# EDGAR Filing Document

**Accession Number:** 0000809173
**File Stem:** 0001410368-26-032770
**Filing Date:** 2026-3
**Character Count:** 519252
**Document Hash:** 8f7c4be9a90fcc7345862e2dda542338
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032770.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-032770

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS MULTIMARKET INCOME TRUST
- **CENTRAL INDEX KEY:** 0000809173

**ORGANIZATION NAME:**
- **EIN:** 046562226
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04975
- **FILM NUMBER:** 26802288

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

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

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

## Nport-Ex

MMT-Q1

![](img026cfda11.gif)

**Quarterly Report**

January 31, 2026

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

![](img31986e852.gif)

------

**Portfolio of Investments**

1/31/26 (unaudited)

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

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 130.9%  | Bonds – 130.9%  | Bonds – 130.9%  |
| Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% |
| Axon Enterprise, Inc., 6.125%, 3/15/2030 (n) | $650000 | &nbsp;&nbsp;&nbsp; $668167 |
| Axon Enterprise, Inc., 6.25%, 3/15/2033 (n) | 193000 | &nbsp;&nbsp;&nbsp; 199977 |
| Boeing Co., 6.388%, 5/01/2031  | 134000 | &nbsp;&nbsp;&nbsp; 145397 |
| Boeing Co., 5.805%, 5/01/2050  | 534000 | &nbsp;&nbsp;&nbsp; 527409 |
| Bombardier, Inc., 7.5%, 2/01/2029 (n) | 168000 | &nbsp;&nbsp;&nbsp; 174513 |
| Bombardier, Inc., 8.75%, 11/15/2030 (n) | 95000 | &nbsp;&nbsp;&nbsp; 101808 |
| Bombardier, Inc., 7.25%, 7/01/2031 (n) | 252000 | &nbsp;&nbsp;&nbsp; 267539 |
| Bombardier, Inc., 7%, 6/01/2032 (n) | 263000 | &nbsp;&nbsp;&nbsp; 276076 |
| Bombardier, Inc., 6.75%, 6/15/2033 (n) | 403000 | &nbsp;&nbsp;&nbsp; 423308 |
| Huntington Ingalls Industries, Inc., 4.2%, 5/01/2030  | 230000 | &nbsp;&nbsp;&nbsp; 228208 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 286000 | &nbsp;&nbsp;&nbsp; 301806 |
| TransDigm, Inc., 6.75%, 8/15/2028 (n) | 309000 | &nbsp;&nbsp;&nbsp; 314200 |
| TransDigm, Inc., 4.625%, 1/15/2029  | 566000 | &nbsp;&nbsp;&nbsp; 562579 |
| TransDigm, Inc., 6.375%, 3/01/2029 (n) | 302000 | &nbsp;&nbsp;&nbsp; 310554 |
| TransDigm, Inc., 6.875%, 12/15/2030 (n) | 861000 | &nbsp;&nbsp;&nbsp; 896805 |
| TransDigm, Inc., 6.375%, 5/31/2033 (n) | 987000 | &nbsp;&nbsp;&nbsp; 1004778 |
|  |  | &nbsp;&nbsp;&nbsp; $6403124 |
| Asset-Backed & Securitized – 2.9% | Asset-Backed & Securitized – 2.9% | Asset-Backed & Securitized – 2.9% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 0.992%, 11/15/2054 (i) | $3641897 | &nbsp;&nbsp;&nbsp; $126348 |
| AA Bond Co. Ltd., 6.85%, 7/31/2031  | 220000 | &nbsp;&nbsp;&nbsp; 320777 |
| AA Bond Co. Ltd., 5.5%, 7/31/2032  | 229000 | &nbsp;&nbsp;&nbsp; 312340 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | $265950 | &nbsp;&nbsp;&nbsp; 268258 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 6.707% (SOFR - 30 day + 3%), 1/15/2037 (n) | 600000 | &nbsp;&nbsp;&nbsp; 596946 |
| AREIT 2022-CRE6 Trust, "D", FLR, 6.552% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 126000 | &nbsp;&nbsp;&nbsp; 123665 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 28671 | &nbsp;&nbsp;&nbsp; 28877 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.169% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | 390025 | &nbsp;&nbsp;&nbsp; 390093 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 5.389% ((SOFR - 1mo. + 0.11448%) + 1.6%), 12/28/2040 (n) | 173957 | &nbsp;&nbsp;&nbsp; 407869 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.592%, 4/15/2053 (i) | 949086 | &nbsp;&nbsp;&nbsp; 40305 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.206%, 7/15/2054 (i) | 888322 | &nbsp;&nbsp;&nbsp; 42572 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.544%, 2/15/2054 (i) | 6235281 | &nbsp;&nbsp;&nbsp; 378546 |
| Benchmark 2021-B23 Mortgage Trust, "XA", 1.255%, 2/15/2054 (i) | 3976601 | &nbsp;&nbsp;&nbsp; 177446 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.128%, 3/15/2054 (i) | 2021795 | &nbsp;&nbsp;&nbsp; 79805 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.844%, 6/15/2054 (i) | 6873389 | &nbsp;&nbsp;&nbsp; 214714 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | 6902593 | &nbsp;&nbsp;&nbsp; 316374 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.638%, 7/15/2055 (i) | 8705344 | &nbsp;&nbsp;&nbsp; 334441 |
| Business Jet Securities LLC, 2024-1A, "B", 6.924%, 5/15/2039 (n) | 63450 | &nbsp;&nbsp;&nbsp; 65420 |
| Business Jet Securities LLC, 2024-2A, "A", 5.364%, 9/15/2039 (n) | 123670 | &nbsp;&nbsp;&nbsp; 124448 |
| Cathedral Lake VI Ltd., FLR, 5.518% (SOFR - 3mo. + 1.85%), 4/25/2034 (n) | 244558 | &nbsp;&nbsp;&nbsp; 244556 |
| CF Hippolyta Issuer LLC, 2020-1, "B1", 2.28%, 7/15/2060 (n) | 89945 | &nbsp;&nbsp;&nbsp; 56674 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 50042 | &nbsp;&nbsp;&nbsp; 50273 |
| Colt Funding LLC, 2024-1, "A2", 5.987%, 2/25/2069 (n) | 84065 | &nbsp;&nbsp;&nbsp; 84615 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 208638 | &nbsp;&nbsp;&nbsp; 210260 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.757%, 4/15/2054 (i) | 3580702 | &nbsp;&nbsp;&nbsp; 99858 |
| Crest Ltd., CDO, 7% (0.001% Cash or 7% PIK), 1/28/2040 (a)(d)(p) | 4586320 | &nbsp;&nbsp;&nbsp; 46 |
| ELM Trust, 2024-ELM, "D10", 6.847%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100264 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 38937 | &nbsp;&nbsp;&nbsp; 39067 |
| EQT Trust, 2024-EXTR, "B", 5.654%, 7/05/2041 (n) | 169941 | &nbsp;&nbsp;&nbsp; 173125 |
| Home Owner Mortgage Enhanced , 5.077%, 8/25/2060 (n) | 217214 | &nbsp;&nbsp;&nbsp; 217451 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 5.795% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 464500 | &nbsp;&nbsp;&nbsp; 463482 |
| LoanCore 2025-CRE8 Ltd., "B", FLR, 5.517% (SOFR - 1mo. + 1.8412%), 8/17/2042 (n) | 300000 | &nbsp;&nbsp;&nbsp; 300000 |
| M&T Bank Auto Receivables Trust, 2025-1A, "A2A", 4.63%, 5/15/2028 (n) | 104024 | &nbsp;&nbsp;&nbsp; 104259 |
| MF1 2024-FL14 LLC, "A", FLR, 5.412% (SOFR - 1mo. + 1.737%), 3/19/2039 (n) | 200000 | &nbsp;&nbsp;&nbsp; 200342 |
| MF1 2024-FL14 LLC, "AS", FLR, 5.915% (SOFR - 1mo. + 2.24%), 3/19/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100176 |
| MF1 2024-FL14 LLC, "B", FLR, 6.364% (SOFR - 1mo. + 2.689%), 3/19/2039 (n) | 328594 | &nbsp;&nbsp;&nbsp; 329221 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.26%, 5/15/2054 (i) | 1780417 | &nbsp;&nbsp;&nbsp; 76689 |

---

------

*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 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.14%, 6/15/2054 (i) | $2479548 | &nbsp;&nbsp;&nbsp; $92571 |
| New Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.53%, 5/25/2065 (n) | 229533 | &nbsp;&nbsp;&nbsp; 233028 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 69468 | &nbsp;&nbsp;&nbsp; 69991 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | 57813 | &nbsp;&nbsp;&nbsp; 58300 |
| Wells Fargo Commercial Mortgage Trust, 2021-C59, "XA", 1.481%, 4/15/2054 (i) | 2252550 | &nbsp;&nbsp;&nbsp; 124303 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.491%, 8/15/2054 (i) | 1915005 | &nbsp;&nbsp;&nbsp; 113050 |
|  |  | &nbsp;&nbsp;&nbsp; $7890845 |
| Automotive – 2.5% | Automotive – 2.5% | Automotive – 2.5% |
| Allison Transmission, Inc., 3.75%, 1/30/2031 (n) | $960000 | &nbsp;&nbsp;&nbsp; $904926 |
| Allison Transmission, Inc., 5.875%, 12/01/2033 (n) | 96000 | &nbsp;&nbsp;&nbsp; 97359 |
| American Axle & Manufacturing, Inc., 6.375%, 10/15/2032 (n) | 240000 | &nbsp;&nbsp;&nbsp; 244871 |
| American Axle & Manufacturing, Inc., 7.75%, 10/15/2033 (n) | 430000 | &nbsp;&nbsp;&nbsp; 442353 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 2/15/2030 (n) | 321000 | &nbsp;&nbsp;&nbsp; 335808 |
| Clarios Global LP/Clarios US Finance Co., 4.75%, 6/15/2031 (n) | 279000 | &nbsp;&nbsp;&nbsp; 336002 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 9/15/2032 (n) | $146000 | &nbsp;&nbsp;&nbsp; 151114 |
| Dealer Tire LLC/DT Issuer LLC, 8%, 2/01/2028 (n) | 479000 | &nbsp;&nbsp;&nbsp; 478234 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | 281000 | &nbsp;&nbsp;&nbsp; 283164 |
| Ford Motor Credit Co. LLC, 5.8%, 3/08/2029  | 200000 | &nbsp;&nbsp;&nbsp; 205603 |
| Ford Motor Credit Co. LLC, 5.73%, 9/05/2030  | 200000 | &nbsp;&nbsp;&nbsp; 204761 |
| Ford Motor Credit Co. LLC, 5.753%, 4/06/2033  | 227000 | &nbsp;&nbsp;&nbsp; 229116 |
| Forvia SE, 5.375%, 3/15/2031  | 160000 | &nbsp;&nbsp;&nbsp; 196020 |
| Forvia SE, 6.75%, 9/15/2033 (n) | $423000 | &nbsp;&nbsp;&nbsp; 433719 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | 244000 | &nbsp;&nbsp;&nbsp; 246954 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 270000 | &nbsp;&nbsp;&nbsp; 288395 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 134000 | &nbsp;&nbsp;&nbsp; 134049 |
| J.B. Poindexter & Co., Inc., 8.75%, 12/15/2031 (n) | 283000 | &nbsp;&nbsp;&nbsp; 293983 |
| New Flyer Holdings, Inc., 9.25%, 7/01/2030 (n) | 525000 | &nbsp;&nbsp;&nbsp; 565623 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/01/2029 (n) | 290000 | &nbsp;&nbsp;&nbsp; 143063 |
| Volkswagen Bank GmbH, 3.75%, 12/10/2032  | 200000 | &nbsp;&nbsp;&nbsp; 238958 |
| Wabash National Corp., 4.5%, 10/15/2028 (n) | $550000 | &nbsp;&nbsp;&nbsp; 511851 |
|  |  | &nbsp;&nbsp;&nbsp; $6965926 |
| Broadcasting – 2.2% | Broadcasting – 2.2% | Broadcasting – 2.2% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 472000 | &nbsp;&nbsp;&nbsp; $646764 |
| Banijay Group S.A.S., 8.125%, 5/01/2029 (n) | $387000 | &nbsp;&nbsp;&nbsp; 402116 |
| Dotdash Meredith, Inc., 7.625%, 6/15/2032 (n) | 438000 | &nbsp;&nbsp;&nbsp; 399315 |
| Gray Media, Inc., 9.625%, 7/15/2032 (n) | 388000 | &nbsp;&nbsp;&nbsp; 400009 |
| Gray Media, Inc., 7.25%, 8/15/2033 (n) | 289000 | &nbsp;&nbsp;&nbsp; 295870 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | 325000 | &nbsp;&nbsp;&nbsp; 297015 |
| Scripps Escrow II, Inc., 3.875%, 1/15/2029 (n) | 216000 | &nbsp;&nbsp;&nbsp; 199347 |
| Sinclair Television Group, Inc., 8.125%, 2/15/2033 (n) | 530000 | &nbsp;&nbsp;&nbsp; 548243 |
| Stagwell Global LLC, 5.625%, 8/15/2029 (n) | 576000 | &nbsp;&nbsp;&nbsp; 558526 |
| Univision Communications, Inc., 8%, 8/15/2028 (n) | 304000 | &nbsp;&nbsp;&nbsp; 313727 |
| Univision Communications, Inc., 8.5%, 7/31/2031 (n) | 641000 | &nbsp;&nbsp;&nbsp; 668471 |
| Versant Media Group, Inc., 7.25%, 1/30/2031 (n) | 286000 | &nbsp;&nbsp;&nbsp; 293090 |
| WarnerMedia Holdings, Inc., 5.05%, 3/15/2042  | 521000 | &nbsp;&nbsp;&nbsp; 366003 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 263000 | &nbsp;&nbsp;&nbsp; 253077 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 337000 | &nbsp;&nbsp;&nbsp; 323452 |
|  |  | &nbsp;&nbsp;&nbsp; $5965025 |
| Brokerage & Asset Managers – 2.6% | Brokerage & Asset Managers – 2.6% | Brokerage & Asset Managers – 2.6% |
| Aretec Escrow Issuer 2, Inc., 10%, 8/15/2030 (n) | $348000 | &nbsp;&nbsp;&nbsp; $374862 |
| Aretec Escrow Issuer, Inc., 7.5%, 4/01/2029 (n) | 136000 | &nbsp;&nbsp;&nbsp; 135667 |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | 601000 | &nbsp;&nbsp;&nbsp; 595675 |
| Hightower Holding LLC, 6.75%, 4/15/2029 (n) | 374000 | &nbsp;&nbsp;&nbsp; 373486 |
| Hightower Holding LLC, 9.125%, 1/31/2030 (n) | 228000 | &nbsp;&nbsp;&nbsp; 240662 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 1671000 | &nbsp;&nbsp;&nbsp; 1701925 |
| Jefferies Financial Group Inc., 5.5%, 2/15/2036  | 427000 | &nbsp;&nbsp;&nbsp; 421499 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Brokerage & Asset Managers – continued | Brokerage & Asset Managers – continued | Brokerage & Asset Managers – continued |
| Low Income Investment Fund, 3.386%, 7/01/2026  | $185000 | &nbsp;&nbsp;&nbsp; $184115 |
| Low Income Investment Fund, 3.711%, 7/01/2029  | 245000 | &nbsp;&nbsp;&nbsp; 235814 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 654000 | &nbsp;&nbsp;&nbsp; 644955 |
| LPL Holdings, Inc., 5.65%, 3/15/2035  | 64000 | &nbsp;&nbsp;&nbsp; 65219 |
| LPL Holdings, Inc., 5.75%, 6/15/2035  | 188000 | &nbsp;&nbsp;&nbsp; 193119 |
| LSEG Netherlands B.V., 3%, 11/06/2031  | 350000 | &nbsp;&nbsp;&nbsp; 410795 |
| Osaic Holdings, Inc., 6.75%, 8/01/2032 (n) | $69000 | &nbsp;&nbsp;&nbsp; 71509 |
| Osaic Holdings, Inc., 6.75%, 8/01/2032 (n) | 204000 | &nbsp;&nbsp;&nbsp; 211389 |
| Osaic Holdings, Inc., 8%, 8/01/2033 (n) | 553000 | &nbsp;&nbsp;&nbsp; 573201 |
| Osaic Holdings, Inc., 8%, 8/01/2033 (n) | 142000 | &nbsp;&nbsp;&nbsp; 147149 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 557000 | &nbsp;&nbsp;&nbsp; 548235 |
|  |  | &nbsp;&nbsp;&nbsp; $7129276 |
| Building – 2.3% | Building – 2.3% | Building – 2.3% |
| AmeriTex Holdco Intermediate LLC, 7.625%, 8/15/2033 (n) | $528000 | &nbsp;&nbsp;&nbsp; $555329 |
| Cornerstone Building Brands, Inc., 6.125%, 1/15/2029 (n) | 438000 | &nbsp;&nbsp;&nbsp; 193381 |
| Cornerstone Building Brands, Inc., 9.5%, 8/15/2029 (n) | 230000 | &nbsp;&nbsp;&nbsp; 173730 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | 515000 | &nbsp;&nbsp;&nbsp; 517153 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 189000 | &nbsp;&nbsp;&nbsp; 192219 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 188000 | &nbsp;&nbsp;&nbsp; 191556 |
| Knife River Corp., 7.75%, 5/01/2031 (n) | 371000 | &nbsp;&nbsp;&nbsp; 386304 |
| LBM Acquisition LLC, 6.25%, 1/15/2029 (n) | 292000 | &nbsp;&nbsp;&nbsp; 269626 |
| LBM Acquisition LLC, 9.5%, 6/15/2031 (n) | 439000 | &nbsp;&nbsp;&nbsp; 462319 |
| Miter Brands Acquisition Holdco, Inc., 6.75%, 4/01/2032 (n) | 162000 | &nbsp;&nbsp;&nbsp; 166384 |
| MIWD Holdco II LLC/MIWD Finance Co., 5.5%, 2/01/2030 (n) | 485000 | &nbsp;&nbsp;&nbsp; 471173 |
| New Enterprise Stone & Lime Co., Inc., 9.75%, 7/15/2028 (n) | 193000 | &nbsp;&nbsp;&nbsp; 193965 |
| Patrick Industries, Inc., 6.375%, 11/01/2032 (n) | 746000 | &nbsp;&nbsp;&nbsp; 763514 |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | 1101000 | &nbsp;&nbsp;&nbsp; 1141838 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 207000 | &nbsp;&nbsp;&nbsp; 206025 |
| White Cap Supply Holding Co., 7.375%, 11/15/2030 (n) | 518000 | &nbsp;&nbsp;&nbsp; 538038 |
|  |  | &nbsp;&nbsp;&nbsp; $6422554 |
| Business Services – 2.2% | Business Services – 2.2% | Business Services – 2.2% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $132000 | &nbsp;&nbsp;&nbsp; $132017 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 196000 | &nbsp;&nbsp;&nbsp; 192765 |
| ams-OSRAM AG, 10.5%, 3/30/2029  | 498000 | &nbsp;&nbsp;&nbsp; 625873 |
| athenahealth, Inc., 6.5%, 2/15/2030 (n) | $585000 | &nbsp;&nbsp;&nbsp; 567359 |
| CACI International, Inc., 6.375%, 6/15/2033 (n) | 684000 | &nbsp;&nbsp;&nbsp; 709675 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 334000 | &nbsp;&nbsp;&nbsp; 262783 |
| ION Platform Finance US, Inc., 7.875%, 9/30/2032 (n) | 482000 | &nbsp;&nbsp;&nbsp; 422721 |
| Iron Mountain, Inc., 5.25%, 3/15/2028 (n) | 464000 | &nbsp;&nbsp;&nbsp; 463868 |
| Iron Mountain, Inc., 5.625%, 7/15/2032 (n) | 614000 | &nbsp;&nbsp;&nbsp; 606308 |
| Iron Mountain, Inc., 6.25%, 1/15/2033 (n) | 453000 | &nbsp;&nbsp;&nbsp; 457752 |
| Iron Mountain, Inc., 4.75%, 1/15/2034  | 150000 | &nbsp;&nbsp;&nbsp; 173484 |
| Paychex, Inc., 5.1%, 4/15/2030  | $151000 | &nbsp;&nbsp;&nbsp; 155319 |
| Paychex, Inc., 5.35%, 4/15/2032  | 311000 | &nbsp;&nbsp;&nbsp; 321506 |
| Visa, Inc., 3.875%, 5/15/2044  | 210000 | &nbsp;&nbsp;&nbsp; 243505 |
| Wulf Compute LLC, 7.75%, 10/15/2030 (n) | $715000 | &nbsp;&nbsp;&nbsp; 745759 |
|  |  | &nbsp;&nbsp;&nbsp; $6080694 |
| Cable TV – 3.2% | Cable TV – 3.2% | Cable TV – 3.2% |
| Cable One, Inc., 4%, 11/15/2030 (n) | $393000 | &nbsp;&nbsp;&nbsp; $286047 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/01/2030 (n) | 1520000 | &nbsp;&nbsp;&nbsp; 1452058 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | 1062000 | &nbsp;&nbsp;&nbsp; 998111 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 5/01/2032  | 250000 | &nbsp;&nbsp;&nbsp; 224347 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.65%, 2/01/2034  | 123000 | &nbsp;&nbsp;&nbsp; 129541 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | 258000 | &nbsp;&nbsp;&nbsp; 266662 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 225000 | &nbsp;&nbsp;&nbsp; 211765 |
| Comcast Corp., 6.05%, 5/15/2055  | 330000 | &nbsp;&nbsp;&nbsp; 326895 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Cable TV – continued | Cable TV – continued | Cable TV – continued |
| CSC Holdings LLC, 5.375%, 2/01/2028 (n) | $700000 | &nbsp;&nbsp;&nbsp; $522444 |
| CSC Holdings LLC, 5.75%, 1/15/2030 (n) | 350000 | &nbsp;&nbsp;&nbsp; 137569 |
| CSC Holdings LLC, 4.125%, 12/01/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 151601 |
| DIRECTV Financing LLC, 8.875%, 2/01/2030 (n) | 227000 | &nbsp;&nbsp;&nbsp; 229966 |
| DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 10%, 2/15/2031 (n) | 149000 | &nbsp;&nbsp;&nbsp; 153483 |
| DISH DBS Corp., 5.125%, 6/01/2029  | 502000 | &nbsp;&nbsp;&nbsp; 444279 |
| DISH Network Corp., 11.75%, 11/15/2027 (n) | 412000 | &nbsp;&nbsp;&nbsp; 426403 |
| EchoStar Corp., 10.75%, 11/30/2029  | 516194 | &nbsp;&nbsp;&nbsp; 565862 |
| EchoStar Corp., 6.75% (6.75% Cash or 6.75% PIK) to 5/30/2027, 6.75% Cash to 11/30/2030 (p) | 431243 | &nbsp;&nbsp;&nbsp; 438892 |
| Summer BidCo B.V., 8.875%, 1/31/2031  | 154000 | &nbsp;&nbsp;&nbsp; 184933 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $511000 | &nbsp;&nbsp;&nbsp; 499212 |
| Virgin Media Finance PLC, 5%, 7/15/2030 (n) | 473000 | &nbsp;&nbsp;&nbsp; 413294 |
| Ziggo Bond Finance B.V., 5.125%, 2/28/2030 (n) | 1037000 | &nbsp;&nbsp;&nbsp; 911055 |
|  |  | &nbsp;&nbsp;&nbsp; $8974419 |
| Chemicals – 1.9% | Chemicals – 1.9% | Chemicals – 1.9% |
| Cerdia Finanz GmbH, 9.375%, 10/03/2031 (n) | $437000 | &nbsp;&nbsp;&nbsp; $444525 |
| Chemours Co., 4.625%, 11/15/2029 (n) | 718000 | &nbsp;&nbsp;&nbsp; 669529 |
| Consolidated Energy Finance S.A., 6.5%, 5/15/2026 (n) | 150000 | &nbsp;&nbsp;&nbsp; 148500 |
| Consolidated Energy Finance S.A., 5.625%, 10/15/2028 (n) | 493000 | &nbsp;&nbsp;&nbsp; 406725 |
| Maxam Prill S.à r.l., 6%, 7/15/2030  | 277000 | &nbsp;&nbsp;&nbsp; 340858 |
| Maxam Prill S.à r.l., 6%, 7/15/2030 (n) | 509000 | &nbsp;&nbsp;&nbsp; 626342 |
| Qnity Electronics, Inc., 5.75%, 8/15/2032 (n) | $428000 | &nbsp;&nbsp;&nbsp; 436010 |
| Qnity Electronics, Inc., 6.25%, 8/15/2033 (n) | 231000 | &nbsp;&nbsp;&nbsp; 238414 |
| SCIH Salt Holdings, Inc., 6.625%, 5/01/2029 (n) | 644000 | &nbsp;&nbsp;&nbsp; 643683 |
| SNF Group SACA, 3.375%, 3/15/2030 (n) | 709000 | &nbsp;&nbsp;&nbsp; 666679 |
| Tronox, Inc., 4.625%, 3/15/2029 (n) | 143000 | &nbsp;&nbsp;&nbsp; 109914 |
| W.R. Grace Holdings LLC, 7%, 8/01/2033 (n) | 426000 | &nbsp;&nbsp;&nbsp; 426532 |
|  |  | &nbsp;&nbsp;&nbsp; $5157711 |
| Computer Software – 1.7% | Computer Software – 1.7% | Computer Software – 1.7% |
| Amentum Escrow Corp., 7.25%, 8/01/2032 (n) | $660000 | &nbsp;&nbsp;&nbsp; $695523 |
| Cloud Software Group, Inc., 9%, 9/30/2029 (n) | 146000 | &nbsp;&nbsp;&nbsp; 147427 |
| Cloud Software Group, Inc., 8.25%, 6/30/2032 (n) | 647000 | &nbsp;&nbsp;&nbsp; 658053 |
| Cloud Software Group, Inc., 6.625%, 8/15/2033 (n) | 388000 | &nbsp;&nbsp;&nbsp; 371931 |
| Fair Isaac Corp., 6%, 5/15/2033 (n) | 837000 | &nbsp;&nbsp;&nbsp; 852849 |
| Flash Compute LLC, 7.25%, 12/31/2030 (n) | 144000 | &nbsp;&nbsp;&nbsp; 144489 |
| Microsoft Corp., 2.525%, 6/01/2050  | 405000 | &nbsp;&nbsp;&nbsp; 245453 |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/2029 (n) | 601000 | &nbsp;&nbsp;&nbsp; 617110 |
| Neptune Bidco U.S., Inc., 10.375%, 5/15/2031 (n) | 183000 | &nbsp;&nbsp;&nbsp; 193485 |
| Neptune Bidco U.S., Inc., 9.5%, 2/15/2033 (n) | 189000 | &nbsp;&nbsp;&nbsp; 192452 |
| Oracle Corp., 4.8%, 9/26/2032  | 135000 | &nbsp;&nbsp;&nbsp; 130696 |
| Oracle Corp., 4%, 7/15/2046  | 185000 | &nbsp;&nbsp;&nbsp; 127644 |
| Sage Group PLC, 2.875%, 2/08/2034  | 292000 | &nbsp;&nbsp;&nbsp; 339925 |
|  |  | &nbsp;&nbsp;&nbsp; $4717037 |
| Computer Software - Systems – 0.6% | Computer Software - Systems – 0.6% | Computer Software - Systems – 0.6% |
| SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n) | $611000 | &nbsp;&nbsp;&nbsp; $610471 |
| SS&C Technologies Holdings, Inc., 6.5%, 6/01/2032 (n) | 175000 | &nbsp;&nbsp;&nbsp; 180674 |
| Virtusa Corp., 7.125%, 12/15/2028 (n) | 330000 | &nbsp;&nbsp;&nbsp; 323738 |
| Zebra Technologies Corp., "A", 6.5%, 6/01/2032 (n) | 616000 | &nbsp;&nbsp;&nbsp; 634502 |
|  |  | &nbsp;&nbsp;&nbsp; $1749385 |
| Conglomerates – 1.4% | Conglomerates – 1.4% | Conglomerates – 1.4% |
| Amsted Industries, Inc., 6.375%, 3/15/2033 (n) | $387000 | &nbsp;&nbsp;&nbsp; $400522 |
| Assa Abloy AB, 3.371%, 9/09/2032  | 210000 | &nbsp;&nbsp;&nbsp; 250172 |
| CompoSecure Holdings LLC, 5.625%, 2/01/2033 (n) | $421000 | &nbsp;&nbsp;&nbsp; 419653 |
| Emerald Debt Merger, 6.625%, 12/15/2030 (n) | 546000 | &nbsp;&nbsp;&nbsp; 565152 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 309000 | &nbsp;&nbsp;&nbsp; 320315 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Conglomerates – continued | Conglomerates – continued | Conglomerates – continued |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | $178000 | &nbsp;&nbsp;&nbsp; $188728 |
| Regal Rexnord Corp., 6.4%, 4/15/2033  | 121000 | &nbsp;&nbsp;&nbsp; 129304 |
| Smiths Group PLC, 3.625%, 11/13/2033  | 430000 | &nbsp;&nbsp;&nbsp; 505189 |
| SPX Flow, Inc., 8.75%, 4/01/2030 (n) | $591000 | &nbsp;&nbsp;&nbsp; 607220 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 561000 | &nbsp;&nbsp;&nbsp; 586738 |
|  |  | &nbsp;&nbsp;&nbsp; $3972993 |
| Construction – 0.7% | Construction – 0.7% | Construction – 0.7% |
| Empire Communities Corp., 9.75%, 5/01/2029 (n) | $471000 | &nbsp;&nbsp;&nbsp; $486697 |
| Mattamy Group Corp., 4.625%, 3/01/2030 (n) | 413000 | &nbsp;&nbsp;&nbsp; 403271 |
| Mattamy Group Corp., 6%, 12/15/2033 (n) | 190000 | &nbsp;&nbsp;&nbsp; 186688 |
| New Home Co., 8.5%, 11/01/2030 (n) | 491000 | &nbsp;&nbsp;&nbsp; 511449 |
| Weekley Homes LLC/Weekley Finance Corp., 4.875%, 9/15/2028 (n) | 426000 | &nbsp;&nbsp;&nbsp; 419668 |
|  |  | &nbsp;&nbsp;&nbsp; $2007773 |
| Consumer Products – 2.1% | Consumer Products – 2.1% | Consumer Products – 2.1% |
| Acushnet Co., 5.625%, 12/01/2033 (n) | $594000 | &nbsp;&nbsp;&nbsp; $599584 |
| Amer Sports Co., 6.75%, 2/16/2031 (n) | 467000 | &nbsp;&nbsp;&nbsp; 486423 |
| CD&R Smokey Buyer, Inc./Radio Systems Corp., 9.5%, 10/15/2029 (n) | 439000 | &nbsp;&nbsp;&nbsp; 387306 |
| Champ Acquisition Corp., 8.375%, 12/01/2031 (n) | 459000 | &nbsp;&nbsp;&nbsp; 489392 |
| Energizer Holdings, Inc., 4.375%, 3/31/2029 (n) | 397000 | &nbsp;&nbsp;&nbsp; 381311 |
| Energizer Holdings, Inc., 6%, 9/15/2033 (n) | 181000 | &nbsp;&nbsp;&nbsp; 173957 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 276000 | &nbsp;&nbsp;&nbsp; 280912 |
| MajorDrive Holdings IV LLC, 6.375%, 6/01/2029 (n) | 218000 | &nbsp;&nbsp;&nbsp; 175376 |
| Newell Brands, Inc., 6.375%, 5/15/2030  | 546000 | &nbsp;&nbsp;&nbsp; 539683 |
| Newell Brands, Inc., 6.625%, 5/15/2032  | 305000 | &nbsp;&nbsp;&nbsp; 298697 |
| Perrigo Finance Unlimited Co., 6.125%, 9/30/2032  | 570000 | &nbsp;&nbsp;&nbsp; 560610 |
| Prestige Consumer Healthcare, Inc., 5.125%, 1/15/2028 (n) | 433000 | &nbsp;&nbsp;&nbsp; 433164 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | 490000 | &nbsp;&nbsp;&nbsp; 458015 |
| Unilever Capital Corp., 2.875%, 10/31/2032  | 560000 | &nbsp;&nbsp;&nbsp; 653670 |
|  |  | &nbsp;&nbsp;&nbsp; $5918100 |
| Consumer Services – 2.5% | Consumer Services – 2.5% | Consumer Services – 2.5% |
| Allied Universal Holdco LLC, 6.875%, 6/15/2030 (n) | $247000 | &nbsp;&nbsp;&nbsp; $256511 |
| Allied Universal Holdco LLC, 7.875%, 2/15/2031 (n) | 458000 | &nbsp;&nbsp;&nbsp; 482010 |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/2030 (n) | 196000 | &nbsp;&nbsp;&nbsp; 213925 |
| Arches Buyer, Inc., 6.125%, 12/01/2028 (n) | 600000 | &nbsp;&nbsp;&nbsp; 586646 |
| Booking Holdings, Inc., 3%, 11/07/2030  | 430000 | &nbsp;&nbsp;&nbsp; 509848 |
| Booking Holdings, Inc., 4.125%, 5/09/2038  | 280000 | &nbsp;&nbsp;&nbsp; 333666 |
| Eurofins Scientific SE, 3.875%, 2/05/2033  | 330000 | &nbsp;&nbsp;&nbsp; 394536 |
| Garda World Security Corp., 6.5%, 1/15/2031 (n) | $240000 | &nbsp;&nbsp;&nbsp; 246015 |
| Garda World Security Corp., 8.375%, 11/15/2032 (n) | 600000 | &nbsp;&nbsp;&nbsp; 616000 |
| Pluxee N.V., 3.75%, 9/04/2032  | 300000 | &nbsp;&nbsp;&nbsp; 356496 |
| Raven Acquisition Holdings LLC, 6.875%, 11/15/2031 (n) | $652000 | &nbsp;&nbsp;&nbsp; 653386 |
| Service Corp. International, 5.75%, 10/15/2032  | 1401000 | &nbsp;&nbsp;&nbsp; 1423224 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2027 (n) | 353000 | &nbsp;&nbsp;&nbsp; 333231 |
| TriNet Group, Inc., 3.5%, 3/01/2029 (n) | 449000 | &nbsp;&nbsp;&nbsp; 424344 |
| TriNet Group, Inc., 7.125%, 8/15/2031 (n) | 181000 | &nbsp;&nbsp;&nbsp; 186219 |
|  |  | &nbsp;&nbsp;&nbsp; $7016057 |
| Containers – 0.6% | Containers – 0.6% | Containers – 0.6% |
| Ball Corp., 6%, 6/15/2029  | $368000 | &nbsp;&nbsp;&nbsp; $378899 |
| Ball Corp., 2.875%, 8/15/2030  | 796000 | &nbsp;&nbsp;&nbsp; 732906 |
| Clydesdale Acquisition Holdings, Inc., 8.75%, 4/15/2030 (n) | 525000 | &nbsp;&nbsp;&nbsp; 525376 |
|  |  | &nbsp;&nbsp;&nbsp; $1637181 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Electronics – 0.5% | Electronics – 0.5% | Electronics – 0.5% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $260000 | &nbsp;&nbsp;&nbsp; $259878 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 254000 | &nbsp;&nbsp;&nbsp; 259552 |
| Broadcom, Inc., 5.7%, 1/15/2056  | 285000 | &nbsp;&nbsp;&nbsp; 287197 |
| Diebold Nixdorf, Inc., 7.75%, 3/31/2030 (n) | 397000 | &nbsp;&nbsp;&nbsp; 420452 |
| Intel Corp., 5.7%, 2/10/2053  | 258000 | &nbsp;&nbsp;&nbsp; 243566 |
|  |  | &nbsp;&nbsp;&nbsp; $1470645 |
| Emerging Market Quasi-Sovereign – 6.0% | Emerging Market Quasi-Sovereign – 6.0% | Emerging Market Quasi-Sovereign – 6.0% |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | $644000 | &nbsp;&nbsp;&nbsp; $673646 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.25%, 10/02/2054  | 853000 | &nbsp;&nbsp;&nbsp; 813549 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.75%, 7/09/2034 (n) | 940000 | &nbsp;&nbsp;&nbsp; 987408 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | 370000 | &nbsp;&nbsp;&nbsp; 446172 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $507325 | &nbsp;&nbsp;&nbsp; 520478 |
| Codelco, Inc. (Republic of Chile), 5.529%, 1/30/2037 (n) | 200000 | &nbsp;&nbsp;&nbsp; 201000 |
| Comision Federal de Electricidad (United Mexican States), 6.045%, 1/28/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 200000 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 206289 |
| Czech Republic, 3.75%, 7/28/2030  | 209000 | &nbsp;&nbsp;&nbsp; 254063 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; 204821 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | 371000 | &nbsp;&nbsp;&nbsp; 383911 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 425000 | &nbsp;&nbsp;&nbsp; 443329 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | 1052000 | &nbsp;&nbsp;&nbsp; 1086157 |
| Export-Import Bank of India, 3.375%, 8/05/2026  | 1366000 | &nbsp;&nbsp;&nbsp; 1360267 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | 700000 | &nbsp;&nbsp;&nbsp; 643657 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | 490000 | &nbsp;&nbsp;&nbsp; 503693 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028  | 538000 | &nbsp;&nbsp;&nbsp; 556940 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | 285000 | &nbsp;&nbsp;&nbsp; 304990 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 600000 | &nbsp;&nbsp;&nbsp; 486206 |
| Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 6.875%, 4/25/2044 (n) | 373000 | &nbsp;&nbsp;&nbsp; 385122 |
| Petroleos Mexicanos, 6.7%, 2/16/2032  | 499000 | &nbsp;&nbsp;&nbsp; 498194 |
| Petroleos Mexicanos, 6.75%, 9/21/2047  | 634000 | &nbsp;&nbsp;&nbsp; 522772 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 462000 | &nbsp;&nbsp;&nbsp; 478448 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 5.45%, 2/03/2036 (n)(w) | 492000 | &nbsp;&nbsp;&nbsp; 489418 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 4%, 6/30/2050 (n) | 488000 | &nbsp;&nbsp;&nbsp; 354093 |
| Qatar Petroleum, 3.125%, 7/12/2041  | 355000 | &nbsp;&nbsp;&nbsp; 271464 |
| Saudi Arabian Oil Co., 5%, 2/02/2036 (n)(w) | 323000 | &nbsp;&nbsp;&nbsp; 317893 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | 410000 | &nbsp;&nbsp;&nbsp; 389031 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055 (n) | 511000 | &nbsp;&nbsp;&nbsp; 523720 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030  | 1152000 | &nbsp;&nbsp;&nbsp; 1243100 |
| STC Sukuk Co. II Ltd. (Kingdom of Saudi Arabia), 5.083%, 1/15/2036 (n) | 383000 | &nbsp;&nbsp;&nbsp; 383876 |
| Uzbek Industrial & Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 388000 | &nbsp;&nbsp;&nbsp; 421994 |
|  |  | &nbsp;&nbsp;&nbsp; $16555701 |
| Emerging Market Sovereign – 10.1% | Emerging Market Sovereign – 10.1% | Emerging Market Sovereign – 10.1% |
| Dominican Republic, 5.5%, 2/22/2029 (n) | $747000 | &nbsp;&nbsp;&nbsp; $756337 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | 805000 | &nbsp;&nbsp;&nbsp; 817735 |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | 320000 | &nbsp;&nbsp;&nbsp; 333398 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 15300000 | &nbsp;&nbsp;&nbsp; 2428838 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | 1876000 | &nbsp;&nbsp;&nbsp; 2184383 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $363000 | &nbsp;&nbsp;&nbsp; 369627 |
| Kingdom of Saudi Arabia, 4.875%, 1/12/2036 (n) | 843000 | &nbsp;&nbsp;&nbsp; 832034 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 11700000 | &nbsp;&nbsp;&nbsp; 313950 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 10000000 | &nbsp;&nbsp;&nbsp; 291971 |
| Republic of Angola, 8.25%, 5/09/2028  | $491000 | &nbsp;&nbsp;&nbsp; 494317 |
| Republic of Angola, 9.375%, 5/08/2048  | 400000 | &nbsp;&nbsp;&nbsp; 355552 |
| Republic of Argentina, 4.125%, 7/09/2035  | 1047289 | &nbsp;&nbsp;&nbsp; 810078 |
| Republic of Bulgaria, 5%, 3/05/2037  | 408000 | &nbsp;&nbsp;&nbsp; 402390 |
| Republic of Chile, 3.1%, 1/22/2061  | 672000 | &nbsp;&nbsp;&nbsp; 416573 |
| Republic of Costa Rica, 7.3%, 11/13/2054  | 591000 | &nbsp;&nbsp;&nbsp; 656666 |
| Republic of Cote d'Ivoire, 5.25%, 3/22/2030  | 802000 | &nbsp;&nbsp;&nbsp; 965071 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | $420000 | &nbsp;&nbsp;&nbsp; $435637 |
| Republic of Guatemala, 6.125%, 6/01/2050 (n) | 564000 | &nbsp;&nbsp;&nbsp; 549900 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | 970000 | &nbsp;&nbsp;&nbsp; 979431 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 333000 | &nbsp;&nbsp;&nbsp; 343507 |
| Republic of Paraguay, 5.6%, 3/13/2048  | 1049000 | &nbsp;&nbsp;&nbsp; 996655 |
| Republic of Peru, 5.375%, 2/08/2035  | 422000 | &nbsp;&nbsp;&nbsp; 429807 |
| Republic of Peru, 6.85%, 8/12/2035  | 3200000 | &nbsp;&nbsp;&nbsp; 1022544 |
| Republic of Poland, 5.375%, 2/12/2035  | $397000 | &nbsp;&nbsp;&nbsp; 407933 |
| Republic of Romania, 6.375%, 1/30/2034  | 554000 | &nbsp;&nbsp;&nbsp; 576672 |
| Republic of Romania, 7.5%, 2/10/2037  | 638000 | &nbsp;&nbsp;&nbsp; 708587 |
| Republic of Serbia, 1.65%, 3/03/2033  | 115000 | &nbsp;&nbsp;&nbsp; 115858 |
| Republic of Serbia, 6%, 6/12/2034 (n) | $689000 | &nbsp;&nbsp;&nbsp; 714645 |
| Republic of South Africa, 8.875%, 2/28/2035  | 39200000 | &nbsp;&nbsp;&nbsp; 2556290 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | $675000 | &nbsp;&nbsp;&nbsp; 715407 |
| Republic of South Africa, 7.3%, 4/20/2052  | 396000 | &nbsp;&nbsp;&nbsp; 390400 |
| Republic of Turkey, 7.625%, 5/15/2034  | 540000 | &nbsp;&nbsp;&nbsp; 575022 |
| Republic of Turkey, 6.5%, 1/03/2035  | 308000 | &nbsp;&nbsp;&nbsp; 305188 |
| State of Kuwait, 4.016%, 10/09/2028 (n) | 748000 | &nbsp;&nbsp;&nbsp; 747277 |
| Sultanate of Oman, 6%, 8/01/2029  | 406000 | &nbsp;&nbsp;&nbsp; 423416 |
| Sultanate of Oman, 7%, 1/25/2051  | 600000 | &nbsp;&nbsp;&nbsp; 669866 |
| United Mexican States, 4.75%, 4/27/2032  | 736000 | &nbsp;&nbsp;&nbsp; 715466 |
| United Mexican States, 5.85%, 7/02/2032  | 408000 | &nbsp;&nbsp;&nbsp; 416813 |
| United Mexican States, 5.625%, 2/09/2034  | 351000 | &nbsp;&nbsp;&nbsp; 349715 |
| United Mexican States, 6.125%, 2/09/2038  | 200000 | &nbsp;&nbsp;&nbsp; 199200 |
| United Mexican States, 3.771%, 5/24/2061  | 430000 | &nbsp;&nbsp;&nbsp; 261892 |
|  |  | &nbsp;&nbsp;&nbsp; $28036048 |
| Energy - Independent – 2.8% | Energy - Independent – 2.8% | Energy - Independent – 2.8% |
| Azule Energy Finance PLC, 8.25%, 1/22/2031 (n) | $419000 | &nbsp;&nbsp;&nbsp; $420259 |
| Chord Energy Corp., 6%, 10/01/2030 (n) | 145000 | &nbsp;&nbsp;&nbsp; 147827 |
| Chord Energy Corp., 6.75%, 3/15/2033 (n) | 513000 | &nbsp;&nbsp;&nbsp; 531813 |
| CNX Resources Corp., 7.25%, 3/01/2032 (n) | 583000 | &nbsp;&nbsp;&nbsp; 609948 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | 755000 | &nbsp;&nbsp;&nbsp; 759814 |
| Gulfport Energy Corp., 6.75%, 9/01/2029 (n) | 617000 | &nbsp;&nbsp;&nbsp; 636304 |
| Kraken Oil & Gas Partners LLC, 7.625%, 8/15/2029 (n) | 344000 | &nbsp;&nbsp;&nbsp; 343776 |
| Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.875%, 12/01/2032 (n) | 645000 | &nbsp;&nbsp;&nbsp; 669798 |
| Matador Resources Co., 6.875%, 4/15/2028 (n) | 371000 | &nbsp;&nbsp;&nbsp; 379070 |
| Matador Resources Co., 6.5%, 4/15/2032 (n) | 199000 | &nbsp;&nbsp;&nbsp; 202631 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | 271000 | &nbsp;&nbsp;&nbsp; 289073 |
| Permian Resources Operating LLC, 5.875%, 7/01/2029 (n) | 393000 | &nbsp;&nbsp;&nbsp; 394320 |
| Permian Resources Operating LLC, 7%, 1/15/2032 (n) | 392000 | &nbsp;&nbsp;&nbsp; 410934 |
| Permian Resources Operating LLC, 6.25%, 2/01/2033 (n) | 142000 | &nbsp;&nbsp;&nbsp; 146282 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 286000 | &nbsp;&nbsp;&nbsp; 259747 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 397000 | &nbsp;&nbsp;&nbsp; 398120 |
| SM Energy Co., 8.375%, 7/01/2028 (n) | 105000 | &nbsp;&nbsp;&nbsp; 108076 |
| SM Energy Co., 8.625%, 11/01/2030 (n) | 185000 | &nbsp;&nbsp;&nbsp; 195661 |
| SM Energy Co., 8.75%, 7/01/2031 (n) | 408000 | &nbsp;&nbsp;&nbsp; 428546 |
| Wildfire Intermediate Holdings LLC, 7.5%, 10/15/2029 (n) | 394000 | &nbsp;&nbsp;&nbsp; 399432 |
|  |  | &nbsp;&nbsp;&nbsp; $7731431 |
| Energy - Integrated – 0.5% | Energy - Integrated – 0.5% | Energy - Integrated – 0.5% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | 190000 | &nbsp;&nbsp;&nbsp; $143946 |
| BP Capital Markets PLC, 6%, 2/19/2173  | 280000 | &nbsp;&nbsp;&nbsp; 394085 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 450000 | &nbsp;&nbsp;&nbsp; 392356 |
| Orlen S.A., 6%, 1/30/2035  | $542000 | &nbsp;&nbsp;&nbsp; 569545 |
|  |  | &nbsp;&nbsp;&nbsp; $1499932 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Entertainment – 1.7% | Entertainment – 1.7% | Entertainment – 1.7% |
| Kingpin Intermediate Holdings LLC, 7.25%, 10/15/2032 (n) | $485000 | &nbsp;&nbsp;&nbsp; $463969 |
| Life Time, Inc., 6%, 11/15/2031 (n) | 378000 | &nbsp;&nbsp;&nbsp; 387560 |
| Lindblad Expeditions Holdings, Inc., 7%, 9/15/2030 (n) | 433000 | &nbsp;&nbsp;&nbsp; 452025 |
| NCL Corp. Ltd., 6.25%, 3/01/2030 (n) | 618000 | &nbsp;&nbsp;&nbsp; 631634 |
| NCL Corp. Ltd., 6.75%, 2/01/2032 (n) | 240000 | &nbsp;&nbsp;&nbsp; 245953 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | 485000 | &nbsp;&nbsp;&nbsp; 499943 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | 152000 | &nbsp;&nbsp;&nbsp; 152318 |
| Six Flags Entertainment Corp., 6.625%, 5/01/2032 (n) | 675000 | &nbsp;&nbsp;&nbsp; 689744 |
| Six Flags Entertainment Corp./Canada Wonderland Co., 8.625%, 1/15/2032 (n) | 142000 | &nbsp;&nbsp;&nbsp; 144904 |
| Viking Cruises Ltd. Co., 5.875%, 10/15/2033 (n) | 356000 | &nbsp;&nbsp;&nbsp; 360910 |
| Viking Ocean Cruises Ship VII Ltd., 5.625%, 2/15/2029 (n) | 656000 | &nbsp;&nbsp;&nbsp; 656027 |
|  |  | &nbsp;&nbsp;&nbsp; $4684987 |
| Financial Institutions – 6.1% | Financial Institutions – 6.1% | Financial Institutions – 6.1% |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | $388000 | &nbsp;&nbsp;&nbsp; $388147 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | 397000 | &nbsp;&nbsp;&nbsp; 393893 |
| Azorra Finance Ltd., 7.75%, 4/15/2030 (n) | 759000 | &nbsp;&nbsp;&nbsp; 798764 |
| Azorra Finance Ltd., 7.25%, 1/15/2031 (n) | 202000 | &nbsp;&nbsp;&nbsp; 211562 |
| Credit Acceptance Corp., 9.25%, 12/15/2028 (n) | 243000 | &nbsp;&nbsp;&nbsp; 254633 |
| Credit Acceptance Corp., 6.625%, 3/15/2030 (n) | 458000 | &nbsp;&nbsp;&nbsp; 458449 |
| CrossCountry Intermediate HoldCo LLC, 6.5%, 10/01/2030 (n) | 335000 | &nbsp;&nbsp;&nbsp; 340022 |
| CrossCountry Intermediate HoldCo LLC, 6.75%, 12/01/2032 (n) | 190000 | &nbsp;&nbsp;&nbsp; 191562 |
| Fastighets AB Balder, 4%, 2/19/2032  | 440000 | &nbsp;&nbsp;&nbsp; 526347 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/01/2029 (n) | $457000 | &nbsp;&nbsp;&nbsp; 478422 |
| Freedom Mortgage Holdings LLC, 6.875%, 5/01/2031 (n) | 234000 | &nbsp;&nbsp;&nbsp; 232216 |
| Freedom Mortgage Holdings LLC, 9.125%, 5/15/2031 (n) | 186000 | &nbsp;&nbsp;&nbsp; 196652 |
| FTAI Aviation Ltd., 5.5%, 5/01/2028 (n) | 581000 | &nbsp;&nbsp;&nbsp; 581558 |
| FTAI Aviation Ltd., 7.875%, 12/01/2030 (n) | 383000 | &nbsp;&nbsp;&nbsp; 406097 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 9/01/2027 (n) | 481000 | &nbsp;&nbsp;&nbsp; 497898 |
| goeasy Ltd., 6.875%, 2/15/2031 (n) | 423000 | &nbsp;&nbsp;&nbsp; 397604 |
| Heimstaden Bostad AB, 8.375%, 1/29/2030  | 258000 | &nbsp;&nbsp;&nbsp; 327300 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp., 9.75%, 1/15/2029  | $480000 | &nbsp;&nbsp;&nbsp; 482925 |
| Icahn Enterprises LP/Ichan Enterprises Finance Corp., 10%, 11/15/2029 (n) | 204000 | &nbsp;&nbsp;&nbsp; 205915 |
| Jefferson Capital Holdings LLC, 8.25%, 5/15/2030 (n) | 590000 | &nbsp;&nbsp;&nbsp; 621648 |
| LFS TopCo LLC, 8.75%, 7/15/2030 (n) | 228000 | &nbsp;&nbsp;&nbsp; 229116 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 86000 | &nbsp;&nbsp;&nbsp; 87074 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | 183000 | &nbsp;&nbsp;&nbsp; 195681 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 226000 | &nbsp;&nbsp;&nbsp; 231478 |
| Muthoot Finance Ltd., 5.75%, 8/04/2030 (n)(w) | 343000 | &nbsp;&nbsp;&nbsp; 342571 |
| OneMain Finance Corp., 6.625%, 5/15/2029  | 513000 | &nbsp;&nbsp;&nbsp; 528789 |
| OneMain Finance Corp., 5.375%, 11/15/2029  | 288000 | &nbsp;&nbsp;&nbsp; 287241 |
| OneMain Finance Corp., 7.5%, 5/15/2031  | 296000 | &nbsp;&nbsp;&nbsp; 310309 |
| OneMain Finance Corp., 6.75%, 9/15/2033  | 324000 | &nbsp;&nbsp;&nbsp; 327591 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/2033 (n) | 1222000 | &nbsp;&nbsp;&nbsp; 1246453 |
| Phoenix Aviation Capital, 9.25%, 7/15/2030 (n) | 432000 | &nbsp;&nbsp;&nbsp; 452747 |
| Rocket Cos., Inc., 6.5%, 8/01/2029 (n) | 422000 | &nbsp;&nbsp;&nbsp; 434078 |
| Rocket Cos., Inc., 6.125%, 8/01/2030 (n) | 493000 | &nbsp;&nbsp;&nbsp; 504738 |
| Rocket Cos., Inc., 6.375%, 8/01/2033 (n) | 790000 | &nbsp;&nbsp;&nbsp; 819594 |
| Rocket Cos., Inc., 4%, 10/15/2033 (n) | 160000 | &nbsp;&nbsp;&nbsp; 146917 |
| Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/01/2031 (n) | 219000 | &nbsp;&nbsp;&nbsp; 205579 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | 731000 | &nbsp;&nbsp;&nbsp; 752731 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 300000 | &nbsp;&nbsp;&nbsp; 353859 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | $705000 | &nbsp;&nbsp;&nbsp; 702603 |
| TrueNoord Capital DAC, 8.75%, 3/01/2030 (n) | 381000 | &nbsp;&nbsp;&nbsp; 401854 |
| Walker & Dunlop, Inc., 6.625%, 4/01/2033 (n) | 453000 | &nbsp;&nbsp;&nbsp; 464363 |
|  |  | &nbsp;&nbsp;&nbsp; $17016980 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Food & Beverages – 4.0% | Food & Beverages – 4.0% | Food & Beverages – 4.0% |
| Anheuser-Busch InBev S.A./N.V., 4.125%, 5/19/2045  | 110000 | &nbsp;&nbsp;&nbsp; $126895 |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $260000 | &nbsp;&nbsp;&nbsp; 245862 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | 331000 | &nbsp;&nbsp;&nbsp; 329661 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 530000 | &nbsp;&nbsp;&nbsp; 499070 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | 126000 | &nbsp;&nbsp;&nbsp; 126808 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 691000 | &nbsp;&nbsp;&nbsp; 687319 |
| Fiesta Purchaser, Inc., 7.875%, 3/01/2031 (n) | 269000 | &nbsp;&nbsp;&nbsp; 276663 |
| Fiesta Purchaser, Inc., 9.625%, 9/15/2032 (n) | 320000 | &nbsp;&nbsp;&nbsp; 323710 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 220000 | &nbsp;&nbsp;&nbsp; 219068 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 107000 | &nbsp;&nbsp;&nbsp; 98098 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 204942 |
| Heineken N.V., 3.505%, 5/03/2034  | 540000 | &nbsp;&nbsp;&nbsp; 638358 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 5.5%, 1/15/2036  | $324000 | &nbsp;&nbsp;&nbsp; 328837 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 1000000 | &nbsp;&nbsp;&nbsp; 938973 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 173000 | &nbsp;&nbsp;&nbsp; 179823 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 393000 | &nbsp;&nbsp;&nbsp; 322512 |
| Magnum ICC Finance B.V., 3.75%, 11/26/2034  | 370000 | &nbsp;&nbsp;&nbsp; 437968 |
| Magnum ICC Finance B.V., 4%, 11/26/2037  | 290000 | &nbsp;&nbsp;&nbsp; 339346 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | $251000 | &nbsp;&nbsp;&nbsp; 256442 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 508000 | &nbsp;&nbsp;&nbsp; 520114 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 387000 | &nbsp;&nbsp;&nbsp; 385713 |
| Performance Food Group Co., 5.5%, 10/15/2027 (n) | 454000 | &nbsp;&nbsp;&nbsp; 454246 |
| Performance Food Group Co., 6.125%, 9/15/2032 (n) | 388000 | &nbsp;&nbsp;&nbsp; 398499 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 962000 | &nbsp;&nbsp;&nbsp; 939405 |
| Post Holdings, Inc., 6.25%, 10/15/2034 (n) | 381000 | &nbsp;&nbsp;&nbsp; 383727 |
| U.S. Foods Holding Corp., 4.75%, 2/15/2029 (n) | 834000 | &nbsp;&nbsp;&nbsp; 830660 |
| U.S. Foods Holding Corp., 5.75%, 4/15/2033 (n) | 197000 | &nbsp;&nbsp;&nbsp; 200406 |
| Viking Baked Goods Acquisition Corp., 8.625%, 11/01/2031 (n) | 419000 | &nbsp;&nbsp;&nbsp; 414901 |
|  |  | &nbsp;&nbsp;&nbsp; $11108026 |
| Forest & Paper Products – 0.4% | Forest & Paper Products – 0.4% | Forest & Paper Products – 0.4% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $521000 | &nbsp;&nbsp;&nbsp; $517562 |
| Smurfit Kappa Treasury Co., 3.489%, 11/24/2031  | 110000 | &nbsp;&nbsp;&nbsp; 131318 |
| Veritiv Operating Co., 10.5%, 11/30/2030 (n) | $464000 | &nbsp;&nbsp;&nbsp; 496827 |
|  |  | &nbsp;&nbsp;&nbsp; $1145707 |
| Gaming & Lodging – 2.6% | Gaming & Lodging – 2.6% | Gaming & Lodging – 2.6% |
| CDI Escrow Issuer, Inc., 5.75%, 4/01/2030 (n) | $1076000 | &nbsp;&nbsp;&nbsp; $1081833 |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | 255000 | &nbsp;&nbsp;&nbsp; 262891 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 400000 | &nbsp;&nbsp;&nbsp; 405181 |
| Hilton Domestic Operating Co., Inc., 4.875%, 1/15/2030  | 1016000 | &nbsp;&nbsp;&nbsp; 1017985 |
| Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n) | 564000 | &nbsp;&nbsp;&nbsp; 522121 |
| Hilton Domestic Operating Co., Inc., 5.875%, 3/15/2033 (n) | 240000 | &nbsp;&nbsp;&nbsp; 246269 |
| Rivers Enterprise Lender LLC, 6.25%, 10/15/2030 (n) | 383000 | &nbsp;&nbsp;&nbsp; 388806 |
| Sands China Ltd., 4.375%, 6/18/2030  | 320000 | &nbsp;&nbsp;&nbsp; 314806 |
| Wyndham Hotels & Resorts, Inc., 4.375%, 8/15/2028 (n) | 684000 | &nbsp;&nbsp;&nbsp; 676119 |
| Wynn Macau Ltd., 5.625%, 8/26/2028 (n) | 1524000 | &nbsp;&nbsp;&nbsp; 1520878 |
| Wynn Macau Ltd., 6.75%, 2/15/2034 (n) | 203000 | &nbsp;&nbsp;&nbsp; 205765 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.125%, 10/01/2029 (n) | 510000 | &nbsp;&nbsp;&nbsp; 511515 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.125%, 2/15/2031 (n) | 133000 | &nbsp;&nbsp;&nbsp; 143298 |
|  |  | &nbsp;&nbsp;&nbsp; $7297467 |
| Industrial – 1.1% | Industrial – 1.1% | Industrial – 1.1% |
| AECOM, 6%, 8/01/2033 (n) | $734000 | &nbsp;&nbsp;&nbsp; $751907 |
| APi Escrow Corp., 4.75%, 10/15/2029 (n) | 918000 | &nbsp;&nbsp;&nbsp; 900052 |
| Brundage-Bone Concrete Pumping Holdings, Inc., 7.5%, 2/01/2032 (n) | 390000 | &nbsp;&nbsp;&nbsp; 392582 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | 966000 | &nbsp;&nbsp;&nbsp; 564780 |
| WSP Global, Inc., 5.548%, 11/22/2030  | 695000 | &nbsp;&nbsp;&nbsp; 550232 |
|  |  | &nbsp;&nbsp;&nbsp; $3159553 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Insurance – 1.0% | Insurance – 1.0% | Insurance – 1.0% |
| Aviva PLC, 4.625%, 8/28/2056  | 218000 | &nbsp;&nbsp;&nbsp; $267229 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $228000 | &nbsp;&nbsp;&nbsp; 194996 |
| Corebridge Financial, Inc., 6.875% to 12/01/2030, FLR (CMT - 5yr. + 3.181%) to 6/01/2174  | 233000 | &nbsp;&nbsp;&nbsp; 242080 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 455000 | &nbsp;&nbsp;&nbsp; 458954 |
| Mapfre S.A., 3.125%, 1/20/2032  | 400000 | &nbsp;&nbsp;&nbsp; 474059 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $646000 | &nbsp;&nbsp;&nbsp; 687301 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 408000 | &nbsp;&nbsp;&nbsp; 445245 |
|  |  | &nbsp;&nbsp;&nbsp; $2769864 |
| Insurance - Health – 0.9% | Insurance - Health – 0.9% | Insurance - Health – 0.9% |
| Bupa Finance PLC, 6.625%, 11/18/2045  | 110000 | &nbsp;&nbsp;&nbsp; $150455 |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $313000 | &nbsp;&nbsp;&nbsp; 321510 |
| Humana, Inc., 5.375%, 4/15/2031  | 196000 | &nbsp;&nbsp;&nbsp; 200755 |
| Humana, Inc., 5.55%, 5/01/2035  | 531000 | &nbsp;&nbsp;&nbsp; 532470 |
| Molina Healthcare, Inc., 6.5%, 2/15/2031 (n) | 616000 | &nbsp;&nbsp;&nbsp; 631306 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 565000 | &nbsp;&nbsp;&nbsp; 576428 |
|  |  | &nbsp;&nbsp;&nbsp; $2412924 |
| Insurance - Property & Casualty – 3.5% | Insurance - Property & Casualty – 3.5% | Insurance - Property & Casualty – 3.5% |
| Acrisure LLC/Acrisure Finance, Inc., 7.5%, 11/06/2030 (n) | $148000 | &nbsp;&nbsp;&nbsp; $153223 |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 7/01/2032 (n) | 656000 | &nbsp;&nbsp;&nbsp; 672532 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 (n) | 265000 | &nbsp;&nbsp;&nbsp; 264162 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7%, 1/15/2031 (n) | 403000 | &nbsp;&nbsp;&nbsp; 417813 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.5%, 10/01/2031 (n) | 394000 | &nbsp;&nbsp;&nbsp; 404973 |
| American International Group, Inc., 5.125%, 3/27/2033  | 356000 | &nbsp;&nbsp;&nbsp; 364540 |
| AmWINS Group Benefits, Inc., 4.875%, 6/30/2029 (n) | 193000 | &nbsp;&nbsp;&nbsp; 190422 |
| Amynta Agency Borrower, Inc., 7.5%, 7/15/2033 (n) | 478000 | &nbsp;&nbsp;&nbsp; 487354 |
| Ardonagh Finco Ltd., 6.875%, 2/15/2031  | 138000 | &nbsp;&nbsp;&nbsp; 168067 |
| Ardonagh Finco Ltd., 7.75%, 2/15/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp; 206756 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | 79000 | &nbsp;&nbsp;&nbsp; 80743 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 109000 | &nbsp;&nbsp;&nbsp; 119851 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 238000 | &nbsp;&nbsp;&nbsp; 233193 |
| Asurion LLC, 8%, 12/31/2032 (n) | 810000 | &nbsp;&nbsp;&nbsp; 846292 |
| Asurion LLC, 8.375%, 2/01/2034 (n) | 470000 | &nbsp;&nbsp;&nbsp; 475151 |
| Baldwin Insurance Group Holdings LLC, 7.125%, 5/15/2031 (n) | 650000 | &nbsp;&nbsp;&nbsp; 668411 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 672000 | &nbsp;&nbsp;&nbsp; 501543 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035  | $316000 | &nbsp;&nbsp;&nbsp; 329080 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 402000 | &nbsp;&nbsp;&nbsp; 420732 |
| Hub International Ltd., 5.625%, 12/01/2029 (n) | 180000 | &nbsp;&nbsp;&nbsp; 179811 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 593000 | &nbsp;&nbsp;&nbsp; 618709 |
| Hub International Ltd., 7.375%, 1/31/2032 (n) | 275000 | &nbsp;&nbsp;&nbsp; 288064 |
| Liberty Mutual Group, Inc., 3.875%, 9/26/2035  | 340000 | &nbsp;&nbsp;&nbsp; 398212 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | $319000 | &nbsp;&nbsp;&nbsp; 307935 |
| Panther Escrow Issuer, 7.125%, 6/01/2031 (n) | 944000 | &nbsp;&nbsp;&nbsp; 972250 |
|  |  | &nbsp;&nbsp;&nbsp; $9769819 |
| Interactive Media Services – 0.3% | Interactive Media Services – 0.3% | Interactive Media Services – 0.3% |
| Snap, Inc., 6.875%, 3/01/2033 (n) | $622000 | &nbsp;&nbsp;&nbsp; $638269 |
| Snap, Inc., 6.875%, 3/15/2034 (n) | 147000 | &nbsp;&nbsp;&nbsp; 150105 |
|  |  | &nbsp;&nbsp;&nbsp; $788374 |
| International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% |
| Aena SME S.A., 3.5%, 1/22/2036  | 200000 | &nbsp;&nbsp;&nbsp; $235109 |
| Belfius Bank S.A. (Kingdom of Belgium), 4% to 4/29/2033, FLR (EUR ICE Swap Rate - 5yr. + 1.3%) to 4/29/2038  | 200000 | &nbsp;&nbsp;&nbsp; 237753 |
| Electricite de France S.A., 4.625%, 1/25/2043  | 200000 | &nbsp;&nbsp;&nbsp; 237116 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | 280000 | &nbsp;&nbsp;&nbsp; 334217 |
| Landsbankinn hf. (Republic of Iceland), 3.625%, 11/03/2032  | 220000 | &nbsp;&nbsp;&nbsp; 258168 |
| Logicor Financing S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 7/14/2032  | 460000 | &nbsp;&nbsp;&nbsp; 545580 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $425000 | &nbsp;&nbsp;&nbsp; 381931 |

---

------

*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 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 4/02/2033  | 170000 | &nbsp;&nbsp;&nbsp; $200286 |
| Swisscom Finance B.V., 3.625%, 11/17/2037  | 600000 | &nbsp;&nbsp;&nbsp; 700506 |
|  |  | &nbsp;&nbsp;&nbsp; $3130666 |
| International Market Sovereign – 3.2% | International Market Sovereign – 3.2% | International Market Sovereign – 3.2% |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $239000 | &nbsp;&nbsp;&nbsp; $217282 |
| Government of Bermuda, 5%, 7/15/2032 (n) | 931000 | &nbsp;&nbsp;&nbsp; 940003 |
| Kingdom of Spain, 3.2%, 10/31/2035 (n) | 1941000 | &nbsp;&nbsp;&nbsp; 2297819 |
| Republic of Iceland, 6.5%, 1/24/2031  | 66000000 | &nbsp;&nbsp;&nbsp; 530870 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | 3546000 | &nbsp;&nbsp;&nbsp; 4204174 |
| State of Israel, 5%, 1/13/2036  | $600000 | &nbsp;&nbsp;&nbsp; 590854 |
|  |  | &nbsp;&nbsp;&nbsp; $8781002 |
| Internet – 0.1% | Internet – 0.1% | Internet – 0.1% |
| Alphabet, Inc., 4%, 5/06/2054  | 199000 | &nbsp;&nbsp;&nbsp; $220348 |
| Local Authorities – 0.8% | Local Authorities – 0.8% | Local Authorities – 0.8% |
| Alliander N.V., 3.5%, 5/06/2037  | 290000 | &nbsp;&nbsp;&nbsp; $338683 |
| Province of Alberta, 1.65%, 6/01/2031  | 553000 | &nbsp;&nbsp;&nbsp; 376462 |
| Province of British Columbia, 2.95%, 6/18/2050  | 405000 | &nbsp;&nbsp;&nbsp; 225529 |
| Province of Ontario, 3.25%, 7/03/2035  | 1110000 | &nbsp;&nbsp;&nbsp; 1321280 |
|  |  | &nbsp;&nbsp;&nbsp; $2261954 |
| Machinery & Tools – 0.7% | Machinery & Tools – 0.7% | Machinery & Tools – 0.7% |
| Columbia Pipelines Holding Co., LLC, 7.125%, 2/01/2033 (n) | $332000 | &nbsp;&nbsp;&nbsp; $333726 |
| Manitowoc Co., Inc., 9.25%, 10/01/2031 (n) | 405000 | &nbsp;&nbsp;&nbsp; 439874 |
| Ritchie Bros Holdings, Inc., 7.75%, 3/15/2031 (n) | 1014000 | &nbsp;&nbsp;&nbsp; 1056981 |
|  |  | &nbsp;&nbsp;&nbsp; $1830581 |
| Major Banks – 6.0% | Major Banks – 6.0% | Major Banks – 6.0% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $251000 | &nbsp;&nbsp;&nbsp; $257110 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 409000 | &nbsp;&nbsp;&nbsp; 375312 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 630000 | &nbsp;&nbsp;&nbsp; 651721 |
| Bankinter S.A., 3.25% to 11/03/2032, FLR (EUR ICE Swap Rate - 1yr. + 0.8%) to 11/03/2033  | 300000 | &nbsp;&nbsp;&nbsp; 352961 |
| BNP Paribas, 6.875% to 12/15/2033, FLR (CMT - 5yr. + 2.853%) to 6/15/2174 (n) | $340000 | &nbsp;&nbsp;&nbsp; 343078 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | 488000 | &nbsp;&nbsp;&nbsp; 444601 |
| Danske Bank A.S., 1.549% to 6/09/2028, FLR (EUR ICE Swap Rate - 1yr. + 0.88%) to 9/10/2027 (n) | 361000 | &nbsp;&nbsp;&nbsp; 355697 |
| Danske Bank A.S., 4.613% to 10/02/2029, FLR (CMT - 1yr. + 1.1%) to 10/02/2030 (n) | 390000 | &nbsp;&nbsp;&nbsp; 393041 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 440000 | &nbsp;&nbsp;&nbsp; 449324 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | 413000 | &nbsp;&nbsp;&nbsp; 417827 |
| Este Group Bank AG, 3.75%, 4/21/2036  | 300000 | &nbsp;&nbsp;&nbsp; 355873 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $216000 | &nbsp;&nbsp;&nbsp; 218931 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 457000 | &nbsp;&nbsp;&nbsp; 457366 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | 405000 | &nbsp;&nbsp;&nbsp; 403263 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | 347000 | &nbsp;&nbsp;&nbsp; 355650 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 343000 | &nbsp;&nbsp;&nbsp; 357364 |
| JPMorgan Chase & Co., 4.603% to 10/22/2029, FLR (SOFR - 1 day + 1.04%) to 10/22/2030  | 546000 | &nbsp;&nbsp;&nbsp; 553844 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 518000 | &nbsp;&nbsp;&nbsp; 461314 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | 312000 | &nbsp;&nbsp;&nbsp; 324498 |
| mBank S.A., 4.034% to 9/27/2029, FLR (EURIBOR - 3mo. + 1.75%) to 9/27/2030  | 400000 | &nbsp;&nbsp;&nbsp; 488835 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | $550000 | &nbsp;&nbsp;&nbsp; 493452 |
| Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036  | 424000 | &nbsp;&nbsp;&nbsp; 428966 |
| Morgan Stanley, 1.593% to 5/04/2026, FLR (SOFR - 1 day + 0.879%) to 5/04/2027  | 312000 | &nbsp;&nbsp;&nbsp; 310041 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 550000 | &nbsp;&nbsp;&nbsp; 534017 |
| Morgan Stanley, 3.149%, 11/07/2031  | 490000 | &nbsp;&nbsp;&nbsp; 578875 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | $489000 | &nbsp;&nbsp;&nbsp; 506235 |
| Nationwide Building Society, 4.351%, 9/30/2030 (n) | 435000 | &nbsp;&nbsp;&nbsp; 434261 |
| Nationwide Building Society, 3.854% to 2/03/2036, FLR (EURIBOR - 3mo. + 0.995%) to 2/03/2037  | 390000 | &nbsp;&nbsp;&nbsp; 463206 |
| NatWest Group PLC, 3.632%, 9/03/2034  | 220000 | &nbsp;&nbsp;&nbsp; 261364 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| NatWest Markets PLC, 3.125%, 1/13/2031  | 420000 | &nbsp;&nbsp;&nbsp; $499459 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $287000 | &nbsp;&nbsp;&nbsp; 301083 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 336000 | &nbsp;&nbsp;&nbsp; 348824 |
| UBS Group AG, 3.125%, 2/13/2031  | 410000 | &nbsp;&nbsp;&nbsp; 486323 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $711000 | &nbsp;&nbsp;&nbsp; 637553 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | 579000 | &nbsp;&nbsp;&nbsp; 528805 |
| UniCredit S.p.A., 2.875% to 7/15/2029, FLR (EURIBOR - 3mo. + 0.55%) to 7/15/2030  | 670000 | &nbsp;&nbsp;&nbsp; 794408 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | 270000 | &nbsp;&nbsp;&nbsp; 321314 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | $366000 | &nbsp;&nbsp;&nbsp; 378136 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 437000 | &nbsp;&nbsp;&nbsp; 407474 |
|  |  | &nbsp;&nbsp;&nbsp; $16731406 |
| Medical & Health Technology & Services – 3.3% | Medical & Health Technology & Services – 3.3% | Medical & Health Technology & Services – 3.3% |
| Acadia Healthcare Co., Inc., 7.375%, 3/15/2033 (n) | $485000 | &nbsp;&nbsp;&nbsp; $479080 |
| Bausch & Lomb Escrow Corp., 8.375%, 10/01/2028 (n) | 437000 | &nbsp;&nbsp;&nbsp; 455573 |
| Baxter International, Inc., 4.9%, 12/15/2030  | 117000 | &nbsp;&nbsp;&nbsp; 117872 |
| Baxter International, Inc., 5.65%, 12/15/2035  | 148000 | &nbsp;&nbsp;&nbsp; 149257 |
| Becton, Dickinson and Co., 4.874%, 2/08/2029  | 446000 | &nbsp;&nbsp;&nbsp; 455142 |
| CHS/Community Health Systems, Inc., 6.125%, 4/01/2030 (n) | 295000 | &nbsp;&nbsp;&nbsp; 242772 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | 1190000 | &nbsp;&nbsp;&nbsp; 1122068 |
| Concentra, Inc., 6.875%, 7/15/2032 (n) | 488000 | &nbsp;&nbsp;&nbsp; 510938 |
| Encompass Health Corp., 4.75%, 2/01/2030  | 643000 | &nbsp;&nbsp;&nbsp; 640048 |
| Encompass Health Corp., 4.625%, 4/01/2031  | 202000 | &nbsp;&nbsp;&nbsp; 197724 |
| HCA, Inc., 4.9%, 11/15/2035  | 359000 | &nbsp;&nbsp;&nbsp; 352573 |
| HCA, Inc., 5.7%, 11/15/2055  | 236000 | &nbsp;&nbsp;&nbsp; 224837 |
| IQVIA, Inc., 5%, 5/15/2027 (n) | 454000 | &nbsp;&nbsp;&nbsp; 454153 |
| IQVIA, Inc., 6.5%, 5/15/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 414350 |
| IQVIA, Inc., 6.25%, 6/01/2032 (n) | 453000 | &nbsp;&nbsp;&nbsp; 470644 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050  | 318000 | &nbsp;&nbsp;&nbsp; 194823 |
| Prime Healthcare Services, Inc., 9.375%, 9/01/2029 (n) | 381000 | &nbsp;&nbsp;&nbsp; 396716 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 205000 | &nbsp;&nbsp;&nbsp; 205389 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/2032 (n) | 566000 | &nbsp;&nbsp;&nbsp; 569856 |
| Thermo Fisher Scientific Finance I B.V., 3.628%, 12/01/2035  | 530000 | &nbsp;&nbsp;&nbsp; 630984 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | $470000 | &nbsp;&nbsp;&nbsp; 470949 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/2029 (n) | 363000 | &nbsp;&nbsp;&nbsp; 364590 |
|  |  | &nbsp;&nbsp;&nbsp; $9120338 |
| Medical Equipment – 0.8% | Medical Equipment – 0.8% | Medical Equipment – 0.8% |
| Insulet Corp., 6.5%, 4/01/2033 (n) | $594000 | &nbsp;&nbsp;&nbsp; $618178 |
| Medline Borrower LP, 5.25%, 10/01/2029 (n) | 723000 | &nbsp;&nbsp;&nbsp; 724250 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/01/2029 (n) | 480000 | &nbsp;&nbsp;&nbsp; 495413 |
| Stryker Corp., 5.2%, 2/10/2035  | 370000 | &nbsp;&nbsp;&nbsp; 379089 |
|  |  | &nbsp;&nbsp;&nbsp; $2216930 |
| Metals & Mining – 1.9% | Metals & Mining – 1.9% | Metals & Mining – 1.9% |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 7/15/2026 (n) | $535000 | &nbsp;&nbsp;&nbsp; $465709 |
| BHP Billiton Finance Ltd., 3.643%, 9/04/2035  | 630000 | &nbsp;&nbsp;&nbsp; 745883 |
| First Quantum Minerals Ltd., 8%, 3/01/2033 (n) | $200000 | &nbsp;&nbsp;&nbsp; 214612 |
| Fortescue Treasury Pty Ltd., 4.375%, 4/01/2031 (n) | 922000 | &nbsp;&nbsp;&nbsp; 890836 |
| Mineral Resources Ltd., 9.25%, 10/01/2028 (n) | 689000 | &nbsp;&nbsp;&nbsp; 723732 |
| Mineral Resources Ltd., 7%, 4/01/2031 (n) | 145000 | &nbsp;&nbsp;&nbsp; 152389 |
| Novelis, Inc., 4.75%, 1/30/2030 (n) | 167000 | &nbsp;&nbsp;&nbsp; 161878 |
| Novelis, Inc., 6.875%, 1/30/2030 (n) | 308000 | &nbsp;&nbsp;&nbsp; 319227 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 (z) | 263919 | &nbsp;&nbsp;&nbsp; 160489 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 372000 | &nbsp;&nbsp;&nbsp; 382926 |
| Samarco Mineracao S.A., 9% (4% Cash + 5% PIK) to 12/30/2026, (5.5% Cash + 3.5% PIK) to 12/30/2027, 9.25% Cash to <br> 12/30/2029, 9.5% Cash to 6/30/2031 (p)<br>| 460253 | &nbsp;&nbsp;&nbsp; 462056 |
| Taseko Mines Ltd., 8.25%, 5/01/2030 (n) | 496000 | &nbsp;&nbsp;&nbsp; 526475 |
|  |  | &nbsp;&nbsp;&nbsp; $5206212 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Midstream – 5.6% | Midstream – 5.6% | Midstream – 5.6% |
| Antero Midstream Corp., 5.75%, 7/01/2034 (n) | $955000 | &nbsp;&nbsp;&nbsp; $964632 |
| Buckeye Partners LP, 6.75%, 2/01/2030 (n) | 393000 | &nbsp;&nbsp;&nbsp; 411773 |
| Buckeye Partners LP, 5.85%, 11/15/2043  | 170000 | &nbsp;&nbsp;&nbsp; 158610 |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | 443000 | &nbsp;&nbsp;&nbsp; 453100 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 379000 | &nbsp;&nbsp;&nbsp; 403741 |
| Delek Logistics Partners LP/Delek Logistics Corp., 8.625%, 3/15/2029 (n) | 627000 | &nbsp;&nbsp;&nbsp; 655732 |
| Delek Logistics Partners LP/Delek Logistics Corp., 7.375%, 6/30/2033 (n) | 268000 | &nbsp;&nbsp;&nbsp; 275591 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 396000 | &nbsp;&nbsp;&nbsp; 385461 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 273000 | &nbsp;&nbsp;&nbsp; 260283 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8.25%, 1/15/2029  | 755000 | &nbsp;&nbsp;&nbsp; 787069 |
| NuStar Logistics LP, 6.375%, 10/01/2030  | 599000 | &nbsp;&nbsp;&nbsp; 627602 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 617000 | &nbsp;&nbsp;&nbsp; 435101 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $350000 | &nbsp;&nbsp;&nbsp; 360932 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 201000 | &nbsp;&nbsp;&nbsp; 203929 |
| Prairie Acquiror LP, 9%, 8/01/2029 (n) | 456000 | &nbsp;&nbsp;&nbsp; 472964 |
| Rockies Express Pipeline LLC, 4.95%, 7/15/2029 (n) | 59000 | &nbsp;&nbsp;&nbsp; 58817 |
| Rockies Express Pipeline LLC, 6.75%, 3/15/2033 (n) | 264000 | &nbsp;&nbsp;&nbsp; 278465 |
| Rockies Express Pipeline LLC, 7.5%, 7/15/2038 (n) | 203000 | &nbsp;&nbsp;&nbsp; 222212 |
| Rockies Express Pipeline LLC, 6.875%, 4/15/2040 (n) | 595000 | &nbsp;&nbsp;&nbsp; 609117 |
| Sunoco LP, 4.625%, 5/01/2030 (n) | 598000 | &nbsp;&nbsp;&nbsp; 583096 |
| Sunoco LP, 7.25%, 5/01/2032 (n) | 697000 | &nbsp;&nbsp;&nbsp; 737162 |
| Sunoco LP, 6.625%, 8/15/2032 (n) | 240000 | &nbsp;&nbsp;&nbsp; 247519 |
| Tallgrass Energy Partners LP, 5.5%, 1/15/2028 (n) | 854000 | &nbsp;&nbsp;&nbsp; 853705 |
| Tallgrass Energy Partners LP, 7.375%, 2/15/2029 (n) | 230000 | &nbsp;&nbsp;&nbsp; 238435 |
| Tallgrass Energy Partners LP, 6.75%, 3/15/2034 (n) | 124000 | &nbsp;&nbsp;&nbsp; 126196 |
| Targa Resources Corp., 4.2%, 2/01/2033  | 131000 | &nbsp;&nbsp;&nbsp; 125319 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 389000 | &nbsp;&nbsp;&nbsp; 332134 |
| TransMontaigne Partners LLC, 8.5%, 6/15/2030 (n) | 347000 | &nbsp;&nbsp;&nbsp; 359984 |
| Venture Global Calcasieu Pass LLC, 4.125%, 8/15/2031 (n) | 540000 | &nbsp;&nbsp;&nbsp; 498279 |
| Venture Global LNG, Inc., 8.125%, 6/01/2028 (n) | 243000 | &nbsp;&nbsp;&nbsp; 248758 |
| Venture Global LNG, Inc., 9.5%, 2/01/2029 (n) | 542000 | &nbsp;&nbsp;&nbsp; 577159 |
| Venture Global LNG, Inc., 8.375%, 6/01/2031 (n) | 591000 | &nbsp;&nbsp;&nbsp; 604484 |
| Venture Global LNG, Inc., 9% to 9/30/2029, FLR (CMT - 5yr. + 5.44%) to 3/30/2173 (n) | 622000 | &nbsp;&nbsp;&nbsp; 547188 |
| Venture Global Plaquemines LNG LLC, 7.5%, 5/01/2033 (n) | 176000 | &nbsp;&nbsp;&nbsp; 192961 |
| Venture Global Plaquemines LNG LLC, 6.5%, 1/15/2034 (n) | 587000 | &nbsp;&nbsp;&nbsp; 609188 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/2036 (n) | 464000 | &nbsp;&nbsp;&nbsp; 486393 |
|  |  | &nbsp;&nbsp;&nbsp; $15393091 |
| Municipals – 0.4% | Municipals – 0.4% | Municipals – 0.4% |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | $435000 | &nbsp;&nbsp;&nbsp; $382333 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 330000 | &nbsp;&nbsp;&nbsp; 278868 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034  | 355000 | &nbsp;&nbsp;&nbsp; 374339 |
|  |  | &nbsp;&nbsp;&nbsp; $1035540 |
| Natural Gas - Distribution – 0.5% | Natural Gas - Distribution – 0.5% | Natural Gas - Distribution – 0.5% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $610000 | &nbsp;&nbsp;&nbsp; $644425 |
| Engie S.A., 3.25%, 1/11/2032  | 200000 | &nbsp;&nbsp;&nbsp; 236988 |
| Sempra, 6.875% to 10/01/2029, FLR (CMT - 5yr. + 2.789%) to 10/01/2054  | $183000 | &nbsp;&nbsp;&nbsp; 187584 |
| Vier Gas Transport GmbH, 3.625%, 9/08/2033  | 200000 | &nbsp;&nbsp;&nbsp; 237128 |
|  |  | &nbsp;&nbsp;&nbsp; $1306125 |
| Network & Telecom – 1.0% | Network & Telecom – 1.0% | Network & Telecom – 1.0% |
| Altice Financing S.A., 5.75%, 8/15/2029 (n) | $240000 | &nbsp;&nbsp;&nbsp; $172680 |
| Frontier Communications Holdings LLC, 6.75%, 5/01/2029 (n) | 257000 | &nbsp;&nbsp;&nbsp; 257902 |
| Iliad Holding S.A.S., 7%, 10/15/2028 (n) | 840000 | &nbsp;&nbsp;&nbsp; 849642 |
| Iliad Holding S.A.S., 5.375%, 4/15/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 122381 |
| Iliad Holding S.A.S., 6.875%, 4/15/2031 (n) | 233000 | &nbsp;&nbsp;&nbsp; 294462 |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $549000 | &nbsp;&nbsp;&nbsp; 563528 |
| NTT Finance Corp., 3.678%, 7/16/2033  | 170000 | &nbsp;&nbsp;&nbsp; 204289 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Network & Telecom – continued | Network & Telecom – continued | Network & Telecom – continued |
| NTT Finance Corp., 4.091%, 7/16/2037  | 127000 | &nbsp;&nbsp;&nbsp; $153310 |
| Windstream Services LLC/Windstream Escrow, 8.25%, 10/01/2031 (n) | $199000 | &nbsp;&nbsp;&nbsp; 208457 |
|  |  | &nbsp;&nbsp;&nbsp; $2826651 |
| Oil Services – 0.6% | Oil Services – 0.6% | Oil Services – 0.6% |
| Nabors Industries, Inc., 8.875%, 8/15/2031 (n) | $483000 | &nbsp;&nbsp;&nbsp; $491127 |
| U.S.A. Compression Partners LP/Finance Co., 7.125%, 3/15/2029 (n) | 736000 | &nbsp;&nbsp;&nbsp; 762068 |
| Valaris Ltd., 8.375%, 4/30/2030 (n) | 461000 | &nbsp;&nbsp;&nbsp; 481704 |
|  |  | &nbsp;&nbsp;&nbsp; $1734899 |
| Oils – 0.2% | Oils – 0.2% | Oils – 0.2% |
| PBF Holding Co. LLC, 7.875%, 9/15/2030 (n) | $236000 | &nbsp;&nbsp;&nbsp; $236319 |
| Raizen Fuels Finance S.A., 6.45%, 3/05/2034 (n) | 402000 | &nbsp;&nbsp;&nbsp; 329640 |
|  |  | &nbsp;&nbsp;&nbsp; $565959 |
| Other Banks & Diversified Financials – 2.1% | Other Banks & Diversified Financials – 2.1% | Other Banks & Diversified Financials – 2.1% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $621000 | &nbsp;&nbsp;&nbsp; $658789 |
| AIB Group PLC, 3.75% to 3/20/2032, FLR (EUR ICE Swap Rate - 1yr. + 1.25%) to 3/20/2033  | 210000 | &nbsp;&nbsp;&nbsp; 253982 |
| AIB Group PLC, 5.871% to 3/28/2034, FLR (SOFR - 1 day + 1.91%) to 3/28/2035 (n) | $400000 | &nbsp;&nbsp;&nbsp; 422332 |
| Bank Hapoalim B.M., 4.722%, 7/14/2029 (n) | 600000 | &nbsp;&nbsp;&nbsp; 598887 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | 500000 | &nbsp;&nbsp;&nbsp; 445386 |
| CaixaBank S.A., 3.375%, 6/26/2035  | 500000 | &nbsp;&nbsp;&nbsp; 587780 |
| CBQ Finance Ltd., 4.625%, 9/10/2030  | $700000 | &nbsp;&nbsp;&nbsp; 700580 |
| Deutsche Bank AG, 3%, 2/07/2031  | 400000 | &nbsp;&nbsp;&nbsp; 473178 |
| Industrial Subordinated Trust 2.0, 6.55% to 4/15/2031, FLR (CMT - 5yr. + 2.864%) to 4/15/2036 (n) | $256000 | &nbsp;&nbsp;&nbsp; 259648 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | 260000 | &nbsp;&nbsp;&nbsp; 261711 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | 371000 | &nbsp;&nbsp;&nbsp; 394067 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028  | 359000 | &nbsp;&nbsp;&nbsp; 363980 |
| SNB Funding Ltd., 6% to 6/24/2030, FLR (CMT - 5yr. + 2%) to 6/24/2035  | 513000 | &nbsp;&nbsp;&nbsp; 524992 |
|  |  | &nbsp;&nbsp;&nbsp; $5945312 |
| Pharmaceuticals – 1.7% | Pharmaceuticals – 1.7% | Pharmaceuticals – 1.7% |
| 1261229 B.C. Ltd., 10%, 4/15/2032 (n) | $836000 | &nbsp;&nbsp;&nbsp; $857951 |
| AbbVie, Inc., 4.875%, 3/15/2030  | 243000 | &nbsp;&nbsp;&nbsp; 250119 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 226000 | &nbsp;&nbsp;&nbsp; 223528 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 282000 | &nbsp;&nbsp;&nbsp; 273506 |
| Bausch Health Co., Inc., 4.875%, 6/01/2028 (n) | 115000 | &nbsp;&nbsp;&nbsp; 106373 |
| Bausch Health Co., Inc., 5.25%, 1/30/2030 (n) | 214000 | &nbsp;&nbsp;&nbsp; 152207 |
| BMS Ireland Capital Funding DAC, 3.363%, 11/10/2033  | 310000 | &nbsp;&nbsp;&nbsp; 366485 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | $418000 | &nbsp;&nbsp;&nbsp; 415908 |
| Genmab A.S., 6.25%, 12/15/2032 (n) | 677000 | &nbsp;&nbsp;&nbsp; 693951 |
| Grifols S.A., 7.125%, 5/01/2030  | 325000 | &nbsp;&nbsp;&nbsp; 402751 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | $474000 | &nbsp;&nbsp;&nbsp; 469945 |
| Roche Holdings, Inc., 5.593%, 11/13/2033 (n) | 299000 | &nbsp;&nbsp;&nbsp; 319171 |
| Sandoz Finance B.V., 4%, 3/26/2035  | 210000 | &nbsp;&nbsp;&nbsp; 254238 |
|  |  | &nbsp;&nbsp;&nbsp; $4786133 |
| Pollution Control – 0.8% | Pollution Control – 0.8% | Pollution Control – 0.8% |
| Biffa Group Holdings Ltd., 7.375%, 6/15/2031  | 310000 | &nbsp;&nbsp;&nbsp; $431290 |
| Clean Harbors, Inc., 5.75%, 10/15/2033 (n) | $707000 | &nbsp;&nbsp;&nbsp; 722307 |
| GFL Environmental, Inc., 4%, 8/01/2028 (n) | 530000 | &nbsp;&nbsp;&nbsp; 521621 |
| GFL Environmental, Inc., 3.5%, 9/01/2028 (n) | 179000 | &nbsp;&nbsp;&nbsp; 175391 |
| GFL Environmental, Inc., 6.75%, 1/15/2031 (n) | 227000 | &nbsp;&nbsp;&nbsp; 237472 |
| Wrangler Holdco Corp., 6.625%, 4/01/2032 (n) | 238000 | &nbsp;&nbsp;&nbsp; 247657 |
|  |  | &nbsp;&nbsp;&nbsp; $2335738 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% |
| Eldorado Gold Corp., 6.25%, 9/01/2029 (n) | $608000 | &nbsp;&nbsp;&nbsp; $611042 |
| IAMGOLD Corp., 5.75%, 10/15/2028 (n) | 505000 | &nbsp;&nbsp;&nbsp; 507040 |
| New Gold, Inc., 6.875%, 4/01/2032 (n) | 402000 | &nbsp;&nbsp;&nbsp; 427095 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | 426000 | &nbsp;&nbsp;&nbsp; 449248 |
|  |  | &nbsp;&nbsp;&nbsp; $1994425 |
| Printing & Publishing – 0.4% | Printing & Publishing – 0.4% | Printing & Publishing – 0.4% |
| Graham Holdings Co., 5.625%, 12/01/2033 (n) | $525000 | &nbsp;&nbsp;&nbsp; $527532 |
| News Corp., 3.875%, 5/15/2029 (n) | 520000 | &nbsp;&nbsp;&nbsp; 506620 |
|  |  | &nbsp;&nbsp;&nbsp; $1034152 |
| Railroad & Shipping – 0.4% | Railroad & Shipping – 0.4% | Railroad & Shipping – 0.4% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $583000 | &nbsp;&nbsp;&nbsp; $574128 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 835000 | &nbsp;&nbsp;&nbsp; 577049 |
|  |  | &nbsp;&nbsp;&nbsp; $1151177 |
| Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 4.625%, 8/01/2029  | $214000 | &nbsp;&nbsp;&nbsp; $183478 |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 8.5%, 2/15/2032 (n) | 363000 | &nbsp;&nbsp;&nbsp; 388903 |
|  |  | &nbsp;&nbsp;&nbsp; $572381 |
| Real Estate - Office – 0.6% | Real Estate - Office – 0.6% | Real Estate - Office – 0.6% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $69000 | &nbsp;&nbsp;&nbsp; $69000 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 204000 | &nbsp;&nbsp;&nbsp; 202181 |
| COPT Defense Properties, 4.5%, 10/15/2030  | 192000 | &nbsp;&nbsp;&nbsp; 191538 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | 245000 | &nbsp;&nbsp;&nbsp; 244468 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | 224000 | &nbsp;&nbsp;&nbsp; 233755 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 398000 | &nbsp;&nbsp;&nbsp; 399176 |
| Vornado Realty LP, 5.75%, 2/01/2033  | 291000 | &nbsp;&nbsp;&nbsp; 294327 |
|  |  | &nbsp;&nbsp;&nbsp; $1634445 |
| Real Estate - Other – 1.1% | Real Estate - Other – 1.1% | Real Estate - Other – 1.1% |
| Park Intermediate Holdings LLC, 4.875%, 5/15/2029 (n) | $655000 | &nbsp;&nbsp;&nbsp; $640759 |
| RHP Hotel Properties LP/RHP Finance Corp., 7.25%, 7/15/2028 (n) | 859000 | &nbsp;&nbsp;&nbsp; 884409 |
| RHP Hotel Properties LP/RHP Finance Corp., 6.5%, 4/01/2032 (n) | 96000 | &nbsp;&nbsp;&nbsp; 99279 |
| Starwood Property Trust, Inc., 5.75%, 1/15/2031 (n) | 764000 | &nbsp;&nbsp;&nbsp; 773602 |
| XHR LP, REIT, 4.875%, 6/01/2029 (n) | 637000 | &nbsp;&nbsp;&nbsp; 627949 |
|  |  | &nbsp;&nbsp;&nbsp; $3025998 |
| Real Estate - Retail – 0.9% | Real Estate - Retail – 0.9% | Real Estate - Retail – 0.9% |
| Choice Properties, REIT, 5.03%, 2/28/2031  | 639000 | &nbsp;&nbsp;&nbsp; $495479 |
| Hammerson PLC, 3.5%, 4/15/2032  | 440000 | &nbsp;&nbsp;&nbsp; 515372 |
| Hammerson PLC, 5.875%, 10/08/2036  | 178000 | &nbsp;&nbsp;&nbsp; 244588 |
| Klepierre S.A., 3.75%, 9/30/2037  | 200000 | &nbsp;&nbsp;&nbsp; 234790 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029  | $256000 | &nbsp;&nbsp;&nbsp; 255411 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | 347000 | &nbsp;&nbsp;&nbsp; 316084 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | 147000 | &nbsp;&nbsp;&nbsp; 130104 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 271000 | &nbsp;&nbsp;&nbsp; 267421 |
|  |  | &nbsp;&nbsp;&nbsp; $2459249 |
| Restaurants – 0.7% | Restaurants – 0.7% | Restaurants – 0.7% |
| 1011778 B.C. ULC/New Red Finance, Inc., 6.125%, 6/15/2029 (n) | $635000 | &nbsp;&nbsp;&nbsp; $650981 |
| 1011778 B.C. ULC/New Red Finance, Inc., 5.625%, 9/15/2029 (n) | 351000 | &nbsp;&nbsp;&nbsp; 356940 |
| 1011778 B.C. ULC/New Red Finance, Inc., 4%, 10/15/2030 (n) | 452000 | &nbsp;&nbsp;&nbsp; 431265 |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n) | 589000 | &nbsp;&nbsp;&nbsp; 556997 |
|  |  | &nbsp;&nbsp;&nbsp; $1996183 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Retailers – 1.1% | Retailers – 1.1% | Retailers – 1.1% |
| Beach Acquisition Bidco LLC, 5.25%, 7/15/2032  | 161000 | &nbsp;&nbsp;&nbsp; $195402 |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $512267 | &nbsp;&nbsp;&nbsp; 563668 |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | 100000 | &nbsp;&nbsp;&nbsp; 117123 |
| Home Depot, Inc., 4.875%, 2/15/2044  | $129000 | &nbsp;&nbsp;&nbsp; 120654 |
| Home Depot, Inc., 3.625%, 4/15/2052  | 445000 | &nbsp;&nbsp;&nbsp; 327066 |
| Macy's Retail Holdings LLC, 5.875%, 3/15/2030 (n) | 34000 | &nbsp;&nbsp;&nbsp; 34350 |
| Macy's Retail Holdings LLC, 7.375%, 8/01/2033 (n) | 486000 | &nbsp;&nbsp;&nbsp; 513202 |
| Mavis Tire Express Services Corp., 6.5%, 5/15/2029 (n) | 402000 | &nbsp;&nbsp;&nbsp; 401211 |
| Maxeda DIY Holding B.V., 5.875%, 10/01/2026  | 210000 | &nbsp;&nbsp;&nbsp; 193949 |
| Penske Automotive Group Co., 3.75%, 6/15/2029  | $554000 | &nbsp;&nbsp;&nbsp; 535277 |
|  |  | &nbsp;&nbsp;&nbsp; $3001902 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| Linde PLC, 3.4%, 2/14/2036  | 200000 | &nbsp;&nbsp;&nbsp; $233980 |
| Linde PLC, 3.75%, 11/20/2038  | 100000 | &nbsp;&nbsp;&nbsp; 117471 |
|  |  | &nbsp;&nbsp;&nbsp; $351451 |
| Specialty Stores – 1.1% | Specialty Stores – 1.1% | Specialty Stores – 1.1% |
| Carvana Co., 9%, 6/01/2031 (n) | $1089504 | &nbsp;&nbsp;&nbsp; $1198528 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 561000 | &nbsp;&nbsp;&nbsp; 410241 |
| Michael Cos., Inc., 5.25%, 5/01/2028 (n) | 255000 | &nbsp;&nbsp;&nbsp; 252219 |
| Michael Cos., Inc., 7.875%, 5/01/2029 (n) | 362000 | &nbsp;&nbsp;&nbsp; 352700 |
| Petco Health & Wellness Co., Inc., 8.25%, 2/01/2031 (n)(w) | 332000 | &nbsp;&nbsp;&nbsp; 332869 |
| PetSmart LLC / PetSmart Finance Corp., 7.5%, 9/15/2032 (n) | 550000 | &nbsp;&nbsp;&nbsp; 564003 |
|  |  | &nbsp;&nbsp;&nbsp; $3110560 |
| Supermarkets – 1.0% | Supermarkets – 1.0% | Supermarkets – 1.0% |
| Albertsons Cos. LLC/Safeway, Inc., 6.25%, 3/15/2033 (n) | $961000 | &nbsp;&nbsp;&nbsp; $981279 |
| Eroski Sociedad Cooperativa, 5.75%, 5/15/2031  | 154000 | &nbsp;&nbsp;&nbsp; 190958 |
| KeHE Distributors LLC/KeHE Finance Corp., 9%, 2/15/2029 (n) | $692000 | &nbsp;&nbsp;&nbsp; 725053 |
| Kroger Co., 5.5%, 9/15/2054  | 328000 | &nbsp;&nbsp;&nbsp; 312955 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | 220000 | &nbsp;&nbsp;&nbsp; 261491 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 200000 | &nbsp;&nbsp;&nbsp; 269695 |
|  |  | &nbsp;&nbsp;&nbsp; $2741431 |
| Supranational – 2.3% | Supranational – 2.3% | Supranational – 2.3% |
| African Development Bank, 5.875% to 8/07/2035, FLR (CMT - 5yr. + 1.653%) to 8/07/2174  | $325000 | &nbsp;&nbsp;&nbsp; $324287 |
| European Union, 3.125%, 12/05/2028  | 1080000 | &nbsp;&nbsp;&nbsp; 1309698 |
| European Union, 2.75%, 12/13/2032  | 4010000 | &nbsp;&nbsp;&nbsp; 4738241 |
|  |  | &nbsp;&nbsp;&nbsp; $6372226 |
| Telecommunications - Wireless – 1.6% | Telecommunications - Wireless – 1.6% | Telecommunications - Wireless – 1.6% |
| Altice France S.A., 9.5%, 11/01/2029 (n) | $220274 | &nbsp;&nbsp;&nbsp; $226062 |
| Altice France S.A., 6.875%, 10/15/2030 (n) | 520579 | &nbsp;&nbsp;&nbsp; 511788 |
| Altice France S.A., 6.5%, 4/15/2032 (n) | 152439 | &nbsp;&nbsp;&nbsp; 148889 |
| America Movil B.V., 3%, 9/30/2030  | 500000 | &nbsp;&nbsp;&nbsp; 592087 |
| American Tower Corp., 3.625%, 5/30/2032  | 330000 | &nbsp;&nbsp;&nbsp; 395719 |
| Cellnex Finance Co. S.A., 3%, 1/19/2031  | 200000 | &nbsp;&nbsp;&nbsp; 234915 |
| Cellnex Finance Co. S.A., 3.5%, 5/22/2032  | 300000 | &nbsp;&nbsp;&nbsp; 355890 |
| Millicom International Cellular S.A., 4.5%, 4/27/2031 (n) | $625000 | &nbsp;&nbsp;&nbsp; 581932 |
| Telefónica Celular del Paraguay S.A., 5.875%, 4/15/2027 (n) | 182000 | &nbsp;&nbsp;&nbsp; 181545 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | 126000 | &nbsp;&nbsp;&nbsp; 123841 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 390000 | &nbsp;&nbsp;&nbsp; 396286 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 113000 | &nbsp;&nbsp;&nbsp; 119284 |
| Zegona Finance PLC, 6.75%, 7/15/2029 (n) | 90000 | &nbsp;&nbsp;&nbsp; 111949 |
| Zegona Finance PLC, 8.625%, 7/15/2029 (n) | $477000 | &nbsp;&nbsp;&nbsp; 502869 |
|  |  | &nbsp;&nbsp;&nbsp; $4483056 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Telephone Services – 0.6% | Telephone Services – 0.6% | Telephone Services – 0.6% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 220000 | &nbsp;&nbsp;&nbsp; $240602 |
| Level 3 Financing, Inc., 6.875%, 6/30/2033 (n) | $266522 | &nbsp;&nbsp;&nbsp; 274649 |
| Level 3 Financing, Inc., 7%, 3/31/2034 (n) | 243870 | &nbsp;&nbsp;&nbsp; 252602 |
| Uniti Group/CSL Capital Co., 6.5%, 2/15/2029 (n) | 494000 | &nbsp;&nbsp;&nbsp; 480457 |
| Uniti Group/CSL Capital Co., 8.625%, 6/15/2032 (n) | 357000 | &nbsp;&nbsp;&nbsp; 360452 |
|  |  | &nbsp;&nbsp;&nbsp; $1608762 |
| Tobacco – 0.7% | Tobacco – 0.7% | Tobacco – 0.7% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | 265000 | &nbsp;&nbsp;&nbsp; $324640 |
| Imperial Brands Finance PLC, 3.875%, 8/02/2033  | 330000 | &nbsp;&nbsp;&nbsp; 389071 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | $566000 | &nbsp;&nbsp;&nbsp; 584818 |
| Turning Point Brands, Inc., 7.625%, 3/15/2032 (n) | 613000 | &nbsp;&nbsp;&nbsp; 657525 |
|  |  | &nbsp;&nbsp;&nbsp; $1956054 |
| Transportation - Services – 1.1% | Transportation - Services – 1.1% | Transportation - Services – 1.1% |
| Aeroporti Di Roma S.p.A, 3.625%, 6/15/2032  | 420000 | &nbsp;&nbsp;&nbsp; $504552 |
| Autoroutes du Sud de la France S.A., 3.375%, 1/19/2034  | 300000 | &nbsp;&nbsp;&nbsp; 353220 |
| Avis Budget Finance PLC, 7.25%, 7/31/2030 (n) | 237000 | &nbsp;&nbsp;&nbsp; 288229 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | $111000 | &nbsp;&nbsp;&nbsp; 116969 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | 513000 | &nbsp;&nbsp;&nbsp; 524135 |
| Heathrow Funding Ltd., 5.625%, 2/05/2034  | 270000 | &nbsp;&nbsp;&nbsp; 366879 |
| Heathrow Funding Ltd., 3.875%, 1/16/2038  | 420000 | &nbsp;&nbsp;&nbsp; 494609 |
| Heathrow Funding Ltd., 5.875%, 5/13/2041  | 200000 | &nbsp;&nbsp;&nbsp; 269641 |
| Transurban Finance Co. Pty Ltd., 4.033%, 11/26/2037  | 130000 | &nbsp;&nbsp;&nbsp; 154607 |
|  |  | &nbsp;&nbsp;&nbsp; $3072841 |
| U.S. Treasury Obligations – 3.7% | U.S. Treasury Obligations – 3.7% | U.S. Treasury Obligations – 3.7% |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 (f) | $8816000 | &nbsp;&nbsp;&nbsp; $6466330 |
| U.S. Treasury Bonds, 4.625%, 11/15/2045  | 101000 | &nbsp;&nbsp;&nbsp; 98238 |
| U.S. Treasury Bonds, 4.625%, 5/15/2054 (f) | 1802000 | &nbsp;&nbsp;&nbsp; 1725978 |
| U.S. Treasury Bonds, 4.75%, 8/15/2055  | 256000 | &nbsp;&nbsp;&nbsp; 250360 |
| U.S. Treasury Notes, 4.25%, 8/15/2035  | 1627000 | &nbsp;&nbsp;&nbsp; 1628525 |
|  |  | &nbsp;&nbsp;&nbsp; $10169431 |
| Utilities - Electric Power – 7.1% | Utilities - Electric Power – 7.1% | Utilities - Electric Power – 7.1% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $720000 | &nbsp;&nbsp;&nbsp; $674176 |
| AEP Texas, Inc., 5.7%, 5/15/2034  | 451000 | &nbsp;&nbsp;&nbsp; 470366 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 368000 | &nbsp;&nbsp;&nbsp; 378427 |
| Amprion GmbH, 3.875%, 6/05/2036  | 300000 | &nbsp;&nbsp;&nbsp; 356464 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | $94000 | &nbsp;&nbsp;&nbsp; 89926 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 79000 | &nbsp;&nbsp;&nbsp; 66429 |
| Bruce Power LP, 2.68%, 12/21/2028  | 264000 | &nbsp;&nbsp;&nbsp; 191637 |
| Bruce Power LP, 4.7%, 6/21/2031  | 238000 | &nbsp;&nbsp;&nbsp; 182695 |
| Bruce Power LP, 4.27%, 12/21/2034  | 594000 | &nbsp;&nbsp;&nbsp; 436899 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | $640000 | &nbsp;&nbsp;&nbsp; 599394 |
| Clearway Energy Operating LLC, 5.75%, 1/15/2034 (n) | 323000 | &nbsp;&nbsp;&nbsp; 324178 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 475000 | &nbsp;&nbsp;&nbsp; 508620 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | 740000 | &nbsp;&nbsp;&nbsp; 869965 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 300000 | &nbsp;&nbsp;&nbsp; 414733 |
| Elia Transmission Belgium S.A., 3.5%, 10/08/2035  | 200000 | &nbsp;&nbsp;&nbsp; 234015 |
| Emera U.S. Finance LP, 2.639%, 6/15/2031  | $729000 | &nbsp;&nbsp;&nbsp; 659385 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 284000 | &nbsp;&nbsp;&nbsp; 255663 |
| Energuate Trust, 6.35%, 9/15/2035 (n) | 272000 | &nbsp;&nbsp;&nbsp; 271825 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 213552 |
| Eversource Energy, 4.45%, 12/15/2030  | 132000 | &nbsp;&nbsp;&nbsp; 131781 |
| Eversource Energy, 5.5%, 1/01/2034  | 257000 | &nbsp;&nbsp;&nbsp; 264381 |
| Georgia Power Co., 4.95%, 5/17/2033  | 363000 | &nbsp;&nbsp;&nbsp; 370571 |
| Hawaiian Electric Co., Inc., 6%, 10/01/2033 (n) | 419000 | &nbsp;&nbsp;&nbsp; 425373 |
| Hydro One, Inc., 4.25%, 1/04/2035  | 728000 | &nbsp;&nbsp;&nbsp; 544504 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | $186000 | &nbsp;&nbsp;&nbsp; $167836 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  | 127000 | &nbsp;&nbsp;&nbsp; 128667 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | 410000 | &nbsp;&nbsp;&nbsp; 490784 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | $349000 | &nbsp;&nbsp;&nbsp; 354658 |
| NRG Energy, Inc., 5.75%, 1/15/2034 (n) | 720000 | &nbsp;&nbsp;&nbsp; 724775 |
| NRG Energy, Inc., 6%, 1/15/2036 (n) | 728000 | &nbsp;&nbsp;&nbsp; 735598 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 308000 | &nbsp;&nbsp;&nbsp; 315982 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 121000 | &nbsp;&nbsp;&nbsp; 126902 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | 86000 | &nbsp;&nbsp;&nbsp; 92671 |
| PG&E Corp., 5.25%, 7/01/2030  | 937000 | &nbsp;&nbsp;&nbsp; 931322 |
| PG&E Corp., 7.375% to 3/15/2030, FLR (CMT - 5yr. + 3.883%) to 3/15/2055  | 251000 | &nbsp;&nbsp;&nbsp; 259044 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | 569000 | &nbsp;&nbsp;&nbsp; 542986 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 503000 | &nbsp;&nbsp;&nbsp; 516003 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033  | 547613 | &nbsp;&nbsp;&nbsp; 561806 |
| Talen Energy Supply LLC, 6.25%, 2/01/2034 (n) | 517000 | &nbsp;&nbsp;&nbsp; 523959 |
| Talen Energy Supply LLC, 6.5%, 2/01/2036 (n) | 238000 | &nbsp;&nbsp;&nbsp; 244008 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | 420000 | &nbsp;&nbsp;&nbsp; 494294 |
| TerraForm Global Operating LP, 6.125%, 3/01/2026 (n) | $108000 | &nbsp;&nbsp;&nbsp; 107255 |
| TerraForm Power Operating LLC, 5%, 1/31/2028 (n) | 589000 | &nbsp;&nbsp;&nbsp; 589663 |
| TerraForm Power Operating LLC, 4.75%, 1/15/2030 (n) | 141000 | &nbsp;&nbsp;&nbsp; 136807 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | 395000 | &nbsp;&nbsp;&nbsp; 394447 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | 395000 | &nbsp;&nbsp;&nbsp; 392875 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | 184000 | &nbsp;&nbsp;&nbsp; 189456 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  | 58000 | &nbsp;&nbsp;&nbsp; 59902 |
| XPLR Infrastructure Operating Partners LP, 4.5%, 9/15/2027 (n) | 423000 | &nbsp;&nbsp;&nbsp; 419154 |
| XPLR Infrastructure Operating Partners LP, 7.25%, 1/15/2029 (n) | 581000 | &nbsp;&nbsp;&nbsp; 599525 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) | 399000 | &nbsp;&nbsp;&nbsp; 419117 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/2033 (n) | 122000 | &nbsp;&nbsp;&nbsp; 127992 |
|  |  | &nbsp;&nbsp;&nbsp; $19582447 |
| Utilities - Gas – 1.2% | Utilities - Gas – 1.2% | Utilities - Gas – 1.2% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $254000 | &nbsp;&nbsp;&nbsp; $254561 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | 650000 | &nbsp;&nbsp;&nbsp; 673625 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $136000 | &nbsp;&nbsp;&nbsp; 136622 |
| EP Infrastructure A.S., 2.045%, 10/09/2028  | 573000 | &nbsp;&nbsp;&nbsp; 659640 |
| EP Infrastructure A.S., 4.125%, 2/27/2033  | 628000 | &nbsp;&nbsp;&nbsp; 744424 |
| EP Infrastructure A.S., 4.375%, 1/29/2034  | 240000 | &nbsp;&nbsp;&nbsp; 285842 |
| Spire, Inc., 6.25%, 6/01/2056  | $537000 | &nbsp;&nbsp;&nbsp; 535134 |
|  |  | &nbsp;&nbsp;&nbsp; $3289848 |
| Utilities - Other – 0.3% | Utilities - Other – 0.3% | Utilities - Other – 0.3% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | 340000 | &nbsp;&nbsp;&nbsp; $407060 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2037  | 310000 | &nbsp;&nbsp;&nbsp; 362472 |
|  |  | &nbsp;&nbsp;&nbsp; $769532 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$363261994** |
| Common Stocks – 0.0%  | Common Stocks – 0.0%  | Common Stocks – 0.0%  |
| Metals & Mining – 0.0% | Metals & Mining – 0.0% |  |
| Petra Diamonds Ltd. (a)  | 17947 | &nbsp;&nbsp;&nbsp; $3684 |
| Oil Services – 0.0% | Oil Services – 0.0% |  |
| LTRI Holdings LP (a)(u)  | 520 | &nbsp;&nbsp;&nbsp; $97053 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$100737** |

---

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

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer** | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>| **Shares/Par** | **Value ($)** |
| Warrants – 0.0% |  |  |  |  |
| Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% |
| Avation Capital S.A. (1 share for 1 warrant, Expiration 10/31/26) (a) | GBP 1.14 | N/A | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp; $2586 |

---

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

---

| | | |
|:---|:---|:---|
| Mutual Funds (h) – 0.8%  | Mutual Funds (h) – 0.8%  | Mutual Funds (h) – 0.8%  |
| Money Market Funds – 0.8% | Money Market Funds – 0.8% |  |
| MFS Institutional Money Market Portfolio, 3.73% (v)  | 2221741 | &nbsp;&nbsp;&nbsp; $2222185 |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% |  |
| iTraxx Europe Crossover Series 44 Index Credit Default Swap - Fund pays 5%, Fund <br> receives notional amount upon a defined credit event of an index constituent – <br> 4/15/2026 @ 3.25% <br>| Put | Citibank N.A. | &nbsp;&nbsp; $11470000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $39314 |

---

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

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – (31.7)% | &nbsp;&nbsp;&nbsp; (88096716)<br>|
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$277530100** |

---

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

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

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

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

&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 $2,222,185 and $363,404,631, 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 $210,372,963, representing 75.8% of net assets.

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

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

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

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

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Cost** | **Value** |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 | 3/09/21-7/26/21 | $259291 | $160489 |
| % of Net assets |  |  | 0.1% |

---

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

---

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

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol  |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 3151879 | USD | &nbsp;&nbsp; 2115850 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $78433 |
| BRL | &nbsp;&nbsp; 184623 | USD | &nbsp;&nbsp; 33642 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; 1439 |
| CHF | &nbsp;&nbsp; 390729 | USD | &nbsp;&nbsp; 495069 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 14337 |
| CLP | &nbsp;&nbsp; 649999959 | USD | &nbsp;&nbsp; 698134 | Citibank N.A. | 2/19/2026 | &nbsp;&nbsp; 45593 |
| CLP | &nbsp;&nbsp; 253872734 | USD | &nbsp;&nbsp; 279343 | JPMorgan Chase Bank N.A. | 2/19/2026 | &nbsp;&nbsp; 11137 |
| CZK | &nbsp;&nbsp; 8897035 | USD | &nbsp;&nbsp; 427905 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 5748 |
| EUR | &nbsp;&nbsp; 838690 | USD | &nbsp;&nbsp; 989045 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 8512 |
| EUR | &nbsp;&nbsp; 593909 | USD | &nbsp;&nbsp; 694422 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 11987 |
| EUR | &nbsp;&nbsp; 1836894 | USD | &nbsp;&nbsp; 2154478 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 30363 |
| EUR | &nbsp;&nbsp; 1184013 | USD | &nbsp;&nbsp; 1386386 | UBS AG | 4/17/2026 | &nbsp;&nbsp; 21904 |
| GBP | &nbsp;&nbsp; 489312 | USD | &nbsp;&nbsp; 658176 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 11304 |
| GBP | &nbsp;&nbsp; 518361 | USD | &nbsp;&nbsp; 706352 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 2874 |
| JPY | &nbsp;&nbsp; 97339397 | USD | &nbsp;&nbsp; 617151 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 15748 |
| KRW | &nbsp;&nbsp; 2056712464 | USD | &nbsp;&nbsp; 1426791 | Goldman Sachs International | 4/15/2026 | &nbsp;&nbsp; 5847 |
| MXN | &nbsp;&nbsp; 25629392 | USD | &nbsp;&nbsp; 1425637 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 30984 |
| NZD | &nbsp;&nbsp; 259168 | USD | &nbsp;&nbsp; 150002 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 6463 |
| SEK | &nbsp;&nbsp; 590731 | USD | &nbsp;&nbsp; 64398 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 2166 |
| SGD | &nbsp;&nbsp; 8019 | USD | &nbsp;&nbsp; 6278 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 57 |
| TRY | &nbsp;&nbsp; 4444011 | USD | &nbsp;&nbsp; 95880 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 802 |
| TRY | &nbsp;&nbsp; 4394003 | USD | &nbsp;&nbsp; 94786 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 808 |
| TRY | &nbsp;&nbsp; 8838014 | USD | &nbsp;&nbsp; 190594 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 1683 |
| USD | &nbsp;&nbsp; 35300 | BRL | &nbsp;&nbsp; 184623 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; 219 |
| USD | &nbsp;&nbsp; 1044220 | BRL | &nbsp;&nbsp; 5461377 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; 6478 |
| USD | &nbsp;&nbsp; 1025880 | BRL | &nbsp;&nbsp; 5461377 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; 9228 |
| USD | &nbsp;&nbsp; 394363 | EUR | &nbsp;&nbsp; 328020 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 4209 |
| USD | &nbsp;&nbsp; 617757 | EUR | &nbsp;&nbsp; 514739 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 5515 |
| USD | &nbsp;&nbsp; 512485 | GBP | &nbsp;&nbsp; 371672 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 3960 |
| USD | &nbsp;&nbsp; 8893 | IDR | &nbsp;&nbsp; 149223374 | Citibank N.A. | 4/30/2026 | &nbsp;&nbsp; 15 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| USD | &nbsp;&nbsp; 474675 | MXN | &nbsp;&nbsp; 8310697 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; $2344 |
|  |  |  |  |  |  | &nbsp;&nbsp; $340157 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| BRL | &nbsp;&nbsp; 5461377 | USD | &nbsp;&nbsp; 1047545 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; $(9803)<br>|
| BRL | &nbsp;&nbsp; 5646000 | USD | &nbsp;&nbsp; 1079521 | JPMorgan Chase Bank N.A. | 2/03/2026 | &nbsp;&nbsp; (6697)<br>|
| EUR | &nbsp;&nbsp; 395318 | USD | &nbsp;&nbsp; 473590 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (3391)<br>|
| EUR | &nbsp;&nbsp; 620939 | USD | &nbsp;&nbsp; 746267 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (7708)<br>|
| INR | &nbsp;&nbsp; 337464 | USD | &nbsp;&nbsp; 3650 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; (5)<br>|
| PEN | &nbsp;&nbsp; 140575 | USD | &nbsp;&nbsp; 41813 | Barclays Bank PLC | 4/23/2026 | &nbsp;&nbsp; (162)<br>|
| USD | &nbsp;&nbsp; 1009911 | BRL | &nbsp;&nbsp; 5646000 | JPMorgan Chase Bank N.A. | 2/03/2026 | &nbsp;&nbsp; (62912)<br>|
| USD | &nbsp;&nbsp; 5415207 | CAD | &nbsp;&nbsp; 7490005 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (102679)<br>|
| USD | &nbsp;&nbsp; 483795 | CHF | &nbsp;&nbsp; 381831 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (14010)<br>|
| USD | &nbsp;&nbsp; 2678 | CLP | &nbsp;&nbsp; 2577418 | JPMorgan Chase Bank N.A. | 2/19/2026 | &nbsp;&nbsp; (271)<br>|
| USD | &nbsp;&nbsp; 6404 | CNH | &nbsp;&nbsp; 44443 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (9)<br>|
| USD | &nbsp;&nbsp; 52697781 | EUR | &nbsp;&nbsp; 45039183 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (872801)<br>|
| USD | &nbsp;&nbsp; 423850 | EUR | &nbsp;&nbsp; 357317 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (1151)<br>|
| USD | &nbsp;&nbsp; 2188656 | EUR | &nbsp;&nbsp; 1868860 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (34206)<br>|
| USD | &nbsp;&nbsp; 348959 | EUR | &nbsp;&nbsp; 297771 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (5216)<br>|
| USD | &nbsp;&nbsp; 1607664 | EUR | &nbsp;&nbsp; 1373512 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (26020)<br>|
| USD | &nbsp;&nbsp; 7116206 | GBP | &nbsp;&nbsp; 5290438 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (122221)<br>|
| USD | &nbsp;&nbsp; 9097 | HUF | &nbsp;&nbsp; 3034928 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (289)<br>|
| USD | &nbsp;&nbsp; 560006 | JPY | &nbsp;&nbsp; 88326263 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (14289)<br>|
| USD | &nbsp;&nbsp; 3806 | NOK | &nbsp;&nbsp; 38335 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (173)<br>|
| USD | &nbsp;&nbsp; 25726 | NZD | &nbsp;&nbsp; 44447 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1107)<br>|
| USD | &nbsp;&nbsp; 64027 | SEK | &nbsp;&nbsp; 587355 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (2156)<br>|
| USD | &nbsp;&nbsp; 1757450 | ZAR | &nbsp;&nbsp; 28979652 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (26982)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(1314258)<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 | $2134117 | March – 2026 | &nbsp;&nbsp; $32184 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 93 | 14129141 | March – 2026 | &nbsp;&nbsp; 30638 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 45 | 5861079 | March – 2026 | &nbsp;&nbsp; 82864 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 102 | 12925419 | March – 2026 | &nbsp;&nbsp; 1563 |
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 2 | 248629 | March – 2026 | &nbsp;&nbsp; 157 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 99 | 10784039 | March – 2026 | &nbsp;&nbsp; 60383 |
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 47 | 5519563 | March – 2026 | &nbsp;&nbsp; 134164 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 159 | 18150844 | March – 2026 | &nbsp;&nbsp; 109652 |
|  |  |  |  |  |  | &nbsp;&nbsp; $451605 |
| **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; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 82 | $11334336 | March – 2026 | &nbsp;&nbsp; $(10039)<br>|
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 27 | 3108375 | March – 2026 | &nbsp;&nbsp; (59166)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 29 | 3243016 | March – 2026 | &nbsp;&nbsp; (15513)<br>|

---

------

*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>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** |  |  |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 99 | $20640727 | March – 2026 | &nbsp;&nbsp; $(19151)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(103869)<br>|

---

At January 31, 2026, the fund had cash collateral of $910,000 and liquid securities collateral with an aggregate value of $1,828,167 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

1/31/26 (unaudited)

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

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

**(1) Investment Valuations**

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

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

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

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

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

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

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

proximate time periods. Open-end investment companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

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

asset value per share.

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

------

*Supplemental Information (unaudited) – continued*

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $97053 | &nbsp;&nbsp;&nbsp; $97053 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 3684 | &nbsp;&nbsp;&nbsp; 2586 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6270 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10169431 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10169431 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62875643 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62875643 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1035540 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1035540 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197244889 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197244889 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1549772 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1549772 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2614076 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2614076 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3726997 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3726997 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84045646 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84045646 |
| Purchased Options | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39314 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39314 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 2222185 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2222185 |
| Total | &nbsp;&nbsp;&nbsp; $2225869 | &nbsp;&nbsp;&nbsp; $363303894 | &nbsp;&nbsp;&nbsp; $97053 | &nbsp;&nbsp;&nbsp; $365626816 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $451605 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $451605 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (103869)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (103869)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 340157 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 340157 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1314258)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1314258)<br>|

---

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

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

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

---

| | |
|:---|:---|
|  | **Equity** <br>**Securities**<br>|
| Balance as of 10/31/25 | $77901 |
| &nbsp;&nbsp;&nbsp; Change in unrealized appreciation or depreciation | 19152 |
| Balance as of 1/31/26 | $97053 |

---

At January 31, 2026, the fund held one level 3 security.

**(2) Investments in Affiliated Issuers**

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

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $7534051 | &nbsp;&nbsp; $29275426 | &nbsp;&nbsp; $34587045 | &nbsp;&nbsp; $(76)<br>| &nbsp;&nbsp; $(171)<br>| &nbsp;&nbsp; $2222185<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; $73744 | &nbsp;&nbsp; $— |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $377344461.25

**Total Liabilities:** $99823922.60

**Net Assets:** $277520538.65

**Delayed Delivery Securities:** $3141849.66

**Cash Not Reported:** $553946.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -292.80000000 | **1-Year:** -5762.07000000 | **5-Year:** -32203.79000000 | **10-Year:** -44480.74000000 | **30-Year:** -15213.90000000

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

- **3-Month:** -889.35000000 | **1-Year:** -14848.13000000 | **5-Year:** -29537.71000000 | **10-Year:** -8398.21000000 | **30-Year:** -1521.30000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.13%               | -0.35%               | 2.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-101820.13              | $545718.02                                 |
| Month 2  | $-217846.48              | $66287.50                                  |
| Month 3  | $92343.12                | $718273.44                                 |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    451000 | PA      | $470365.62    | 0.17%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    368000 | PA      | $378426.96    | 0.14%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    621000 | PA      | $658789.01    | 0.24%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $422332.37    | 0.15%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                        | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458953.80    | 0.17%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    918000 | PA      | $900051.45    | 0.32%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    254000 | PA      | $254561.05    | 0.09%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $136622.14    | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    226000 | PA      | $223528.28    | 0.08%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $273506.23    | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250118.60    | 0.09%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    644000 | PA      | $673645.88    | 0.24%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479080.48    | 0.17%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132016.54    | 0.05%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192765.01    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $153223.16    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $672532.51    | 0.24%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    594000 | PA      | $599583.60    | 0.22%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    720000 | PA      | $674175.96    | 0.24%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    734000 | PA      | $751907.40    | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71509.27     | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    553000 | PA      | $573201.13    | 0.21%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    204000 | PA      | $211388.88    | 0.08%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147148.92    | 0.05%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    325000 | PA      | $324287.28    | 0.12%             | 2035-05-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    553000 | PA      | $376461.56    | 0.14%             | 2031-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    961000 | PA      | $981278.46    | 0.35%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $264161.86    | 0.10%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $417813.09    | 0.15%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $404972.90    | 0.15%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    458000 | PA      | $482009.73    | 0.17%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $256510.90    | 0.09%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    960000 | PA      | $904926.41    | 0.33%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97358.88     | 0.04%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    220274 | PA      | $226062.16    | 0.08%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    520579 | PA      | $511788.09    | 0.18%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152439 | PA      | $148888.70    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $172679.76    | 0.06%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    660000 | PA      | $695523.18    | 0.25%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    467000 | PA      | $486423.00    | 0.18%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244870.80    | 0.09%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442352.77    | 0.16%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    356000 | PA      | $364539.53    | 0.13%             | 2033-03-27      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $555329.28    | 0.20%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190422.04    | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    387000 | PA      | $400522.17    | 0.14%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $487354.46    | 0.18%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |    265950 | PA      | $268258.32    | 0.10%             | 2069-12-26      | Variable      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $329661.20    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245862.38    | 0.09%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    313000 | PA      | $321510.35    | 0.12%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $964632.13    | 0.35%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $596946.14    | 0.22%             | 2037-01-15      | Floating      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586646.34    | 0.21%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $206755.64    | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    126000 | PA      | $123664.50    | 0.04%             | 2037-01-20      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1047289 | PA      | $810078.04    | 0.29%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135666.83    | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    348000 | PA      | $374862.12    | 0.14%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28671 | PA      | $28876.82     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233193.19    | 0.08%             | 2053-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $119850.66    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80743.04     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $846291.64    | 0.30%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $475151.23    | 0.17%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $388147.36    | 0.14%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    397000 | PA      | $393892.62    | 0.14%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    650000 | PA      | $668166.85    | 0.24%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199976.95    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    759000 | PA      | $798764.01    | 0.29%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $211562.40    | 0.08%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    949086 | PA      | $40305.29     | 0.01%             | 2053-04-15      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6235281 | PA      | $378545.79    | 0.14%             | 2054-02-15      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $420259.22    | 0.15%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888322 | PA      | $42572.11     | 0.02%             | 2054-07-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    292000 | PA      | $269626.23    | 0.10%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $445385.89    | 0.16%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $343077.59    | 0.12%             | 2033-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    126000 | PA      | $126808.31    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    535000 | PA      | $465708.57    | 0.17%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390025 | PA      | $390093.25    | 0.14%             | 2035-01-22      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $668410.60    | 0.24%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    796000 | PA      | $732906.25    | 0.26%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    368000 | PA      | $378898.81    | 0.14%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    387000 | PA      | $402116.22    | 0.14%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    409000 | PA      | $375312.05    | 0.14%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    251000 | PA      | $257109.70    | 0.09%             | 2029-04-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    630000 | PA      | $651721.18    | 0.23%             | 2036-05-09      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    940000 | PA      | $987408.21    | 0.36%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                  | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3580702 | PA      | $99857.89     | 0.04%             | 2054-04-15      | Variable      | 0.76%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $499069.91    | 0.18%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $455572.50    | 0.16%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $152207.50    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $106373.27    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117872.00    | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                         | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149257.30    | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173957 | PA      | $407868.57    | 0.15%             | 2040-12-28      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    512267 | PA      | $563668.10    | 0.20%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    446000 | PA      | $455141.87    | 0.16%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3976601 | PA      | $177446.26    | 0.06%             | 2054-02-15      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2021795 | PA      | $79805.11     | 0.03%             | 2054-03-15      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6873389 | PA      | $214714.36    | 0.08%             | 2054-06-15      | Variable      | 0.84%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6902593 | PA      | $316373.43    | 0.11%             | 2054-07-15      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8705344 | PA      | $334441.05    | 0.12%             | 2055-07-15      | Variable      | 0.64%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     79000 | PA      | $66428.76     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    239000 | PA      | $217282.07    | 0.08%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    931000 | PA      | $940002.77    | 0.34%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    534000 | PA      | $527408.89    | 0.19%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $145396.91    | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $174513.17    | 0.06%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $101808.37    | 0.04%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $267539.33    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $276075.89    | 0.10%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $423307.98    | 0.15%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    610000 | PA      | $644425.40    | 0.23%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69000.00     | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202181.34    | 0.07%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $225528.77    | 0.08%             | 2050-06-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259878.14    | 0.09%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259551.58    | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287197.56    | 0.10%             | 2056-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $191637.26    | 0.07%             | 2028-12-21      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $182695.35    | 0.07%             | 2031-06-21      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    594000 | PA      | $436898.53    | 0.16%             | 2034-12-21      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158610.54    | 0.06%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    393000 | PA      | $411772.82    | 0.15%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583000 | PA      | $574127.63    | 0.21%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123670 | PA      | $124448.43    | 0.04%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63450 | PA      | $65420.37     | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1452057.52   | 0.52%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $998111.04    | 0.36%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $224346.84    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1081833.00   | 0.39%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $387305.47    | 0.14%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $56674.07     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    295000 | PA      | $242772.20    | 0.09%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1122067.78   | 0.40%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $522443.53    | 0.19%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $137568.99    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $151601.00    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    583000 | PA      | $609948.01    | 0.22%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    393000 | PA      | $286047.13    | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191537.77    | 0.07%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    684000 | PA      | $709675.31    | 0.26%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    557000 | PA      | $548235.40    | 0.20%             | 2035-09-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1089504 | PA      | $1198527.90   | 0.43%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                            | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |    244558 | PA      | $244556.04    | 0.09%             | 2034-04-25      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    691000 | PA      | $687318.63    | 0.25%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    437000 | PA      | $444525.14    | 0.16%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $489392.23    | 0.18%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $266662.34    | 0.10%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $211765.33    | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $129541.05    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    718000 | PA      | $669528.77    | 0.24%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    443000 | PA      | $453100.21    | 0.16%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     50042 | PA      | $50273.14     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    507325 | PA      | $520478.36    | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    672000 | PA      | $416572.80    | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CHOICE PROPERTIES REIT                                  | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $495479.00    | 0.18%             | 2031-02-28      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108076.29    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    408000 | PA      | $428546.06    | 0.15%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195660.81    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    321000 | PA      | $335808.05    | 0.12%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    146000 | PA      | $151114.38    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    707000 | PA      | $722306.55    | 0.26%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    640000 | PA      | $599394.24    | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    323000 | PA      | $324177.51    | 0.12%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147426.61    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    647000 | PA      | $658052.70    | 0.24%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    388000 | PA      | $371931.56    | 0.13%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525376.04    | 0.19%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    393000 | PA      | $394320.09    | 0.14%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAB1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     84065 | PA      | $84615.08     | 0.03%             | 2069-02-25      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    208638 | PA      | $210259.61    | 0.08%             | 2069-11-25      | Variable      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $403740.57    | 0.15%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| COLUMBUS MCKINNON CORP                                  | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    332000 | PA      | $333726.40    | 0.12%             | 2033-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326895.43    | 0.12%             | 2055-05-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200000.00    | 0.07%             | 2034-01-28      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    488000 | PA      | $444600.75    | 0.16%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $419652.80    | 0.15%             | 2033-02-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $759813.88    | 0.27%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    488000 | PA      | $510938.44    | 0.18%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $148500.00    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    493000 | PA      | $406725.00    | 0.15%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    228000 | PA      | $194996.26    | 0.07%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    233000 | PA      | $242079.54    | 0.09%             | 2030-12-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    438000 | PA      | $193381.29    | 0.07%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $173730.13    | 0.06%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201000.00    | 0.07%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $206289.00    | 0.07%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244468.10    | 0.09%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    224000 | PA      | $233754.63    | 0.08%             | 2034-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $254632.65    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $458449.47    | 0.17%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                 | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |   4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $340021.65    | 0.12%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191562.10    | 0.07%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    361000 | PA      | $355696.78    | 0.13%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $393040.58    | 0.14%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $478234.03    | 0.17%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $655732.17    | 0.24%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $275590.56    | 0.10%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    413000 | PA      | $417827.38    | 0.15%             | 2031-08-04      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $204821.35    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $449323.77    | 0.16%             | 2029-01-10      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    561000 | PA      | $410240.74    | 0.15%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    397000 | PA      | $420452.38    | 0.15%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $229965.71    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $153483.26    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    412000 | PA      | $426402.70    | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $444278.61    | 0.16%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    747000 | PA      | $756337.50    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    438000 | PA      | $399314.63    | 0.14%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-271.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $1439.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $45592.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |         1 | NC      | $11136.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-62911.84    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    475000 | PA      | $508619.96    | 0.18%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100263.75    | 0.04%             | 2039-06-10      | Variable      | 6.85%                 | Yes           | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    805000 | PA      | $817735.10    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $5629.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6943.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-13321.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-8114.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |         1 | NC      | $807.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TR        |         1 | NC      | $1682.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $801.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $6173.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4163.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-172.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $13503.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-14010.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $14336.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $6463.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $78432.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1107.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $57.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-102679.09   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-5216.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $15747.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-14289.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |         1 | NC      | $5747.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-8.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-289.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-26981.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $2165.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2155.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1951.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $30984.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $11304.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-122221.07   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-872801.26   | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $11986.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5994.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5993.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |         1 | NC      | $-161.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-3610.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4650.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $14910.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $8401.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-972.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4508.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $9279.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $2881.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-4.82        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2344.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $2874.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1151.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $5847.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $15.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $495.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $4208.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $5019.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-6580.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9228.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-9803.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-3391.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $992.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-1126.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2966.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    396000 | PA      | $385460.67    | 0.14%             | 2054-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    431243 | PA      | $438892.39    | 0.16%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    516194 | PA      | $565862.19    | 0.20%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    608000 | PA      | $611041.82    | 0.22%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $116969.08    | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $524134.67    | 0.19%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    546000 | PA      | $565152.04    | 0.20%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                     | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $659384.84    | 0.24%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    471000 | PA      | $486696.55    | 0.18%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $443328.98    | 0.16%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    643000 | PA      | $640047.73    | 0.23%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197723.98    | 0.07%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    397000 | PA      | $381311.35    | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    181000 | PA      | $173957.05    | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $260282.90    | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    272000 | PA      | $271825.08    | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    284000 | PA      | $255662.53    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $213552.21    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     38937 | PA      | $39067.24     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           | 2                  | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169941 | PA      | $173124.71    | 0.06%             | 2041-07-05      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1052000 | PA      | $1086157.45   | 0.39%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264381.02    | 0.10%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131780.67    | 0.05%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                      | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1366000 | PA      | $1360266.71   | 0.49%             | 2026-08-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    922000 | PA      | $890836.50    | 0.32%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    837000 | PA      | $852848.60    | 0.31%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    672000 | PA      | $501543.51    | 0.18%             | 2027-12-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $420732.13    | 0.15%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    316000 | PA      | $329079.63    | 0.12%             | 2035-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    423000 | PA      | $433719.24    | 0.16%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517153.15    | 0.19%             | 2034-10-03      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $556996.88    | 0.20%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $276662.47    | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $323709.76    | 0.12%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $214612.17    | 0.08%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    334000 | PA      | $262783.08    | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FLASH COMPUTE LLC                                       | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $144488.59    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219068.17    | 0.08%             | 2035-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98098.05     | 0.04%             | 2055-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    255000 | PA      | $262890.98    | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $405181.34    | 0.15%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    281000 | PA      | $283163.63    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205602.50    | 0.07%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204761.47    | 0.07%             | 2030-09-05      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229116.25    | 0.08%             | 2033-04-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    581000 | PA      | $581558.34    | 0.21%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    383000 | PA      | $406096.82    | 0.15%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    457000 | PA      | $478421.88    | 0.17%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    186000 | PA      | $196651.85    | 0.07%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    234000 | PA      | $232215.59    | 0.08%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257902.33    | 0.09%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $521621.39    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $175390.59    | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $237471.76    | 0.09%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $615999.60    | 0.22%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $246015.08    | 0.09%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $787069.38    | 0.28%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    677000 | PA      | $693950.65    | 0.25%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    363000 | PA      | $370571.44    | 0.13%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $247657.09    | 0.09%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    481000 | PA      | $497898.01    | 0.18%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    423000 | PA      | $397604.48    | 0.14%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218931.28    | 0.08%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    457000 | PA      | $457365.75    | 0.16%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403263.54    | 0.15%             | 2037-01-21      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| GRAHAM HOLDINGS CO                                      | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527532.08    | 0.19%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                              | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    521000 | PA      | $517561.73    | 0.19%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    388000 | PA      | $400009.19    | 0.14%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    289000 | PA      | $295870.40    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204942.21    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    564000 | PA      | $549900.00    | 0.20%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    420000 | PA      | $435636.60    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    617000 | PA      | $636304.08    | 0.23%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $352572.83    | 0.13%             | 2035-11-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $224837.09    | 0.08%             | 2055-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    347000 | PA      | $355650.39    | 0.13%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN ELEC CO                                        | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    419000 | PA      | $425373.41    | 0.15%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $373485.97    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    228000 | PA      | $240661.52    | 0.09%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                              | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    398000 | PA      | $399176.18    | 0.14%             | 2033-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1017985.26   | 0.37%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    564000 | PA      | $522121.36    | 0.19%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246268.80    | 0.09%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120653.47    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    445000 | PA      | $327066.44    | 0.12%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited         | HOMES 2026-INV1 Trust                                                            | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217214 | PA      | $217450.50    | 0.08%             | 2060-08-25      | Variable      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    318000 | PA      | $194822.59    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179811.27    | 0.06%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    593000 | PA      | $618708.92    | 0.22%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288064.16    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200754.64    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    531000 | PA      | $532469.95    | 0.19%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    970000 | PA      | $979430.62    | 0.35%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    333000 | PA      | $343506.67    | 0.12%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228208.19    | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    286000 | PA      | $301806.25    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HYDRO ONE INC                                           | Hydro One Inc                                                                    | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |    728000 | PA      | $544504.33    | 0.20%             | 2035-01-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $288395.13    | 0.10%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246953.56    | 0.09%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134049.19    | 0.05%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $849642.36    | 0.31%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $507040.20    | 0.18%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $482924.64    | 0.17%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $205914.74    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $643656.69    | 0.23%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                                | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    256000 | PA      | $259648.00    | 0.09%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    594000 | PA      | $618178.18    | 0.22%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $243565.82    | 0.09%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    482000 | PA      | $422720.80    | 0.15%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    454000 | PA      | $454152.84    | 0.16%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414350.00    | 0.15%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    453000 | PA      | $470644.35    | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    464000 | PA      | $463867.71    | 0.17%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    614000 | PA      | $606307.62    | 0.22%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    453000 | PA      | $457752.42    | 0.16%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $590854.33    | 0.21%             | 2036-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $938972.90    | 0.34%             | 2032-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    173000 | PA      | $179823.37    | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192218.67    | 0.07%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191555.64    | 0.07%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    283000 | PA      | $293983.23    | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    518000 | PA      | $461313.80    | 0.17%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    343000 | PA      | $357364.16    | 0.13%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553843.73    | 0.20%             | 2030-10-22      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $324498.45    | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1701925.20   | 0.61%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JAPAN TOBACCO INC                                       | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    566000 | PA      | $584817.93    | 0.21%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    324000 | PA      | $328837.32    | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    427000 | PA      | $421499.10    | 0.15%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $621648.07    | 0.22%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $167835.92    | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128667.11    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    371000 | PA      | $383910.80    | 0.14%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $725053.38    | 0.26%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    485000 | PA      | $463969.24    | 0.17%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $386303.75    | 0.14%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    344000 | PA      | $343776.23    | 0.12%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $322512.04    | 0.12%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    328000 | PA      | $312954.79    | 0.11%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    748000 | PA      | $747277.42    | 0.27%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $229116.52    | 0.08%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $280912.18    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    654000 | PA      | $644955.07    | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65218.50     | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193118.50    | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    439000 | PA      | $462319.24    | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    266522 | PA      | $274648.52    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    243870 | PA      | $252601.77    | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    378000 | PA      | $387559.62    | 0.14%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    418000 | PA      | $415908.51    | 0.15%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    433000 | PA      | $452024.72    | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                         | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299999.61    | 0.11%             | 2042-08-17      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    464500 | PA      | $463481.68    | 0.17%             | 2036-07-15      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184115.27    | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $235813.98    | 0.08%             | 2029-07-01      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261710.68    | 0.09%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    371000 | PA      | $394067.07    | 0.14%             | 2032-03-13      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    359000 | PA      | $363980.02    | 0.13%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104024 | PA      | $104259.06    | 0.04%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                         | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   2204970 | NS      | $2205411.14   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $471172.70    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $183478.07    | 0.07%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $388902.59    | 0.14%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200342.20    | 0.07%             | 2039-03-19      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100176.40    | 0.04%             | 2039-03-19      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328594 | PA      | $329221.29    | 0.12%             | 2039-03-19      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    183000 | PA      | $195681.51    | 0.07%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $87073.70     | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34350.44     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $513202.39    | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    521000 | PA      | $366002.50    | 0.13%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252218.87    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    362000 | PA      | $352699.68    | 0.13%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $669797.67    | 0.24%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    490000 | PA      | $503692.94    | 0.18%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    218000 | PA      | $175375.48    | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    405000 | PA      | $439873.74    | 0.16%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $256441.89    | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    508000 | PA      | $520114.16    | 0.19%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    387000 | PA      | $385713.33    | 0.14%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $307935.15    | 0.11%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    435000 | PA      | $382333.03    | 0.14%             | 2037-07-01      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    371000 | PA      | $379069.99    | 0.14%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202631.35    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $403271.00    | 0.15%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $186688.05    | 0.07%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $495413.11    | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    474000 | PA      | $469944.95    | 0.17%             | 2035-12-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    402000 | PA      | $401210.99    | 0.14%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    330000 | PA      | $278867.85    | 0.10%             | 2040-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    529000 | PA      | $320603.96    | 0.12%             | 2050-06-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89926.03     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    576000 | PA      | $558526.18    | 0.20%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $581932.38    | 0.21%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    689000 | PA      | $723732.02    | 0.26%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $152388.56    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    585000 | PA      | $567358.74    | 0.20%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $166384.21    | 0.06%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $493451.77    | 0.18%             | 2032-10-13      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    424000 | PA      | $428965.92    | 0.15%             | 2036-09-12      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    616000 | PA      | $631306.37    | 0.23%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1780417 | PA      | $76688.79     | 0.03%             | 2054-05-15      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2479548 | PA      | $92570.70     | 0.03%             | 2054-06-15      | Variable      | 1.14%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534017.16    | 0.19%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $506234.77    | 0.18%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    312000 | PA      | $310041.29    | 0.11%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    723000 | PA      | $724249.34    | 0.26%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    226000 | PA      | $231477.81    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                              | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    343000 | PA      | $342571.25    | 0.12%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    618000 | PA      | $631634.32    | 0.23%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $245953.44    | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724775.04    | 0.26%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735598.14    | 0.27%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    549000 | PA      | $563527.87    | 0.20%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    483000 | PA      | $491126.96    | 0.18%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| New Hampshire Business Finance Authority                | NATIONAL FIN AUTH NH UTL REV                                                     | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $374339.44    | 0.13%             | 2034-04-01      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $434260.61    | 0.16%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    601000 | PA      | $617110.41    | 0.22%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    183000 | PA      | $193484.73    | 0.07%             | 2031-05-15      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192452.30    | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193965.00    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $565622.78    | 0.20%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $427094.85    | 0.15%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    491000 | PA      | $511449.17    | 0.18%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    229534 | PA      | $233028.36    | 0.08%             | 2065-05-25      | Variable      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298696.87    | 0.11%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    546000 | PA      | $539682.89    | 0.19%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    520000 | PA      | $506619.87    | 0.18%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    423000 | PA      | $419153.87    | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    581000 | PA      | $599524.60    | 0.22%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    426000 | PA      | $449247.81    | 0.16%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    349000 | PA      | $354657.87    | 0.13%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    646000 | PA      | $687300.60    | 0.25%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $392581.80    | 0.14%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    167000 | PA      | $161878.13    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    308000 | PA      | $319226.91    | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    599000 | PA      | $627602.25    | 0.23%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    373000 | PA      | $385122.50    | 0.14%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $486206.40    | 0.18%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    285000 | PA      | $304990.42    | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    513000 | PA      | $531812.60    | 0.19%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147827.25    | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     69468 | PA      | $69991.22     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     57813 | PA      | $58300.30     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    271000 | PA      | $289072.45    | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    308000 | PA      | $315982.20    | 0.11%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    452000 | PA      | $431265.09    | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    635000 | PA      | $650981.24    | 0.23%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    351000 | PA      | $356939.62    | 0.13%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $310309.53    | 0.11%             | 2031-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $528788.60    | 0.19%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327591.00    | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    836000 | PA      | $857950.84    | 0.31%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $381931.22    | 0.14%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $127643.92    | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130696.48    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $236319.07    | 0.09%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    937000 | PA      | $931322.25    | 0.34%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    251000 | PA      | $259044.29    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    454000 | PA      | $454246.07    | 0.16%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    287000 | PA      | $301082.78    | 0.11%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    336000 | PA      | $348824.21    | 0.13%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    569000 | PA      | $542985.83    | 0.20%             | 2053-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $516002.80    | 0.19%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126902.18    | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92670.81     | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    944000 | PA      | $972250.14    | 0.35%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $640758.79    | 0.23%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    746000 | PA      | $763513.84    | 0.28%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155318.64    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    311000 | PA      | $321506.26    | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $435101.34    | 0.16%             | 2044-03-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1167912.05   | 0.42%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    554000 | PA      | $535276.56    | 0.19%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    388000 | PA      | $398498.48    | 0.14%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    392000 | PA      | $410933.99    | 0.15%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146281.44    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    570000 | PA      | $560610.33    | 0.20%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    422000 | PA      | $429807.00    | 0.15%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    488000 | PA      | $354093.39    | 0.13%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    492000 | PA      | $489418.33    | 0.18%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| PETCO HEALTH & WELLNESS                                 | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332869.48    | 0.12%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $498194.31    | 0.18%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    634000 | PA      | $522771.80    | 0.19%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    462000 | PA      | $478447.76    | 0.17%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $564003.55    | 0.20%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    432000 | PA      | $452746.77    | 0.16%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    286000 | PA      | $259747.41    | 0.09%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $360932.33    | 0.13%             | 2034-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $203928.77    | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    962000 | PA      | $939404.45    | 0.34%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    381000 | PA      | $383726.44    | 0.14%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $472963.66    | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    433000 | PA      | $433164.11    | 0.16%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    490000 | PA      | $458015.45    | 0.17%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $396716.25    | 0.14%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $297014.93    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    428000 | PA      | $436009.59    | 0.16%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    231000 | PA      | $238413.71    | 0.09%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $205579.55    | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1141837.88   | 0.41%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $884409.22    | 0.32%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $99278.50     | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    402000 | PA      | $329640.04    | 0.12%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $653385.53    | 0.24%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $143062.80    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $213925.18    | 0.08%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    591000 | PA      | $607220.00    | 0.22%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    309000 | PA      | $320314.80    | 0.12%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    178000 | PA      | $188727.63    | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    121000 | PA      | $129303.87    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  10000000 | PA      | $291970.61    | 0.11%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $382925.60    | 0.14%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1056980.42   | 0.38%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $388805.51    | 0.14%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    299000 | PA      | $319171.43    | 0.12%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $504737.84    | 0.18%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $652562.97    | 0.24%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $434077.64    | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $146916.67    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $222211.72    | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609116.97    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58816.69     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    264000 | PA      | $278464.56    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    485000 | PA      | $499942.93    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    152000 | PA      | $152317.67    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $643682.83    | 0.23%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $702603.12    | 0.25%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    611000 | PA      | $610471.36    | 0.22%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180674.20    | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                   | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    709000 | PA      | $666678.87    | 0.24%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| STC SUKUK CO II LTD                                     | STC Sukuk Co II Ltd                                                              | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |    383000 | PA      | $383875.54    | 0.14%             | 2036-01-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    408000 | PA      | $445245.39    | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $314805.60    | 0.11%             | 2030-06-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    397000 | PA      | $398120.24    | 0.14%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    363000 | PA      | $369627.48    | 0.13%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    843000 | PA      | $832033.51    | 0.30%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    410000 | PA      | $389030.55    | 0.14%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    511000 | PA      | $523720.14    | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    323000 | PA      | $317892.72    | 0.11%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    601000 | PA      | $595674.98    | 0.21%             | 2036-11-14      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $199347.39    | 0.07%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187584.15    | 0.07%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    689000 | PA      | $714645.07    | 0.26%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1423224.06   | 0.51%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                              | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    731000 | PA      | $752731.31    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548242.60    | 0.20%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $689744.03    | 0.25%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $144903.90    | 0.05%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    622000 | PA      | $638268.41    | 0.23%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150105.32    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    396000 | PA      | $390400.50    | 0.14%             | 2052-04-20      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    675000 | PA      | $715406.92    | 0.26%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    537000 | PA      | $535134.38    | 0.19%             | 2056-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287241.26    | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    764000 | PA      | $773601.95    | 0.28%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    397000 | PA      | $407932.76    | 0.15%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    256000 | PA      | $255411.20    | 0.09%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    347000 | PA      | $316083.81    | 0.11%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    147000 | PA      | $130103.47    | 0.05%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379089.06    | 0.14%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    697000 | PA      | $737162.48    | 0.27%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    598000 | PA      | $583096.46    | 0.21%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247519.50    | 0.09%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    566000 | PA      | $569856.02    | 0.21%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123840.82    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396285.93    | 0.14%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $119283.69    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    517000 | PA      | $523958.82    | 0.19%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    238000 | PA      | $244007.95    | 0.09%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $853705.11    | 0.31%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238434.56    | 0.09%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $126196.16    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125319.21    | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    389000 | PA      | $332133.72    | 0.12%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $526475.23    | 0.19%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                               | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    182000 | PA      | $181545.00    | 0.07%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    589000 | PA      | $589662.63    | 0.21%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136806.73    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107255.44    | 0.04%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470949.48    | 0.17%             | 2032-10-07      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3641897 | PA      | $126348.34    | 0.05%             | 2054-11-15      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205388.71    | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                            | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $333230.54    | 0.12%             | 2027-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    566000 | PA      | $562578.76    | 0.20%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $314200.16    | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    861000 | PA      | $896804.69    | 0.32%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    302000 | PA      | $310554.15    | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1004777.84   | 0.36%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $359984.17    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    449000 | PA      | $424344.38    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186218.95    | 0.07%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    143000 | PA      | $109914.47    | 0.04%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    381000 | PA      | $401854.04    | 0.14%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    540000 | PA      | $575022.44    | 0.21%             | 2034-05-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                            | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    308000 | PA      | $305188.05    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    613000 | PA      | $657525.26    | 0.24%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    579000 | PA      | $528805.10    | 0.19%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    711000 | PA      | $637552.75    | 0.23%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    834000 | PA      | $830660.41    | 0.30%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200406.21    | 0.07%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $364589.58    | 0.13%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    835000 | PA      | $577049.31    | 0.21%             | 2050-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $715465.60    | 0.26%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $261891.50    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    408000 | PA      | $416812.80    | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    351000 | PA      | $349715.34    | 0.13%             | 2034-02-09      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199200.00    | 0.07%             | 2038-02-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8816000 | PA      | $6466329.35   | 2.33%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1802000 | PA      | $1725978.13   | 0.62%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    256000 | PA      | $250360.00    | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101000 | PA      | $98238.28     | 0.04%             | 2045-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6213000 | PA      | $6218824.69   | 2.24%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $576427.48    | 0.21%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $480457.24    | 0.17%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $360451.98    | 0.13%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    966000 | PA      | $564779.66    | 0.20%             | 2050-10-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313727.09    | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    641000 | PA      | $668471.34    | 0.24%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  11700000 | PA      | $313950.25    | 0.11%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $762068.38    | 0.27%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                       | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    388000 | PA      | $421993.55    | 0.15%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           | 2                  | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    461000 | PA      | $481703.51    | 0.17%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $192960.77    | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    587000 | PA      | $609187.61    | 0.22%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    464000 | PA      | $486392.60    | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    540000 | PA      | $498279.42    | 0.18%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    243000 | PA      | $248758.41    | 0.09%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    591000 | PA      | $604483.67    | 0.22%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    542000 | PA      | $577159.54    | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    622000 | PA      | $547187.87    | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    464000 | PA      | $496826.61    | 0.18%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $293089.81    | 0.11%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    511000 | PA      | $499212.40    | 0.18%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    419000 | PA      | $414900.84    | 0.15%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    356000 | PA      | $360909.83    | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    656000 | PA      | $656027.55    | 0.24%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    473000 | PA      | $413293.82    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323737.59    | 0.12%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394446.57    | 0.14%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392874.74    | 0.14%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                                | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    291000 | PA      | $294326.64    | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    207000 | PA      | $206025.08    | 0.07%             | 2054-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267421.42    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    337000 | PA      | $323452.33    | 0.12%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    263000 | PA      | $253076.62    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WSP GLOBAL INC                                          | WSP Global Inc                                                                   | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $550232.37    | 0.20%             | 2030-11-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    426000 | PA      | $426532.50    | 0.15%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511851.18    | 0.18%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $464362.60    | 0.17%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $97052.80     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $419668.06    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    437000 | PA      | $407473.62    | 0.15%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    366000 | PA      | $378136.49    | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2252550 | PA      | $124303.14    | 0.04%             | 2054-04-15      | Variable      | 1.48%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915005 | PA      | $113050.21    | 0.04%             | 2054-08-15      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    561000 | PA      | $586738.06    | 0.21%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    518000 | PA      | $538037.79    | 0.19%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    394000 | PA      | $399431.68    | 0.14%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $208457.48    | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $745759.30    | 0.27%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    684000 | PA      | $676119.02    | 0.24%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $511515.21    | 0.18%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $143297.79    | 0.05%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1524000 | PA      | $1520878.50   | 0.55%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $205764.59    | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    637000 | PA      | $627949.44    | 0.23%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    399000 | PA      | $419117.32    | 0.15%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127992.48    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189455.49    | 0.07%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59902.49     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    616000 | PA      | $634502.18    | 0.23%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $502869.14    | 0.18%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1037000 | PA      | $911054.90    | 0.33%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |  66000000 | PA      | $530870.15    | 0.19%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |   1152000 | PA      | $1243100.38   | 0.45%             | 2030-03-18      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    491000 | PA      | $494316.98    | 0.18%             | 2028-05-09      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    406000 | PA      | $423416.23    | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392356.59    | 0.14%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                            | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $193948.98    | 0.07%             | 2026-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS BV                                   | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $143946.03    | 0.05%             | 2040-12-04      | Fixed         | 0.93%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $669866.36    | 0.24%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $115858.48    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $673624.76    | 0.24%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    355000 | PA      | $271463.53    | 0.10%             | 2041-07-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SAGE GROUP PLC/THE                                      | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $339925.30    | 0.12%             | 2034-02-08      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237116.20    | 0.09%             | 2043-01-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                          | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |    237000 | PA      | $288228.97    | 0.10%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    498000 | PA      | $625873.17    | 0.23%             | 2029-03-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  15300000 | PA      | $2428837.90   | 0.88%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    554000 | PA      | $576672.06    | 0.21%             | 2034-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $233980.08    | 0.08%             | 2036-02-14      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    138000 | PA      | $168066.98    | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $356496.30    | 0.13%             | 2032-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $324639.83    | 0.12%             | 2032-04-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1876000 | PA      | $2184382.68   | 0.79%             | 2054-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $294461.86    | 0.11%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $320776.48    | 0.12%             | 2031-07-31      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269694.57    | 0.10%             | 2034-05-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $111949.20    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    408000 | PA      | $402390.00    | 0.14%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3546000 | PA      | $4204174.23   | 1.51%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    400000 | PA      | $488835.36    | 0.18%             | 2030-09-27      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    853000 | PA      | $813548.99    | 0.29%             | 2054-10-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $244588.16    | 0.09%             | 2036-10-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    538000 | PA      | $556939.55    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $334216.48    | 0.12%             | 2035-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $394085.02    | 0.14%             | 2029-11-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122380.83    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $402750.51    | 0.15%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    420000 | PA      | $494609.28    | 0.18%             | 2036-01-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HEIMSTADEN AB                                           | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    258000 | PA      | $327300.05    | 0.12%             | 2030-01-29      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $240602.35    | 0.09%             | 2045-02-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    542000 | PA      | $569544.70    | 0.21%             | 2035-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $407060.23    | 0.15%             | 2035-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    638000 | PA      | $708586.55    | 0.26%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FASTIGHETS AB BALDER                                    | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |    440000 | PA      | $526346.88    | 0.19%             | 2032-02-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $253982.58    | 0.09%             | 2033-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $254237.64    | 0.09%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    370000 | PA      | $446171.75    | 0.16%             | 2033-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $261491.25    | 0.09%             | 2032-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $338683.46    | 0.12%             | 2037-05-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $504552.41    | 0.18%             | 2032-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    199000 | PA      | $220347.88    | 0.08%             | 2054-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $243504.98    | 0.09%             | 2044-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    280000 | PA      | $333665.75    | 0.12%             | 2038-05-09      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $355890.04    | 0.13%             | 2032-05-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    110000 | PA      | $126895.34    | 0.05%             | 2045-05-19      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $353858.89    | 0.13%             | 2035-05-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $267228.96    | 0.10%             | 2056-08-28      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $395719.03    | 0.14%             | 2032-05-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CESKE DRAHY                                             | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |    209000 | PA      | $254062.67    | 0.09%             | 2030-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $356463.96    | 0.13%             | 2036-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $490784.27    | 0.18%             | 2035-06-03      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1941000 | PA      | $2297818.51   | 0.83%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $321314.54    | 0.12%             | 2035-06-10      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    279000 | PA      | $336001.72    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3200000 | PA      | $1022543.70   | 0.37%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| SNB FUNDING LTD                                         | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    513000 | PA      | $524992.26    | 0.19%             | 2035-06-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $587779.65    | 0.21%             | 2035-06-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1110000 | PA      | $1321280.20   | 0.48%             | 2035-07-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |    472000 | PA      | $646764.14    | 0.23%             | 2030-07-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    277000 | PA      | $340858.11    | 0.12%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    161000 | PA      | $195401.78    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    509000 | PA      | $626342.15    | 0.23%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    460000 | PA      | $545580.06    | 0.20%             | 2032-07-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   4010000 | PA      | $4738240.94   | 1.71%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $204289.31    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $153309.67    | 0.06%             | 2037-07-16      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $494294.37    | 0.18%             | 2031-07-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EL CORTE INGLES SA                                      | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117122.94    | 0.04%             | 2033-07-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $362471.92    | 0.13%             | 2037-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                  | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $394536.44    | 0.14%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $261363.64    | 0.09%             | 2034-09-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $869965.21    | 0.31%             | 2035-09-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                                | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $745882.66    | 0.27%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| ASSA ABLOY AB                                           | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |    210000 | PA      | $250172.30    | 0.09%             | 2032-09-09      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $237128.23    | 0.09%             | 2033-09-08      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CBQ FINANCE LTD                                         | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $700579.85    | 0.25%             | 2030-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $196020.08    | 0.07%             | 2031-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236987.41    | 0.09%             | 2032-01-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173484.32    | 0.06%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    340000 | PA      | $398211.64    | 0.14%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                            | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234789.77    | 0.08%             | 2037-09-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL BV                                        | America Movil BV                                                                 | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $592087.37    | 0.21%             | 2030-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                             | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $638357.96    | 0.23%             | 2034-05-03      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $200286.04    | 0.07%             | 2033-04-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELIA TRANSMISSION BE                                    | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $234015.42    | 0.08%             | 2035-10-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $515371.83    | 0.19%             | 2032-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    220000 | PA      | $258168.20    | 0.09%             | 2032-11-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $352961.25    | 0.13%             | 2033-11-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                   | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    560000 | PA      | $653669.78    | 0.24%             | 2032-10-31      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LSEG NETHERLANDS BV                                     | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $410795.12    | 0.15%             | 2031-11-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $509848.37    | 0.18%             | 2030-11-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    229000 | PA      | $312339.58    | 0.11%             | 2032-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    490000 | PA      | $578875.19    | 0.21%             | 2031-11-07      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BMS IRELAND CAP FUNDING                                 | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $366484.98    | 0.13%             | 2033-11-10      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| SMITHS GROUP PLC                                        | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $505188.99    | 0.18%             | 2033-11-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                                        | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $700506.44    | 0.25%             | 2037-11-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BUPA FINANCE PLC                                        | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $150454.81    | 0.05%             | 2045-11-18      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117471.40    | 0.04%             | 2038-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $154606.67    | 0.06%             | 2037-11-26      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $131318.50    | 0.05%             | 2031-11-24      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| MAGNUM ICC FINANCE BV                                   | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $437967.52    | 0.16%             | 2034-11-26      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MAGNUM ICC FINANCE BV                                   | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $339346.20    | 0.12%             | 2037-11-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EROSKI S COOP                                           | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |    154000 | PA      | $190958.19    | 0.07%             | 2031-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    628000 | PA      | $744424.15    | 0.27%             | 2033-02-27      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $630983.53    | 0.23%             | 2035-12-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $238958.41    | 0.09%             | 2032-12-10      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $473178.27    | 0.17%             | 2031-02-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    310000 | PA      | $431290.24    | 0.16%             | 2031-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $499459.01    | 0.18%             | 2031-01-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $486322.81    | 0.18%             | 2031-02-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                           | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    600000 | PA      | $598886.67    | 0.22%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    670000 | PA      | $794408.20    | 0.29%             | 2030-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $234914.47    | 0.08%             | 2031-01-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                 | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $353220.18    | 0.13%             | 2034-01-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MAPFRE SA                                               | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $474059.10    | 0.17%             | 2032-01-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $355872.99    | 0.13%             | 2036-04-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AENA SME SA                                             | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235108.63    | 0.08%             | 2036-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SUMMER BIDCO BV                                         | Summer BidCo BV                                                                  | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    154000 | PA      | $184933.33    | 0.07%             | 2031-01-31      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                                      | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $237753.16    | 0.09%             | 2038-04-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    240000 | PA      | $285842.04    | 0.10%             | 2034-01-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $389070.78    | 0.14%             | 2033-08-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $463205.81    | 0.17%             | 2037-02-03      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $366878.71    | 0.13%             | 2034-02-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -82 | NC      | $-10039.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -102 | NC      | $1563.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -93 | NC      | $30638.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -45 | NC      | $82864.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        27 | NC      | $-59165.64    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        29 | NC      | $-15512.97    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -47 | NC      | $134163.73    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -131 | NC      | $86487.71     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        62 | NC      | $-19596.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -125 | NC      | $107495.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         2 | NC      | $156.95       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | CAN 10YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -49 | NC      | $64533.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $414733.00    | 0.15%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $269640.70    | 0.10%             | 2041-05-13      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    802000 | PA      | $965071.30    | 0.35%             | 2030-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    573000 | PA      | $659640.00    | 0.24%             | 2028-10-09      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    263919 | PA      | $160489.18    | 0.06%             | 2030-03-08      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                      | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |      7000 | NS      | $2586.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Petra Diamonds Ltd                                      | Petra Diamonds Ltd                                                               | CUSIP: 000000000<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               | CORP              | BM        |     17947 | NS      | $3683.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1080000 | PA      | $1309697.39   | 0.47%             | 2028-12-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  39200000 | PA      | $2556290.49   | 0.92%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                         | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |         0 | NS      | $0.08         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO CURRENCY                                           | EURO CURRENCY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |       516 | NS      | $611.64       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    547612 | PA      | $561805.64    | 0.20%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| POUND STERLING                                          | POUND STERLING                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | GB        |        11 | NS      | $14.97        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SOUTH KOREAN WON                                        | SOUTH KOREAN WON                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |       312 | NS      | $0.22         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NEW ZEALAND DOLLAR                                      | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | NZ        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Exchange traded                                         | CS100192 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |  11470000 | NC      | $39314.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    591000 | PA      | $656666.01    | 0.24%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1049000 | PA      | $996654.90    | 0.36%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    460253 | PA      | $462056.27    | 0.17%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $355551.61    | 0.13%             | 2048-05-08      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $333397.96    | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer