# EDGAR Filing Document

**Accession Number:** 0000863032
**File Stem:** 0002071691-25-001991
**Filing Date:** 2025-9
**Character Count:** 547927
**Document Hash:** 96aab3b201df695b17cf1560ee158e91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-001991.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0002071691-25-001991

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**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:** 251342296

**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-Q3

![](imga9bf89e81.gif)

**Quarterly Report**

July 31, 2025

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

![](img4141cf9b2.gif)

------

**Portfolio of Investments**

7/31/25 (unaudited)

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

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – 59.6%  | Common Stocks – 59.6%  | Common Stocks – 59.6%  |
| Aerospace & Defense – 1.1% | Aerospace & Defense – 1.1% |  |
| Boeing Co. (a) | &nbsp;&nbsp; 6317 | &nbsp;&nbsp;&nbsp; $1401363 |
| General Dynamics Corp. | &nbsp;&nbsp; 9333 | &nbsp;&nbsp;&nbsp; 2908256 |
| Honeywell International, Inc. | &nbsp;&nbsp; 16048 | &nbsp;&nbsp;&nbsp; 3568273 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp; 13280 | &nbsp;&nbsp;&nbsp; 3649609 |
| Leidos Holdings, Inc. | &nbsp;&nbsp; 16021 | &nbsp;&nbsp;&nbsp; 2557753 |
|  |  | &nbsp;&nbsp;&nbsp; $14085254 |
| Alcoholic Beverages – 1.1% | Alcoholic Beverages – 1.1% |  |
| Ambev S.A. | &nbsp;&nbsp; 1018400 | &nbsp;&nbsp;&nbsp; $2266122 |
| Diageo PLC | &nbsp;&nbsp; 194702 | &nbsp;&nbsp;&nbsp; 4754477 |
| Heineken N.V. | &nbsp;&nbsp; 59082 | &nbsp;&nbsp;&nbsp; 4644650 |
| Kirin Holdings Co. Ltd. | &nbsp;&nbsp; 152300 | &nbsp;&nbsp;&nbsp; 2013578 |
|  |  | &nbsp;&nbsp;&nbsp; $13678827 |
| Apparel Manufacturers – 0.4% | Apparel Manufacturers – 0.4% |  |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp; 16202 | &nbsp;&nbsp;&nbsp; $2636593 |
| Kontoor Brands, Inc. | &nbsp;&nbsp; 9430 | &nbsp;&nbsp;&nbsp; 524874 |
| VF Corp. | &nbsp;&nbsp; 135513 | &nbsp;&nbsp;&nbsp; 1588212 |
|  |  | &nbsp;&nbsp;&nbsp; $4749679 |
| Automotive – 1.4% | Automotive – 1.4% |  |
| Aptiv PLC (a) | &nbsp;&nbsp; 70906 | &nbsp;&nbsp;&nbsp; $4866988 |
| Compagnie Generale des Etablissements Michelin | &nbsp;&nbsp; 137029 | &nbsp;&nbsp;&nbsp; 4879126 |
| Lear Corp. | &nbsp;&nbsp; 37305 | &nbsp;&nbsp;&nbsp; 3517488 |
| LKQ Corp. | &nbsp;&nbsp; 114782 | &nbsp;&nbsp;&nbsp; 3382626 |
| PT Astra International Tbk | &nbsp;&nbsp; 2763400 | &nbsp;&nbsp;&nbsp; 853415 |
|  |  | &nbsp;&nbsp;&nbsp; $17499643 |
| Broadcasting – 0.7% | Broadcasting – 0.7% |  |
| Interpublic Group of Companies, Inc. | &nbsp;&nbsp; 26583 | &nbsp;&nbsp;&nbsp; $653942 |
| Omnicom Group, Inc. | &nbsp;&nbsp; 93062 | &nbsp;&nbsp;&nbsp; 6705117 |
| Publicis Groupe | &nbsp;&nbsp; 15664 | &nbsp;&nbsp;&nbsp; 1420660 |
|  |  | &nbsp;&nbsp;&nbsp; $8779719 |
| Brokerage & Asset Managers – 2.0% | Brokerage & Asset Managers – 2.0% |  |
| Charles Schwab Corp. | &nbsp;&nbsp; 175658 | &nbsp;&nbsp;&nbsp; $17167057 |
| CME Group, Inc. | &nbsp;&nbsp; 19090 | &nbsp;&nbsp;&nbsp; 5312365 |
| Euronext N.V. | &nbsp;&nbsp; 7322 | &nbsp;&nbsp;&nbsp; 1179668 |
| IG Group Holdings PLC | &nbsp;&nbsp; 42060 | &nbsp;&nbsp;&nbsp; 626483 |
|  |  | &nbsp;&nbsp;&nbsp; $24285573 |
| Business Services – 1.5% | Business Services – 1.5% |  |
| Accenture PLC, "A" | &nbsp;&nbsp; 8267 | &nbsp;&nbsp;&nbsp; $2208116 |
| Cognizant Technology Solutions Corp., "A" | &nbsp;&nbsp; 15338 | &nbsp;&nbsp;&nbsp; 1100655 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp; 29450 | &nbsp;&nbsp;&nbsp; 2338625 |
| Fiserv, Inc. (a) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp;&nbsp; 3890320 |
| Infosys Technologies Ltd., ADR | &nbsp;&nbsp; 72306 | &nbsp;&nbsp;&nbsp; 1208956 |
| Secom Co. Ltd. | &nbsp;&nbsp; 58100 | &nbsp;&nbsp;&nbsp; 2079156 |
| Sodexo | &nbsp;&nbsp; 57220 | &nbsp;&nbsp;&nbsp; 3410258 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp; 35755 | &nbsp;&nbsp;&nbsp; 1231708 |
| Verisk Analytics, Inc., "A" | &nbsp;&nbsp; 3779 | &nbsp;&nbsp;&nbsp; 1053245 |
|  |  | &nbsp;&nbsp;&nbsp; $18521039 |
| Chemicals – 0.4% | Chemicals – 0.4% |  |
| PPG Industries, Inc.  | &nbsp;&nbsp; 41531 | &nbsp;&nbsp;&nbsp; $4381520 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Computer Software – 0.7% | Computer Software – 0.7% |  |
| Microsoft Corp.  | &nbsp;&nbsp; 16555 | &nbsp;&nbsp;&nbsp; $8832092 |
| Computer Software - Systems – 2.9% | Computer Software - Systems – 2.9% |  |
| Amadeus IT Group S.A. | &nbsp;&nbsp; 61012 | &nbsp;&nbsp;&nbsp; $4903126 |
| Capgemini | &nbsp;&nbsp; 41368 | &nbsp;&nbsp;&nbsp; 6179679 |
| Fujitsu Ltd. | &nbsp;&nbsp; 143500 | &nbsp;&nbsp;&nbsp; 3120013 |
| Hitachi Ltd. | &nbsp;&nbsp; 164100 | &nbsp;&nbsp;&nbsp; 5041362 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp; 782000 | &nbsp;&nbsp;&nbsp; 4634333 |
| NEC Corp. | &nbsp;&nbsp; 193400 | &nbsp;&nbsp;&nbsp; 5569706 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp; 130624 | &nbsp;&nbsp;&nbsp; 6677780 |
|  |  | &nbsp;&nbsp;&nbsp; $36125999 |
| Construction – 1.8% | Construction – 1.8% |  |
| Anhui Conch Cement Co. Ltd. | &nbsp;&nbsp; 947000 | &nbsp;&nbsp;&nbsp; $2738459 |
| Compagnie de Saint-Gobain S.A. | &nbsp;&nbsp; 49049 | &nbsp;&nbsp;&nbsp; 5594581 |
| Heidelberg Materials AG | &nbsp;&nbsp; 11371 | &nbsp;&nbsp;&nbsp; 2627758 |
| Masco Corp. | &nbsp;&nbsp; 92901 | &nbsp;&nbsp;&nbsp; 6329345 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp; 19356 | &nbsp;&nbsp;&nbsp; 1309433 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp; 282500 | &nbsp;&nbsp;&nbsp; 3393599 |
|  |  | &nbsp;&nbsp;&nbsp; $21993175 |
| Consumer Products – 2.2% | Consumer Products – 2.2% |  |
| Colgate-Palmolive Co. | &nbsp;&nbsp; 79711 | &nbsp;&nbsp;&nbsp; $6683768 |
| Kao Corp. | &nbsp;&nbsp; 16700 | &nbsp;&nbsp;&nbsp; 754158 |
| Kenvue, Inc. | &nbsp;&nbsp; 385128 | &nbsp;&nbsp;&nbsp; 8257144 |
| Kimberly-Clark Corp. | &nbsp;&nbsp; 51155 | &nbsp;&nbsp;&nbsp; 6374936 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp; 59393 | &nbsp;&nbsp;&nbsp; 4437729 |
|  |  | &nbsp;&nbsp;&nbsp; $26507735 |
| Electrical Equipment – 1.9% | Electrical Equipment – 1.9% |  |
| Johnson Controls International PLC | &nbsp;&nbsp; 67119 | &nbsp;&nbsp;&nbsp; $7047495 |
| Legrand S.A. | &nbsp;&nbsp; 27014 | &nbsp;&nbsp;&nbsp; 4006147 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp; 266100 | &nbsp;&nbsp;&nbsp; 5843467 |
| Schneider Electric SE | &nbsp;&nbsp; 25986 | &nbsp;&nbsp;&nbsp; 6768805 |
|  |  | &nbsp;&nbsp;&nbsp; $23665914 |
| Electronics – 1.6% | Electronics – 1.6% |  |
| Intel Corp. | &nbsp;&nbsp; 126591 | &nbsp;&nbsp;&nbsp; $2506502 |
| Kyocera Corp. | &nbsp;&nbsp; 297800 | &nbsp;&nbsp;&nbsp; 3558591 |
| Lam Research Corp. | &nbsp;&nbsp; 9948 | &nbsp;&nbsp;&nbsp; 943468 |
| MediaTek, Inc. | &nbsp;&nbsp; 86000 | &nbsp;&nbsp;&nbsp; 3923766 |
| NVIDIA Corp. | &nbsp;&nbsp; 11987 | &nbsp;&nbsp;&nbsp; 2132128 |
| NXP Semiconductors N.V. | &nbsp;&nbsp; 28206 | &nbsp;&nbsp;&nbsp; 6029597 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp; 1120218 |
|  |  | &nbsp;&nbsp;&nbsp; $20214270 |
| Energy - Independent – 1.2% | Energy - Independent – 1.2% |  |
| ConocoPhillips | &nbsp;&nbsp; 67149 | &nbsp;&nbsp;&nbsp; $6401986 |
| EOG Resources, Inc. | &nbsp;&nbsp; 4339 | &nbsp;&nbsp;&nbsp; 520767 |
| Expand Energy Corp. | &nbsp;&nbsp; 35588 | &nbsp;&nbsp;&nbsp; 3728910 |
| Phillips 66 | &nbsp;&nbsp; 36885 | &nbsp;&nbsp;&nbsp; 4558248 |
|  |  | &nbsp;&nbsp;&nbsp; $15209911 |
| Energy - Integrated – 3.1% | Energy - Integrated – 3.1% |  |
| Cenovus Energy, Inc. | &nbsp;&nbsp; 31327 | &nbsp;&nbsp;&nbsp; $476823 |
| Chevron Corp. | &nbsp;&nbsp; 41471 | &nbsp;&nbsp;&nbsp; 6288663 |
| Eni S.p.A. | &nbsp;&nbsp; 487738 | &nbsp;&nbsp;&nbsp; 8273053 |
| Exxon Mobil Corp. | &nbsp;&nbsp; 40541 | &nbsp;&nbsp;&nbsp; 4525997 |
| PetroChina Co. Ltd. | &nbsp;&nbsp; 3382000 | &nbsp;&nbsp;&nbsp; 3304451 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Energy - Integrated – continued | Energy - Integrated – continued |  |
| Petroleo Brasileiro S.A., ADR | &nbsp;&nbsp; 151477 | &nbsp;&nbsp;&nbsp; $1929817 |
| Suncor Energy, Inc. | &nbsp;&nbsp; 135522 | &nbsp;&nbsp;&nbsp; 5345177 |
| TotalEnergies SE | &nbsp;&nbsp; 135730 | &nbsp;&nbsp;&nbsp; 8057642 |
|  |  | &nbsp;&nbsp;&nbsp; $38201623 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| Doosan Bobcat, Inc.  | &nbsp;&nbsp; 30036 | &nbsp;&nbsp;&nbsp; $1193372 |
| Food & Beverages – 1.1% | Food & Beverages – 1.1% |  |
| Danone S.A. | &nbsp;&nbsp; 52510 | &nbsp;&nbsp;&nbsp; $4307367 |
| General Mills, Inc. | &nbsp;&nbsp; 87659 | &nbsp;&nbsp;&nbsp; 4293538 |
| Inner Mongolia Yili Industrial Group Co. Ltd., "A" | &nbsp;&nbsp; 148300 | &nbsp;&nbsp;&nbsp; 565127 |
| Nestle S.A. | &nbsp;&nbsp; 16663 | &nbsp;&nbsp;&nbsp; 1453181 |
| Nomad Foods Ltd. | &nbsp;&nbsp; 33511 | &nbsp;&nbsp;&nbsp; 564325 |
| PepsiCo, Inc. | &nbsp;&nbsp; 12424 | &nbsp;&nbsp;&nbsp; 1713518 |
| WH Group Ltd. | &nbsp;&nbsp; 638500 | &nbsp;&nbsp;&nbsp; 643380 |
|  |  | &nbsp;&nbsp;&nbsp; $13540436 |
| Food & Drug Stores – 1.0% | Food & Drug Stores – 1.0% |  |
| Tesco PLC  | &nbsp;&nbsp; 2199034 | &nbsp;&nbsp;&nbsp; $12354272 |
| Health Maintenance Organizations – 0.9% | Health Maintenance Organizations – 0.9% |  |
| Cigna Group | &nbsp;&nbsp; 37250 | &nbsp;&nbsp;&nbsp; $9959905 |
| Humana, Inc. | &nbsp;&nbsp; 4478 | &nbsp;&nbsp;&nbsp; 1118918 |
|  |  | &nbsp;&nbsp;&nbsp; $11078823 |
| Insurance – 3.4% | Insurance – 3.4% |  |
| American International Group, Inc. | &nbsp;&nbsp; 6933 | &nbsp;&nbsp;&nbsp; $538209 |
| Aon PLC | &nbsp;&nbsp; 28456 | &nbsp;&nbsp;&nbsp; 10122084 |
| Chubb Ltd. | &nbsp;&nbsp; 25725 | &nbsp;&nbsp;&nbsp; 6843879 |
| Corebridge Financial, Inc. | &nbsp;&nbsp; 93242 | &nbsp;&nbsp;&nbsp; 3315685 |
| DB Insurance Co. Ltd. | &nbsp;&nbsp; 16485 | &nbsp;&nbsp;&nbsp; 1513724 |
| Equitable Holdings, Inc. | &nbsp;&nbsp; 40829 | &nbsp;&nbsp;&nbsp; 2096569 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp; 18074 | &nbsp;&nbsp;&nbsp; 2248225 |
| Manulife Financial Corp. | &nbsp;&nbsp; 152318 | &nbsp;&nbsp;&nbsp; 4712668 |
| MetLife, Inc. | &nbsp;&nbsp; 33019 | &nbsp;&nbsp;&nbsp; 2507793 |
| Sompo Holdings, Inc. | &nbsp;&nbsp; 57300 | &nbsp;&nbsp;&nbsp; 1679245 |
| Willis Towers Watson PLC | &nbsp;&nbsp; 20571 | &nbsp;&nbsp;&nbsp; 6496527 |
|  |  | &nbsp;&nbsp;&nbsp; $42074608 |
| Interactive Media Services – 0.1% | Interactive Media Services – 0.1% |  |
| Baidu, Inc., ADR (a)  | &nbsp;&nbsp; 12428 | &nbsp;&nbsp;&nbsp; $1092048 |
| Leisure & Toys – 0.3% | Leisure & Toys – 0.3% |  |
| Electronic Arts, Inc. | &nbsp;&nbsp; 19859 | &nbsp;&nbsp;&nbsp; $3028299 |
| NetEase, Inc. | &nbsp;&nbsp; 21500 | &nbsp;&nbsp;&nbsp; 559822 |
|  |  | &nbsp;&nbsp;&nbsp; $3588121 |
| Machinery & Tools – 1.0% | Machinery & Tools – 1.0% |  |
| Daikin Industries Ltd. | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp; $1313014 |
| Eaton Corp. PLC | &nbsp;&nbsp; 7805 | &nbsp;&nbsp;&nbsp; 3002740 |
| Finning International, Inc. | &nbsp;&nbsp; 32381 | &nbsp;&nbsp;&nbsp; 1411060 |
| GEA Group AG | &nbsp;&nbsp; 9947 | &nbsp;&nbsp;&nbsp; 716281 |
| Kubota Corp. | &nbsp;&nbsp; 169800 | &nbsp;&nbsp;&nbsp; 1886095 |
| Regal Rexnord Corp. | &nbsp;&nbsp; 20779 | &nbsp;&nbsp;&nbsp; 3176693 |
| Wabtec Corp. | &nbsp;&nbsp; 6516 | &nbsp;&nbsp;&nbsp; 1251398 |
|  |  | &nbsp;&nbsp;&nbsp; $12757281 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Major Banks – 7.4% | Major Banks – 7.4% |  |
| ABN AMRO Group N.V., GDR | &nbsp;&nbsp; 178487 | &nbsp;&nbsp;&nbsp; $5139605 |
| Bank of America Corp. | &nbsp;&nbsp; 202471 | &nbsp;&nbsp;&nbsp; 9570804 |
| BNP Paribas S.A. | &nbsp;&nbsp; 93262 | &nbsp;&nbsp;&nbsp; 8496046 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp; 122390 | &nbsp;&nbsp;&nbsp; 4492310 |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp; 11394 | &nbsp;&nbsp;&nbsp; 8244584 |
| JPMorgan Chase & Co. | &nbsp;&nbsp; 20095 | &nbsp;&nbsp;&nbsp; 5952943 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp; 694600 | &nbsp;&nbsp;&nbsp; 9621038 |
| National Bank of Greece S.A. | &nbsp;&nbsp; 120426 | &nbsp;&nbsp;&nbsp; 1689017 |
| NatWest Group PLC | &nbsp;&nbsp; 2519991 | &nbsp;&nbsp;&nbsp; 17492448 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp; 12019 | &nbsp;&nbsp;&nbsp; 2286855 |
| UBS Group AG | &nbsp;&nbsp; 398181 | &nbsp;&nbsp;&nbsp; 14796555 |
| Wells Fargo & Co. | &nbsp;&nbsp; 32668 | &nbsp;&nbsp;&nbsp; 2634021 |
|  |  | &nbsp;&nbsp;&nbsp; $90416226 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |  |
| ICON PLC (a)  | &nbsp;&nbsp; 26027 | &nbsp;&nbsp;&nbsp; $4403508 |
| Medical Equipment – 2.2% | Medical Equipment – 2.2% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp; 23653 | &nbsp;&nbsp;&nbsp; $2715601 |
| Becton, Dickinson and Co. | &nbsp;&nbsp; 59985 | &nbsp;&nbsp;&nbsp; 10692326 |
| Medtronic PLC | &nbsp;&nbsp; 143689 | &nbsp;&nbsp;&nbsp; 12966496 |
|  |  | &nbsp;&nbsp;&nbsp; $26374423 |
| Metals & Mining – 1.4% | Metals & Mining – 1.4% |  |
| Glencore PLC | &nbsp;&nbsp; 1000109 | &nbsp;&nbsp;&nbsp; $4012693 |
| Rio Tinto PLC | &nbsp;&nbsp; 110541 | &nbsp;&nbsp;&nbsp; 6574478 |
| Toyota Tsusho Corp. | &nbsp;&nbsp; 175100 | &nbsp;&nbsp;&nbsp; 3993631 |
| Vale S.A. | &nbsp;&nbsp; 256200 | &nbsp;&nbsp;&nbsp; 2445992 |
|  |  | &nbsp;&nbsp;&nbsp; $17026794 |
| Natural Gas - Distribution – 0.3% | Natural Gas - Distribution – 0.3% |  |
| Atmos Energy Corp.  | &nbsp;&nbsp; 24540 | &nbsp;&nbsp;&nbsp; $3826277 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% |  |
| LM Ericsson Telephone Co., "B" | &nbsp;&nbsp; 379794 | &nbsp;&nbsp;&nbsp; $2754897 |
| Oil Services – 0.0% | Oil Services – 0.0% |  |
| Tenaris S.A.  | &nbsp;&nbsp; 28050 | &nbsp;&nbsp;&nbsp; $494245 |
| Other Banks & Diversified Financials – 2.5% | Other Banks & Diversified Financials – 2.5% |  |
| American Express Co. | &nbsp;&nbsp; 2180 | &nbsp;&nbsp;&nbsp; $652496 |
| China Construction Bank Corp. | &nbsp;&nbsp; 5279000 | &nbsp;&nbsp;&nbsp; 5413497 |
| Julius Baer Group Ltd. | &nbsp;&nbsp; 61338 | &nbsp;&nbsp;&nbsp; 4126109 |
| Kasikornbank PLC | &nbsp;&nbsp; 220700 | &nbsp;&nbsp;&nbsp; 1094045 |
| M&T Bank Corp. | &nbsp;&nbsp; 6454 | &nbsp;&nbsp;&nbsp; 1217870 |
| Northern Trust Corp. | &nbsp;&nbsp; 111441 | &nbsp;&nbsp;&nbsp; 14487330 |
| Popular, Inc. | &nbsp;&nbsp; 7436 | &nbsp;&nbsp;&nbsp; 852017 |
| Sberbank of Russia PJSC (a)(u) | &nbsp;&nbsp; 780516 | &nbsp;&nbsp;&nbsp; 0 |
| Synchrony Financial | &nbsp;&nbsp; 32105 | &nbsp;&nbsp;&nbsp; 2236755 |
|  |  | &nbsp;&nbsp;&nbsp; $30080119 |
| Pharmaceuticals – 4.8% | Pharmaceuticals – 4.8% |  |
| AbbVie, Inc. | &nbsp;&nbsp; 39221 | &nbsp;&nbsp;&nbsp; $7413554 |
| Johnson & Johnson | &nbsp;&nbsp; 84165 | &nbsp;&nbsp;&nbsp; 13865342 |
| Organon & Co. | &nbsp;&nbsp; 70283 | &nbsp;&nbsp;&nbsp; 681745 |
| Pfizer, Inc. | &nbsp;&nbsp; 622683 | &nbsp;&nbsp;&nbsp; 14502287 |
| Roche Holding AG | &nbsp;&nbsp; 47045 | &nbsp;&nbsp;&nbsp; 14761485 |
| Sandoz Group AG | &nbsp;&nbsp; 27069 | &nbsp;&nbsp;&nbsp; 1543647 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Pharmaceuticals – continued | Pharmaceuticals – continued |  |
| Sanofi | &nbsp;&nbsp; 64600 | &nbsp;&nbsp;&nbsp; $5870181 |
|  |  | &nbsp;&nbsp;&nbsp; $58638241 |
| Printing & Publishing – 0.3% | Printing & Publishing – 0.3% |  |
| Informa PLC  | &nbsp;&nbsp; 363217 | &nbsp;&nbsp;&nbsp; $4150386 |
| Railroad & Shipping – 0.4% | Railroad & Shipping – 0.4% |  |
| Union Pacific Corp.  | &nbsp;&nbsp; 20983 | &nbsp;&nbsp;&nbsp; $4657597 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |  |
| Cousins Properties, Inc., REIT | &nbsp;&nbsp; 30596 | &nbsp;&nbsp;&nbsp; $829151 |
| Highwoods Properties, Inc., REIT | &nbsp;&nbsp; 56563 | &nbsp;&nbsp;&nbsp; 1640893 |
|  |  | &nbsp;&nbsp;&nbsp; $2470044 |
| Restaurants – 0.4% | Restaurants – 0.4% |  |
| Aramark  | &nbsp;&nbsp; 121316 | &nbsp;&nbsp;&nbsp; $5163209 |
| Specialty Chemicals – 0.4% | Specialty Chemicals – 0.4% |  |
| Akzo Nobel N.V. | &nbsp;&nbsp; 46919 | &nbsp;&nbsp;&nbsp; $2932229 |
| Axalta Coating Systems Ltd. (a) | &nbsp;&nbsp; 56309 | &nbsp;&nbsp;&nbsp; 1594671 |
|  |  | &nbsp;&nbsp;&nbsp; $4526900 |
| Specialty Stores – 0.7% | Specialty Stores – 0.7% |  |
| Home Depot, Inc. | &nbsp;&nbsp; 7123 | &nbsp;&nbsp;&nbsp; $2617774 |
| JD.com, Inc., "A" | &nbsp;&nbsp; 64050 | &nbsp;&nbsp;&nbsp; 991204 |
| Shimamura Co. Ltd. | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp; 859960 |
| Tapestry, Inc. | &nbsp;&nbsp; 23060 | &nbsp;&nbsp;&nbsp; 2491172 |
| Target Corp. | &nbsp;&nbsp; 16400 | &nbsp;&nbsp;&nbsp; 1648200 |
|  |  | &nbsp;&nbsp;&nbsp; $8608310 |
| Telecom Services – 1.7% | Telecom Services – 1.7% |  |
| Advanced Info Service Public Co. Ltd. | &nbsp;&nbsp; 84800 | &nbsp;&nbsp;&nbsp; $755104 |
| Comcast Corp., "A" | &nbsp;&nbsp; 251699 | &nbsp;&nbsp;&nbsp; 8363958 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp; 107257 | &nbsp;&nbsp;&nbsp; 1946187 |
| KDDI Corp. | &nbsp;&nbsp; 421700 | &nbsp;&nbsp;&nbsp; 6921780 |
| Koninklijke KPN N.V. | &nbsp;&nbsp; 710359 | &nbsp;&nbsp;&nbsp; 3177794 |
|  |  | &nbsp;&nbsp;&nbsp; $21164823 |
| Tobacco – 1.8% | Tobacco – 1.8% |  |
| Altria Group, Inc. | &nbsp;&nbsp; 38712 | &nbsp;&nbsp;&nbsp; $2397821 |
| British American Tobacco PLC | &nbsp;&nbsp; 200364 | &nbsp;&nbsp;&nbsp; 10725529 |
| Philip Morris International, Inc. | &nbsp;&nbsp; 51755 | &nbsp;&nbsp;&nbsp; 8490408 |
|  |  | &nbsp;&nbsp;&nbsp; $21613758 |
| Utilities - Electric Power – 2.6% | Utilities - Electric Power – 2.6% |  |
| CLP Holdings Ltd. | &nbsp;&nbsp; 82500 | &nbsp;&nbsp;&nbsp; $716226 |
| Duke Energy Corp. | &nbsp;&nbsp; 24237 | &nbsp;&nbsp;&nbsp; 2948189 |
| E.ON SE | &nbsp;&nbsp; 310040 | &nbsp;&nbsp;&nbsp; 5645161 |
| Edison International | &nbsp;&nbsp; 58754 | &nbsp;&nbsp;&nbsp; 3062258 |
| Iberdrola S.A. | &nbsp;&nbsp; 275725 | &nbsp;&nbsp;&nbsp; 4839652 |
| National Grid PLC | &nbsp;&nbsp; 619874 | &nbsp;&nbsp;&nbsp; 8707832 |
| PG&E Corp. | &nbsp;&nbsp; 377449 | &nbsp;&nbsp;&nbsp; 5291835 |
| Xcel Energy, Inc. | &nbsp;&nbsp; 7559 | &nbsp;&nbsp;&nbsp; 555133 |
|  |  | &nbsp;&nbsp;&nbsp; $31766286 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$732546977** |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 37.8%  | Bonds – 37.8%  | Bonds – 37.8%  |
| Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% |
| Boeing Co., 6.388%, 5/01/2031  | $&nbsp;&nbsp; 191000 | &nbsp;&nbsp;&nbsp; $205487 |
| Boeing Co., 5.805%, 5/01/2050  | &nbsp;&nbsp; 714000 | &nbsp;&nbsp;&nbsp; 689074 |
| Huntington Ingalls Industries, Inc., 4.2%, 5/01/2030  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 301413 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | &nbsp;&nbsp; 394000 | &nbsp;&nbsp;&nbsp; 405023 |
|  |  | &nbsp;&nbsp;&nbsp; $1600997 |
| Asset-Backed & Securitized – 2.4% | Asset-Backed & Securitized – 2.4% | Asset-Backed & Securitized – 2.4% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.109%, 11/15/2054 (i) | $&nbsp;&nbsp; 7091999 | &nbsp;&nbsp;&nbsp; $270226 |
| ACREC 2021-FL1 Ltd., "C", FLR, 6.614% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | &nbsp;&nbsp; 1125500 | &nbsp;&nbsp;&nbsp; 1125958 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | &nbsp;&nbsp; 1407850 | &nbsp;&nbsp;&nbsp; 1406218 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | &nbsp;&nbsp; 418721 | &nbsp;&nbsp;&nbsp; 418411 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | &nbsp;&nbsp; 1116748 | &nbsp;&nbsp;&nbsp; 1107331 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | &nbsp;&nbsp; 607737 | &nbsp;&nbsp;&nbsp; 608612 |
| AREIT 2022-CRE6 Trust, "B", FLR, 6.197% (SOFR - 30 day + 1.85%), 1/20/2037 (n) | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 616880 |
| AREIT 2022-CRE6 Trust, "C", FLR, 6.497% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | &nbsp;&nbsp; 312000 | &nbsp;&nbsp;&nbsp; 308100 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.832% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | &nbsp;&nbsp; 1365087 | &nbsp;&nbsp;&nbsp; 1361962 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.593%, 4/15/2053 (i) | &nbsp;&nbsp; 1381347 | &nbsp;&nbsp;&nbsp; 65460 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.329%, 7/15/2054 (i) | &nbsp;&nbsp; 5404101 | &nbsp;&nbsp;&nbsp; 281258 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.696%, 2/15/2054 (i) | &nbsp;&nbsp; 5224269 | &nbsp;&nbsp;&nbsp; 346335 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.133%, 3/15/2054 (i) | &nbsp;&nbsp; 4570921 | &nbsp;&nbsp;&nbsp; 189023 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.88%, 6/15/2054 (i) | &nbsp;&nbsp; 10322590 | &nbsp;&nbsp;&nbsp; 357375 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.233%, 7/15/2054 (i) | &nbsp;&nbsp; 13569223 | &nbsp;&nbsp;&nbsp; 699731 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.253%, 8/15/2054 (i) | &nbsp;&nbsp; 12845321 | &nbsp;&nbsp;&nbsp; 672135 |
| BSPRT 2021-FL7 Issuer Ltd., "B", FLR, 6.506% ((SOFR - 1mo. + 0.11448%) + 2.05%), 12/15/2038 (n) | &nbsp;&nbsp; 388000 | &nbsp;&nbsp;&nbsp; 387835 |
| BSPRT 2021-FL7 Issuer Ltd., "C", FLR, 6.756% ((SOFR - 1mo. + 0.11448%) + 2.3%), 12/15/2038 (n) | &nbsp;&nbsp; 352000 | &nbsp;&nbsp;&nbsp; 349518 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | &nbsp;&nbsp; 482030 | &nbsp;&nbsp;&nbsp; 490814 |
| BX Trust, 2024-PURE, "A", FLR, 4.653% (CORRA + 1.9%), 11/15/2041 (n) | &nbsp;&nbsp; 1001000 | &nbsp;&nbsp;&nbsp; 727819 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | $&nbsp;&nbsp; 367188 | &nbsp;&nbsp;&nbsp; 314958 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | &nbsp;&nbsp; 242997 | &nbsp;&nbsp;&nbsp; 244266 |
| Colt Funding LLC, 2024-1, "A1", 5.835%, 2/25/2069 (n) | &nbsp;&nbsp; 465084 | &nbsp;&nbsp;&nbsp; 466362 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | &nbsp;&nbsp; 344981 | &nbsp;&nbsp;&nbsp; 344575 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.87%, 4/15/2054 (i) | &nbsp;&nbsp; 6725714 | &nbsp;&nbsp;&nbsp; 205430 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 1.067%, 6/15/2063 (i) | &nbsp;&nbsp; 6535173 | &nbsp;&nbsp;&nbsp; 258345 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.029%, 6/15/2064 (i) | &nbsp;&nbsp; 6109945 | &nbsp;&nbsp;&nbsp; 266478 |
| Commercial Mortgage Pass-Through Certificates, 2022-BNK41, "AS", 3.79%, 4/15/2065  | &nbsp;&nbsp; 1304000 | &nbsp;&nbsp;&nbsp; 1188337 |
| ELM Trust, 2024-ELM, "A10", 5.994%, 6/10/2039 (n) | &nbsp;&nbsp; 833333 | &nbsp;&nbsp;&nbsp; 839130 |
| ELM Trust, 2024-ELM, "B10", 5.995%, 6/10/2039 (n) | &nbsp;&nbsp; 607994 | &nbsp;&nbsp;&nbsp; 611465 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | &nbsp;&nbsp; 665111 | &nbsp;&nbsp;&nbsp; 668453 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | &nbsp;&nbsp; 218396 | &nbsp;&nbsp;&nbsp; 219204 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | &nbsp;&nbsp; 144000 | &nbsp;&nbsp;&nbsp; 144169 |
| EQT Trust, 2024-EXTR, "A", 5.331%, 7/05/2041 (n) | &nbsp;&nbsp; 543479 | &nbsp;&nbsp;&nbsp; 551581 |
| EQT Trust, 2024-EXTR, "B", 5.654%, 7/05/2041 (n) | &nbsp;&nbsp; 364160 | &nbsp;&nbsp;&nbsp; 367861 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 6.6% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | &nbsp;&nbsp; 406896 | &nbsp;&nbsp;&nbsp; 405941 |
| GreatAmerica Leasing Receivables Funding LLC, 2023-1, "A2", 5.35%, 2/16/2026 (n) | &nbsp;&nbsp; 13382 | &nbsp;&nbsp;&nbsp; 13384 |
| MF1 2021-FL5 Ltd., "AS", FLR, 5.657% ((SOFR - 1mo. + 0.11448%) + 1.2%), 7/15/2036 (n) | &nbsp;&nbsp; 1292967 | &nbsp;&nbsp;&nbsp; 1290249 |
| MF1 2021-FL5 Ltd., "C", FLR, 6.157% ((SOFR - 1mo. + 0.11448%) + 1.7%), 7/15/2036 (n) | &nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp; 224415 |
| MF1 2021-FL6 Ltd., "B", FLR, 6.114% ((SOFR - 1mo. + 0.11448%) + 1.65%), 7/16/2036 (n) | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp; 1396532 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.701% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | &nbsp;&nbsp; 364073 | &nbsp;&nbsp;&nbsp; 364071 |
| MF1 2022-FL8 Ltd., "B", FLR, 6.301% (SOFR - 30 day + 1.95%), 2/19/2037 (n) | &nbsp;&nbsp; 604312 | &nbsp;&nbsp;&nbsp; 601941 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.276%, 5/15/2054 (i) | &nbsp;&nbsp; 4621001 | &nbsp;&nbsp;&nbsp; 222820 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.172%, 6/15/2054 (i) | &nbsp;&nbsp; 9287396 | &nbsp;&nbsp;&nbsp; 393201 |
| New Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.53%, 5/25/2065 (n) | &nbsp;&nbsp; 363740 | &nbsp;&nbsp;&nbsp; 364925 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | &nbsp;&nbsp; 541808 | &nbsp;&nbsp;&nbsp; 543895 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | &nbsp;&nbsp; 976359 | &nbsp;&nbsp;&nbsp; 978472 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | &nbsp;&nbsp; 191923 | &nbsp;&nbsp;&nbsp; 193126 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.925% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | &nbsp;&nbsp; 1275000 | &nbsp;&nbsp;&nbsp; 1268100 |
| TPG Real Estate Finance, 2021-FL4, "AS", FLR, 5.858% ((SOFR - 1mo. + 0.11448%) + 1.4%), 3/15/2038 (n) | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 697976 |
| Verus Securitization Trust, 2014-1, "A1", 5.712%, 1/25/2069 (n) | &nbsp;&nbsp; 497524 | &nbsp;&nbsp;&nbsp; 497552 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | &nbsp;&nbsp; 504400 | &nbsp;&nbsp;&nbsp; 504363 |

---

------

*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 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.493%, 8/15/2054 (i) | $&nbsp;&nbsp; 6729362 | &nbsp;&nbsp;&nbsp; $431188 |
|  |  | &nbsp;&nbsp;&nbsp; $28873766 |
| 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; $424750 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | &nbsp;&nbsp; 326000 | &nbsp;&nbsp;&nbsp; 328783 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | &nbsp;&nbsp; 328000 | &nbsp;&nbsp;&nbsp; 347997 |
| Stellantis N.V. , 4.625%, 6/06/2035  | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 698540 |
| Volkswagen Bank GmbH, 3.5%, 6/19/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 573248 |
| Volkswagen International Finance N.V., 5.994%, 5/15/2174  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 470096 |
|  |  | &nbsp;&nbsp;&nbsp; $2843414 |
| Broadcasting – 0.1% | Broadcasting – 0.1% | Broadcasting – 0.1% |
| Prosus N.V., 4.343%, 7/15/2035  | &nbsp;&nbsp; 426000 | &nbsp;&nbsp;&nbsp; $487332 |
| Walt Disney Co., 3.5%, 5/13/2040  | $&nbsp;&nbsp; 658000 | &nbsp;&nbsp;&nbsp; 537832 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | &nbsp;&nbsp; 302000 | &nbsp;&nbsp;&nbsp; 283509 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | &nbsp;&nbsp; 401000 | &nbsp;&nbsp;&nbsp; 374268 |
|  |  | &nbsp;&nbsp;&nbsp; $1682941 |
| Brokerage & Asset Managers – 0.3% | Brokerage & Asset Managers – 0.3% | Brokerage & Asset Managers – 0.3% |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | $&nbsp;&nbsp; 617000 | &nbsp;&nbsp;&nbsp; $665841 |
| Citadel Securities Global Holdings LLC, 5.5%, 6/18/2030 (n) | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 504366 |
| Low Income Investment Fund, 3.386%, 7/01/2026  | &nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp; 279357 |
| Low Income Investment Fund, 3.711%, 7/01/2029  | &nbsp;&nbsp; 760000 | &nbsp;&nbsp;&nbsp; 717508 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | &nbsp;&nbsp; 875000 | &nbsp;&nbsp;&nbsp; 848259 |
| LSEG US Financial Corp., 5.297%, 3/28/2034 (n) | &nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp; 290037 |
| Nomura Holdings, Inc., 3.459%, 5/28/2030  | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp; 659037 |
|  |  | &nbsp;&nbsp;&nbsp; $3964405 |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| CRH Finance (U.K.) PLC, 4.125%, 12/02/2029  | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; $323674 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $&nbsp;&nbsp; 533000 | &nbsp;&nbsp;&nbsp; 526221 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | &nbsp;&nbsp; 381000 | &nbsp;&nbsp;&nbsp; 382305 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | &nbsp;&nbsp; 381000 | &nbsp;&nbsp;&nbsp; 384949 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | &nbsp;&nbsp; 297000 | &nbsp;&nbsp;&nbsp; 293719 |
|  |  | &nbsp;&nbsp;&nbsp; $1910868 |
| Business Services – 0.3% | Business Services – 0.3% | Business Services – 0.3% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $&nbsp;&nbsp; 428000 | &nbsp;&nbsp;&nbsp; $421474 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; 251605 |
| Experian Finance PLC, 3.51%, 12/15/2033  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 572495 |
| Fiserv Funding ULC, 3.5%, 6/15/2032  | &nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp; 490533 |
| Fiserv, Inc., 4.4%, 7/01/2049  | $&nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; 495208 |
| Mastercard, Inc., 4.55%, 1/15/2035  | &nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp; 166071 |
| Mastercard, Inc., 3.85%, 3/26/2050  | &nbsp;&nbsp; 211000 | &nbsp;&nbsp;&nbsp; 164177 |
| Nexi S.p.A., 3.875%, 5/21/2031  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 464331 |
| Paychex, Inc., 5.1%, 4/15/2030  | $&nbsp;&nbsp; 207000 | &nbsp;&nbsp;&nbsp; 211488 |
| Paychex, Inc., 5.35%, 4/15/2032  | &nbsp;&nbsp; 407000 | &nbsp;&nbsp;&nbsp; 417188 |
| Visa, Inc., 3.875%, 5/15/2044  | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp; 331829 |
|  |  | &nbsp;&nbsp;&nbsp; $3986399 |
| Cable TV – 0.1% | Cable TV – 0.1% | Cable TV – 0.1% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | $&nbsp;&nbsp; 548000 | &nbsp;&nbsp;&nbsp; $571651 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., <br> 6.484%, 10/23/2045 <br>| &nbsp;&nbsp; 426000 | &nbsp;&nbsp;&nbsp; 414485 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | &nbsp;&nbsp; 610000 | &nbsp;&nbsp;&nbsp; 581468 |
|  |  | &nbsp;&nbsp;&nbsp; $1567604 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Chemicals – 0.1% | Chemicals – 0.1% | Chemicals – 0.1% |
| Arkema S.A., 4.25% to 5/27/2030, FLR (EUR ICE Swap Rate - 5yr. + 1.994%) to 5/27/2035, FLR (EUR ICE Swap <br> Rate - 5yr. + 2.244%) to 5/27/2050, FLR (EUR ICE Swap Rate - 5yr. + 2.994%) to 5/27/2173 <br>| &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; $344972 |
| DSM B.V., 3.375%, 2/25/2036  | &nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp; 246441 |
| PPG Industries, Inc., 3.25%, 3/04/2032  | &nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp; 442916 |
|  |  | &nbsp;&nbsp;&nbsp; $1034329 |
| Computer Software – 0.1% | Computer Software – 0.1% | Computer Software – 0.1% |
| Microsoft Corp., 2.921%, 3/17/2052  | $&nbsp;&nbsp; 753000 | &nbsp;&nbsp;&nbsp; $496797 |
| Oracle Corp., 4%, 7/15/2046  | &nbsp;&nbsp; 558000 | &nbsp;&nbsp;&nbsp; 426189 |
| Sage Group PLC, 2.875%, 2/08/2034  | &nbsp;&nbsp; 401000 | &nbsp;&nbsp;&nbsp; 442627 |
|  |  | &nbsp;&nbsp;&nbsp; $1365613 |
| Conglomerates – 0.1% | Conglomerates – 0.1% | Conglomerates – 0.1% |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | $&nbsp;&nbsp; 649000 | &nbsp;&nbsp;&nbsp; $668570 |
| Siemens Financieringsmaatschappij N.V., 4%, 5/27/2045  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 230350 |
| Veralto Corp., 4.15%, 9/19/2031  | &nbsp;&nbsp; 277000 | &nbsp;&nbsp;&nbsp; 330749 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | $&nbsp;&nbsp; 324000 | &nbsp;&nbsp;&nbsp; 334985 |
|  |  | &nbsp;&nbsp;&nbsp; $1564654 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| Kenvue, Inc., 5.05%, 3/22/2053  | $&nbsp;&nbsp; 365000 | &nbsp;&nbsp;&nbsp; $334797 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | &nbsp;&nbsp; 371000 | &nbsp;&nbsp;&nbsp; 374212 |
|  |  | &nbsp;&nbsp;&nbsp; $709009 |
| Consumer Services – 0.1% | Consumer Services – 0.1% | Consumer Services – 0.1% |
| Booking Holdings, Inc., 4.125%, 5/09/2038  | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; $522684 |
| Eurofins Scientific SE, 3.875%, 2/05/2033  | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp; 148993 |
| Pluxee N.V., 3.75%, 9/04/2032  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 460569 |
|  |  | &nbsp;&nbsp;&nbsp; $1132246 |
| Electronics – 0.1% | Electronics – 0.1% | Electronics – 0.1% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $&nbsp;&nbsp; 639000 | &nbsp;&nbsp;&nbsp; $630485 |
| Broadcom, Inc., 5.2%, 7/15/2035  | &nbsp;&nbsp; 336000 | &nbsp;&nbsp;&nbsp; 337590 |
| Intel Corp., 5.7%, 2/10/2053  | &nbsp;&nbsp; 384000 | &nbsp;&nbsp;&nbsp; 345726 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 3.4%, 5/01/2030  | &nbsp;&nbsp; 279000 | &nbsp;&nbsp;&nbsp; 263883 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 5%, 1/15/2033  | &nbsp;&nbsp; 131000 | &nbsp;&nbsp;&nbsp; 130609 |
|  |  | &nbsp;&nbsp;&nbsp; $1708293 |
| Emerging Market Quasi-Sovereign – 0.6% | Emerging Market Quasi-Sovereign – 0.6% | Emerging Market Quasi-Sovereign – 0.6% |
| Bank Gospodarstwa Krajowego (Republic of Poland), 6.25%, 10/31/2028 (n) | $&nbsp;&nbsp; 539000 | &nbsp;&nbsp;&nbsp; $567077 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.375%, 5/22/2033 (n) | &nbsp;&nbsp; 442000 | &nbsp;&nbsp;&nbsp; 447094 |
| Ceske Drahy A.S. (Czech Republic), 3.75%, 7/28/2030  | &nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 327755 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | &nbsp;&nbsp; 496000 | &nbsp;&nbsp;&nbsp; 578449 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $&nbsp;&nbsp; 452585 | &nbsp;&nbsp;&nbsp; 457111 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | &nbsp;&nbsp; 1165000 | &nbsp;&nbsp;&nbsp; 1186826 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | &nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; 552791 |
| MFB Magyar Fejlesztesi Bank Zrt. (Republic of Hungary), 4.375%, 6/27/2030  | &nbsp;&nbsp; 596000 | &nbsp;&nbsp;&nbsp; 696825 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 4.95%, 1/03/2031 (n) | $&nbsp;&nbsp; 733000 | &nbsp;&nbsp;&nbsp; 744893 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 4%, 6/30/2050 (n) | &nbsp;&nbsp; 691000 | &nbsp;&nbsp;&nbsp; 498222 |
| Qatar Petroleum, 3.125%, 7/12/2041  | &nbsp;&nbsp; 449000 | &nbsp;&nbsp;&nbsp; 334900 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | &nbsp;&nbsp; 612000 | &nbsp;&nbsp;&nbsp; 575148 |
|  |  | &nbsp;&nbsp;&nbsp; $6967091 |
| Emerging Market Sovereign – 6.2% | Emerging Market Sovereign – 6.2% | Emerging Market Sovereign – 6.2% |
| Czech Republic, 5%, 9/30/2030  | &nbsp;&nbsp; 46500000 | &nbsp;&nbsp;&nbsp; $2260622 |
| Eagle Funding LuxCo. S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | $&nbsp;&nbsp; 727000 | &nbsp;&nbsp;&nbsp; 730272 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/15/2034  | &nbsp;&nbsp; 5383000 | &nbsp;&nbsp;&nbsp; 6211564 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | &nbsp;&nbsp; 3820000 | &nbsp;&nbsp;&nbsp; 4457607 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | &nbsp;&nbsp; 1094000 | &nbsp;&nbsp;&nbsp; 1235758 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $&nbsp;&nbsp; 519000 | &nbsp;&nbsp;&nbsp; $528048 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | &nbsp;&nbsp; 43446000 | &nbsp;&nbsp;&nbsp; 1073849 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | &nbsp;&nbsp; 30347000 | &nbsp;&nbsp;&nbsp; 812401 |
| People's Republic of China, 3.13%, 11/21/2029  | &nbsp;&nbsp; 87780000 | &nbsp;&nbsp;&nbsp; 13062354 |
| People's Republic of China, 1.43%, 1/25/2030  | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp; 5525088 |
| People's Republic of China, 2.88%, 2/25/2033  | &nbsp;&nbsp; 91220000 | &nbsp;&nbsp;&nbsp; 13743781 |
| People's Republic of China, 2.27%, 5/25/2034  | &nbsp;&nbsp; 21900000 | &nbsp;&nbsp;&nbsp; 3172166 |
| Republic of Hungary, 4%, 7/25/2029  | &nbsp;&nbsp; 2015000 | &nbsp;&nbsp;&nbsp; 2363305 |
| Republic of Korea, 1.875%, 6/10/2029  | &nbsp;&nbsp; 6911970000 | &nbsp;&nbsp;&nbsp; 4863390 |
| Republic of Korea, 1.375%, 6/10/2030  | &nbsp;&nbsp; 11211200000 | &nbsp;&nbsp;&nbsp; 7619201 |
| Republic of Peru, 5.375%, 2/08/2035  | $&nbsp;&nbsp; 1800000 | &nbsp;&nbsp;&nbsp; 1792026 |
| Republic of Peru, 6.85%, 8/12/2035  | &nbsp;&nbsp; 8768000 | &nbsp;&nbsp;&nbsp; 2505586 |
| Republic of Poland, 3.625%, 1/11/2034  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 1167155 |
| United Mexican States, 5.85%, 7/02/2032  | $&nbsp;&nbsp; 1102000 | &nbsp;&nbsp;&nbsp; 1108612 |
| United Mexican States, 7.5%, 5/26/2033  | &nbsp;&nbsp; 36500000 | &nbsp;&nbsp;&nbsp; 1757089 |
| United Mexican States, 6.625%, 1/29/2038  | $&nbsp;&nbsp; 463000 | &nbsp;&nbsp;&nbsp; 465315 |
|  |  | &nbsp;&nbsp;&nbsp; $76455189 |
| Energy - Independent – 0.1% | Energy - Independent – 0.1% | Energy - Independent – 0.1% |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | $&nbsp;&nbsp; 426000 | &nbsp;&nbsp;&nbsp; $433556 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | &nbsp;&nbsp; 549000 | &nbsp;&nbsp;&nbsp; 485816 |
|  |  | &nbsp;&nbsp;&nbsp; $919372 |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; $320920 |
| BP Capital Markets PLC, 6%, 2/19/2173  | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp; 695391 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | &nbsp;&nbsp; 690000 | &nbsp;&nbsp;&nbsp; 574088 |
| TotalEnergies Capital International S.A., 3.647%, 7/01/2035  | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp; 1034253 |
|  |  | &nbsp;&nbsp;&nbsp; $2624652 |
| Entertainment – 0.1% | Entertainment – 0.1% | Entertainment – 0.1% |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | $&nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp; $322298 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | &nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; 330364 |
|  |  | &nbsp;&nbsp;&nbsp; $652662 |
| Financial Institutions – 0.2% | Financial Institutions – 0.2% | Financial Institutions – 0.2% |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | $&nbsp;&nbsp; 537000 | &nbsp;&nbsp;&nbsp; $534206 |
| Corporacion Inmobiliaria Vesta S.A.B. de C.V., 3.625%, 5/13/2031  | &nbsp;&nbsp; 464000 | &nbsp;&nbsp;&nbsp; 415165 |
| Fastighets AB Balder, 4%, 2/19/2032  | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp; 331340 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | $&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp; 251788 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | &nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp; 254058 |
| Shurgard Luxembourg S.à r.l., 3.625%, 10/22/2034  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 669759 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 455794 |
|  |  | &nbsp;&nbsp;&nbsp; $2912110 |
| Food & Beverages – 0.5% | Food & Beverages – 0.5% | Food & Beverages – 0.5% |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $&nbsp;&nbsp; 361000 | &nbsp;&nbsp;&nbsp; $334926 |
| Anheuser-Busch InBev Worldwide, Inc., 4.125%, 5/19/2045  | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 170088 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $&nbsp;&nbsp; 512000 | &nbsp;&nbsp;&nbsp; 503341 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | &nbsp;&nbsp; 658000 | &nbsp;&nbsp;&nbsp; 610819 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | &nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; 168202 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | &nbsp;&nbsp; 470000 | &nbsp;&nbsp;&nbsp; 478558 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | &nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; 164242 |
| JBS USA Holding S.à r.l./JBS USA Food Co./JBS USA Foods Group Holdings, Inc., 5.5%, 1/15/2036 (n) | &nbsp;&nbsp; 691000 | &nbsp;&nbsp;&nbsp; 688188 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | &nbsp;&nbsp; 361000 | &nbsp;&nbsp;&nbsp; 368956 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | &nbsp;&nbsp; 625000 | &nbsp;&nbsp;&nbsp; 496558 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | &nbsp;&nbsp; 232000 | &nbsp;&nbsp;&nbsp; 234303 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; 803830 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | &nbsp;&nbsp; 536000 | &nbsp;&nbsp;&nbsp; 528895 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Food & Beverages – continued | Food & Beverages – continued | Food & Beverages – continued |
| Nestle Finance International Ltd., 3.5%, 1/14/2045  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; $441481 |
|  |  | &nbsp;&nbsp;&nbsp; $5992387 |
| Forest & Paper Products – 0.2% | Forest & Paper Products – 0.2% | Forest & Paper Products – 0.2% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $&nbsp;&nbsp; 758000 | &nbsp;&nbsp;&nbsp; $738527 |
| Mondi Finance PLC, 3.75%, 5/18/2033  | &nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp; 611243 |
| Smurfit Kappa Treasury Co., 7.5%, 11/20/2025  | $&nbsp;&nbsp; 510000 | &nbsp;&nbsp;&nbsp; 513961 |
| Stora Enso Oyj, 7.25%, 4/15/2036 (n) | &nbsp;&nbsp; 648000 | &nbsp;&nbsp;&nbsp; 697931 |
|  |  | &nbsp;&nbsp;&nbsp; $2561662 |
| Gaming & Lodging – 0.2% | Gaming & Lodging – 0.2% | Gaming & Lodging – 0.2% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $&nbsp;&nbsp; 489000 | &nbsp;&nbsp;&nbsp; $502898 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 503298 |
| Flutter Treasury DAC, 6.125%, 6/04/2031  | &nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp; 569985 |
| Marriott International, Inc., 2.85%, 4/15/2031  | $&nbsp;&nbsp; 579000 | &nbsp;&nbsp;&nbsp; 524870 |
| Sands China Ltd., 4.375%, 6/18/2030  | &nbsp;&nbsp; 532000 | &nbsp;&nbsp;&nbsp; 513644 |
| Whitbread Group PLC, 5.5%, 5/31/2032  | &nbsp;&nbsp; 222000 | &nbsp;&nbsp;&nbsp; 290872 |
|  |  | &nbsp;&nbsp;&nbsp; $2905567 |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | $&nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; $551317 |
| WSP Global, Inc., 5.548%, 11/22/2030  | &nbsp;&nbsp; 978000 | &nbsp;&nbsp;&nbsp; 756002 |
|  |  | &nbsp;&nbsp;&nbsp; $1307319 |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Allianz SE, 3.2% to 4/30/2028, FLR (CMT - 5yr. + 2.165%) to 4/30/2171 (n) | $&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; $730146 |
| Aviva PLC, 4.625% to 8/28/2036, FLR (EURIBOR - 3mo. + 3.05%) to 8/28/2056  | &nbsp;&nbsp; 720000 | &nbsp;&nbsp;&nbsp; 841133 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $&nbsp;&nbsp; 799000 | &nbsp;&nbsp;&nbsp; 668748 |
| Generali, 4.135%, 6/18/2036  | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp; 526227 |
| MetLife, Inc., 5.3%, 12/15/2034  | $&nbsp;&nbsp; 589000 | &nbsp;&nbsp;&nbsp; 602363 |
| Nippon Life Insurance Co., 4.114%, 1/23/2055  | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 263153 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $&nbsp;&nbsp; 866000 | &nbsp;&nbsp;&nbsp; 903310 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | &nbsp;&nbsp; 656000 | &nbsp;&nbsp;&nbsp; 704087 |
|  |  | &nbsp;&nbsp;&nbsp; $5239167 |
| Insurance - Health – 0.2% | Insurance - Health – 0.2% | Insurance - Health – 0.2% |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $&nbsp;&nbsp; 323000 | &nbsp;&nbsp;&nbsp; $327106 |
| Humana, Inc., 5.375%, 4/15/2031  | &nbsp;&nbsp; 264000 | &nbsp;&nbsp;&nbsp; 269293 |
| Humana, Inc., 5.55%, 5/01/2035  | &nbsp;&nbsp; 721000 | &nbsp;&nbsp;&nbsp; 722204 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | &nbsp;&nbsp; 752000 | &nbsp;&nbsp;&nbsp; 754167 |
|  |  | &nbsp;&nbsp;&nbsp; $2072770 |
| 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; $525359 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | &nbsp;&nbsp; 114000 | &nbsp;&nbsp;&nbsp; 114936 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | &nbsp;&nbsp; 158000 | &nbsp;&nbsp;&nbsp; 172380 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | &nbsp;&nbsp; 331000 | &nbsp;&nbsp;&nbsp; 320649 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | &nbsp;&nbsp; 974000 | &nbsp;&nbsp;&nbsp; 714607 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035 (n) | $&nbsp;&nbsp; 594000 | &nbsp;&nbsp;&nbsp; 598866 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | &nbsp;&nbsp; 599000 | &nbsp;&nbsp;&nbsp; 603892 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | &nbsp;&nbsp; 425000 | &nbsp;&nbsp;&nbsp; 430042 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | &nbsp;&nbsp; 461000 | &nbsp;&nbsp;&nbsp; 439775 |
|  |  | &nbsp;&nbsp;&nbsp; $3920506 |
| International Market Quasi-Sovereign – 0.5% | International Market Quasi-Sovereign – 0.5% | International Market Quasi-Sovereign – 0.5% |
| Belfius Bank S.A., 3.375%, 5/28/2030  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; $575230 |
| Electricite de France S.A., 4.625%, 5/07/2045  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 338100 |
| Electricite de France S.A., 6.5%, 11/08/2064  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 372963 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; 470316 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Quasi-Sovereign – continued | International Market Quasi-Sovereign – continued | International Market Quasi-Sovereign – continued |
| Landsbankinn hf. (Republic of Iceland), 3.75%, 10/08/2029  | &nbsp;&nbsp; 575000 | &nbsp;&nbsp;&nbsp; $665513 |
| Logicor Financing S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 7/14/2032  | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp; 646372 |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $&nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp; 613575 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | &nbsp;&nbsp; 527000 | &nbsp;&nbsp;&nbsp; 461026 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 4%, 4/19/2032  | &nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp; 275942 |
| RTE Reseau de Transport d'Electricite (Republic France), 3.5%, 10/02/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 338035 |
| SPP-Distribucia A.S. (Republic of Slovakia), 1%, 6/09/2031  | &nbsp;&nbsp; 1570000 | &nbsp;&nbsp;&nbsp; 1547737 |
|  |  | &nbsp;&nbsp;&nbsp; $6304809 |
| International Market Sovereign – 8.2% | International Market Sovereign – 8.2% | International Market Sovereign – 8.2% |
| Commonwealth of Australia, 1%, 11/21/2031  | &nbsp;&nbsp; 10846000 | &nbsp;&nbsp;&nbsp; $5877048 |
| Commonwealth of Australia, 1.75%, 11/21/2032  | &nbsp;&nbsp; 10074000 | &nbsp;&nbsp;&nbsp; 5566717 |
| Commonwealth of Australia, 3.5%, 12/21/2034  | &nbsp;&nbsp; 2400000 | &nbsp;&nbsp;&nbsp; 1458070 |
| Commonwealth of Australia, 2.75%, 5/21/2041  | &nbsp;&nbsp; 3329000 | &nbsp;&nbsp;&nbsp; 1691481 |
| Federal Republic of Germany, 2.5%, 8/15/2054  | &nbsp;&nbsp; 2220000 | &nbsp;&nbsp;&nbsp; 2222586 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $&nbsp;&nbsp; 418000 | &nbsp;&nbsp;&nbsp; 371543 |
| Government of Bermuda, 5%, 7/15/2032 (n) | &nbsp;&nbsp; 1331000 | &nbsp;&nbsp;&nbsp; 1318662 |
| Government of Canada, 2.75%, 3/01/2030  | &nbsp;&nbsp; 7745000 | &nbsp;&nbsp;&nbsp; 5526809 |
| Government of Canada, 2%, 6/01/2032  | &nbsp;&nbsp; 4634000 | &nbsp;&nbsp;&nbsp; 3090894 |
| Government of Canada, 3.25%, 12/01/2034  | &nbsp;&nbsp; 3457000 | &nbsp;&nbsp;&nbsp; 2460543 |
| Government of Japan, 1%, 3/20/2030  | &nbsp;&nbsp; 753000000 | &nbsp;&nbsp;&nbsp; 4978239 |
| Government of Japan, 1.2%, 12/20/2034  | &nbsp;&nbsp; 216000000 | &nbsp;&nbsp;&nbsp; 1393916 |
| Government of Japan, 2.4%, 12/20/2034  | &nbsp;&nbsp; 375000000 | &nbsp;&nbsp;&nbsp; 2680181 |
| Government of Japan, 1.4%, 3/20/2035  | &nbsp;&nbsp; 340000000 | &nbsp;&nbsp;&nbsp; 2227947 |
| Government of Japan, 0.3%, 12/20/2039  | &nbsp;&nbsp; 1733000000 | &nbsp;&nbsp;&nbsp; 8947589 |
| Government of Japan, 2.3%, 3/20/2040  | &nbsp;&nbsp; 332150000 | &nbsp;&nbsp;&nbsp; 2253356 |
| Government of Japan, 1.1%, 6/20/2043  | &nbsp;&nbsp; 209250000 | &nbsp;&nbsp;&nbsp; 1127092 |
| Government of Japan, 0.4%, 3/20/2050  | &nbsp;&nbsp; 458400000 | &nbsp;&nbsp;&nbsp; 1739397 |
| Government of Japan, 0.7%, 12/20/2051  | &nbsp;&nbsp; 436200000 | &nbsp;&nbsp;&nbsp; 1707225 |
| Kingdom of Spain, 3.45%, 10/31/2034 (n) | &nbsp;&nbsp; 5374000 | &nbsp;&nbsp;&nbsp; 6277180 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | &nbsp;&nbsp; 1881000 | &nbsp;&nbsp;&nbsp; 2137021 |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | &nbsp;&nbsp; 5982000 | &nbsp;&nbsp;&nbsp; 7053791 |
| Kingdom of Norway, 3.75%, 6/12/2035 (n) | &nbsp;&nbsp; 19809000 | &nbsp;&nbsp;&nbsp; 1885953 |
| Republic of France, 2.7%, 2/25/2031 (n) | &nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp; 3640896 |
| Republic of Italy, 1.45%, 3/01/2036  | &nbsp;&nbsp; 5995000 | &nbsp;&nbsp;&nbsp; 5601902 |
| Republic of Italy, 4.15%, 10/01/2039 (n) | &nbsp;&nbsp; 3298000 | &nbsp;&nbsp;&nbsp; 3894726 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | &nbsp;&nbsp; 1034000 | &nbsp;&nbsp;&nbsp; 1174269 |
| United Kingdom Treasury, 4%, 10/22/2031  | &nbsp;&nbsp; 3184000 | &nbsp;&nbsp;&nbsp; 4166679 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | &nbsp;&nbsp; 6085000 | &nbsp;&nbsp;&nbsp; 4672327 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | &nbsp;&nbsp; 2076000 | &nbsp;&nbsp;&nbsp; 1402328 |
| United Kingdom Treasury, 3.75%, 7/22/2052  | &nbsp;&nbsp; 2269000 | &nbsp;&nbsp;&nbsp; 2316543 |
|  |  | &nbsp;&nbsp;&nbsp; $100862910 |
| Internet – 0.0% | Internet – 0.0% | Internet – 0.0% |
| Alphabet, Inc., 4%, 5/06/2054  | &nbsp;&nbsp; 270000 | &nbsp;&nbsp;&nbsp; $304849 |
| Local Authorities – 0.1% | Local Authorities – 0.1% | Local Authorities – 0.1% |
| Alliander N.V., 3.5%, 5/06/2037  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; $455289 |
| Province of Alberta, 1.65%, 6/01/2031  | &nbsp;&nbsp; 817000 | &nbsp;&nbsp;&nbsp; 535844 |
| Province of British Columbia, 2.95%, 6/18/2050  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 324929 |
|  |  | &nbsp;&nbsp;&nbsp; $1316062 |
| Machinery & Tools – 0.1% | Machinery & Tools – 0.1% | Machinery & Tools – 0.1% |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029  | $&nbsp;&nbsp; 499000 | &nbsp;&nbsp;&nbsp; $513326 |
| Major Banks – 1.9% | Major Banks – 1.9% | Major Banks – 1.9% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $&nbsp;&nbsp; 516000 | &nbsp;&nbsp;&nbsp; $525620 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | &nbsp;&nbsp; 605000 | &nbsp;&nbsp;&nbsp; 542494 |
| Bank of America Corp., 5.425% to 8/15/2034, FLR (SOFR - 1 day + 1.913%) to 8/15/2035  | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp; 520938 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| 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; $446129 |
| Bank of Ireland Group PLC, 3.625% to 5/19/2031, FLR (EUR ICE Swap Rate - 1yr. + 1.27%) to 5/19/2032  | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp; 300853 |
| Barclays PLC, 4.973% to 5/31/2031, FLR (EUR ICE Swap Rate - 5yr. + 2.1%) to 5/31/2036  | &nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; 651774 |
| BNP Paribas S.A., 5.283% to 11/19/2029, FLR (SOFR - 1 day + 1.28%) to 11/19/2030 (n) | $&nbsp;&nbsp; 471000 | &nbsp;&nbsp;&nbsp; 479811 |
| Citigroup, Inc., 4.296%, 7/23/2036  | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp; 659093 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $&nbsp;&nbsp; 1471000 | &nbsp;&nbsp;&nbsp; 1310799 |
| Credit Agricole S.A., 3.75%, 5/27/2035  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 688090 |
| Danske Bank A.S., 1.549%, 9/10/2027 (n) | $&nbsp;&nbsp; 543000 | &nbsp;&nbsp;&nbsp; 524887 |
| Danske Bank A.S., 4.613% to 10/02/2029, FLR (CMT - 1yr. + 1.1%) to 10/02/2030 (n) | &nbsp;&nbsp; 568000 | &nbsp;&nbsp;&nbsp; 566267 |
| Danske Bank A.S., 3.5%, 5/26/2033  | &nbsp;&nbsp; 990000 | &nbsp;&nbsp;&nbsp; 1135829 |
| Danske Bank A.S., 3.75% to 11/19/2031, FLR (EUR Swap Rate - 5yr. + 1.55%) to 11/19/2036  | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp; 137772 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | $&nbsp;&nbsp; 634000 | &nbsp;&nbsp;&nbsp; 644560 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031 (w) | &nbsp;&nbsp; 332000 | &nbsp;&nbsp;&nbsp; 332550 |
| Erste Group Bank AG, 6.375% to 10/15/2032, FLR (EUR ICE Swap Rate - 5yr. + 4.008%) to 11/20/2173  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 470905 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $&nbsp;&nbsp; 442000 | &nbsp;&nbsp;&nbsp; 441661 |
| 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; 594752 |
| 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; 489679 |
| HSBC Holdings PLC, 4.191% to 5/19/2031, FLR (EUR ICE Swap Rate - 5yr. + 1.83%) to 5/19/2036  | &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp; 653503 |
| 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; 529718 |
| 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; 400886 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | &nbsp;&nbsp; 794000 | &nbsp;&nbsp;&nbsp; 688838 |
| 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; 426799 |
| 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; 407482 |
| mBank S.A., 4.034%, 9/27/2030  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 580778 |
| 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; 423475 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | &nbsp;&nbsp; 737000 | &nbsp;&nbsp;&nbsp; 705930 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | &nbsp;&nbsp; 653000 | &nbsp;&nbsp;&nbsp; 668744 |
| Nationwide Building Society, 7.875%, 12/10/2173  | &nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp; 585275 |
| 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; 612159 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 256370 |
| 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; 821300 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | &nbsp;&nbsp; 767000 | &nbsp;&nbsp;&nbsp; 687427 |
| UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n)(w) | &nbsp;&nbsp; 326000 | &nbsp;&nbsp;&nbsp; 326000 |
| Unicaja Banco S.A., 3.5%, 6/30/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 573832 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | $&nbsp;&nbsp; 671000 | &nbsp;&nbsp;&nbsp; 668603 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | &nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp; 975360 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | $&nbsp;&nbsp; 485000 | &nbsp;&nbsp;&nbsp; 496550 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | &nbsp;&nbsp; 743000 | &nbsp;&nbsp;&nbsp; 680165 |
|  |  | &nbsp;&nbsp;&nbsp; $23633657 |
| Medical & Health Technology & Services – 0.2% | Medical & Health Technology & Services – 0.2% | Medical & Health Technology & Services – 0.2% |
| Becton, Dickinson and Co., 4.874%, 2/08/2029  | $&nbsp;&nbsp; 734000 | &nbsp;&nbsp;&nbsp; $742713 |
| Memorial Sloan-Kettering Cancer Center, 2.955%, 1/01/2050  | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp; 432112 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050  | &nbsp;&nbsp; 808000 | &nbsp;&nbsp;&nbsp; 478443 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | &nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp; 563429 |
| Thermo Fisher Scientific Finance I B.V., 2%, 10/18/2051  | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; 244694 |
|  |  | &nbsp;&nbsp;&nbsp; $2461391 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Stryker Corp., 5.2%, 2/10/2035  | $&nbsp;&nbsp; 643000 | &nbsp;&nbsp;&nbsp; $652998 |
| Metals & Mining – 0.1% | Metals & Mining – 0.1% | Metals & Mining – 0.1% |
| Glencore Capital Finance DAC, 3.75%, 2/04/2032  | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp; $715129 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | $&nbsp;&nbsp; 649000 | &nbsp;&nbsp;&nbsp; 659125 |
|  |  | &nbsp;&nbsp;&nbsp; $1374254 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Midstream – 0.4% | Midstream – 0.4% | Midstream – 0.4% |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | $&nbsp;&nbsp; 629000 | &nbsp;&nbsp;&nbsp; $632171 |
| Columbia Pipelines Operating Co. LLC, 6.036%, 11/15/2033 (n) | &nbsp;&nbsp; 246000 | &nbsp;&nbsp;&nbsp; 258585 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | &nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 568013 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | &nbsp;&nbsp; 547000 | &nbsp;&nbsp;&nbsp; 523665 |
| Enbridge, Inc., 3.1%, 9/21/2033  | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; 528949 |
| Energy Transfer LP, 5.95%, 5/15/2054  | $&nbsp;&nbsp; 345000 | &nbsp;&nbsp;&nbsp; 326103 |
| Galaxy Pipeline Assets Bidco Ltd., 2.16%, 3/31/2034 (n) | &nbsp;&nbsp; 377421 | &nbsp;&nbsp;&nbsp; 336495 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | &nbsp;&nbsp; 887000 | &nbsp;&nbsp;&nbsp; 601228 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $&nbsp;&nbsp; 424000 | &nbsp;&nbsp;&nbsp; 430064 |
| Targa Resources Corp., 4.95%, 4/15/2052  | &nbsp;&nbsp; 488000 | &nbsp;&nbsp;&nbsp; 404591 |
|  |  | &nbsp;&nbsp;&nbsp; $4609864 |
| Mortgage-Backed – 4.1% | Mortgage-Backed – 4.1% |  |
| Fannie Mae, 4.5%, 3/01/2034 - 2/01/2046  | $&nbsp;&nbsp; 2354229 | &nbsp;&nbsp;&nbsp; $2319915 |
| Fannie Mae, 5.5%, 1/01/2037  | &nbsp;&nbsp; 7889 | &nbsp;&nbsp;&nbsp; 8101 |
| Fannie Mae, 6%, 9/01/2037 - 6/01/2038  | &nbsp;&nbsp; 92588 | &nbsp;&nbsp;&nbsp; 96518 |
| Fannie Mae, 5%, 4/01/2040 - 8/01/2040  | &nbsp;&nbsp; 641144 | &nbsp;&nbsp;&nbsp; 643371 |
| Fannie Mae, 4%, 11/01/2040 - 2/01/2041  | &nbsp;&nbsp; 718662 | &nbsp;&nbsp;&nbsp; 686683 |
| Fannie Mae, 3.5%, 5/01/2043 - 12/01/2046  | &nbsp;&nbsp; 1136310 | &nbsp;&nbsp;&nbsp; 1044192 |
| Fannie Mae, 5.15%, 10/25/2052  | &nbsp;&nbsp; 1248819 | &nbsp;&nbsp;&nbsp; 1206256 |
| Fannie Mae, 5.75%, 12/25/2054  | &nbsp;&nbsp; 696210 | &nbsp;&nbsp;&nbsp; 697617 |
| Fannie Mae, 5.7%, 7/25/2055  | &nbsp;&nbsp; 833724 | &nbsp;&nbsp;&nbsp; 831392 |
| Fannie Mae, UMBS, 3%, 5/01/2037 - 6/01/2052  | &nbsp;&nbsp; 1442140 | &nbsp;&nbsp;&nbsp; 1242228 |
| Fannie Mae, UMBS, 2%, 3/01/2042 - 4/01/2052  | &nbsp;&nbsp; 2980451 | &nbsp;&nbsp;&nbsp; 2385716 |
| Fannie Mae, UMBS, 2.5%, 4/01/2042 - 6/01/2052  | &nbsp;&nbsp; 3747128 | &nbsp;&nbsp;&nbsp; 3103513 |
| Fannie Mae, UMBS, 1.5%, 4/01/2052  | &nbsp;&nbsp; 936107 | &nbsp;&nbsp;&nbsp; 695031 |
| Fannie Mae, UMBS, 3.5%, 5/01/2052 - 6/01/2053  | &nbsp;&nbsp; 399501 | &nbsp;&nbsp;&nbsp; 357583 |
| Fannie Mae, UMBS, 5.5%, 11/01/2052 - 9/01/2054  | &nbsp;&nbsp; 2445289 | &nbsp;&nbsp;&nbsp; 2436764 |
| Fannie Mae, UMBS, 6%, 12/01/2052 - 11/01/2053  | &nbsp;&nbsp; 552610 | &nbsp;&nbsp;&nbsp; 561326 |
| Fannie Mae, UMBS, 5%, 4/01/2053  | &nbsp;&nbsp; 446481 | &nbsp;&nbsp;&nbsp; 436475 |
| Fannie Mae, UMBS, 4.5%, 10/01/2053 - 5/01/2054  | &nbsp;&nbsp; 373114 | &nbsp;&nbsp;&nbsp; 354258 |
| Freddie Mac, 1.373%, 3/25/2027 (i) | &nbsp;&nbsp; 1523000 | &nbsp;&nbsp;&nbsp; 30343 |
| Freddie Mac, 0.571%, 1/25/2030 (i) | &nbsp;&nbsp; 2294747 | &nbsp;&nbsp;&nbsp; 53694 |
| Freddie Mac, 1.797%, 4/25/2030 (i) | &nbsp;&nbsp; 3170226 | &nbsp;&nbsp;&nbsp; 232504 |
| Freddie Mac, 1.839%, 4/25/2030 (i) | &nbsp;&nbsp; 2614093 | &nbsp;&nbsp;&nbsp; 197500 |
| Freddie Mac, 1.665%, 5/25/2030 (i) | &nbsp;&nbsp; 3298344 | &nbsp;&nbsp;&nbsp; 232423 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | &nbsp;&nbsp; 7375798 | &nbsp;&nbsp;&nbsp; 554476 |
| Freddie Mac, 1.341%, 6/25/2030 (i) | &nbsp;&nbsp; 3056884 | &nbsp;&nbsp;&nbsp; 174711 |
| Freddie Mac, 1.598%, 8/25/2030 (i) | &nbsp;&nbsp; 2713457 | &nbsp;&nbsp;&nbsp; 189953 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | &nbsp;&nbsp; 1752322 | &nbsp;&nbsp;&nbsp; 91535 |
| Freddie Mac, 1.08%, 11/25/2030 (i) | &nbsp;&nbsp; 3594105 | &nbsp;&nbsp;&nbsp; 179741 |
| Freddie Mac, 0.321%, 1/25/2031 (i) | &nbsp;&nbsp; 13570542 | &nbsp;&nbsp;&nbsp; 185227 |
| Freddie Mac, 0.511%, 3/25/2031 (i) | &nbsp;&nbsp; 16635790 | &nbsp;&nbsp;&nbsp; 384397 |
| Freddie Mac, 0.937%, 7/25/2031 (i) | &nbsp;&nbsp; 3177082 | &nbsp;&nbsp;&nbsp; 155880 |
| Freddie Mac, 0.535%, 9/25/2031 (i) | &nbsp;&nbsp; 13281588 | &nbsp;&nbsp;&nbsp; 382164 |
| Freddie Mac, 0.855%, 9/25/2031 (i) | &nbsp;&nbsp; 4021884 | &nbsp;&nbsp;&nbsp; 177420 |
| Freddie Mac, 0.567%, 12/25/2031 (i) | &nbsp;&nbsp; 3294996 | &nbsp;&nbsp;&nbsp; 98431 |
| Freddie Mac, 0.905%, 9/25/2034 (i) | &nbsp;&nbsp; 2485542 | &nbsp;&nbsp;&nbsp; 172628 |
| Freddie Mac, 5.5%, 7/01/2037  | &nbsp;&nbsp; 15554 | &nbsp;&nbsp;&nbsp; 15960 |
| Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042  | &nbsp;&nbsp; 724589 | &nbsp;&nbsp;&nbsp; 715912 |
| Freddie Mac, 5%, 7/01/2041  | &nbsp;&nbsp; 261732 | &nbsp;&nbsp;&nbsp; 263748 |
| Freddie Mac, 5.65%, 8/25/2054  | &nbsp;&nbsp; 1424138 | &nbsp;&nbsp;&nbsp; 1422211 |
| Freddie Mac, 5.75%, 2/25/2055 - 6/25/2055  | &nbsp;&nbsp; 1506935 | &nbsp;&nbsp;&nbsp; 1508129 |
| Freddie Mac, UMBS, 3.5%, 1/01/2047  | &nbsp;&nbsp; 523188 | &nbsp;&nbsp;&nbsp; 478748 |
| Freddie Mac, UMBS, 3%, 6/01/2050 - 5/01/2052  | &nbsp;&nbsp; 3018381 | &nbsp;&nbsp;&nbsp; 2588925 |
| Freddie Mac, UMBS, 2.5%, 10/01/2051 - 9/01/2052  | &nbsp;&nbsp; 1941585 | &nbsp;&nbsp;&nbsp; 1598981 |
| Freddie Mac, UMBS, 2%, 12/01/2051 - 3/01/2052  | &nbsp;&nbsp; 2104339 | &nbsp;&nbsp;&nbsp; 1649622 |
| Freddie Mac, UMBS, 4%, 5/01/2052  | &nbsp;&nbsp; 118048 | &nbsp;&nbsp;&nbsp; 110068 |
| Freddie Mac, UMBS, 4.5%, 9/01/2052 - 7/01/2053  | &nbsp;&nbsp; 648755 | &nbsp;&nbsp;&nbsp; 616799 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, UMBS, 5.5%, 10/01/2052 - 4/01/2054  | $&nbsp;&nbsp; 2256405 | &nbsp;&nbsp;&nbsp; $2246830 |
| Freddie Mac, UMBS, 6%, 11/01/2052 - 2/01/2055  | &nbsp;&nbsp; 1674353 | &nbsp;&nbsp;&nbsp; 1703483 |
| Freddie Mac, UMBS, 6.5%, 11/01/2053 - 11/01/2054  | &nbsp;&nbsp; 891465 | &nbsp;&nbsp;&nbsp; 922124 |
| Ginnie Mae, 5%, 5/15/2040 - 4/20/2053  | &nbsp;&nbsp; 657214 | &nbsp;&nbsp;&nbsp; 647046 |
| Ginnie Mae, 3.5%, 6/20/2043  | &nbsp;&nbsp; 396643 | &nbsp;&nbsp;&nbsp; 365672 |
| Ginnie Mae, 4.765%, 10/20/2045  | &nbsp;&nbsp; 224753 | &nbsp;&nbsp;&nbsp; 218264 |
| Ginnie Mae, 2.5%, 8/20/2051 - 10/20/2052  | &nbsp;&nbsp; 3539908 | &nbsp;&nbsp;&nbsp; 2978593 |
| Ginnie Mae, 3%, 10/20/2051 - 11/20/2052  | &nbsp;&nbsp; 2036559 | &nbsp;&nbsp;&nbsp; 1782660 |
| Ginnie Mae, 2%, 1/20/2052 - 6/20/2052  | &nbsp;&nbsp; 792873 | &nbsp;&nbsp;&nbsp; 640201 |
| Ginnie Mae, 4%, 7/20/2052 - 10/20/2052  | &nbsp;&nbsp; 1212064 | &nbsp;&nbsp;&nbsp; 1125941 |
| Ginnie Mae, 4.5%, 9/20/2052 - 11/20/2052  | &nbsp;&nbsp; 1198896 | &nbsp;&nbsp;&nbsp; 1144543 |
| Ginnie Mae, 5.5%, 2/20/2053 - 1/20/2055  | &nbsp;&nbsp; 649199 | &nbsp;&nbsp;&nbsp; 650564 |
| Ginnie Mae, 5.397%, 10/20/2054  | &nbsp;&nbsp; 508829 | &nbsp;&nbsp;&nbsp; 506775 |
| Ginnie Mae, TBA, 6.5%, 8/01/2055  | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; 821121 |
| Ginnie Mae, TBA, 3.5%, 8/15/2055 - 9/22/2055  | &nbsp;&nbsp; 1225000 | &nbsp;&nbsp;&nbsp; 1099542 |
|  |  | &nbsp;&nbsp;&nbsp; $50422428 |
| Municipals – 0.5% | Municipals – 0.5% | Municipals – 0.5% |
| Colorado Housing & Finance Authority Rev., Single Family Mortgage Class I, Taxable, "D-1", GNMA, <br> 5%, 11/01/2047 <br>| $&nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp; $529262 |
| Connecticut Higher Education Supplemental Loan Authority, State Supported Rev., Taxable (Chesla Loan <br> Program), "C", 4.668%, 11/15/2034 <br>| &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp; 533810 |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 284718 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | &nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp; 896955 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | &nbsp;&nbsp; 1405000 | &nbsp;&nbsp;&nbsp; 1366704 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | &nbsp;&nbsp; 980000 | &nbsp;&nbsp;&nbsp; 993317 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | &nbsp;&nbsp; 585000 | &nbsp;&nbsp;&nbsp; 483896 |
| 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; 561742 |
|  |  | &nbsp;&nbsp;&nbsp; $5650404 |
| 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; 816000 | &nbsp;&nbsp;&nbsp; $849178 |
| Infraestructura Energética Nova S.A.B. de C.V., 4.875%, 1/14/2048  | &nbsp;&nbsp; 710000 | &nbsp;&nbsp;&nbsp; 536050 |
| Vier Gas Transport GmbH, 3.375%, 11/11/2031  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 572380 |
|  |  | &nbsp;&nbsp;&nbsp; $1957608 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $&nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp; $523893 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | &nbsp;&nbsp; 910000 | &nbsp;&nbsp;&nbsp; 893306 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 192316 |
|  |  | &nbsp;&nbsp;&nbsp; $1609515 |
| 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; $734284 |
| NTT Finance Corp., 3.678%, 7/16/2033  | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 265942 |
| NTT Finance Corp., 4.091%, 7/16/2037  | &nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; 196453 |
| TDC Net A/S, 5%, 8/09/2032  | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp; 130555 |
|  |  | &nbsp;&nbsp;&nbsp; $1327234 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp; $246547 |
| Raizen Fuels Finance S.A., 6.45%, 3/05/2034 (n) | &nbsp;&nbsp; 606000 | &nbsp;&nbsp;&nbsp; 601412 |
|  |  | &nbsp;&nbsp;&nbsp; $847959 |
| Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $&nbsp;&nbsp; 973000 | &nbsp;&nbsp;&nbsp; $1026868 |
| AIB Group PLC, 3.75%, 3/20/2033  | &nbsp;&nbsp; 1020000 | &nbsp;&nbsp;&nbsp; 1184106 |
| 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; 450994 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | $&nbsp;&nbsp; 710000 | &nbsp;&nbsp;&nbsp; $615753 |
| BPCE S.A., 3.875%, 2/26/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 342969 |
| CaixaBank S.A., 3.75%, 1/27/2036  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 458245 |
| CaixaBank S.A. , 3.375%, 6/26/2035  | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 794820 |
| Commerzbank AG, 3.625%, 1/14/2032  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 231755 |
| Commerzbank AG, 3.75%, 6/06/2034  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 458264 |
| Commerzbank AG, 4.125%, 6/30/2037  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 688025 |
| Deutsche Bank AG, 3%, 6/16/2029  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 228818 |
| 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; 437752 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 402430 |
| Powszechna Kasa Oszczednosci Bank Polski S.A., 3.875%, 9/12/2027  | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp; 600545 |
| Powszechna Kasa Oszczednosci Bank Polski S.A., 3.625%, 6/30/2031  | &nbsp;&nbsp; 461000 | &nbsp;&nbsp;&nbsp; 527712 |
| Truist Financial Corp., 5.711% to 1/24/2034, FLR (SOFR - 1 day + 1.922%) to 1/24/2035  | $&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp; 261783 |
|  |  | &nbsp;&nbsp;&nbsp; $8710839 |
| Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% |
| AbbVie, Inc., 4.875%, 3/15/2030  | $&nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp; $340744 |
| AbbVie, Inc., 5.35%, 3/15/2044  | &nbsp;&nbsp; 342000 | &nbsp;&nbsp;&nbsp; 334075 |
| AbbVie, Inc., 5.4%, 3/15/2054  | &nbsp;&nbsp; 427000 | &nbsp;&nbsp;&nbsp; 411463 |
| Biogen, Inc., 5.05%, 1/15/2031  | &nbsp;&nbsp; 449000 | &nbsp;&nbsp;&nbsp; 455089 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | &nbsp;&nbsp; 587000 | &nbsp;&nbsp;&nbsp; 584231 |
| Johnson & Johnson, 3.55%, 6/01/2044  | &nbsp;&nbsp; 580000 | &nbsp;&nbsp;&nbsp; 641476 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | $&nbsp;&nbsp; 302000 | &nbsp;&nbsp;&nbsp; 317178 |
| Roche Holdings, Inc., 5.593%, 11/13/2033 (n) | &nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 296579 |
| Sandoz Finance B.V., 4%, 3/26/2035  | &nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp; 326679 |
|  |  | &nbsp;&nbsp;&nbsp; $3707514 |
| Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)  | $&nbsp;&nbsp; 504000 | &nbsp;&nbsp;&nbsp; $522399 |
| 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; $366041 |
| News Corp., 3.875%, 5/15/2029 (n) | $&nbsp;&nbsp; 730000 | &nbsp;&nbsp;&nbsp; 696998 |
|  |  | &nbsp;&nbsp;&nbsp; $1063039 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $&nbsp;&nbsp; 719000 | &nbsp;&nbsp;&nbsp; $701907 |
| Union Pacific Corp., 3.25%, 2/05/2050  | &nbsp;&nbsp; 871000 | &nbsp;&nbsp;&nbsp; 594961 |
|  |  | &nbsp;&nbsp;&nbsp; $1296868 |
| 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; $276839 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | &nbsp;&nbsp; 364000 | &nbsp;&nbsp;&nbsp; 357648 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | &nbsp;&nbsp; 185000 | &nbsp;&nbsp;&nbsp; 168920 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | &nbsp;&nbsp; 298000 | &nbsp;&nbsp;&nbsp; 306596 |
|  |  | &nbsp;&nbsp;&nbsp; $1110003 |
| Real Estate - Other – 0.0% | Real Estate - Other – 0.0% | Real Estate - Other – 0.0% |
| EPR Properties, REIT, 3.6%, 11/15/2031  | $&nbsp;&nbsp; 168000 | &nbsp;&nbsp;&nbsp; $151731 |
| Lexington Realty Trust Co., 2.7%, 9/15/2030  | &nbsp;&nbsp; 389000 | &nbsp;&nbsp;&nbsp; 347133 |
|  |  | &nbsp;&nbsp;&nbsp; $498864 |
| Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% |
| Choice Properties, REIT, 5.03%, 2/28/2031  | &nbsp;&nbsp; 898000 | &nbsp;&nbsp;&nbsp; $676909 |
| Hammerson PLC, 5.875%, 10/08/2036  | &nbsp;&nbsp; 197000 | &nbsp;&nbsp;&nbsp; 255353 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | $&nbsp;&nbsp; 878000 | &nbsp;&nbsp;&nbsp; 747427 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | &nbsp;&nbsp; 685000 | &nbsp;&nbsp;&nbsp; 666310 |
|  |  | &nbsp;&nbsp;&nbsp; $2345999 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| 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; $112960 |
| Home Depot, Inc., 4.875%, 2/15/2044  | $&nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp; 257921 |
| Home Depot, Inc., 3.625%, 4/15/2052  | &nbsp;&nbsp; 471000 | &nbsp;&nbsp;&nbsp; 341603 |
|  |  | &nbsp;&nbsp;&nbsp; $712484 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 5%, 9/26/2048  | $&nbsp;&nbsp; 348000 | &nbsp;&nbsp;&nbsp; $297115 |
| Linde PLC, 3.4%, 2/14/2036  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 338481 |
| Linde PLC, 3.25%, 2/18/2037  | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 778593 |
|  |  | &nbsp;&nbsp;&nbsp; $1414189 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | $&nbsp;&nbsp; 446000 | &nbsp;&nbsp;&nbsp; $318225 |
| Richemont International Holding S.A., 1.625%, 5/26/2040  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 342472 |
|  |  | &nbsp;&nbsp;&nbsp; $660697 |
| Supermarkets – 0.1% | Supermarkets – 0.1% | Supermarkets – 0.1% |
| Kroger Co., 5.5%, 9/15/2054  | $&nbsp;&nbsp; 365000 | &nbsp;&nbsp;&nbsp; $344427 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 342946 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 399988 |
|  |  | &nbsp;&nbsp;&nbsp; $1087361 |
| Supranational – 0.3% | Supranational – 0.3% | Supranational – 0.3% |
| Corporacion Andina de Fomento, 6.75%, 12/17/2173 (n) | $&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; $203503 |
| European Union, 3%, 3/04/2053  | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp; 1566969 |
| International Bank for Reconstruction and Development, 4.125%, 10/22/2030  | &nbsp;&nbsp; 1825000 | &nbsp;&nbsp;&nbsp; 2409049 |
|  |  | &nbsp;&nbsp;&nbsp; $4179521 |
| Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% |
| American Tower Corp., 3.625%, 5/30/2032  | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; $521439 |
| Cellnex Finance Co. S.A., 3.5%, 5/22/2032  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 459843 |
| TDF Infrastructure S.A.S., 3.625%, 12/16/2030  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 567679 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | $&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp; 169616 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | &nbsp;&nbsp; 522000 | &nbsp;&nbsp;&nbsp; 522810 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | &nbsp;&nbsp; 164000 | &nbsp;&nbsp;&nbsp; 171146 |
| T-Mobile USA, Inc., 3.5%, 2/11/2037  | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp; 506686 |
|  |  | &nbsp;&nbsp;&nbsp; $2919219 |
| Telephone Services – 0.2% | Telephone Services – 0.2% | Telephone Services – 0.2% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; $332250 |
| Koninklijke KPN N.V., 3.375%, 2/17/2035  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 561403 |
| TELUS Corp., 2.85%, 11/13/2031  | &nbsp;&nbsp; 1323000 | &nbsp;&nbsp;&nbsp; 892510 |
|  |  | &nbsp;&nbsp;&nbsp; $1786163 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | &nbsp;&nbsp; 462000 | &nbsp;&nbsp;&nbsp; $543654 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | $&nbsp;&nbsp; 566000 | &nbsp;&nbsp;&nbsp; 580938 |
| Philip Morris International, Inc., 4.75%, 11/01/2031  | &nbsp;&nbsp; 605000 | &nbsp;&nbsp;&nbsp; 605573 |
|  |  | &nbsp;&nbsp;&nbsp; $1730165 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Aeroporti Di Roma S.p.A, 3.625%, 6/15/2032  | &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp; $644057 |
| Autostrade per l'Italia S.p.A., 5.125%, 6/14/2033  | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp; 385844 |
| DSV Finance B.V., 3.375%, 11/06/2032  | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 114915 |
| DSV Finance B.V., 3.375%, 11/06/2034  | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 113226 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | $&nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp; 350817 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | &nbsp;&nbsp; 562000 | &nbsp;&nbsp;&nbsp; 566835 |
| Heathrow Funding Ltd., 6%, 3/05/2032  | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; 586824 |
| Heathrow Funding Ltd., 3.875%, 1/16/2038  | &nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp; 672933 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Transportation - Services – continued | Transportation - Services – continued | Transportation - Services – continued |
| Transurban Finance Co. Pty Ltd., 4.225%, 4/26/2033  | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; $541153 |
|  |  | &nbsp;&nbsp;&nbsp; $3976604 |
| 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; 11225 | &nbsp;&nbsp;&nbsp; $11167 |
| U.S. Treasury Obligations – 2.8% | U.S. Treasury Obligations – 2.8% | U.S. Treasury Obligations – 2.8% |
| U.S. Treasury Bonds, 3.875%, 5/15/2043 (f) | $&nbsp;&nbsp; 6439000 | &nbsp;&nbsp;&nbsp; $5686693 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053  | &nbsp;&nbsp; 5623000 | &nbsp;&nbsp;&nbsp; 5489234 |
| U.S. Treasury Notes, 4%, 3/31/2030  | &nbsp;&nbsp; 6925000 | &nbsp;&nbsp;&nbsp; 6940960 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | &nbsp;&nbsp; 8544000 | &nbsp;&nbsp;&nbsp; 7820096 |
| U.S. Treasury Notes, 4%, 2/15/2034  | &nbsp;&nbsp; 4883000 | &nbsp;&nbsp;&nbsp; 4788583 |
| U.S. Treasury Notes, 4.625%, 2/15/2035  | &nbsp;&nbsp; 3650000 | &nbsp;&nbsp;&nbsp; 3729274 |
|  |  | &nbsp;&nbsp;&nbsp; $34454840 |
| Utilities - Electric Power – 1.5% | Utilities - Electric Power – 1.5% | Utilities - Electric Power – 1.5% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $&nbsp;&nbsp; 786000 | &nbsp;&nbsp;&nbsp; $721834 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | &nbsp;&nbsp; 493000 | &nbsp;&nbsp;&nbsp; 501052 |
| Amprion GmbH, 3.875%, 6/05/2036  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 461691 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | $&nbsp;&nbsp; 163000 | &nbsp;&nbsp;&nbsp; 153923 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | &nbsp;&nbsp; 136000 | &nbsp;&nbsp;&nbsp; 113953 |
| Bruce Power LP, 2.68%, 12/21/2028  | &nbsp;&nbsp; 767000 | &nbsp;&nbsp;&nbsp; 540360 |
| Bruce Power LP, 4.27%, 12/21/2034  | &nbsp;&nbsp; 862000 | &nbsp;&nbsp;&nbsp; 613534 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | $&nbsp;&nbsp; 648000 | &nbsp;&nbsp;&nbsp; 690575 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 663611 |
| Edison International, 4.7%, 8/15/2025  | $&nbsp;&nbsp; 610000 | &nbsp;&nbsp;&nbsp; 609906 |
| Enel Finance International N.V., 3.5%, 2/24/2036  | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp; 491698 |
| Enel Americas S.A., 4%, 10/25/2026  | $&nbsp;&nbsp; 1835000 | &nbsp;&nbsp;&nbsp; 1821215 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | &nbsp;&nbsp; 318000 | &nbsp;&nbsp;&nbsp; 280125 |
| Enel Finance International N.V., 4.75%, 5/25/2047 (n) | &nbsp;&nbsp; 456000 | &nbsp;&nbsp;&nbsp; 385819 |
| Enel S.p.A., 4.5%, 1/14/2174  | &nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp; 485064 |
| Entergy Corp., 0.9%, 9/15/2025  | $&nbsp;&nbsp; 816000 | &nbsp;&nbsp;&nbsp; 812264 |
| EPH Financing International A.S., 4.625%, 7/02/2032  | &nbsp;&nbsp; 575000 | &nbsp;&nbsp;&nbsp; 667767 |
| Eversource Energy, 5.5%, 1/01/2034  | $&nbsp;&nbsp; 525000 | &nbsp;&nbsp;&nbsp; 533997 |
| Florida Power & Light Co., 2.875%, 12/04/2051  | &nbsp;&nbsp; 665000 | &nbsp;&nbsp;&nbsp; 417120 |
| Georgia Power Co., 4.95%, 5/17/2033  | &nbsp;&nbsp; 512000 | &nbsp;&nbsp;&nbsp; 514334 |
| Hydro One, Inc., 4.25%, 1/04/2035  | &nbsp;&nbsp; 1022000 | &nbsp;&nbsp;&nbsp; 740987 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | $&nbsp;&nbsp; 548000 | &nbsp;&nbsp;&nbsp; 480486 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  | &nbsp;&nbsp; 288000 | &nbsp;&nbsp;&nbsp; 286812 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | &nbsp;&nbsp; 540000 | &nbsp;&nbsp;&nbsp; 620572 |
| NextEra Energy Capital Holdings, Inc., 5.749%, 9/01/2025  | $&nbsp;&nbsp; 580000 | &nbsp;&nbsp;&nbsp; 580360 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | &nbsp;&nbsp; 471000 | &nbsp;&nbsp;&nbsp; 473475 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | &nbsp;&nbsp; 627000 | &nbsp;&nbsp;&nbsp; 639342 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | &nbsp;&nbsp; 159000 | &nbsp;&nbsp;&nbsp; 164443 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | &nbsp;&nbsp; 113000 | &nbsp;&nbsp;&nbsp; 119226 |
| Pacific Gas & Electric Co., 5.9%, 10/01/2054  | &nbsp;&nbsp; 91000 | &nbsp;&nbsp;&nbsp; 85294 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | &nbsp;&nbsp; 713000 | &nbsp;&nbsp;&nbsp; 678549 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | &nbsp;&nbsp; 675000 | &nbsp;&nbsp;&nbsp; 689684 |
| Southern California Edison Co., 5.45%, 3/01/2035  | &nbsp;&nbsp; 256000 | &nbsp;&nbsp;&nbsp; 254994 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp; 636060 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | $&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp; 279214 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  | &nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp; 58057 |
|  |  | &nbsp;&nbsp;&nbsp; $18267397 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Water – 0.1% | Utilities - Water – 0.1% | Utilities - Water – 0.1% |
| Severn Trent PLC, 3.875%, 8/04/2037  | &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; $465906 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | &nbsp;&nbsp; 490000 | &nbsp;&nbsp;&nbsp; 565680 |
|  |  | &nbsp;&nbsp;&nbsp; $1031586 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$463811178** |
| Preferred Stocks – 0.6%  | Preferred Stocks – 0.6%  | Preferred Stocks – 0.6%  |
| Consumer Products – 0.6% |  |  |
| Henkel AG & Co. KGaA  | &nbsp;&nbsp; 90617 | &nbsp;&nbsp;&nbsp; $6988591 |
| Metals & Mining – 0.0% |  |  |
| Gerdau S.A.  | &nbsp;&nbsp; 198122 | &nbsp;&nbsp;&nbsp; $595829 |
| **Total Preferred Stocks**  |  | &nbsp;&nbsp; **$7584420** |
| Convertible Preferred Stocks – 0.5%  | Convertible Preferred Stocks – 0.5%  | Convertible Preferred Stocks – 0.5%  |
| Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% |  |
| Boeing Co., 6%  | &nbsp;&nbsp; 26865 | &nbsp;&nbsp;&nbsp; $1899355 |
| Utilities - Electric Power – 0.4% | Utilities - Electric Power – 0.4% |  |
| NextEra Energy, Inc., 7.234%  | &nbsp;&nbsp; 64483 | &nbsp;&nbsp;&nbsp; $2852728 |
| PG&E Corp., 6%  | &nbsp;&nbsp; 43988 | &nbsp;&nbsp;&nbsp; 1671984 |
|  |  | &nbsp;&nbsp;&nbsp; $4524712 |
| **Total Convertible Preferred Stocks**  | **Total Convertible Preferred Stocks**  | &nbsp;&nbsp; **$6424067** |
| Convertible Bonds – 0.1% | Convertible Bonds – 0.1% | Convertible Bonds – 0.1% |
| Utilities - Electric Power – 0.1% | Utilities - Electric Power – 0.1% |  |
| PG&E Corp., 4.25%, 12/01/2027  | $&nbsp;&nbsp; 594000 | &nbsp;&nbsp;&nbsp; $591624 |
| Mutual Funds (h) – 1.0%  | Mutual Funds (h) – 1.0%  | Mutual Funds (h) – 1.0%  |
| Money Market Funds – 1.0% | Money Market Funds – 1.0% |  |
| MFS Institutional Money Market Portfolio, 4.35% (v)  | &nbsp;&nbsp; 12743305 | &nbsp;&nbsp;&nbsp; $12743305 |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% |  |
| iTraxx Europe Crossover Series 43 Index Credit Default Swap - Fund pays <br> 5%, Fund receives notional amount upon a defined credit event of an <br> index constituent – August 2025 @ 3.25% <br>| Put | Merrill Lynch International | &nbsp;&nbsp; $8842526 | &nbsp;&nbsp;&nbsp; EUR<br> 7,020,000<br>| &nbsp;&nbsp; $4301 |

---

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

---

| | |
|:---|:---|
| Written Options (see table below) – (0.0)% | &nbsp;&nbsp;&nbsp; $(1314)<br>|
| Other Assets, Less Liabilities – 0.4% | &nbsp;&nbsp;&nbsp; 4560001 |
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$1228264559** |

---

&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 $12,743,305 and $1,210,962,567, respectively.

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

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $96,311,772, representing 7.8% 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.

------

*Portfolio of Investments (unaudited) – continued*

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

&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. |
| HICPXT | Harmonized Index of Consumer Prices Excluding Tobacco |
| ICE | Intercontinental Exchange |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| 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;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** |
| **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  |
| **Underlying** | **Put/** <br>**Call**<br>| **Counterparty** | &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Exercise** <br>**Price**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  |  |  |  |
| iTraxx Europe Crossover Series 43 Index Credit <br> Default Swap - Fund pays 5%, Fund receives <br> notional amount upon a defined credit event of <br> an index constituent<br>| &nbsp;&nbsp; Put | Merrill Lynch International | EUR (7020000) | &nbsp;&nbsp; $(8842526)<br>| 3.75% | August – 2025 | &nbsp;&nbsp; $(1314)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| IDR | &nbsp;&nbsp; 34391959456 | USD | &nbsp;&nbsp; 2042157 | Goldman Sachs International | 8/05/2025 | &nbsp;&nbsp; $47877 |
| IDR | &nbsp;&nbsp; 17418759890 | USD | &nbsp;&nbsp; 1055043 | JPMorgan Chase Bank N.A. | 8/21/2025 | &nbsp;&nbsp; 3060 |
| USD | &nbsp;&nbsp; 6786012 | AUD | &nbsp;&nbsp; 10391510 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 98219 |
| USD | &nbsp;&nbsp; 3994272 | AUD | &nbsp;&nbsp; 6125076 | UBS AG | 10/17/2025 | &nbsp;&nbsp; 52282 |
| USD | &nbsp;&nbsp; 3393371 | CAD | &nbsp;&nbsp; 4641048 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 31420 |
| USD | &nbsp;&nbsp; 3400894 | CAD | &nbsp;&nbsp; 4646607 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 34917 |
| USD | &nbsp;&nbsp; 6057904 | CAD | &nbsp;&nbsp; 8242073 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 87391 |
| USD | &nbsp;&nbsp; 647672 | COP | &nbsp;&nbsp; 2652988459 | Barclays Bank PLC | 10/09/2025 | &nbsp;&nbsp; 18476 |
| USD | &nbsp;&nbsp; 1212860 | CZK | &nbsp;&nbsp; 25449546 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 28816 |
| USD | &nbsp;&nbsp; 644356 | EUR | &nbsp;&nbsp; 549462 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; 14136 |
| USD | &nbsp;&nbsp; 350920 | EUR | &nbsp;&nbsp; 297237 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; 9996 |
| USD | &nbsp;&nbsp; 107504 | EUR | &nbsp;&nbsp; 91750 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 2269 |
| USD | &nbsp;&nbsp; 88772 | EUR | &nbsp;&nbsp; 75801 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; 1830 |
| USD | &nbsp;&nbsp; 2240560 | EUR | &nbsp;&nbsp; 1913366 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 45977 |
| USD | &nbsp;&nbsp; 718601 | EUR | &nbsp;&nbsp; 613866 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 14512 |
| USD | &nbsp;&nbsp; 477242 | EUR | &nbsp;&nbsp; 409032 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 8092 |
| USD | &nbsp;&nbsp; 2253542 | EUR | &nbsp;&nbsp; 1919713 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 51678 |
| USD | &nbsp;&nbsp; 2482493 | GBP | &nbsp;&nbsp; 1823522 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 72502 |
| USD | &nbsp;&nbsp; 2140350 | GBP | &nbsp;&nbsp; 1588457 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 41024 |
| USD | &nbsp;&nbsp; 3026060 | GBP | &nbsp;&nbsp; 2246335 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 57274 |
| USD | &nbsp;&nbsp; 2412180 | GBP | &nbsp;&nbsp; 1785290 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 52716 |
| USD | &nbsp;&nbsp; 901645 | IDR | &nbsp;&nbsp; 14780121229 | Barclays Bank PLC | 8/05/2025 | &nbsp;&nbsp; 3442 |
| USD | &nbsp;&nbsp; 1194285 | IDR | &nbsp;&nbsp; 19611838227 | JPMorgan Chase Bank N.A. | 8/05/2025 | &nbsp;&nbsp; 2454 |
| USD | &nbsp;&nbsp; 917930 | INR | &nbsp;&nbsp; 79015433 | Citibank N.A. | 8/07/2025 | &nbsp;&nbsp; 16091 |
| USD | &nbsp;&nbsp; 5476658 | INR | &nbsp;&nbsp; 474082710 | JPMorgan Chase Bank N.A. | 8/07/2025 | &nbsp;&nbsp; 65736 |
| USD | &nbsp;&nbsp; 3599417 | JPY | &nbsp;&nbsp; 522540454 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 104728 |
| USD | &nbsp;&nbsp; 184611 | MXN | &nbsp;&nbsp; 3500480 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 570 |
| USD | &nbsp;&nbsp; 1731261 | NOK | &nbsp;&nbsp; 17469370 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; 40649 |
| USD | &nbsp;&nbsp; 1165069 | NOK | &nbsp;&nbsp; 11748863 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 28064 |
| USD | &nbsp;&nbsp; 2636279 | THB | &nbsp;&nbsp; 85389067 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; 20781 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1056979 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| AUD | &nbsp;&nbsp; 2955150 | USD | &nbsp;&nbsp; 1931180 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; $(29299)<br>|
| AUD | &nbsp;&nbsp; 2704071 | USD | &nbsp;&nbsp; 1759868 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (19576)<br>|
| CAD | &nbsp;&nbsp; 5141446 | USD | &nbsp;&nbsp; 3776510 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (52074)<br>|
| CHF | &nbsp;&nbsp; 874754 | USD | &nbsp;&nbsp; 1111149 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; (23924)<br>|
| CHF | &nbsp;&nbsp; 373748 | USD | &nbsp;&nbsp; 474716 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (10188)<br>|
| CLP | &nbsp;&nbsp; 293023005 | USD | &nbsp;&nbsp; 308827 | Citibank N.A. | 10/10/2025 | &nbsp;&nbsp; (7539)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| CNH | &nbsp;&nbsp; 68628056 | USD | &nbsp;&nbsp; 9614748 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; $(40484)<br>|
| COP | &nbsp;&nbsp; 2652988459 | USD | &nbsp;&nbsp; 653929 | Citibank N.A. | 10/09/2025 | &nbsp;&nbsp; (24733)<br>|
| CZK | &nbsp;&nbsp; 15278333 | USD | &nbsp;&nbsp; 721444 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (10618)<br>|
| DKK | &nbsp;&nbsp; 6974285 | USD | &nbsp;&nbsp; 1099403 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (26887)<br>|
| EUR | &nbsp;&nbsp; 2250369 | USD | &nbsp;&nbsp; 2637444 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (56324)<br>|
| EUR | &nbsp;&nbsp; 2020024 | USD | &nbsp;&nbsp; 2375972 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (59054)<br>|
| EUR | &nbsp;&nbsp; 411797 | USD | &nbsp;&nbsp; 483717 | Morgan Stanley Capital Services LLC | 10/17/2025 | &nbsp;&nbsp; (11396)<br>|
| EUR | &nbsp;&nbsp; 13483211 | USD | &nbsp;&nbsp; 15763670 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (298760)<br>|
| GBP | &nbsp;&nbsp; 101469 | USD | &nbsp;&nbsp; 134128 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (25)<br>|
| GBP | &nbsp;&nbsp; 1197451 | USD | &nbsp;&nbsp; 1626010 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (43442)<br>|
| GBP | &nbsp;&nbsp; 1798298 | USD | &nbsp;&nbsp; 2448874 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (72218)<br>|
| GBP | &nbsp;&nbsp; 1140062 | USD | &nbsp;&nbsp; 1538565 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (31844)<br>|
| GBP | &nbsp;&nbsp; 1492158 | USD | &nbsp;&nbsp; 1982256 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (10200)<br>|
| HUF | &nbsp;&nbsp; 120482174 | USD | &nbsp;&nbsp; 349628 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; (7211)<br>|
| IDR | &nbsp;&nbsp; 14780121229 | USD | &nbsp;&nbsp; 899012 | Barclays Bank PLC | 10/31/2025 | &nbsp;&nbsp; (2879)<br>|
| IDR | &nbsp;&nbsp; 19878234188 | USD | &nbsp;&nbsp; 1219150 | Citibank N.A. | 8/21/2025 | &nbsp;&nbsp; (11646)<br>|
| ILS | &nbsp;&nbsp; 2371574 | USD | &nbsp;&nbsp; 718260 | Citibank N.A. | 10/20/2025 | &nbsp;&nbsp; (19489)<br>|
| INR | &nbsp;&nbsp; 203695442 | USD | &nbsp;&nbsp; 2371861 | Citibank N.A. | 8/07/2025 | &nbsp;&nbsp; (46992)<br>|
| INR | &nbsp;&nbsp; 204199000 | USD | &nbsp;&nbsp; 2353689 | JPMorgan Chase Bank N.A. | 8/07/2025 | &nbsp;&nbsp; (23073)<br>|
| INR | &nbsp;&nbsp; 145203701 | USD | &nbsp;&nbsp; 1689496 | Merrill Lynch International | 8/07/2025 | &nbsp;&nbsp; (32220)<br>|
| JPY | &nbsp;&nbsp; 835803790 | USD | &nbsp;&nbsp; 5728172 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (138414)<br>|
| JPY | &nbsp;&nbsp; 1475683870 | USD | &nbsp;&nbsp; 10113111 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (243910)<br>|
| JPY | &nbsp;&nbsp; 215495028 | USD | &nbsp;&nbsp; 1476494 | Morgan Stanley Capital Services LLC | 10/17/2025 | &nbsp;&nbsp; (35288)<br>|
| JPY | &nbsp;&nbsp; 229950834 | USD | &nbsp;&nbsp; 1562718 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (24834)<br>|
| MXN | &nbsp;&nbsp; 45259337 | USD | &nbsp;&nbsp; 2399721 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (20168)<br>|
| MYR | &nbsp;&nbsp; 8757522 | USD | &nbsp;&nbsp; 2068136 | Barclays Bank PLC | 10/10/2025 | &nbsp;&nbsp; (9157)<br>|
| NOK | &nbsp;&nbsp; 16264584 | USD | &nbsp;&nbsp; 1607626 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (33608)<br>|
| NZD | &nbsp;&nbsp; 3315798 | USD | &nbsp;&nbsp; 1990473 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (31778)<br>|
| PEN | &nbsp;&nbsp; 1311625 | USD | &nbsp;&nbsp; 366919 | Barclays Bank PLC | 10/21/2025 | &nbsp;&nbsp; (2659)<br>|
| PLN | &nbsp;&nbsp; 1684686 | USD | &nbsp;&nbsp; 461496 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (12477)<br>|
| PLN | &nbsp;&nbsp; 3373814 | USD | &nbsp;&nbsp; 923814 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (24591)<br>|
| RON | &nbsp;&nbsp; 2090415 | USD | &nbsp;&nbsp; 479063 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (11041)<br>|
| SEK | &nbsp;&nbsp; 17889628 | USD | &nbsp;&nbsp; 1865455 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (28925)<br>|
| SGD | &nbsp;&nbsp; 1368631 | USD | &nbsp;&nbsp; 1072067 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (11825)<br>|
| THB | &nbsp;&nbsp; 90915390 | USD | &nbsp;&nbsp; 2809239 | Chase Manhattan Bank | 10/17/2025 | &nbsp;&nbsp; (24467)<br>|
| USD | &nbsp;&nbsp; 712255 | CLP | &nbsp;&nbsp; 695892343 | Citibank N.A. | 10/10/2025 | &nbsp;&nbsp; (3267)<br>|
| USD | &nbsp;&nbsp; 2650642 | KRW | &nbsp;&nbsp; 3668461645 | Citibank N.A. | 10/21/2025 | &nbsp;&nbsp; (6913)<br>|
| USD | &nbsp;&nbsp; 5975943 | KRW | &nbsp;&nbsp; 8269449469 | JPMorgan Chase Bank N.A. | 10/21/2025 | &nbsp;&nbsp; (14719)<br>|
| USD | &nbsp;&nbsp; 213616 | NOK | &nbsp;&nbsp; 2208270 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (91)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(1650227)<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***  |  |  |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 24 | $2087529 | September – 2025 | &nbsp;&nbsp; $12401 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 169 | 25014305 | September – 2025 | &nbsp;&nbsp; 203142 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 7 | 937678 | September – 2025 | &nbsp;&nbsp; 8291 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 23 | 2809806 | September – 2025 | &nbsp;&nbsp; 2176 |

---

------

*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*** |  |  |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14 | $1598625 | September – 2025 | &nbsp;&nbsp; $42806 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 129 | 13954172 | September – 2025 | &nbsp;&nbsp; 4789 |
|  |  |  |  |  |  | &nbsp;&nbsp; $273605 |
| **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***  |  |  |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 102 | $13650509 | September – 2025 | &nbsp;&nbsp; $(99185)<br>|
| Long Gilt 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 29 | 3529622 | September – 2025 | &nbsp;&nbsp; (25564)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 17 | 1888062 | September – 2025 | &nbsp;&nbsp; (6610)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 159 | 32910516 | September – 2025 | &nbsp;&nbsp; (5845)<br>|
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 8 | 938500 | September – 2025 | &nbsp;&nbsp; (25031)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 113 | 12777828 | September – 2025 | &nbsp;&nbsp; (80980)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(243215)<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 Unamortized** <br>**Upfront Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 6/17/27 | USD | 12700000  | centrally cleared | CPI-U / At Maturity  | 2.745% / At Maturity  | &nbsp;&nbsp; $2233 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2233 |
| 1/10/30 | USD | 16300000  | centrally cleared | CPI-U / At Maturity  | 2.523% / At Maturity  | &nbsp;&nbsp; 176791 | &nbsp;&nbsp; — | &nbsp;&nbsp; 176791 |
| 3/13/30 | USD | 5300000  | centrally cleared | CPI-U / At Maturity  | 2.463% / At Maturity  | &nbsp;&nbsp; 69631 | &nbsp;&nbsp; — | &nbsp;&nbsp; 69631 |
| 6/15/30 | EUR | 4300000  | centrally cleared | HICPXT / At Maturity  | 1.831% / At Maturity  | &nbsp;&nbsp; 12519 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12519 |
|  |  |  |  |  |  | &nbsp;&nbsp; $261174 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $261174 |
| ***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; $22387 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $22387 |
|  |  |  |  |  |  | &nbsp;&nbsp; $283561 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $283561 |
| **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; $(18679)<br>| &nbsp;&nbsp; $82 | &nbsp;&nbsp; $(18596)<br>|

---

At July 31, 2025, the fund had cash collateral of $530,000 and other liquid securities with an aggregate value of $2,276,924 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**

7/31/25 (unaudited)

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

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

**(1) Investment Valuations**

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). Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of

------

*Supplemental Information (unaudited) – continued*

investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, swap agreements, and written options. The following is a summary of the levels used as of July 31, 2025 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; $394340010 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $394340010 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 19493075 | &nbsp;&nbsp;&nbsp; 54907577 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 74400652 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 29319640 | &nbsp;&nbsp;&nbsp; 30850520 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60170160 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 5172709 | &nbsp;&nbsp;&nbsp; 49082085 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54254794 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39317570 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39317570 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 15977791 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15977791 |
| &nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 3177794 | &nbsp;&nbsp;&nbsp; 12716484 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15894278 |
| &nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 13673404 | &nbsp;&nbsp;&nbsp; 991204 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14664608 |
| &nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 11945728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11945728 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 22232496 | &nbsp;&nbsp;&nbsp; 43357377 | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; 65589873 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34466007 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34466007 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 194769520 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 194769520 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5650404 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5650404 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77170804 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77170804 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57351907 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57351907 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11384842 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11384842 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10559445 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10559445 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73054174 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73054174 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 12743305 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12743305 |
| Total | &nbsp;&nbsp;&nbsp; $528075952 | &nbsp;&nbsp;&nbsp; $695629920 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $1223705872 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $273605 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $273605 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (243215)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (243215)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1056979 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1056979 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1650227)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1650227)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 283561 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 283561 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (18596)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (18596)<br>|
| Written Options - Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1314)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1314)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments. At July 31, 2025, the fund held one level 3

securities valued at $0, which were also held and valued at $0 at October 31, 2024.

**(2) Investments in Affiliated Issuers**

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

&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; $18790396 | &nbsp;&nbsp; $296855909 | &nbsp;&nbsp; $302902521 | &nbsp;&nbsp; $828 | &nbsp;&nbsp; $(1307)<br>| &nbsp;&nbsp; $12743305<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; $612275 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

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

**(3) Issuer Country Weightings**

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

---

| | |
|:---|:---|
| United States | 49.5% |
| United Kingdom | 7.5% |
| Japan | 6.9% |
| France | 5.7% |
| China | 5.2% |
| Switzerland | 3.4% |
| Canada | 2.6% |
| Spain | 2.3% |
| Italy | 2.1% |
| Other Countries | 14.8% |

---

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

if applicable.

**(4) Russia and Ukraine Conflict**

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust 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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $1239759110.43

**Total Liabilities:** $11494144.55

**Net Assets:** $1228264965.88

**Delayed Delivery Securities:** $6581327.68

**Cash Not Reported:** $177358.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -361.97614730 | **1-Year:** -8674.85681810 | **5-Year:** -44286.03434480 | **10-Year:** -59561.05327210 | **30-Year:** -21276.83615240

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

- **3-Month:** -174.49623480 | **1-Year:** -1190.24739160 | **5-Year:** -1381.78080090 | **10-Year:** -484.15015230 | **30-Year:** -14.17158510

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006633 | 2.22%                | 2.61%                | -0.81%               |
| Class ID C000111486 | 2.28%                | 2.65%                | -0.75%               |
| Class ID C000006634 | 2.31%                | 2.59%                | -0.74%               |
| Class ID C000006626 | 2.29%                | 2.64%                | -0.79%               |
| Class ID C000006631 | 2.20%                | 2.60%                | -0.86%               |
| Class ID C000006627 | 2.25%                | 2.53%                | -0.83%               |
| Class ID C000006628 | 2.18%                | 2.55%                | -0.85%               |
| Class ID C000006625 | 2.30%                | 2.58%                | -0.74%               |
| Class ID C000006629 | 2.28%                | 2.62%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4404238.02              | $19433970.13                               |
| Month 2  | $4145572.44              | $25121122.84                               |
| Month 3  | $8581585.48              | $-18910216.16                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      578498 | PA      | $486751.31    | 0.04%             | 2051-11-20      | 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      | $6376.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                    | Enbridge, Inc.                                                                                 | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $528949.19    | 0.04%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      671000 | PA      | $668602.77    | 0.05%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22512 | PA      | $18496.28     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                     | Stryker Corp.                                                                                  | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      643000 | PA      | $652998.06    | 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        |      743000 | PA      | $680165.02    | 0.06%             | 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        |       11226 | PA      | $11166.69     | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      461000 | PA      | $439775.38    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      185000 | PA      | $168920.60    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                     | Adani Electricity Mumbai Ltd.                                                                  | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      786000 | PA      | $721834.26    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                         | Bank of Ireland Group plc                                                                      | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      260000 | PA      | $300853.16    | 0.02%             | 2032-05-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                   | Eaton Corp. plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        7805 | NS      | $3002739.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                               | Synchrony Financial                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       32105 | NS      | $2236755.35   | 0.18%             |  |  |  | No            |                  1 | 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        |      363740 | PA      | $364925.11    | 0.03%             | 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      | $251604.70    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM                 | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2614093 | PA      | $197500.22    | 0.02%             | 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        |        9948 | NS      | $943468.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                      | Barclays plc                                                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      540000 | PA      | $651773.72    | 0.05%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6439000 | PA      | $5686693.38   | 0.46%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3298000 | PA      | $3894726.25   | 0.32%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                        | CNH Industrial Capital LLC                                                                     | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      499000 | PA      | $513326.47    | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                       | Euronext NV                                                                                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        7322 | NS      | $1179668.32   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      365931 | PA      | $366916.69    | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       91000 | PA      | $85294.48     | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       40541 | NS      | $4525997.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN34, Class XA                                                               | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6535173 | PA      | $258344.52    | 0.02%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                   | CME Group, Inc.                                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       19090 | NS      | $5312365.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      794000 | PA      | $688837.93    | 0.06%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152487 | PA      | $126573.23    | 0.01%             | 2052-01-01      | 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      | $28063.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366315 | PA      | $364625.12    | 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        |      112088 | PA      | $110502.74    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-1A, Class A                                           | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      482030 | PA      | $490814.14    | 0.04%             | 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      | $663610.53    | 0.05%             | 2037-10-30      | Fixed         | 5.88%                 | 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      | $-7892.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2022-66, Class CF                                                                 | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1248819 | PA      | $1206255.53   | 0.10%             | 2052-10-25      | Floating      | 5.15%                 | 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        |      866000 | PA      | $903309.88    | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279035 | PA      | $274115.84    | 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        |      543000 | PA      | $524887.34    | 0.04%             | 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      | $279213.98    | 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        |    16635790 | PA      | $384396.56    | 0.03%             | 2031-03-25      | Variable      | 0.51%                 | 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      | $-243909.59   | -0.02%            |  |  |  | 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      | $8092.31      | 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        |      381000 | PA      | $384949.07    | 0.03%             | 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        |       25725 | NS      | $6843879.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                                                  | WSP Global, Inc.                                                                               | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      978000 | PA      | $756001.91    | 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        |      426000 | PA      | $414484.82    | 0.03%             | 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        |      649000 | PA      | $668570.10    | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                      | NVIDIA Corp.                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       11987 | NS      | $2132127.69   | 0.17%             |  |  |  | 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      | $119225.66    | 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        |      407000 | PA      | $417188.13    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      377449 | NS      | $5291834.98   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                                    | Videotron Ltd.                                                                                 | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      610000 | PA      | $581468.23    | 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        |      850000 | PA      | $975359.93    | 0.08%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      610000 | PA      | $609906.16    | 0.05%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      236689 | PA      | $225516.67    | 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        |     2763400 | NS      | $853414.90    | 0.07%             |  |  |  | No            |                  2 | 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        |      504400 | PA      | $504362.60    | 0.04%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     7020000 | PA      | $4300.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      539000 | PA      | $567077.26    | 0.05%             | 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        |      218396 | PA      | $219203.64    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      728900 | PA      | $588540.76    | 0.05%             | 2052-01-20      | 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      | $-24833.66    | -0.00%            |  |  |  | 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        |      120426 | NS      | $1689016.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      136000 | PA      | $113953.48    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                           | Vale SA                                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      256200 | NS      | $2445991.55   | 0.20%             |  |  |  | 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      | $-7210.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-144, Class HF                                                                | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      224753 | PA      | $218264.20    | 0.02%             | 2045-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                | Fiserv Funding ULC                                                                             | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      430000 | PA      | $490533.13    | 0.04%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                    | PSEG Power LLC                                                                                 | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $689684.25    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM                 | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2713457 | PA      | $189953.39    | 0.02%             | 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      | $371543.48    | 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        |      752000 | PA      | $754167.35    | 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        |      128603 | PA      | $128949.10    | 0.01%             | 2053-10-20      | 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      | $-59053.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                         | Florida Power & Light Co.                                                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      665000 | PA      | $417120.41    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                          | JBS USA Holding Lux SARL                                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      361000 | PA      | $368955.72    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                   | Belfius Bank SA                                                                                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $575229.80    | 0.05%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                              | PPG Industries, Inc.                                                                           | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      390000 | PA      | $442915.99    | 0.04%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                                  | Kasikornbank PCL                                                                               | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      220700 | NS      | $1094045.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -169 | NC      | $210167.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                   | Oncor Electric Delivery Co. LLC                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      627000 | PA      | $639341.88    | 0.05%             | 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        | 11211200000 | PA      | $7619201.04   | 0.62%             | 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        |      450000 | PA      | $521439.35    | 0.04%             | 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        |    12676825 | NS      | $12676824.56  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   436200000 | PA      | $1707225.48   | 0.14%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34178.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $3640896.10   | 0.30%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Ultra Bond                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -8 | NC      | $-25030.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      203998 | PA      | $167763.53    | 0.01%             | 2052-05-01      | 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      | $34916.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                      | Northern Star Resources Ltd.                                                                   | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      504000 | PA      | $522398.85    | 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      | $506686.34    | 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        |      550000 | PA      | $568013.23    | 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        |      141475 | PA      | $139855.39    | 0.01%             | 2039-12-01      | 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      | $-6912.94     | -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      | $1830.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      800000 | PA      | $803829.75    | 0.07%             | 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        |      334000 | PA      | $350816.85    | 0.03%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         159 | NC      | $-5844.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      421529 | PA      | $354677.57    | 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      | $591624.00    | 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        |      268725 | PA      | $210977.44    | 0.02%             | 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      | $22310.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      363217 | NS      | $4150385.94   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                               | PetroChina Co. Ltd., Class H                                                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     3382000 | NS      | $3304450.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lseg US Fin Corp.                                                                 | Lseg US Fin Corp.                                                                              | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      285000 | PA      | $290036.79    | 0.02%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class C                                                    | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      352000 | PA      | $349517.70    | 0.03%             | 2038-12-15      | Floating      | 6.76%                 | 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        |      607737 | PA      | $608612.23    | 0.05%             | 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        |  6911970000 | PA      | $4863390.18   | 0.40%             | 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        |      148300 | NS      | $565127.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603665 | PA      | $594363.69    | 0.05%             | 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      | $232503.74    | 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        |      488000 | PA      | $404591.06    | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                       | RTE Reseau de Transport d'Electricite SADIR                                                    | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $338034.58    | 0.03%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      126591 | NS      | $2506501.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80724 | PA      | $80909.73     | 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        |      371000 | PA      | $374212.10    | 0.03%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2071234 | PA      | $1625724.57   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175866 | PA      | $144190.52    | 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        |       61012 | NS      | $4903125.91   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                                 | Georgia Power Co.                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      512000 | PA      | $514333.58    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      560000 | PA      | $653502.74    | 0.05%             | 2036-05-19      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                             | Cousins Properties LP                                                                          | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      298000 | PA      | $306596.12    | 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        |       61338 | NS      | $4126108.82   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                               | Hon Hai Precision Industry Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |      782000 | NS      | $4634332.56   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                       | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       36885 | NS      | $4558248.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee NV                                                                         | Pluxee NV                                                                                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460568.78    | 0.04%             | 2032-09-04      | 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      | $9996.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277792 | PA      | $230708.67    | 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      | $821299.60    | 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      | $426799.29    | 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        |       52510 | NS      | $4307366.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                         | Sanofi SA                                                                                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       64600 | NS      | $5870181.38   | 0.48%             |  |  |  | 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      | $-10199.95    | -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        |    13570542 | PA      | $185227.04    | 0.02%             | 2031-01-25      | Variable      | 0.32%                 | 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      | $7750.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                         | Prosus NV                                                                                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      426000 | PA      | $487332.24    | 0.04%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                                          | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      733000 | PA      | $744893.14    | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  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      | $551581.29    | 0.04%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -7020000 | PA      | $-1314.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      331000 | PA      | $320648.43    | 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        |      639000 | PA      | $630485.41    | 0.05%             | 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        |      178735 | PA      | $175262.83    | 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        |      849788 | PA      | $715011.74    | 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        |      200364 | NS      | $10725529.41  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                                                          | ICON plc                                                                                       | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       26027 | NS      | $4403508.13   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      710000 | PA      | $615752.82    | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                               | Expand Energy Corp.                                                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       35588 | NS      | $3728910.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Canada 10 Year Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -24 | NC      | $13050.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      310000 | PA      | $301413.01    | 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        |       28000 | NS      | $3890320.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      300000 | PA      | $338481.47    | 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        |      168000 | PA      | $164242.17    | 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      | $45.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15554 | PA      | $15960.34     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | 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        |     3184000 | PA      | $4166679.47   | 0.34%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                              | LXP Industrial Trust                                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      389000 | PA      | $347132.54    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                           | Kirin Holdings Co. Ltd.                                                                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      152300 | NS      | $2013578.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      272224 | PA      | $268767.28    | 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        |      360602 | PA      | $345713.01    | 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      | $196452.94    | 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        |        6317 | NS      | $1401363.28   | 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      | $39698.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5581 | PA      | $5835.62      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                        | Allianz SE                                                                                     | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $730145.60    | 0.06%             | 2027-10-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                 | Galaxy Pipeline Assets Bidco Ltd.                                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      377421 | PA      | $336495.49    | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      259241 | PA      | $247488.09    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                      | JD.com, Inc., Class A                                                                          | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       64050 | NS      | $991204.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                          | Marathon Petroleum Corp.                                                                       | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      243000 | PA      | $246547.54    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      442000 | PA      | $447094.35    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4727.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    10846000 | PA      | $5877048.27   | 0.48%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    30347000 | PA      | $812400.71    | 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        |      227627 | PA      | $198979.79    | 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      | $265941.78    | 0.02%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5547, Class FH                                                                   | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      784367 | PA      | $784123.84    | 0.06%             | 2055-06-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Generali                                                                          | Generali                                                                                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      460000 | PA      | $526226.79    | 0.04%             | 2036-06-18      | Fixed         | 4.13%                 | 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      | $-9156.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      310000 | PA      | $399987.80    | 0.03%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XTCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211605 | PA      | $181202.40    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                              | American Express Co.                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2180 | NS      | $652495.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      442000 | PA      | $441660.60    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                          | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      348000 | PA      | $297114.59    | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         129 | NC      | $4789.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      430000 | PA      | $585274.78    | 0.05%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      114000 | PA      | $114935.61    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117622 | PA      | $102899.20    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3059.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-164, Class FM                                                                | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      508829 | PA      | $506774.64    | 0.04%             | 2054-10-20      | Floating      | 5.40%                 | 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        |     4570921 | PA      | $189022.68    | 0.02%             | 2054-03-15      | Variable      | 1.13%                 | 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      | $18959.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       58754 | NS      | $3062258.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      430000 | PA      | $569984.89    | 0.05%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $503297.50    | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3441.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      120000 | PA      | $137771.72    | 0.01%             | 2036-11-19      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       84165 | NS      | $13865342.10  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                                | Petroleo Brasileiro SA                                                                         | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      151477 | NS      | $1929816.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      800000 | PA      | $821121.34    | 0.07%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101659 | PA      | $102234.80    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                | Credit Agricole SA                                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $688090.43    | 0.06%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      562000 | PA      | $566835.20    | 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        |      320000 | PA      | $322298.24    | 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        |       28050 | NS      | $494244.59    | 0.04%             |  |  |  | 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      | $-273508.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                     | Akzo Nobel NV                                                                                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       46919 | NS      | $2932228.84   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                          | Equitable Holdings, Inc.                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       40829 | NS      | $2096569.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV Finance BV                                                                    | DSV Finance BV                                                                                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113226.02    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                      | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      622683 | NS      | $14502287.07  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       93262 | NS      | $8496046.24   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                      | GreatAmerica Leasing Receivables Funding LLC, Series 2023-1, Class A2                          | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13382 | PA      | $13383.96     | 0.00%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2220000 | PA      | $2222585.52   | 0.18%             | 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        |      560000 | PA      | $533809.98    | 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        |      665111 | PA      | $668452.85    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | 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        |      691000 | PA      | $498221.64    | 0.04%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| P3 Group Sarl                                                                     | P3 Group Sarl                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      240000 | PA      | $275942.16    | 0.02%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      412072 | PA      | $421483.20    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |       29000 | NS      | $1120217.92   | 0.09%             |  |  |  | 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      | $-24591.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     5383000 | PA      | $6211564.44   | 0.51%             | 2034-06-15      | Fixed         | 3.38%                 | 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      | $7807.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2021-FL4, Class AS                                                    | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $697976.30    | 0.06%             | 2038-03-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1102000 | PA      | $1108612.00   | 0.09%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $192316.15    | 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      | $1757088.52   | 0.14%             | 2033-05-26      | Fixed         | 7.50%                 | 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      | $6328.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM2, Class A1                                                          | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |      976359 | PA      | $978471.69    | 0.08%             | 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      | $232423.42    | 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        |      493000 | PA      | $501052.22    | 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        |       49049 | NS      | $5594580.67   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                 | Manufacturers & Traders Trust Co.                                                              | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402429.70    | 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        |      300000 | PA      | $284718.45    | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | 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      | $-72218.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92471 | PA      | $76783.69     | 0.01%             | 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      | $-23072.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                | Atmos Energy Corp.                                                                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       24540 | NS      | $3826276.80   | 0.31%             |  |  |  | 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      | $98431.09     | 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        |       59985 | NS      | $10692326.25  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192114 | PA      | $167147.26    | 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        |      219416 | PA      | $208079.12    | 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        |      181147 | PA      | $178510.34    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                     | Pioneer Natural Resources Co.                                                                  | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      549000 | PA      | $485815.51    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | 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      | $-35288.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                             | DB Insurance Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       16485 | NS      | $1513723.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7889 | PA      | $8101.25      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MLPX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34184 | PA      | $32536.69     | 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        |      115019 | PA      | $113557.70    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                            | NXP BV                                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      279000 | PA      | $263882.89    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                         | LKQ Corp.                                                                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      114782 | NS      | $3382625.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Colorado Housing and Finance Authority                                            | Colorado Housing and Finance Authority                                                         | CUSIP: 196480D61<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |      530000 | PA      | $529262.03    | 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      | $461690.91    | 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      | $465905.33    | 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        |       21478 | PA      | $16880.95     | 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        |      449464 | PA      | $447485.64    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4883000 | PA      | $4788582.60   | 0.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                            | TotalEnergies Capital International SA                                                         | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1034253.31   | 0.08%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                                                         | Advanced Info Service PCL                                                                      | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |       84800 | NS      | $755104.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138644 | PA      | $132890.78    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG (Registered)                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      398181 | NS      | $14796554.50  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                             | Elevance Health, Inc.                                                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      323000 | PA      | $327106.18    | 0.03%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170338 | PA      | $167894.41    | 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      | $839130.33    | 0.07%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          14 | NC      | $42806.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63973 | PA      | $51660.13     | 0.00%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    43446000 | PA      | $1073848.86   | 0.09%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EPH Financing International A/S                                                   | EPH Financing International A/S                                                                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      575000 | PA      | $667766.70    | 0.05%             | 2032-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                           | Eni SpA                                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      487738 | NS      | $8273053.26   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM BV                                                                            | DSM BV                                                                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      220000 | PA      | $246440.80    | 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      | $848259.37    | 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        |     1116748 | PA      | $1107330.68   | 0.09%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |      418721 | PA      | $418410.60    | 0.03%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                           | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      121316 | NS      | $5163208.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                                | Johnson Controls International plc                                                             | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       67119 | NS      | $7047495.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                                | Publicis Groupe SA                                                                             | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       15664 | NS      | $1420659.86   | 0.12%             |  |  |  | No            |                  2 | 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      | $308100.28    | 0.03%             | 2037-01-20      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      434808 | PA      | $403967.37    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      700000 | PA      | $778592.75    | 0.06%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      767000 | PA      | $687426.97    | 0.06%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2025-52, Class FM                                                                 | CUSIP: 3136BWXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      833724 | PA      | $831392.05    | 0.07%             | 2055-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446481 | PA      | $436474.84    | 0.04%             | 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        |       18074 | NS      | $2248224.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292836 | PA      | $297398.65    | 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        |      332000 | PA      | $332549.72    | 0.03%             | 2031-08-04      | Variable      | 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      | $13363.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      318000 | PA      | $280124.58    | 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        |     1000109 | NS      | $4012693.53   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230379 | PA      | $199418.97    | 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      | $561742.24    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73941 | PA      | $73787.90     | 0.01%             | 2055-01-20      | 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      | $35072.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        6516 | NS      | $1251397.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                                | Koninklijke KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      710359 | NS      | $3177793.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        7123 | NS      | $2617773.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                        | Infraestructura Energetica Nova SAPI de CV                                                     | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |      710000 | PA      | $536050.00    | 0.04%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                               | General Mills, Inc.                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       87659 | NS      | $4293537.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                                            | Pembina Pipeline Corp.                                                                         | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $601228.01    | 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        |      155238 | PA      | $130619.12    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                      | NBN Co. Ltd.                                                                                   | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      590000 | PA      | $613575.26    | 0.05%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317786 | PA      | $319584.38    | 0.03%             | 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        |     5404101 | PA      | $281258.08    | 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      | $331829.54    | 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        |      191923 | PA      | $193126.37    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Infosys Ltd.                                                                      | Infosys Ltd.                                                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       72306 | NS      | $1208956.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                             | Schneider Electric SE                                                                          | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       25986 | NS      | $6768804.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu, Inc.                                                                       | Baidu, Inc.                                                                                    | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       12428 | NS      | $1092048.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       93242 | NS      | $3315685.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3620AXZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       84207 | PA      | $84766.54     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                     | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        7436 | NS      | $852016.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $572380.49    | 0.05%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         102 | NC      | $-101560.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1458070.03   | 0.12%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $372962.94    | 0.03%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3650000 | PA      | $3729273.44   | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14368.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      436000 | PA      | $446129.31    | 0.04%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      342000 | PA      | $334075.32    | 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        |      799000 | PA      | $668748.41    | 0.05%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                                    | Stora Enso OYJ                                                                                 | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      648000 | PA      | $697931.20    | 0.06%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      400000 | PA      | $470904.77    | 0.04%             | 2032-04-15      | Variable      | 6.38%                 | 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        |       12019 | NS      | $2286855.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Schatz                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -23 | NC      | $2184.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| mBank SA                                                                          | mBank SA                                                                                       | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      500000 | PA      | $580778.36    | 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        |      379794 | NS      | $2754897.35   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      570507 | PA      | $529952.87    | 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        |      579000 | PA      | $524870.41    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | 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        |    10322590 | PA      | $357375.29    | 0.03%             | 2054-06-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                      | Hitachi Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      164100 | NS      | $5041361.51   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      973000 | PA      | $1026867.52   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       20779 | NS      | $3176693.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      336000 | PA      | $337590.00    | 0.03%             | 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        |      625000 | PA      | $496558.06    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61843 | PA      | $53006.21     | 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        |      302000 | PA      | $283508.63    | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mondi Finance plc                                                                 | Mondi Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      530000 | PA      | $611242.78    | 0.05%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      870155 | PA      | $760647.46    | 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        |       38712 | NS      | $2397821.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      700000 | PA      | $794819.64    | 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        |     7091999 | PA      | $270226.43    | 0.02%             | 2054-11-15      | Variable      | 1.00%                 | 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      | $-52074.23    | -0.00%            |  |  |  | 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        |      719000 | PA      | $701906.80    | 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        |     9287396 | PA      | $393201.43    | 0.03%             | 2054-06-15      | Variable      | 1.17%                 | 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        |     2294747 | PA      | $53694.11     | 0.00%             | 2030-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5438, Class FE                                                                   | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1424138 | PA      | $1422211.17   | 0.12%             | 2054-08-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      197000 | PA      | $255352.83    | 0.02%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      634000 | PA      | $644560.34    | 0.05%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      384000 | PA      | $345725.70    | 0.03%             | 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      | $470316.56    | 0.04%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      594000 | PA      | $598866.37    | 0.05%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp.                                                            | General Dynamics Corp.                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        9333 | NS      | $2908256.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                                            | Eurofins Scientific SE                                                                         | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      130000 | PA      | $148992.88    | 0.01%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | 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      | $541152.75    | 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      | $612159.41    | 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        |        9947 | NS      | $716280.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Note                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          17 | NC      | $-6610.31     | -0.00%            |  |  |  | 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      | $324929.27    | 0.03%             | 2050-06-18      | Fixed         | 2.95%                 | 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        |      497524 | PA      | $497552.16    | 0.04%             | 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        |      656000 | PA      | $704086.79    | 0.06%             | 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      | $738527.60    | 0.06%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                   | Citigroup, Inc.                                                                                | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      570000 | PA      | $659092.52    | 0.05%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                         | Tesco plc                                                                                      | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     2199034 | NS      | $12354272.19  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                      | Iberdrola SA                                                                                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      275725 | NS      | $4839651.87   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                       | Cie Financiere Richemont SA (Registered)                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       16202 | NS      | $2636592.96   | 0.21%             |  |  |  | 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        |    91220000 | PA      | $13743780.78  | 1.12%             | 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        |     6725714 | PA      | $205429.53    | 0.02%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                                     | Kyocera Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      297800 | NS      | $3558591.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                              | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      525000 | PA      | $533996.68    | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG, Series 1061                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231754.90    | 0.02%             | 2032-01-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19575.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                           | Corp. Andina de Fomento                                                                        | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $203502.85    | 0.02%             | 2030-06-17      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26886.58    | -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      | $3612.44      | 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      | $104727.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                       | QatarEnergy                                                                                    | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |      449000 | PA      | $334900.12    | 0.03%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                                        | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144000 | PA      | $144168.72    | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1471000 | PA      | $1310799.32   | 0.11%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      323891 | PA      | $322822.81    | 0.03%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                         | Booz Allen Hamilton, Inc.                                                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      540000 | PA      | $551317.32    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | 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      | $21585.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                          | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       30596 | NS      | $829151.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      974000 | PA      | $714606.42    | 0.06%             | 2027-12-06      | 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      | $-2878.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32630 | PA      | $26754.15     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                              | Siemens Financieringsmaatschappij NV                                                           | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230349.60    | 0.02%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   340000000 | PA      | $2227946.95   | 0.18%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                              | Cenovus Energy, Inc.                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       31327 | NS      | $476823.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23945 | PA      | $24745.78     | 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      | $611465.46    | 0.05%             | 2039-06-10      | Variable      | 6.00%                 | 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      | $342946.06    | 0.03%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                       | Powszechna Kasa Oszczednosci Bank Polski SA                                                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | DBT              | CORP              | PL        |      461000 | PA      | $527712.21    | 0.04%             | 2031-06-30      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   216000000 | PA      | $1393916.18   | 0.11%             | 2034-12-20      | Fixed         | 1.20%                 | 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      | $1268099.70   | 0.10%             | 2034-04-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      729937 | PA      | $599706.08    | 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        |      447034 | PA      | $367897.69    | 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        |      364073 | PA      | $364071.45    | 0.03%             | 2037-02-19      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      232000 | PA      | $234303.54    | 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        |       27014 | NS      | $4006147.57   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                         | Sodexo SA                                                                                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       57220 | NS      | $3410257.79   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                              | Fastighets AB Balder                                                                           | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      290000 | PA      | $331340.50    | 0.03%             | 2032-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                            | Citadel Securities Global Holdings LLC                                                         | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      500000 | PA      | $504365.91    | 0.04%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      589000 | PA      | $602362.98    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3266.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      549388 | PA      | $466816.37    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      438000 | PA      | $450994.15    | 0.04%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  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      | $601940.92    | 0.05%             | 2037-02-19      | Floating      | 6.30%                 | Yes           |                  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        |     6729362 | PA      | $431187.93    | 0.04%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                             | Interpublic Group of Cos., Inc. (The)                                                          | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       26583 | NS      | $653941.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP                                                                                 | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      862000 | PA      | $613534.22    | 0.05%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                             | Thermo Fisher Scientific Finance I BV                                                          | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      330000 | PA      | $244694.44    | 0.02%             | 2051-10-18      | Fixed         | 2.00%                 | 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        |      808000 | PA      | $478442.82    | 0.04%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      377670 | PA      | $384040.49    | 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        |      481000 | PA      | $507666.97    | 0.04%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp.                                                                       | TELUS Corp., Series CAF                                                                        | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     1323000 | PA      | $892509.40    | 0.07%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400885.50    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                              | Columbia Pipelines Operating Co. LLC                                                           | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246000 | PA      | $258585.40    | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228818.36    | 0.02%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      149000 | PA      | $123750.53    | 0.01%             | 2050-03-01      | 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      | $-19489.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS                         | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1292967 | PA      | $1290249.41   | 0.11%             | 2036-07-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG                                                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $688024.46    | 0.06%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                             | IG Group Holdings plc                                                                          | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       42060 | NS      | $626482.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20196 | PA      | $15839.13     | 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      | $257920.60    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                         | Kao Corp.                                                                                      | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       16700 | NS      | $754157.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                                               | Toyota Tsusho Corp.                                                                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      175100 | NS      | $3993630.97   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                     | Medtronic plc                                                                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      143689 | NS      | $12966495.36  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                           | Raizen Fuels Finance SA                                                                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      606000 | PA      | $601411.97    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      617000 | PA      | $665841.42    | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      522000 | PA      | $522810.51    | 0.04%             | 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      | $-12477.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63575 | PA      | $58347.42     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBJ6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      450000 | PA      | $522684.00    | 0.04%             | 2038-05-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      990000 | PA      | $1135829.02   | 0.09%             | 2033-05-26      | Variable      | 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      | $1402328.42   | 0.11%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5995000 | PA      | $5601902.11   | 0.46%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                          | VF Corp.                                                                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      135513 | NS      | $1588212.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                                           | Aon plc, Class A                                                                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       28456 | NS      | $10122083.76  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       51755 | NS      | $8490407.75   | 0.69%             |  |  |  | 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      | $-43442.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                                          | Willis Towers Watson plc                                                                       | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       20571 | NS      | $6496527.51   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp.                                                                      | Kubota Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      169800 | NS      | $1886095.18   | 0.15%             |  |  |  | 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      | $-40484.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      364000 | PA      | $357647.62    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | 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      | $2454.38      | 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      | $72501.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                           | DBS Group Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      122390 | NS      | $4492309.68   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                       | Reckitt Benckiser Group plc                                                                    | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       59393 | NS      | $4437729.25   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                                                          | Ambev SA                                                                                       | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     1018400 | NS      | $2266122.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      453408 | PA      | $398591.57    | 0.03%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                             | Walt Disney Co. (The)                                                                          | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      658000 | PA      | $537832.03    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      440000 | PA      | $491697.92    | 0.04%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   753000000 | PA      | $4978238.79   | 0.41%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      485000 | PA      | $496550.14    | 0.04%             | 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        |       21500 | NS      | $559821.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp., Class A                                                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      251699 | NS      | $8363957.77   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18884 | PA      | $15562.42     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | 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        |      424000 | PA      | $430063.60    | 0.04%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28925.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        7559 | NS      | $555132.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                                  | Bonos de la Tesoreria                                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     8768000 | PA      | $2505586.05   | 0.20%             | 2035-08-12      | Fixed         | 6.85%                 | 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      | $-9412.18     | -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      | $23006.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                        | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      533000 | PA      | $526220.72    | 0.04%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class B                                                           | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364160 | PA      | $367861.47    | 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        |      727000 | PA      | $730271.50    | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                                                    | MediaTek, Inc.                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       86000 | NS      | $3923766.20   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      910000 | PA      | $893306.15    | 0.07%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176817 | PA      | $146802.12    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      520000 | PA      | $520937.83    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1331000 | PA      | $1318661.63   | 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      | $18476.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     1020000 | PA      | $1184106.24   | 0.10%             | 2033-03-20      | Variable      | 3.75%                 | 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      | $155880.03    | 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        |       11800 | NS      | $859960.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                        | Occidental Petroleum Corp.                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      426000 | PA      | $433556.39    | 0.04%             | 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        |      548000 | PA      | $480486.17    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342969.14    | 0.03%             | 2036-02-26      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      730000 | PA      | $696997.50    | 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        |      568000 | PA      | $566267.29    | 0.05%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $717507.69    | 0.06%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    10074000 | PA      | $5566717.14   | 0.45%             | 2032-11-21      | Fixed         | 1.75%                 | 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      | $-10187.76    | -0.00%            |  |  |  | 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      | $320919.91    | 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        |      194702 | NS      | $4754476.88   | 0.39%             |  |  |  | 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      | $-7403.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM                 | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3056884 | PA      | $174711.31    | 0.01%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                               | Volkswagen International Finance NV                                                            | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $470096.19    | 0.04%             | 2033-11-15      | Variable      | 5.99%                 | 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      | $25230.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                         | NEC Corp.                                                                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      193400 | NS      | $5569706.03   | 0.45%             |  |  |  | No            |                  2 | 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        |     1001000 | PA      | $727818.58    | 0.06%             | 2041-11-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1881000 | PA      | $2137020.74   | 0.17%             | 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        |      767000 | PA      | $540359.69    | 0.04%             | 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      | $503340.85    | 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        |      367747 | PA      | $321542.43    | 0.03%             | 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        |       32668 | NS      | $2634020.84   | 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      | $678548.92    | 0.06%             | 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      | $1361962.32   | 0.11%             | 2035-01-22      | Floating      | 5.83%                 | Yes           |                  2 | 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        |      465084 | PA      | $466361.78    | 0.04%             | 2069-02-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $458245.31    | 0.04%             | 2036-01-27      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      658000 | PA      | $610818.62    | 0.05%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                                     | Entergy Corp.                                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      816000 | PA      | $812263.59    | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4300000 | PA      | $12518.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                     | Stellantis NV                                                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      620000 | PA      | $698540.26    | 0.06%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20780.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      781641 | PA      | $719023.81    | 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        |      694600 | NS      | $9621037.90   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1733000000 | PA      | $8947589.32   | 0.73%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24733.11    | -0.00%            |  |  |  | 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      | $179741.19    | 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        |       33008 | PA      | $29713.51     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | 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      | $164442.87    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                    | Southern California Edison Co.                                                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      256000 | PA      | $254994.17    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                             | Aeroporti di Roma SpA                                                                          | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      560000 | PA      | $644056.76    | 0.05%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22195.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7745000 | PA      | $5526808.75   | 0.45%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                     | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       12424 | NS      | $1713518.08   | 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      | $461026.44    | 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        |       63062 | PA      | $65936.36     | 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        |   332150000 | PA      | $2253355.82   | 0.18%             | 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        |      734000 | PA      | $742712.69    | 0.06%             | 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      | $332250.22    | 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        |      721000 | PA      | $722203.61    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                      | Glencore Capital Finance DAC                                                                   | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      620000 | PA      | $715128.87    | 0.06%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                      | Kenvue, Inc.                                                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      365000 | PA      | $334796.61    | 0.03%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                              | Cognizant Technology Solutions Corp., Class A                                                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       15338 | NS      | $1100654.88   | 0.09%             |  |  |  | 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      | $-2659.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       20095 | NS      | $5952942.80   | 0.48%             |  |  |  | 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      | $423475.39    | 0.03%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                 | Chile Electricity Lux Mpc II Sarl                                                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      452585 | PA      | $457110.66    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                              | Volkswagen Bank GmbH                                                                           | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $573248.03    | 0.05%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                          | JBS USA Holding Lux Sarl                                                                       | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      691000 | PA      | $688187.63    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5623000 | PA      | $5489234.12   | 0.45%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $338099.90    | 0.03%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $523892.52    | 0.04%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Americas SA                                                                  | Enel Americas SA                                                                               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     1835000 | PA      | $1821215.30   | 0.15%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1405000 | PA      | $1366704.34   | 0.11%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                               | International Bank for Reconstruction & Development                                            | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | GB        |     1825000 | PA      | $2409048.64   | 0.20%             | 2030-10-22      | Fixed         | 4.12%                 | 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      | $424750.31    | 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        |      816000 | PA      | $849177.92    | 0.07%             | 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      | $432111.93    | 0.04%             | 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        |       41531 | NS      | $4381520.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                       | Powszechna Kasa Oszczednosci Bank Polski SA                                                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | DBT              | CORP              | PL        |      520000 | PA      | $600545.33    | 0.05%             | 2027-09-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                       | Axalta Coating Systems Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       56309 | NS      | $1594670.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3329000 | PA      | $1691480.87   | 0.14%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                                | Koninklijke KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $561403.24    | 0.05%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      607000 | PA      | $407481.82    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | 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      | $569.76       | 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      | $10010.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291094 | PA      | $266820.93    | 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      | $251787.72    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534480 | PA      | $526922.66    | 0.04%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class B                                                    | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      388000 | PA      | $387834.71    | 0.03%             | 2038-12-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Sage Group plc (The)                                                              | Sage Group plc (The)                                                                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      401000 | PA      | $442626.78    | 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        |      261732 | PA      | $263747.65    | 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        |       79711 | NS      | $6683767.35   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                                                        | Province of Alberta                                                                            | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      817000 | PA      | $535843.74    | 0.04%             | 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        |      619874 | NS      | $8707832.58   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                  | Roche Holding AG                                                                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       47045 | NS      | $14761485.34  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45001 | PA      | $37853.01     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                                | Richemont International Holding SA                                                             | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $342472.51    | 0.03%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7964.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2824190 | PA      | $2421232.80   | 0.20%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118048 | PA      | $110067.89    | 0.01%             | 2052-05-01      | 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      | $-31843.87    | -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      | $40649.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                        | KDDI Corp.                                                                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      421700 | NS      | $6921780.21   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                              | NextEra Energy, Inc.                                                                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       64483 | NS      | $2852727.92   | 0.23%             |  |  |  | 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      | $52281.61     | 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      | $279357.18    | 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        |       41471 | NS      | $6288662.44   | 0.51%             |  |  |  | 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      | $28816.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      164000 | PA      | $171145.99    | 0.01%             | 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        |       37250 | NS      | $9959905.00   | 0.81%             |  |  |  | No            |                  1 | 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      | $565680.26    | 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        |      435412 | PA      | $373121.32    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      825000 | PA      | $741181.34    | 0.06%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      737000 | PA      | $705930.34    | 0.06%             | 2031-04-01      | Variable      | 3.62%                 | 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      | $441481.44    | 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        |      145770 | PA      | $124821.86    | 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        |      345000 | PA      | $326102.69    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | 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      | $41024.11     | 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      | $1829.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                                                      | Target Corp.                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       16400 | NS      | $1648200.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                      | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       19356 | NS      | $1309433.40   | 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      | $-7538.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      394272 | PA      | $387015.97    | 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        |      720000 | PA      | $841132.96    | 0.07%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | 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        |      406896 | PA      | $405941.37    | 0.03%             | 2039-02-23      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                    | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       67149 | NS      | $6401985.66   | 0.52%             |  |  |  | No            |                  1 | 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      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1034000 | PA      | $1174268.64   | 0.10%             | 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        |     1094000 | PA      | $1235757.94   | 0.10%             | 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        |      310040 | NS      | $5645160.58   | 0.46%             |  |  |  | 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      | $327755.19    | 0.03%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co., Series WI*                                                   | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      288000 | PA      | $286812.46    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      175658 | NS      | $17167056.34  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140A0MB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85127 | PA      | $84760.71     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2021-FL6, Class B                                                             | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1396531.92   | 0.11%             | 2036-07-16      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      605000 | PA      | $605572.78    | 0.05%             | 2031-11-01      | 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      | $30721.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG                                                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $458263.92    | 0.04%             | 2034-06-06      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                         | Northern States Power Co.                                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      471000 | PA      | $473474.79    | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                    | Tata Consultancy Services Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       35755 | NS      | $1231707.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   458400000 | PA      | $1739396.98   | 0.14%             | 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        |   209250000 | PA      | $1127091.55   | 0.09%             | 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      | $-12630.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                                    | Czech Republic                                                                                 | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    46500000 | PA      | $2260622.27   | 0.18%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                  | ABN AMRO Bank NV                                                                               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      178487 | NS      | $5139605.34   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51954 | PA      | $42940.24     | 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        |     1570000 | PA      | $1547736.71   | 0.13%             | 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        |       43988 | NS      | $1671983.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      605000 | PA      | $542494.42    | 0.04%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61786 | PA      | $51952.34     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                            | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        3779 | NS      | $1053245.09   | 0.09%             |  |  |  | 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      | $620571.66    | 0.05%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                     | Organon & Co.                                                                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       70283 | NS      | $681745.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                                  | Republic of Peru                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1800000 | PA      | $1792026.00   | 0.15%             | 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        |     6109945 | PA      | $266477.91    | 0.02%             | 2064-06-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                 | Norway Government Bond                                                                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    19809000 | PA      | $1885953.05   | 0.15%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                              | Boston Properties LP                                                                           | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      283000 | PA      | $276839.00    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                          | Nexi SpA                                                                                       | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $464331.46    | 0.04%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      456000 | PA      | $385818.49    | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      776560 | PA      | $638246.83    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $254058.48    | 0.02%             | 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        |      428000 | PA      | $421473.58    | 0.03%             | 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      | $672933.01    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      416090 | PA      | $350204.30    | 0.03%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      884611 | PA      | $897960.38    | 0.07%             | 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      | $584230.68    | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      261004 | PA      | $258016.47    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                                     | WH Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      638500 | NS      | $643380.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                                       | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       13280 | NS      | $3649609.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      516000 | PA      | $525619.99    | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26128 | PA      | $21430.05     | 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        |     4621001 | PA      | $222820.06    | 0.02%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                  | Kroger Co. (The)                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      365000 | PA      | $344427.28    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      753000 | PA      | $496796.71    | 0.04%             | 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        |      324000 | PA      | $334985.03    | 0.03%             | 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        |      367188 | PA      | $314957.53    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | 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      | $1125957.52   | 0.09%             | 2036-10-16      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                         | Nippon Life Insurance Co.                                                                      | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      230000 | PA      | $263153.20    | 0.02%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                          | Manulife Financial Corp.                                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      152318 | NS      | $4712667.91   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       57000 | PA      | $58057.25     | 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        |       37305 | NS      | $3517488.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $669758.87    | 0.05%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                      | Kenvue, Inc.                                                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      385128 | NS      | $8257144.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    38000000 | PA      | $22386.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132A5GF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      523188 | PA      | $478747.93    | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169615.77    | 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        |       23653 | NS      | $2715600.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      728000 | PA      | $734284.42    | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | 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      | $-46992.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                                    | EPR Properties                                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      168000 | PA      | $151731.02    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                    | Magyar Export-Import Bank Zrt.                                                                 | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      540000 | PA      | $552791.05    | 0.05%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                           | Duke Energy Florida LLC                                                                        | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      648000 | PA      | $690575.30    | 0.06%             | 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        |     5279000 | NS      | $5413496.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   375000000 | PA      | $2680180.70   | 0.22%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     3820000 | PA      | $4457606.77   | 0.36%             | 2035-06-15      | Fixed         | 3.62%                 | 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      | $-1893.08     | -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      | $31420.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      599000 | PA      | $603892.39    | 0.05%             | 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      | $695390.90    | 0.06%             | 2029-11-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                                    | Secom Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       58100 | NS      | $2079156.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                | Development Bank of Kazakhstan JSC                                                             | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     1165000 | PA      | $1186826.07   | 0.10%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                            | Logicor Financing Sarl                                                                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      570000 | PA      | $646371.89    | 0.05%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      191000 | PA      | $205486.85    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      471000 | PA      | $479810.45    | 0.04%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175097 | PA      | $150097.96    | 0.01%             | 2052-06-01      | 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      | $-11646.26    | -0.00%            |  |  |  | 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      | $30342.88     | 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        |      585000 | PA      | $483895.80    | 0.04%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                             | Nomura Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |      570000 | PA      | $659036.93    | 0.05%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                                | Corp. Inmobiliaria Vesta SAB de CV                                                             | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |      464000 | PA      | $415164.74    | 0.03%             | 2031-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       33019 | NS      | $2507793.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132853 | PA      | $135026.12    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                          | Enel SpA                                                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      420000 | PA      | $485064.00    | 0.04%             | 2032-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136199 | PA      | $111691.73    | 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        |      620000 | PA      | $495208.44    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | 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        |    21900000 | PA      | $3172165.84   | 0.26%             | 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      | $411463.44    | 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        |       11394 | NS      | $8244584.46   | 0.67%             |  |  |  | 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      | $-24467.24    | -0.00%            |  |  |  | No            |                  2 | 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        |      137029 | NS      | $4879126.40   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1750376 | PA      | $1371658.26   | 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        |      696210 | PA      | $697616.74    | 0.06%             | 2054-12-25      | Floating      | 5.75%                 | 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        |      250000 | PA      | $256370.45    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM                 | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1752322 | PA      | $91534.99     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Funding DAC                                                | Smurfit Kappa Treasury Funding DAC                                                             | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |      510000 | PA      | $513960.69    | 0.04%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      463000 | PA      | $465315.00    | 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        |        4478 | NS      | $1118917.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      416000 | PA      | $437751.97    | 0.04%             | 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        |     5982000 | PA      | $7053790.95   | 0.57%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Long Gilt                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -29 | NC      | $-25753.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90388 | PA      | $75518.44     | 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      | $47877.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      511000 | PA      | $529718.08    | 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        |       16555 | NS      | $8832092.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                                   | Sandoz Group AG                                                                                | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |       27069 | NS      | $1543646.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C                          | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225000 | PA      | $224414.55    | 0.02%             | 2036-07-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    50200000 | PA      | $-18690.17    | -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      | $-10617.73    | -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      | $1167155.17   | 0.10%             | 2034-01-11      | Fixed         | 3.62%                 | 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        |        -116 | NC      | $-83522.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119911 | PA      | $102908.40    | 0.01%             | 2052-04-01      | 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      | $-138413.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      202471 | NS      | $9570804.17   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd.                                                                  | Sands China Ltd.                                                                               | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      532000 | PA      | $513643.87    | 0.04%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5500, Class FE                                                                   | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      722568 | PA      | $724005.23    | 0.06%             | 2055-02-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                     | Rio Tinto plc                                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      110541 | NS      | $6574478.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                              | Kimberly-Clark Corp.                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       51155 | NS      | $6374936.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8544000 | PA      | $7820096.27   | 0.64%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                      | Alliander NV                                                                                   | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455288.77    | 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        |      264000 | PA      | $269292.99    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                  | Mastercard, Inc.                                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166070.77    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      690000 | PA      | $574087.74    | 0.05%             | 2039-06-26      | Fixed         | 1.41%                 | 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      | $57273.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CGUU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229382 | PA      | $237285.04    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Choice Properties REIT                                                            | Choice Properties REIT                                                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      898000 | PA      | $676908.98    | 0.06%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                                    | Techtronic Industries Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      282500 | NS      | $3393598.73   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      266439 | PA      | $221033.66    | 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        |       86233 | PA      | $85280.04     | 0.01%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                       | TDC Net A/S                                                                                    | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      110000 | PA      | $130555.14    | 0.01%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      519000 | PA      | $525359.07    | 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        |       45168 | PA      | $37973.35     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                    | Tapestry, Inc.                                                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       23060 | NS      | $2491171.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                                     | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       16048 | NS      | $3568272.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                       | Dick's Sporting Goods, Inc.                                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      446000 | PA      | $318224.90    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                  | TotalEnergies SE                                                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      135730 | NS      | $8057641.86   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      470000 | PA      | $478557.66    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      207000 | PA      | $211487.63    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155330 | PA      | $121950.95    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                                   | Landsbankinn HF                                                                                | CUSIP: N/A<br>LEI: 549300TLZPT6JELDWM92       | Long             | DBT              | CORP              | IS        |      575000 | PA      | $665513.03    | 0.05%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                         | Nestle SA (Registered)                                                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       16663 | NS      | $1453181.02   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread Group plc                                                               | Whitbread Group plc                                                                            | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |      222000 | PA      | $290872.05    | 0.02%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      401000 | PA      | $374268.14    | 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      | $405023.38    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | 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      | $-20167.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       26865 | NS      | $1899355.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l'Italia SpA                                                       | Autostrade per l'Italia SpA                                                                    | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      310000 | PA      | $385844.16    | 0.03%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     2015000 | PA      | $2363305.14   | 0.19%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      936107 | PA      | $695030.49    | 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        |      221699 | PA      | $221551.54    | 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        |      489000 | PA      | $502897.87    | 0.04%             | 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      | $594751.92    | 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      | $543654.26    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1118765 | PA      | $941329.10    | 0.08%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                              | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      344981 | PA      | $344575.16    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | 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      | $-11824.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                       | Masco Corp.                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       92901 | NS      | $6329345.13   | 0.52%             |  |  |  | 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      | $-14719.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1932514 | PA      | $1924006.49   | 0.16%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                              | Northern Trust Corp.                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      111441 | NS      | $14487330.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       39221 | NS      | $7413553.42   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                               | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       93062 | NS      | $6705117.10   | 0.55%             |  |  |  | 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      | $112960.08    | 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      | $534205.96    | 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        |      147850 | PA      | $128023.23    | 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        |    13569223 | PA      | $699730.88    | 0.06%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129109 | PA      | $107657.84    | 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        |      980000 | PA      | $993316.53    | 0.08%             | 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        |      541808 | PA      | $543894.90    | 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        |       20983 | NS      | $4657596.51   | 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      | $-32219.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4634000 | PA      | $3090894.05   | 0.25%             | 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        |       82500 | NS      | $716226.11    | 0.06%             |  |  |  | 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        |     1381347 | PA      | $65459.82     | 0.01%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12700000 | PA      | $2233.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      580000 | PA      | $641476.14    | 0.05%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                             | NXP Semiconductors NV                                                                          | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       28206 | NS      | $6029596.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                            | Daikin Industries Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       10600 | NS      | $1313013.71   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                                       | Anhui Conch Cement Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |      947000 | NS      | $2738458.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      206749 | PA      | $192020.71    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                                       | Finning International, Inc.                                                                    | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       32381 | NS      | $1411060.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                  | Mastercard, Inc.                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      211000 | PA      | $164176.87    | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | 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        |    12845321 | PA      | $672135.26    | 0.05%             | 2054-08-15      | Variable      | 1.25%                 | 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      | $-31778.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      400000 | PA      | $358360.65    | 0.03%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       59082 | NS      | $4644649.54   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      939655 | PA      | $897054.63    | 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        |     5224269 | PA      | $346335.06    | 0.03%             | 2054-02-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      440000 | PA      | $586823.59    | 0.05%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                      | Fujitsu Ltd.                                                                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      143500 | NS      | $3120013.41   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                | American International Group, Inc.                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        6933 | NS      | $538208.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                           | Heidelberg Materials AG                                                                        | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       11371 | NS      | $2627758.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                               | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        4339 | NS      | $520766.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      826465 | PA      | $679748.01    | 0.06%             | 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        |       24237 | NS      | $2948188.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      326000 | PA      | $328782.52    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33607.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      328000 | PA      | $347996.91    | 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      | $172627.85    | 0.01%             | 2034-09-25      | Variable      | 0.91%                 | 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      | $-23923.99    | -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      | $19250.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                               | Doosan Bobcat, Inc.                                                                            | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |       30036 | NS      | $1193372.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Kingdom of Saudi Arabia                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      519000 | PA      | $528048.46    | 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        |    87780000 | PA      | $13062354.12  | 1.06%             | 2029-11-21      | Fixed         | 3.13%                 | 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      | $11600.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85238 | PA      | $66987.22     | 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        |      558000 | PA      | $426189.33    | 0.03%             | 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        |      871000 | PA      | $594961.49    | 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        |     3457000 | PA      | $2460542.70   | 0.20%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                              | Sompo Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       57300 | NS      | $1679244.71   | 0.14%             |  |  |  | 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      | $-11040.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5374000 | PA      | $6277180.03   | 0.51%             | 2034-10-31      | Fixed         | 3.45%                 | 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        |    40000000 | PA      | $5525088.35   | 0.45%             | 2030-01-25      | Fixed         | 1.43%                 | 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      | $-11396.16    | -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      | $-90.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ A/S                                                                           | CEZ A/S                                                                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | NUSS              | CZ        |      496000 | PA      | $578449.29    | 0.05%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16300000 | PA      | $176790.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                        | Highwoods Properties, Inc.                                                                     | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       56563 | NS      | $1640892.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian Finance plc                                                              | Experian Finance plc                                                                           | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $572494.92    | 0.05%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                              | Kontoor Brands, Inc.                                                                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        9430 | NS      | $524873.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      361000 | PA      | $334926.40    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2022-BNK41, Class AS                                                              | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304000 | PA      | $1188337.16   | 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        |     6085000 | PA      | $4672327.06   | 0.38%             | 2041-10-22      | Fixed         | 1.25%                 | 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      | $8955.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                  | Unicaja Banco SA                                                                               | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $573832.43    | 0.05%             | 2031-06-30      | Variable      | 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      | $-3438.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                             | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       16021 | NS      | $2557752.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One, Inc.                                                                   | Hydro One, Inc.                                                                                | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1022000 | PA      | $740986.88    | 0.06%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5300000 | PA      | $69631.21     | 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      | $16045.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                   | WEA Finance LLC                                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      685000 | PA      | $666309.88    | 0.05%             | 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        |        8267 | NS      | $2208115.70   | 0.18%             |  |  |  | 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      | $-7103.19     | -0.00%            |  |  |  | No            |                  2 | 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      | $170088.51    | 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      | $554476.35    | 0.05%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      320000 | PA      | $366041.32    | 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        |     1407850 | PA      | $1406218.18   | 0.11%             | 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        |       70906 | NS      | $4866987.84   | 0.40%             |  |  |  | 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      | $26059.61     | 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      | $177419.78    | 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        |      826000 | PA      | $838886.67    | 0.07%             | 2032-03-14      | 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      | $2313.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                         | Gerdau SA (Preference)                                                                         | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |      198122 | NS      | $595829.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                            | NXP BV                                                                                         | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $130609.00    | 0.01%             | 2033-01-15      | 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      | $2269.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                       | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      629000 | PA      | $632171.07    | 0.05%             | 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        |       41368 | NS      | $6179679.26   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      471000 | PA      | $341603.24    | 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        |      162825 | PA      | $138504.16    | 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        |       19859 | NS      | $3028298.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV Finance BV                                                                    | DSV Finance BV                                                                                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114915.55    | 0.01%             | 2032-11-06      | Fixed         | 3.38%                 | 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      | $29709.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                            | Cellnex Finance Co. SA                                                                         | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $459842.56    | 0.04%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                    | Alphabet, Inc.                                                                                 | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $304849.49    | 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        |      612000 | PA      | $575147.81    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      253000 | PA      | $261783.30    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XJXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126921 | PA      | $128901.21    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      322110 | PA      | $318040.81    | 0.03%             | 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      | $616879.82    | 0.05%             | 2037-01-20      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QUMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94518 | PA      | $89682.42     | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      662083 | PA      | $684839.20    | 0.06%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                                                  | Nomad Foods Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |       33511 | NS      | $564325.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XL4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366494 | PA      | $327868.84    | 0.03%             | 2053-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        6454 | NS      | $1217869.80   | 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        |      381000 | PA      | $382304.54    | 0.03%             | 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      | $489678.65    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                           | TDF Infrastructure SASU                                                                        | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $567678.54    | 0.05%             | 2030-12-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                       | Hellenic Telecommunications Organization SA                                                    | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      107257 | NS      | $1946186.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      714000 | PA      | $689073.47    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      412066 | PA      | $391281.96    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | 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        |      596000 | PA      | $696824.59    | 0.06%             | 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        |      590000 | PA      | $563429.14    | 0.05%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      302000 | PA      | $317177.96    | 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      | $523664.65    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                               | Suncor Energy, Inc.                                                                            | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      135522 | NS      | $5345177.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      653000 | PA      | $668744.08    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     2519991 | NS      | $17492448.04  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $455793.63    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | 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        |     2269000 | PA      | $2316542.97   | 0.19%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1544383 | PA      | $1539891.92   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      396644 | PA      | $365672.09    | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                      | Biogen, Inc.                                                                                   | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      449000 | PA      | $455088.59    | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      163000 | PA      | $153923.44    | 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        |      278596 | PA      | $264576.31    | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      580000 | PA      | $580360.35    | 0.05%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74280 | PA      | $64783.54     | 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        |       29450 | NS      | $2338624.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                                         | Mitsubishi Electric Corp.                                                                      | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      266100 | NS      | $5843467.10   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                 | Store Capital LLC                                                                              | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      878000 | PA      | $747427.55    | 0.06%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      168000 | PA      | $168201.56    | 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      | $382164.41    | 0.03%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| European Union                                                                    | European Union                                                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1600000 | PA      | $1566969.18   | 0.13%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      334000 | PA      | $340743.89    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                               | Japan Tobacco, Inc.                                                                            | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      566000 | PA      | $580938.23    | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Buxl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -7 | NC      | $8794.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                     | Veralto Corp.                                                                                  | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      277000 | PA      | $330749.25    | 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        |      960000 | PA      | $896955.07    | 0.07%             | 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        |     6925000 | PA      | $6940959.98   | 0.57%             | 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      | $323673.95    | 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      | $172380.40    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22462.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      130624 | NS      | $6677780.10   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                         | Arkema SA                                                                                      | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344972.21    | 0.03%             | 2030-05-27      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      297000 | PA      | $293719.42    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      548000 | PA      | $571650.53    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      425000 | PA      | $430041.79    | 0.04%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77468 | PA      | $65159.63     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                              | Henkel AG & Co. KGaA (Preference)                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       90617 | NS      | $6988591.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Finance BV                                                                 | Sandoz Finance BV                                                                              | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      280000 | PA      | $326678.84    | 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      | $13847.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48135 | PA      | $40429.21     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      325000 | PA      | $330363.60    | 0.03%             | 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      | $528895.06    | 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        |      436371 | PA      | $358722.56    | 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      | $636060.04    | 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        |      242997 | PA      | $244266.21    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer