                                                         | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      312000 | PA      | $308717.88    | 0.02%             | 2037-01-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      412685 | PA      | $394092.49    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                               | LVMH Moet Hennessy Louis Vuitton SE                                                            | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        1690 | NS      | $1095572.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      437000 | PA      | $399115.42    | 0.03%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3688000 | PA      | $2679768.81   | 0.21%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414919 | PA      | $416478.36    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                              | Hartford Insurance Group, Inc. (The)                                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       16699 | NS      | $2255366.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                                               | Kingdom of Thailand                                                                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    38700000 | PA      | $1342874.16   | 0.11%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      290561 | PA      | $298967.95    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      507000 | PA      | $512926.11    | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      720000 | PA      | $851144.27    | 0.07%             | 2034-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      318000 | PA      | $286270.01    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore plc                                                                      | Glencore plc                                                                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      909289 | NS      | $6211796.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219068 | PA      | $196130.79    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                          | New Hampshire Business Finance Authority, Series 2024 A                                        | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      545000 | PA      | $574690.13    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        6020 | NS      | $1385442.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                                | Koninklijke KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      652182 | NS      | $3175746.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        6580 | NS      | $2464802.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4992000 | PA      | $5943894.90   | 0.47%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                                               | General Mills, Inc.                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       59160 | NS      | $2736741.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                                            | Pembina Pipeline Corp.                                                                         | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $625502.25    | 0.05%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      147991 | PA      | $128263.92    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31418.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                      | NBN Co. Ltd.                                                                                   | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      390000 | PA      | $406834.32    | 0.03%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307009 | PA      | $314767.99    | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                       | BBCMS Trust, Series 2021-C10, Class XA                                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5240867 | PA      | $251164.38    | 0.02%             | 2054-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                        | Visa, Inc.                                                                                     | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      290000 | PA      | $336268.92    | 0.03%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM3, Class A1                                                          | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      161710 | PA      | $163507.43    | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                                      | Bankinter SA                                                                                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $470615.18    | 0.04%             | 2033-11-03      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                             | Schneider Electric SE                                                                          | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       23627 | NS      | $6785917.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu, Inc.                                                                       | Baidu, Inc.                                                                                    | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       11300 | NS      | $1730934.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3620AXZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       81700 | PA      | $84152.78     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   382050000 | PA      | $2297977.92   | 0.18%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                     | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       13431 | NS      | $1793441.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      567000 | PA      | $566036.24    | 0.04%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $594318.68    | 0.05%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      436000 | PA      | $451032.44    | 0.04%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                  | CBQ Finance Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |      717000 | PA      | $717593.93    | 0.06%             | 2030-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                     | P3 Group Sarl                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      440000 | PA      | $518387.59    | 0.04%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      342000 | PA      | $338259.61    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      364000 | PA      | $311309.81    | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       16248 | NS      | $3628178.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                      | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      476000 | PA      | $473438.93    | 0.04%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $355873.13    | 0.03%             | 2036-04-21      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18479.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| mBank SA                                                                          | mBank SA                                                                                       | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      500000 | PA      | $611044.43    | 0.05%             | 2030-09-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                   | Telefonaktiebolaget LM Ericsson, Class B                                                       | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      350888 | NS      | $3807671.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      540385 | PA      | $515406.78    | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                      | Marriott International, Inc., Series HH                                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      435000 | PA      | $403699.07    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5548                                                                             | CUSIP: 3137HLJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      284069 | PA      | $46481.90     | 0.00%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B26, Class XA                                            | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10311247 | PA      | $322107.88    | 0.03%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                      | Hitachi Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      196200 | NS      | $6796512.02   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      750000 | PA      | $795638.90    | 0.06%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                  | Transurban Finance Co. Pty. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      150000 | PA      | $178392.38    | 0.01%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       18892 | NS      | $3051058.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      298000 | PA      | $304513.27    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                             | Kraft Heinz Foods Co.                                                                          | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      472000 | PA      | $387342.70    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59371 | PA      | $52713.22     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      496000 | PA      | $477285.18    | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                  | African Export-Import Bank (The)                                                               | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |      424000 | PA      | $423070.17    | 0.03%             | 2035-05-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                  | Comision Federal de Electricidad                                                               | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      238000 | PA      | $238000.00    | 0.02%             | 2034-01-28      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      824832 | PA      | $745274.74    | 0.06%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                | Altria Group, Inc.                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       35765 | NS      | $2217072.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      700000 | PA      | $822891.82    | 0.06%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                   | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                                     | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7060643 | PA      | $244954.90    | 0.02%             | 2054-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                  | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      768000 | PA      | $756312.21    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L6, Class XA                                       | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8689601 | PA      | $324414.97    | 0.03%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1                  | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2292783 | PA      | $48207.83     | 0.00%             | 2030-01-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5438, Class FE                                                                   | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1091145 | PA      | $1101794.64   | 0.09%             | 2054-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      257000 | PA      | $353141.25    | 0.03%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                             | EP Infrastructure A/S                                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      763000 | PA      | $904451.98    | 0.07%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      309000 | PA      | $315547.83    | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      599000 | PA      | $613260.61    | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19910.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      298000 | PA      | $281327.96    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      410000 | PA      | $489388.60    | 0.04%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                 | Wolters Kluwer NV                                                                              | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       21367 | NS      | $1997823.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                                            | General Dynamics Corp.                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       17567 | NS      | $6167598.03   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                  | Transurban Finance Co. Pty. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      450000 | PA      | $560027.82    | 0.04%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      590000 | PA      | $618950.66    | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                      | GEA Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       15631 | NS      | $1119103.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of British Columbia Canada                                               | Province of British Columbia                                                                   | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $334116.70    | 0.03%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          98 | NC      | $26161.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EP Infrastructure A/S                                                             | EP Infrastructure A/S                                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      285000 | PA      | $339437.55    | 0.03%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                        | Verus Securitization Trust, Series 2024-1, Class A1                                            | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      403192 | PA      | $405744.11    | 0.03%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                     | Sammons Financial Group, Inc.                                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $436515.09    | 0.03%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                               | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      758000 | PA      | $752997.68    | 0.06%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Tesco plc                                                                         | Tesco plc                                                                                      | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     2015549 | NS      | $11726915.96  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                                       | Cie Financiere Richemont SA (Registered)                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        6217 | NS      | $1202706.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                             | Thermo Fisher Scientific Finance I BV                                                          | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $773848.02    | 0.06%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    70520000 | PA      | $10981132.35  | 0.86%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN32, Class XA                                                               | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6712102 | PA      | $187185.76    | 0.01%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   893950000 | PA      | $5692375.08   | 0.45%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                                     | Kyocera Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      344200 | NS      | $5133197.21   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                              | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      303000 | PA      | $311702.14    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                            | Sempra                                                                                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      239000 | PA      | $244986.95    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                       | QatarEnergy                                                                                    | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |      449000 | PA      | $343344.01    | 0.03%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                               | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                                     | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     1470887 | NS      | $1470887.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                                        | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      119489 | PA      | $119946.27    | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1167.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      616000 | PA      | $561217.35    | 0.04%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp.                                                                   | Brunswick Corp.                                                                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       24848 | NS      | $1993306.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5014.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314922 | PA      | $320217.04    | 0.03%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                      | Airbnb, Inc., Class A                                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       10389 | NS      | $1344024.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3627.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                          | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       28267 | NS      | $713459.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      974000 | PA      | $726939.55    | 0.06%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2022-57, Class FA                                                                 | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1231231 | PA      | $1222678.07   | 0.10%             | 2052-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31471 | PA      | $26738.11     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $387.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                              | Cenovus Energy, Inc.                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      155742 | NS      | $3073321.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23196 | PA      | $24182.61     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class B10                                                          | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      607994 | PA      | $611404.79    | 0.05%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356579.11    | 0.03%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                      | TCW CLO Ltd., Series 2020-1A, Class BR3                                                        | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1275000 | PA      | $1268865.98   | 0.10%             | 2034-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      702327 | PA      | $599932.06    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429961 | PA      | $366477.12    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class A                                                             | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      241442 | PA      | $241294.92    | 0.02%             | 2037-02-19      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      232000 | PA      | $237029.95    | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Legrand SA                                                                        | Legrand SA                                                                                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       18675 | NS      | $2988415.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                         | Sodexo SA                                                                                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       67747 | NS      | $3464310.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                                              | Fastighets AB Balder                                                                           | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      290000 | PA      | $346910.58    | 0.03%             | 2032-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2050000 | PA      | $2388485.53   | 0.19%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      524768 | PA      | $457988.82    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      484000 | PA      | $481924.83    | 0.04%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      438000 | PA      | $462453.95    | 0.04%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                         | Fresenius Medical Care AG                                                                      | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       17418 | NS      | $782706.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7003.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                      | Elia Transmission Belgium SA                                                                   | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $234015.51    | 0.02%             | 2035-10-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class B                                                             | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      604312 | PA      | $603179.46    | 0.05%             | 2037-02-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-239418.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class XA                               | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6702517 | PA      | $395675.74    | 0.03%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP                                                                                 | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      862000 | PA      | $634017.73    | 0.05%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                    | Czech Republic                                                                                 | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    13460000 | PA      | $614636.28    | 0.05%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                               | Iceland Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   138000000 | PA      | $1110001.23   | 0.09%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      330000 | PA      | $448407.21    | 0.04%             | 2034-02-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020 | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      545000 | PA      | $333894.06    | 0.03%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4400000 | PA      | $594292.87    | 0.05%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      346057 | PA      | $356726.58    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      281000 | PA      | $299957.09    | 0.02%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      411000 | PA      | $414720.26    | 0.03%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      311000 | PA      | $296289.55    | 0.02%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405746.32    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                   | Canadian Dollar                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142068 | PA      | $122801.80    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2022-60, Class FA                                                                 | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1231231 | PA      | $1222678.07   | 0.10%             | 2052-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                               | Swisscom Finance BV                                                                            | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      810000 | PA      | $945684.05    | 0.07%             | 2037-11-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Note                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          14 | NC      | $-20827.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings plc                                                             | IG Group Holdings plc                                                                          | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       38860 | NS      | $718913.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19510 | PA      | $15889.95     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      281000 | PA      | $262818.80    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                               | Toyota Tsusho Corp.                                                                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      178000 | NS      | $6447841.82   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5034, Class IJ                                                                   | CUSIP: 3137F6JS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      925437 | PA      | $150712.21    | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                       | Imperial Brands Finance plc                                                                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      390000 | PA      | $459811.10    | 0.04%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                     | Medtronic plc                                                                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      138551 | NS      | $14265210.96  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                           | Raizen Fuels Finance SA                                                                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      606000 | PA      | $496920.05    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          14 | NC      | $-30678.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                           | FUJIFILM Holdings Corp.                                                                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       91500 | NS      | $1825151.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      490000 | PA      | $581215.29    | 0.05%             | 2031-02-13      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      387000 | PA      | $393237.58    | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16873.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60350 | PA      | $56381.23     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2076000 | PA      | $1481536.39   | 0.12%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                 | Lenovo Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      484000 | NS      | $550161.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      199000 | PA      | $199415.90    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5527000 | PA      | $5451562.38   | 0.43%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 10800000000 | PA      | $7205320.17   | 0.57%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aon plc                                                                           | Aon plc, Class A                                                                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       27428 | NS      | $9589925.92   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       50317 | NS      | $9028882.48   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                          | Willis Towers Watson plc                                                                       | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       20300 | NS      | $6444641.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                         | Corebridge Global Funding                                                                      | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      475000 | PA      | $479127.59    | 0.04%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                           | DBS Group Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       57190 | NS      | $2661463.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                                     | Assa Abloy AB                                                                                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |      320000 | PA      | $381215.08    | 0.03%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                       | Reckitt Benckiser Group plc                                                                    | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       34972 | NS      | $2915261.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                                          | Ambev SA                                                                                       | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     1931500 | NS      | $5450149.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      430474 | PA      | $389520.28    | 0.03%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      557000 | PA      | $563523.62    | 0.04%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      382000 | PA      | $394667.05    | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                                     | NetEase, Inc.                                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       90900 | NS      | $2385338.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp., Class A                                                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      231394 | NS      | $6883971.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18188 | PA      | $15556.11     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10562.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                   | Plains All American Pipeline LP                                                                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $424868.91    | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STC Sukuk Co. II Ltd.                                                             | STC Sukuk Co. II Ltd.                                                                          | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |      451000 | PA      | $452030.99    | 0.04%             | 2036-01-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       14980 | NS      | $1139378.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                                  | Bonos de la Tesoreria                                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    14287000 | PA      | $4565338.09   | 0.36%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                                              | Midea Group Co. Ltd., Class A                                                                  | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |      136200 | NS      | $1520868.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                                        | Woodside Energy Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       81968 | NS      | $1448079.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         272 | NC      | $-45350.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                        | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      677000 | PA      | $679830.46    | 0.05%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                   | AEP Texas, Inc.                                                                                | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      588000 | PA      | $613248.30    | 0.05%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class B                                                           | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364160 | PA      | $370982.25    | 0.03%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                          | Eagle Funding Luxco Sarl                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      477000 | PA      | $484546.14    | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      910000 | PA      | $943074.44    | 0.07%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1331000 | PA      | $1343870.77   | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33476.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2025-FL7, Class AS                                                    | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      606325 | PA      | $606324.39    | 0.05%             | 2043-06-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3140000 | PA      | $3038476.22   | 0.24%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40602.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K131, Class XAM                 | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3177082 | PA      | $146842.19    | 0.01%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                                                | Shimamura Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       16000 | NS      | $1072628.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                        | Occidental Petroleum Corp.                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      319000 | PA      | $340273.47    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co.                                                               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      441000 | PA      | $397933.55    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      790000 | PA      | $936690.62    | 0.07%             | 2030-07-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      819000 | PA      | $797926.29    | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      368000 | PA      | $370869.06    | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                             | Magnum Icc Finance BV                                                                          | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      450000 | PA      | $532663.40    | 0.04%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $288751.81    | 0.02%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                             | BP Capital Markets BV                                                                          | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      440000 | PA      | $333348.83    | 0.03%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                        | Diageo plc                                                                                     | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      200483 | NS      | $4596414.45   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Long Gilt                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           2 | NC      | $-2545.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM                 | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3056884 | PA      | $160173.08    | 0.01%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      310000 | PA      | $417942.99    | 0.03%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                         | NEC Corp.                                                                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      136300 | NS      | $4588543.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                      | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                        | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960201 | PA      | $706472.06    | 0.06%             | 2041-11-15      | Floating      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     2945000 | PA      | $3469805.89   | 0.27%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2943000 | PA      | $3483950.02   | 0.27%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP, Series 21-1                                                                    | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      387000 | PA      | $280922.81    | 0.02%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      512000 | PA      | $509929.11    | 0.04%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      349612 | PA      | $315957.54    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       29702 | NS      | $2687733.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                                                      | PPL Electric Utilities Corp.                                                                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      713000 | PA      | $680402.28    | 0.05%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                      | Bain Capital Credit CLO Ltd., Series 2021-7A, Class BR                                         | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1365087 | PA      | $1365325.89   | 0.11%             | 2035-01-22      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| New Taiwan Dollar                                                                 | New Taiwan Dollar                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |      618571 | OU      | $19655.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                              | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      358483 | PA      | $360830.15    | 0.03%             | 2069-02-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                        | Liberty Mutual Group, Inc.                                                                     | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |      620000 | PA      | $726150.91    | 0.06%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      558000 | PA      | $525435.87    | 0.04%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      460000 | PA      | $546345.52    | 0.04%             | 2037-02-03      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742271 | PA      | $699458.88    | 0.06%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      418500 | NS      | $7583892.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   748200000 | PA      | $3489166.59   | 0.27%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM                 | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3594105 | PA      | $166289.89    | 0.01%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XKH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31802 | PA      | $29632.29     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15288.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      159000 | PA      | $166755.76    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16029.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                        | Province of Ontario                                                                            | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      721000 | PA      | $715567.55    | 0.06%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                     | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       11478 | NS      | $1763365.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                              | Ontario Teachers' Cadillac Fairview Properties Trust                                           | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      527000 | PA      | $473594.71    | 0.04%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60949 | PA      | $64335.39     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   302650000 | PA      | $1854171.27   | 0.15%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                            | Becton Dickinson & Co.                                                                         | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      584000 | PA      | $595970.52    | 0.05%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                               | Deutsche Telekom AG                                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      310000 | PA      | $339030.70    | 0.03%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      713000 | PA      | $714973.78    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                                       | Seven & i Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |      302300 | NS      | $4318850.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                                              | Banca Mediolanum SpA                                                                           | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |       30675 | NS      | $718485.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                              | Cognizant Technology Solutions Corp., Class A                                                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       14170 | NS      | $1162790.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       13491 | NS      | $4126761.99   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      484000 | PA      | $434237.56    | 0.03%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                               | Lseg Netherlands BV                                                                            | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      470000 | PA      | $551639.37    | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86956.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                                               | Czech Repub. Kronas                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                 | Chile Electricity Lux Mpc II Sarl                                                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      452585 | PA      | $464318.84    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3978000 | PA      | $3885853.37   | 0.31%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31670.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $591473.06    | 0.05%             | 2031-02-07      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                        | Haleon plc                                                                                     | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      841455 | NS      | $4362673.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      339000 | PA      | $339748.80    | 0.03%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1405000 | PA      | $1364864.77   | 0.11%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      161000 | PA      | $155867.65    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      420000 | PA      | $423233.89    | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                    | Boston Gas Co.                                                                                 | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      669000 | PA      | $706755.08    | 0.06%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                            | Memorial Sloan-Kettering Cancer Center, Series 2020                                            | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      670000 | PA      | $441561.75    | 0.03%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                              | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       37759 | NS      | $4366073.17   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                       | Axalta Coating Systems Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       51196 | NS      | $1719161.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    12296000 | PA      | $6465664.40   | 0.51%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      607000 | PA      | $411848.14    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271731 | PA      | $256652.70    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      252000 | PA      | $255146.20    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                                                        | AGCO Corp.                                                                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       11078 | NS      | $1256355.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      507411 | PA      | $509472.97    | 0.04%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                     | E.ON International Finance BV                                                                  | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      960000 | PA      | $1128603.93   | 0.09%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25209.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                                              | Sage Group plc (The)                                                                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      401000 | PA      | $466815.11    | 0.04%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254144 | PA      | $261303.66    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                             | Colgate-Palmolive Co.                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       84636 | NS      | $7641784.44   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                                   | South Korea Won                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        2521 | OU      | $1.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                                                        | Province of Alberta                                                                            | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      459000 | PA      | $312469.90    | 0.02%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      563584 | NS      | $9520219.15   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                  | Roche Holding AG                                                                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       28891 | NS      | $13106621.43  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44114 | PA      | $38468.88     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                       | Export-Import Bank of India                                                                    | CUSIP: 30218VAB2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1700000 | PA      | $1694986.04   | 0.13%             | 2036-01-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2718876 | PA      | $2418688.01   | 0.19%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK Square Co. Ltd.                                                                | SK Square Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2697 | NS      | $1068007.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31729.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4310.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112046 | PA      | $107946.59    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                        | Baxter International, Inc.                                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      142000 | PA      | $143058.33    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                        | KDDI Corp.                                                                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      327400 | NS      | $5514138.67   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                              | NextEra Energy, Inc.                                                                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       64080 | NS      | $3273206.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8828.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $283637.03    | 0.02%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                     | Chevron Corp.                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22913 | NS      | $4053309.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      295000 | PA      | $311404.33    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                 | Cigna Group (The)                                                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       51509 | NS      | $14119131.99  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1488.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance plc                                                | Severn Trent Utilities Finance plc                                                             | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      490000 | PA      | $586645.84    | 0.05%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417120 | PA      | $370205.19    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      957000 | PA      | $929189.86    | 0.07%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                   | Seagate Technology Holdings plc                                                                | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        5747 | NS      | $2342994.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                              | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154742.46    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                                                 | Nestle Finance International Ltd.                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $446887.71    | 0.04%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MHTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141860 | PA      | $125905.65    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      415000 | PA      | $395668.14    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1467000 | PA      | $2022466.41   | 0.16%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      414000 | PA      | $412484.76    | 0.03%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      368357 | PA      | $369685.86    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                                         | Aviva plc                                                                                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      361000 | PA      | $442521.52    | 0.03%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                                 | Australian Dollar                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         149 | OU      | $103.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORT CRE Issuer LLC                                                               | FORT CRE Issuer LLC, Series 2022-FL3, Class AS                                                 | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396317 | PA      | $395901.52    | 0.03%             | 2039-02-23      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                               | Highwoods Realty LP                                                                            | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      635000 | PA      | $636876.56    | 0.05%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                    | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       66313 | NS      | $6911803.99   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16097.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                           | Sberbank of Russia PJSC                                                                        | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |      780516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      310000 | PA      | $416397.73    | 0.03%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1240000 | PA      | $1470157.36   | 0.12%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     1169000 | PA      | $1361164.35   | 0.11%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                           | E.ON SE                                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      281885 | NS      | $5969275.06   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceske Drahy A/S                                                                   | Ceske Drahy A/S                                                                                | CUSIP: N/A<br>LEI: 31570010000000034336       | Long             | DBT              | NUSS              | CZ        |      281000 | PA      | $341586.78    | 0.03%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                                      | Indian Rupee                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |           2 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co., Series WI*                                                   | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      154000 | PA      | $156021.53    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      476000 | PA      | $474854.06    | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -172 | NC      | $83693.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      159707 | NS      | $16596751.44  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140A0MB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84340 | PA      | $85630.28     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      605000 | PA      | $616393.26    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                 | Tyson Foods, Inc., Class A                                                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       30962 | NS      | $2022747.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                      | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $198950.54    | 0.02%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         113 | NC      | $-9915.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co.                                                         | Northern States Power Co.                                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      471000 | PA      | $478635.69    | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                                       | Spire, Inc.                                                                                    | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      654000 | PA      | $651727.90    | 0.05%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                    | Tata Consultancy Services Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       33035 | NS      | $1121870.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                         | Orange SA                                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $474154.70    | 0.04%             | 2031-11-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   493400000 | PA      | $1597875.07   | 0.13%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    95850000 | PA      | $459331.83    | 0.04%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17559.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                  | ABN AMRO Bank NV                                                                               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      162279 | NS      | $5974621.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50086 | PA      | $42948.31     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPP-Distribucia A/S                                                               | SPP-Distribucia A/S                                                                            | CUSIP: N/A<br>LEI: 213800AGL5LRVQNANS48       | Long             | DBT              | CORP              | SK        |      770000 | PA      | $793446.73    | 0.06%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp., Series A                                                                           | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       43713 | NS      | $1746771.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15782.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30540.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4182.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      886000 | PA      | $813023.17    | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                            | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        3490 | NS      | $758935.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid North America, Inc.                                                 | National Grid North America, Inc.                                                              | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      540000 | PA      | $646399.05    | 0.05%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42820.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Republic of Peru                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2080000 | PA      | $2118480.00   | 0.17%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN35, Class XA                                                               | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6092309 | PA      | $241441.23    | 0.02%             | 2064-06-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9729.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                              | Boston Properties LP                                                                           | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      283000 | PA      | $280477.05    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      656000 | PA      | $566936.99    | 0.04%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      753335 | PA      | $643272.64    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9840.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      149000 | PA      | $159325.38    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                           | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      157000 | PA      | $157019.68    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      590000 | PA      | $694808.54    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147178.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      407000 | PA      | $399713.49    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      749077 | PA      | $768572.54    | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                   | Eli Lilly & Co.                                                                                | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      587000 | PA      | $584062.91    | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26568.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      244640 | PA      | $245923.83    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                    | Brazilian Real                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                                  | Bank Hapoalim BM                                                                               | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |      707000 | PA      | $705688.13    | 0.06%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WH Group Ltd.                                                                     | WH Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     1062500 | NS      | $1248543.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5824.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                       | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       12073 | NS      | $4139228.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25075 | PA      | $21447.67     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                       | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4561895 | PA      | $196496.77    | 0.02%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                  | Kroger Co. (The)                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      365000 | PA      | $348257.62    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38752.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13500.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      594000 | PA      | $386917.46    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      741000 | PA      | $774996.26    | 0.06%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                           | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      361968 | PA      | $304154.19    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                               | Emera US Finance LP                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      951000 | PA      | $860185.16    | 0.07%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                    | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      790000 | PA      | $791595.93    | 0.06%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                               | Santos Finance Ltd.                                                                            | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      479000 | PA      | $480351.62    | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                                                        | ACREC Ltd., Series 2021-FL1, Class C                                                           | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1125500 | PA      | $1125380.58   | 0.09%             | 2036-10-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                          | Manulife Financial Corp.                                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      105996 | NS      | $4037757.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       57000 | PA      | $58869.69     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                        | Lear Corp.                                                                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       33917 | NS      | $3971341.53   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231851.01    | 0.02%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                      | Kenvue, Inc.                                                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      465123 | NS      | $8093140.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2046000 | PA      | $2438836.47   | 0.19%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    38000000 | PA      | $14365.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132A5GF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      500445 | PA      | $471948.99    | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                      | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      476000 | PA      | $475333.08    | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172001.13    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                        | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       21505 | NS      | $2878444.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      728000 | PA      | $747264.64    | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                    | Magyar Export-Import Bank Zrt.                                                                 | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      540000 | PA      | $555090.18    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12656.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                           | Duke Energy Florida LLC                                                                        | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      646000 | PA      | $691723.14    | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                     | China Construction Bank Corp., Class H                                                         | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     4877000 | NS      | $4938117.79   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     2490000 | PA      | $3017418.02   | 0.24%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      387000 | PA      | $397536.49    | 0.03%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      456000 | PA      | $477248.39    | 0.04%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                            | BP Capital Markets plc                                                                         | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      520000 | PA      | $731872.00    | 0.06%             | 2029-11-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                | Development Bank of Kazakhstan JSC                                                             | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      420000 | PA      | $434616.00    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $135147.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                            | Logicor Financing Sarl                                                                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      260000 | PA      | $308371.46    | 0.02%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      167493 | PA      | $148756.68    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM                 | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1523000 | PA      | $20548.16     | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                        | Michigan Finance Authority                                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      405000 | PA      | $342246.91    | 0.03%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       39365 | NS      | $3105111.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113235 | PA      | $116499.88    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131567 | PA      | $112467.07    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      398000 | PA      | $313136.72    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6678.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75163.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    16500000 | PA      | $2469807.20   | 0.19%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      427000 | PA      | $414138.87    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        4153 | NS      | $3884757.73   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83809.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                    | NNN REIT, Inc.                                                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       19579 | NS      | $815856.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                      | Cie Generale des Etablissements Michelin SCA                                                   | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      126600 | NS      | $4704547.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1692908 | PA      | $1378010.52   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-88, Class FC                                                                 | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      573087 | PA      | $579392.91    | 0.05%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      403000 | PA      | $418381.42    | 0.03%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM                 | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1752322 | PA      | $84627.34     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      463000 | PA      | $481265.35    | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       11737 | NS      | $2291062.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      416000 | PA      | $441864.96    | 0.03%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7388000 | PA      | $9067236.43   | 0.71%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| America Movil BV                                                                  | America Movil BV                                                                               | CUSIP: N/A<br>LEI: 724500AVF7ZU7L61BL70       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $473670.07    | 0.04%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-4, Class A2                                        | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      586000 | PA      | $587126.47    | 0.05%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86084 | PA      | $74589.23     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $64511.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      511000 | PA      | $532399.67    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       20355 | NS      | $8758552.95   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                                   | Sandoz Group AG                                                                                | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |       24610 | NS      | $1947661.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    50200000 | PA      | $-25267.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                                | Republic of Poland                                                                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $1207990.19   | 0.10%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117625 | PA      | $105269.24    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      184084 | NS      | $9793268.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4937.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                  | Sands China Ltd.                                                                               | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      532000 | PA      | $523364.31    | 0.04%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                   | Plains All American Pipeline LP                                                                | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237000 | PA      | $240453.33    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51017.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                               | NatWest Markets plc                                                                            | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $594594.28    | 0.05%             | 2031-01-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                     | Rio Tinto plc                                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       82097 | NS      | $7569296.03   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                              | Kimberly-Clark Corp.                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       47262 | NS      | $4725727.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6435000 | PA      | $5977763.07   | 0.47%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62614.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliander NV                                                                      | Alliander NV                                                                                   | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $467149.77    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      233000 | PA      | $238652.20    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-234.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18760.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                 | Autoroutes du Sud de la France SA                                                              | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470960.42    | 0.04%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                  | Smiths Group plc                                                                               | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | DBT              | CORP              | GB        |      570000 | PA      | $669669.37    | 0.05%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      690000 | PA      | $601613.67    | 0.05%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CGUU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178664 | PA      | $185272.73    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      580000 | PA      | $679354.03    | 0.05%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23147.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties REIT                                                            | Choice Properties REIT                                                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      898000 | PA      | $696306.95    | 0.05%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31952.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                                    | Techtronic Industries Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      337000 | NS      | $4594219.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES Trust                                                                       | HOMES Trust, Series 2026-INV1, Class A1D                                                       | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259406 | PA      | $259688.44    | 0.02%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252624 | PA      | $218194.39    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79149 | PA      | $78916.66     | 0.01%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      308000 | PA      | $318341.09    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      519000 | PA      | $531449.48    | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41589 | PA      | $36224.96     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                     | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       14591 | NS      | $3319744.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                                  | Telkom Indonesia Persero Tbk. PT                                                               | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     2528400 | NS      | $542284.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                       | Dick's Sporting Goods, Inc.                                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      678000 | PA      | $495798.96    | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                  | TotalEnergies SE                                                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      124071 | NS      | $8993181.29   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      252000 | PA      | $250932.63    | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      156000 | PA      | $160461.64    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150267 | PA      | $122268.86    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56428.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      401000 | PA      | $384879.48    | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      394000 | PA      | $415775.04    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                              | State of Kuwait                                                                                | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |      525000 | PA      | $524492.84    | 0.04%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       26865 | NS      | $2007352.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4014.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1709764.38   | 0.13%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      902924 | PA      | $699696.35    | 0.06%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212343 | PA      | $216369.38    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      289000 | PA      | $297943.11    | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      603000 | PA      | $603482.60    | 0.05%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                     | BAT International Finance plc                                                                  | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      462000 | PA      | $565976.07    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                              | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      303174 | PA      | $305529.78    | 0.02%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Masco Corp.                                                                       | Masco Corp.                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       84466 | NS      | $5582357.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                              | Northern Trust Corp.                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       96255 | NS      | $14383384.65  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       23140 | NS      | $5160451.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                               | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      100152 | NS      | $7715710.08   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| El Corte Ingles SA                                                                | El Corte Ingles SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117122.99    | 0.01%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $537203.95    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141503 | PA      | $126992.64    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B27, Class XA                                            | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13529161 | PA      | $620095.57    | 0.05%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                               | Iceland Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   152600000 | PA      | $1184899.99   | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-818.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123028 | PA      | $106636.45    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                              | Massachusetts Housing Finance Agency                                                           | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |      915000 | PA      | $940048.86    | 0.07%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM1, Class A1                                                          | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      449179 | PA      | $452565.01    | 0.04%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp.                                                               | Union Pacific Corp.                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       19078 | NS      | $4485237.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2942000 | PA      | $2021880.94   | 0.16%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                                 | CLP Holdings Ltd.                                                                              | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      192000 | NS      | $1817488.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2020-C7, Class XA                                                 | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1374735 | PA      | $58381.57     | 0.00%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7925.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                             | NXP Semiconductors NV                                                                          | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       25645 | NS      | $5799360.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                            | Daikin Industries Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        9600 | NS      | $1152856.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                                       | Anhui Conch Cement Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |      432000 | NS      | $1372516.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      195875 | PA      | $186964.78    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3143.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                                       | Finning International, Inc.                                                                    | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       35590 | NS      | $2231873.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B28, Class XA                                            | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12788934 | PA      | $609793.01    | 0.05%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                              | Volkswagen Bank GmbH                                                                           | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358437.75    | 0.03%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-109306.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                            | Yangzijiang Shipbuilding Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |      470300 | NS      | $1234810.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT Loan Trust                                                                    | PMT Loan Trust, Series 2025-INV10, Class A36                                                   | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663237 | PA      | $665939.10    | 0.05%             | 2056-10-01      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       53717 | NS      | $4415116.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      888038 | PA      | $873624.38    | 0.07%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                                 | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5097507 | PA      | $309471.18    | 0.02%             | 2054-02-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2040000 | PA      | $1200658.32   | 0.09%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      795249 | PA      | $678911.92    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       22036 | NS      | $2674068.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      234000 | PA      | $236832.51    | 0.02%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                                        | Baxter International, Inc.                                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181529.15    | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      370000 | PA      | $395208.14    | 0.03%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM                | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2485542 | PA      | $168015.68    | 0.01%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                               | Doosan Bobcat, Inc.                                                                            | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |       34748 | NS      | $1419468.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Kingdom of Saudi Arabia                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      519000 | PA      | $528475.65    | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    79280000 | PA      | $12181029.77  | 0.96%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82447 | PA      | $67136.82     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      199000 | PA      | $137303.46    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                               | Union Pacific Corp.                                                                            | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      995000 | PA      | $687621.63    | 0.05%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3859000 | PA      | $2814223.19   | 0.22%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                       | Novartis AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       39091 | NS      | $5796016.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                                              | Sompo Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       66400 | NS      | $2280837.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                                           | OPAP SA                                                                                        | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |       11483 | NS      | $231393.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    43400000 | PA      | $6224459.23   | 0.49%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| CEZ A/S                                                                           | CEZ A/S                                                                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | NUSS              | CZ        |      496000 | PA      | $598111.55    | 0.05%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                        | Highwoods Properties, Inc.                                                                     | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       52257 | NS      | $1350843.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd. (Preference)                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       28830 | NS      | $2351425.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian Finance plc                                                              | Experian Finance plc                                                                           | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $593668.39    | 0.05%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11562.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Kingdom of Saudi Arabia                                                                        | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1200000 | PA      | $1184389.33   | 0.09%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      251000 | PA      | $237351.76    | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                                                | Chow Tai Fook Jewellery Group Ltd.                                                             | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |      775000 | NS      | $1428553.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                              | BANK, Series 2022-BNK41, Class AS                                                              | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304000 | PA      | $1221978.40   | 0.10%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5654000 | PA      | $4600956.27   | 0.36%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                             | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       14802 | NS      | $2786920.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65722.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      372000 | PA      | $387397.53    | 0.03%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro One, Inc.                                                                   | Hydro One, Inc.                                                                                | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1022000 | PA      | $764400.31    | 0.06%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2429.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                   | WEA Finance LLC                                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      803000 | PA      | $792396.31    | 0.06%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Accenture plc                                                                     | Accenture plc, Class A                                                                         | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        7516 | NS      | $1981518.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                        | Anheuser-Busch InBev SA/NV                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      150000 | PA      | $173039.17    | 0.01%             | 2045-05-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM                 | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7375798 | PA      | $513148.28    | 0.04%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                           | Bath & Body Works, Inc.                                                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       27995 | NS      | $610291.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      320000 | PA      | $380092.51    | 0.03%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-12, Class A1                                             | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     1234436 | PA      | $1247646.19   | 0.10%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Aptiv plc                                                                         | Aptiv plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       64466 | NS      | $4883299.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40316.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM                 | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4021884 | PA      | $166330.24    | 0.01%             | 2031-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                         | Rio Tinto Finance USA plc                                                                      | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      538000 | PA      | $553801.00    | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Australia 3 Year Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -192 | NC      | $48364.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43279.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                       | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      501000 | PA      | $512422.58    | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                                                      | Capgemini SE                                                                                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       37612 | NS      | $5849340.01   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      471000 | PA      | $346175.94    | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154957 | PA      | $135237.31    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                             | Electronic Arts, Inc.                                                                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        4007 | NS      | $817107.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      200000 | PA      | $234942.88    | 0.02%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8313.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                                | Grupo Financiero Banorte SAB de CV, Class O                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       82558 | NS      | $933336.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                    | Alphabet, Inc.                                                                                 | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $298964.58    | 0.02%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                             | Saudi Arabian Oil Co.                                                                          | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      362000 | PA      | $343485.51    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                         | Carlyle Group, Inc. (The)                                                                      | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      663000 | PA      | $652567.46    | 0.05%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XJXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107514 | PA      | $110798.66    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                       | Shin-Etsu Chemical Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       87800 | NS      | $2909835.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      301859 | PA      | $303209.78    | 0.02%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class B                                                         | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      620000 | PA      | $616965.75    | 0.05%             | 2037-01-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      613350 | PA      | $639332.65    | 0.05%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1350000 | PA      | $1344600.00   | 0.11%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                       | Aena SME SA                                                                                    | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352663.08    | 0.03%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                              | EURO                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |           1 | OU      | $0.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                                     | British Pound                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |          94 | OU      | $128.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp.                                                                                  | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      402000 | PA      | $398218.06    | 0.03%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        5963 | NS      | $1321221.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      249000 | PA      | $253240.47    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      483000 | PA      | $495040.75    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| European Union                                                                    | European Union                                                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     1420000 | PA      | $1722010.17   | 0.14%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                       | Hellenic Telecommunications Organization SA                                                    | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       99094 | NS      | $1852361.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      671000 | PA      | $662717.91    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                      | Klepierre SA                                                                                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352184.79    | 0.03%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -235 | NC      | $198768.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      396109 | PA      | $389097.41    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19167.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                  | MFB Magyar Fejlesztesi Bank Zrt.                                                               | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      995000 | PA      | $1207220.48   | 0.10%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                             | Toledo Hospital (The), Series AGMC                                                             | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      319000 | PA      | $319604.87    | 0.03%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Icelandic Krona                                                                   | Icelandic Krona                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IS        |     8970000 | OU      | $73323.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      302000 | PA      | $318901.43    | 0.03%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                   | Eastern Energy Gas Holdings LLC                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      547000 | PA      | $532441.88    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                               | Suncor Energy, Inc.                                                                            | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      123216 | NS      | $6512580.71   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Finance Co. SA                                                            | Cellnex Finance Co. SA                                                                         | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $234914.56    | 0.02%             | 2031-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Buxl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -32 | NC      | $16092.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      824000 | PA      | $853041.81    | 0.07%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    21400000 | PA      | $-6048.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     2109751 | NS      | $19203510.98  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $471812.04    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $237116.29    | 0.02%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                    | European Union                                                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     4130000 | PA      | $4880035.53   | 0.38%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2422000 | PA      | $2599282.90   | 0.20%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1397824 | PA      | $1422506.55   | 0.11%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      375677 | PA      | $355528.26    | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AA Bond Co. Ltd.                                                                  | AA Bond Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      300000 | PA      | $409178.40    | 0.03%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      163000 | PA      | $155935.56    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QTX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260193 | PA      | $255520.25    | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                   | Jefferies Financial Group, Inc.                                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      516000 | PA      | $509352.54    | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73046 | PA      | $65957.80     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                      | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       50476 | NS      | $2788799.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                                         | Mitsubishi Electric Corp.                                                                      | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      217200 | NS      | $6778728.35   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9744.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                 | Store Capital LLC                                                                              | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      812000 | PA      | $718666.77    | 0.06%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      335000 | PA      | $337583.09    | 0.03%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                         | Mapfre SA                                                                                      | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $474059.28    | 0.04%             | 2032-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Indonesian Rupiah                                                                 | Indonesian Rupiah                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |           4 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      168000 | PA      | $169077.75    | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K133, Class XAM                 | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13281588 | PA      | $356716.89    | 0.03%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    32499996 | PA      | $874429.59    | 0.07%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      334000 | PA      | $343784.41    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5XL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      397699 | PA      | $364531.91    | 0.03%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5370.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                               | Japan Tobacco, Inc.                                                                            | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      566000 | PA      | $584817.93    | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                                                     | Veralto Corp.                                                                                  | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      277000 | PA      | $341563.50    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      545000 | PA      | $479014.94    | 0.04%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16658000 | PA      | $16823929.34  | 1.33%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK plc                                                                | Crh Finance UK plc                                                                             | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      250000 | PA      | $338234.99    | 0.03%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      158000 | PA      | $173728.48    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       73501 | NS      | $8195713.84   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                 | SMBC Aviation Capital Finance DAC                                                              | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      854000 | PA      | $851096.55    | 0.07%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APA Group                                                                         | APA Group                                                                                      | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |      119923 | NS      | $739884.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                                                              | Smurfit WestRock plc                                                                           | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       52572 | NS      | $2188572.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                             | Saudi Arabian Oil Co.                                                                          | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |      462000 | PA      | $473500.40    | 0.04%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      297000 | PA      | $295601.20    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                                 | New Zealand Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     1840000 | PA      | $973380.39    | 0.08%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                              | Henkel AG & Co. KGaA (Preference)                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      103330 | NS      | $9083281.11   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Finance BV                                                                 | Sandoz Finance BV                                                                              | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      280000 | PA      | $338983.64    | 0.03%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54813.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                             | Magnum Icc Finance BV                                                                          | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      340000 | PA      | $397854.31    | 0.03%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      154000 | PA      | $158744.77    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      536000 | PA      | $534217.95    | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      418716 | PA      | $357673.04    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                  | Terna - Rete Elettrica Nazionale                                                               | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      560000 | PA      | $659059.40    | 0.05%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                         | Chesapeake Funding II LLC, Series 2023-1A, Class A1                                            | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      148520 | PA      | $149204.91    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer