# EDGAR Filing Document

**Accession Number:** 0000809173
**File Stem:** 0001410368-25-009056
**Filing Date:** 2025-9
**Character Count:** 517974
**Document Hash:** 08b6c6836d70fdf6c03872f4e52b8b68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-009056.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-009056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20251031

**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:** 251335184

**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-Q3

![](img69fa17d21.gif)

**Quarterly Report**

July 31, 2025

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

![](imgbbba493b2.gif)

------

**Portfolio of Investments**

7/31/25 (unaudited)

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

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 131.2%  | Bonds – 131.2%  | Bonds – 131.2%  |
| Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% |
| Axon Enterprise, Inc., 6.125%, 3/15/2030 (n) | $600000 | &nbsp;&nbsp;&nbsp; $612781 |
| Axon Enterprise, Inc., 6.25%, 3/15/2033 (n) | 193000 | &nbsp;&nbsp;&nbsp; 197723 |
| Boeing Co., 6.388%, 5/01/2031  | 134000 | &nbsp;&nbsp;&nbsp; 144164 |
| Boeing Co., 5.805%, 5/01/2050  | 534000 | &nbsp;&nbsp;&nbsp; 515357 |
| Bombardier, Inc., 7.5%, 2/01/2029 (n) | 314000 | &nbsp;&nbsp;&nbsp; 326087 |
| Bombardier, Inc., 8.75%, 11/15/2030 (n) | 243000 | &nbsp;&nbsp;&nbsp; 261498 |
| Bombardier, Inc., 7.25%, 7/01/2031 (n) | 252000 | &nbsp;&nbsp;&nbsp; 263140 |
| Bombardier, Inc., 7%, 6/01/2032 (n) | 263000 | &nbsp;&nbsp;&nbsp; 272071 |
| Bombardier, Inc., 6.75%, 6/15/2033 (n) | 260000 | &nbsp;&nbsp;&nbsp; 267233 |
| Huntington Ingalls Industries, Inc., 4.2%, 5/01/2030  | 230000 | &nbsp;&nbsp;&nbsp; 223629 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 286000 | &nbsp;&nbsp;&nbsp; 294002 |
| TransDigm, Inc., 6.75%, 8/15/2028 (n) | 309000 | &nbsp;&nbsp;&nbsp; 315292 |
| TransDigm, Inc., 4.625%, 1/15/2029  | 566000 | &nbsp;&nbsp;&nbsp; 553386 |
| TransDigm, Inc., 6.375%, 3/01/2029 (n) | 302000 | &nbsp;&nbsp;&nbsp; 309082 |
| TransDigm, Inc., 6.875%, 12/15/2030 (n) | 861000 | &nbsp;&nbsp;&nbsp; 892316 |
| TransDigm, Inc., 6.375%, 5/31/2033 (n) | 987000 | &nbsp;&nbsp;&nbsp; 993269 |
|  |  | &nbsp;&nbsp;&nbsp; $6441030 |
| Asset-Backed & Securitized – 3.8% | Asset-Backed & Securitized – 3.8% | Asset-Backed & Securitized – 3.8% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.109%, 11/15/2054 (i) | $3658070 | &nbsp;&nbsp;&nbsp; $139383 |
| AA Bond Co. Ltd., 6.85%, 7/31/2050  | 220000 | &nbsp;&nbsp;&nbsp; 304121 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | $288494 | &nbsp;&nbsp;&nbsp; 288280 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 7.339% (SOFR - 30 day + 3%), 1/15/2037 (n) | 600000 | &nbsp;&nbsp;&nbsp; 598496 |
| AREIT 2022-CRE6 Trust, "D", FLR, 7.197% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 126000 | &nbsp;&nbsp;&nbsp; 123165 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 49502 | &nbsp;&nbsp;&nbsp; 49865 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.832% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | 390025 | &nbsp;&nbsp;&nbsp; 389132 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 6.067% ((SOFR - 1mo. + 0.11448%) + 1.6%), 12/28/2040 (n) | 204404 | &nbsp;&nbsp;&nbsp; 421347 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.593%, 4/15/2053 (i) | 953650 | &nbsp;&nbsp;&nbsp; 45192 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.329%, 7/15/2054 (i) | 915990 | &nbsp;&nbsp;&nbsp; 47673 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.696%, 2/15/2054 (i) | 6390337 | &nbsp;&nbsp;&nbsp; 423638 |
| Benchmark 2021-B23 Mortgage Trust, "XA", 1.255%, 2/15/2054 (i) | 3989563 | &nbsp;&nbsp;&nbsp; 195136 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.133%, 3/15/2054 (i) | 2026373 | &nbsp;&nbsp;&nbsp; 83797 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.88%, 6/15/2054 (i) | 6880950 | &nbsp;&nbsp;&nbsp; 238223 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.233%, 7/15/2054 (i) | 6923032 | &nbsp;&nbsp;&nbsp; 357003 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.809%, 7/15/2055 (i) | 8707449 | &nbsp;&nbsp;&nbsp; 353643 |
| BSPRT 2021-FL7 Issuer Ltd., "C", FLR, 6.756% ((SOFR - 1mo. + 0.11448%) + 2.3%), 12/15/2038 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99295 |
| Business Jet Securities LLC, 2024-1A, "B", 6.924%, 5/15/2039 (n) | 81013 | &nbsp;&nbsp;&nbsp; 82619 |
| Business Jet Securities LLC, 2024-2A, "A", 5.364%, 9/15/2039 (n) | 133092 | &nbsp;&nbsp;&nbsp; 132614 |
| CF Hippolyta Issuer LLC, 2020-1, "B1", 2.28%, 7/15/2060 (n) | 89945 | &nbsp;&nbsp;&nbsp; 69227 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 81876 | &nbsp;&nbsp;&nbsp; 82303 |
| Colt Funding LLC, 2024-1, "A2", 5.987%, 2/25/2069 (n) | 91955 | &nbsp;&nbsp;&nbsp; 92102 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 237409 | &nbsp;&nbsp;&nbsp; 237130 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.87%, 4/15/2054 (i) | 3587963 | &nbsp;&nbsp;&nbsp; 109590 |
| 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; 100199 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 72321 | &nbsp;&nbsp;&nbsp; 72589 |
| EQT Trust, 2024-EXTR, "B", 5.654%, 7/05/2041 (n) | 169941 | &nbsp;&nbsp;&nbsp; 171668 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 6.456% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 464500 | &nbsp;&nbsp;&nbsp; 463350 |
| LoanCore 2025-CRE8 Ltd., "B", FLR, 6.184% (SOFR - 1mo. + 1.8412%), 8/17/2042 (n) | 300000 | &nbsp;&nbsp;&nbsp; 297750 |
| M&T Bank Auto Receivables Trust, 2025-1, "A-2A", 4.63%, 5/15/2028 (n) | 176000 | &nbsp;&nbsp;&nbsp; 176129 |
| MF1 2021-FL5 Ltd., "C", FLR, 6.157% ((SOFR - 1mo. + 0.11448%) + 1.7%), 7/15/2036 (n) | 401500 | &nbsp;&nbsp;&nbsp; 400455 |
| MF1 2021-FL5 Ltd., "D", FLR, 6.958% ((SOFR - 1mo. + 0.11448%) + 2.5%), 7/15/2036 (n) | 745000 | &nbsp;&nbsp;&nbsp; 742570 |
| MF1 2021-FL6 Ltd., "B", FLR, 6.114% ((SOFR - 1mo. + 0.11448%) + 1.65%), 7/16/2036 (n) | 1000000 | &nbsp;&nbsp;&nbsp; 997523 |
| MF1 2024-FL14 LLC, "A", FLR, 6.087% (SOFR - 1mo. + 1.737%), 3/19/2039 (n) | 200000 | &nbsp;&nbsp;&nbsp; 200184 |
| MF1 2024-FL14 LLC, "AS", FLR, 6.59% (SOFR - 1mo. + 2.24%), 3/19/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100114 |
| MF1 2024-FL14 LLC, "B", FLR, 7.039% (SOFR - 1mo. + 2.689%), 3/19/2039 (n) | 328594 | &nbsp;&nbsp;&nbsp; 329267 |

---

------

*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-L5, "XA", 1.276%, 5/15/2054 (i) | $1803485 | &nbsp;&nbsp;&nbsp; $86962 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.172%, 6/15/2054 (i) | 2650127 | &nbsp;&nbsp;&nbsp; 112199 |
| Navistar Financial Dealer Note Master Owner Trust, 2023-1, "A", 6.18%, 8/25/2028 (n) | 239000 | &nbsp;&nbsp;&nbsp; 239232 |
| Navistar Financial Dealer Note Master Owner Trust, 2023-1, "B", 6.48%, 8/25/2028 (n) | 56000 | &nbsp;&nbsp;&nbsp; 56045 |
| New Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.53%, 5/25/2065 (n) | 271903 | &nbsp;&nbsp;&nbsp; 272789 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 83793 | &nbsp;&nbsp;&nbsp; 84116 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | 69733 | &nbsp;&nbsp;&nbsp; 69936 |
| TPG Real Estate Finance, 2021-FL4, "B", FLR, 6.307% ((SOFR - 1mo. + 0.11448%) + 1.85%), 3/15/2038 (n) | 340000 | &nbsp;&nbsp;&nbsp; 338712 |
| Wells Fargo Commercial Mortgage Trust, 2021-C59, "XA", 1.491%, 4/15/2054 (i) | 2263442 | &nbsp;&nbsp;&nbsp; 136971 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.493%, 8/15/2054 (i) | 1922675 | &nbsp;&nbsp;&nbsp; 123197 |
|  |  | &nbsp;&nbsp;&nbsp; $10534977 |
| Automotive – 2.4% | Automotive – 2.4% | Automotive – 2.4% |
| Allison Transmission, Inc., 3.75%, 1/30/2031 (n) | $910000 | &nbsp;&nbsp;&nbsp; $831685 |
| Benteler International AG, 7.25%, 6/15/2031  | 320000 | &nbsp;&nbsp;&nbsp; 387372 |
| Clarios Global LP/Clarios U.S. Finance Co., 4.75%, 6/15/2031  | 114000 | &nbsp;&nbsp;&nbsp; 131541 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 2/15/2030 (n) | $321000 | &nbsp;&nbsp;&nbsp; 330961 |
| Clarios Global LP/Clarios US Finance Co., 4.75%, 6/15/2031 (n) | 279000 | &nbsp;&nbsp;&nbsp; 321930 |
| Dealer Tire LLC/DT Issuer LLC, 8%, 2/01/2028 (n) | $479000 | &nbsp;&nbsp;&nbsp; 468971 |
| Dornoch Debt Merger Sub, Inc., 6.625%, 10/15/2029 (n) | 566000 | &nbsp;&nbsp;&nbsp; 446710 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | 281000 | &nbsp;&nbsp;&nbsp; 284178 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | 244000 | &nbsp;&nbsp;&nbsp; 246083 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 228000 | &nbsp;&nbsp;&nbsp; 241900 |
| J.B. Poindexter & Co., Inc., 8.75%, 12/15/2031 (n) | 385000 | &nbsp;&nbsp;&nbsp; 393754 |
| New Flyer Holdings, Inc., 9.25%, 7/01/2030 (n) | 396000 | &nbsp;&nbsp;&nbsp; 421438 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/01/2029 (n) | 442000 | &nbsp;&nbsp;&nbsp; 303745 |
| Stellantis N.V., 4.625%, 6/06/2035  | 460000 | &nbsp;&nbsp;&nbsp; 518272 |
| Volkswagen Bank GmbH, 3.5%, 6/19/2031  | 300000 | &nbsp;&nbsp;&nbsp; 343949 |
| Volkswagen International Finance N.V., 5.994%, 5/15/2174  | 300000 | &nbsp;&nbsp;&nbsp; 352572 |
| Wabash National Corp., 4.5%, 10/15/2028 (n) | $550000 | &nbsp;&nbsp;&nbsp; 492285 |
|  |  | &nbsp;&nbsp;&nbsp; $6517346 |
| Broadcasting – 2.0% | Broadcasting – 2.0% | Broadcasting – 2.0% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 372000 | &nbsp;&nbsp;&nbsp; $497696 |
| Banijay Group S.A.S., 8.125%, 5/01/2029 (n) | $600000 | &nbsp;&nbsp;&nbsp; 622211 |
| Dotdash Meredith, Inc., 7.625%, 6/15/2032 (n) | 399000 | &nbsp;&nbsp;&nbsp; 388925 |
| Gray Media, Inc., 9.625%, 7/15/2032 (n) | 388000 | &nbsp;&nbsp;&nbsp; 391403 |
| Gray Media, Inc., 7.25%, 8/15/2033 (n) | 244000 | &nbsp;&nbsp;&nbsp; 242717 |
| Midas OpCo Holdings LLC, 5.625%, 8/15/2029 (n) | 595000 | &nbsp;&nbsp;&nbsp; 572698 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | 325000 | &nbsp;&nbsp;&nbsp; 289436 |
| Prosus N.V., 4.343%, 7/15/2035  | 325000 | &nbsp;&nbsp;&nbsp; 371791 |
| Scripps Escrow II, Inc., 3.875%, 1/15/2029 (n) | $203000 | &nbsp;&nbsp;&nbsp; 180218 |
| Sinclair Television Group, Inc., 8.125%, 2/15/2033 (n) | 530000 | &nbsp;&nbsp;&nbsp; 540605 |
| Univision Communications, Inc., 8%, 8/15/2028 (n) | 304000 | &nbsp;&nbsp;&nbsp; 312304 |
| Univision Communications, Inc., 8.5%, 7/31/2031 (n) | 555000 | &nbsp;&nbsp;&nbsp; 563641 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 263000 | &nbsp;&nbsp;&nbsp; 246897 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 337000 | &nbsp;&nbsp;&nbsp; 314535 |
|  |  | &nbsp;&nbsp;&nbsp; $5535077 |
| Brokerage & Asset Managers – 2.4% | Brokerage & Asset Managers – 2.4% | Brokerage & Asset Managers – 2.4% |
| AG TTMT Escrow Issuer LLC, 8.625%, 9/30/2027 (n) | $622000 | &nbsp;&nbsp;&nbsp; $639098 |
| Aretec Escrow Issuer 2, Inc., 10%, 8/15/2030 (n) | 505000 | &nbsp;&nbsp;&nbsp; 550662 |
| Aretec Escrow Issuer, Inc., 7.5%, 4/01/2029 (n) | 214000 | &nbsp;&nbsp;&nbsp; 214008 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | 466000 | &nbsp;&nbsp;&nbsp; 502888 |
| Citadel Securities Global Holdings LLC, 5.5%, 6/18/2030 (n) | 500000 | &nbsp;&nbsp;&nbsp; 504366 |
| Hightower Holding LLC, 6.75%, 4/15/2029 (n) | 374000 | &nbsp;&nbsp;&nbsp; 372130 |
| Hightower Holding LLC, 9.125%, 1/31/2030 (n) | 228000 | &nbsp;&nbsp;&nbsp; 242308 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 1542000 | &nbsp;&nbsp;&nbsp; 1529917 |
| Low Income Investment Fund, 3.386%, 7/01/2026  | 185000 | &nbsp;&nbsp;&nbsp; 181337 |

---

------

*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, 3.711%, 7/01/2029  | $490000 | &nbsp;&nbsp;&nbsp; $462604 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 654000 | &nbsp;&nbsp;&nbsp; 634013 |
| Nomura Holdings, Inc., 7% to 1/15/2031, FLR (CMT - 5yr. + 3.084%) to 1/15/2174  | 271000 | &nbsp;&nbsp;&nbsp; 274402 |
| Osaic Holdings, Inc., 6.75%, 8/01/2032 (n) | 161000 | &nbsp;&nbsp;&nbsp; 162942 |
| Osaic Holdings, Inc., 8%, 8/01/2033 (n) | 280000 | &nbsp;&nbsp;&nbsp; 284539 |
|  |  | &nbsp;&nbsp;&nbsp; $6555214 |
| Building – 3.4% | Building – 3.4% | Building – 3.4% |
| AmeriTex Holdco Intermediate LLC, 10.25%, 10/15/2028 (n) | $500000 | &nbsp;&nbsp;&nbsp; $530612 |
| AmeriTex Holdco Intermediate LLC, 7.625%, 8/15/2033 (n) | 528000 | &nbsp;&nbsp;&nbsp; 536960 |
| BCPE Ulysses Intermediate, Inc., 7.75% (7.75% Cash or 8.5% PIK), 4/01/2027 (n)(p) | 197000 | &nbsp;&nbsp;&nbsp; 196969 |
| Builders FirstSource, Inc., 6.75%, 5/15/2035 (n) | 346000 | &nbsp;&nbsp;&nbsp; 354754 |
| CEMEX S.A.B. de C.V., 7.2%, 12/29/2049 (n) | 217000 | &nbsp;&nbsp;&nbsp; 221546 |
| Cornerstone Building Brands, Inc., 6.125%, 1/15/2029 (n) | 438000 | &nbsp;&nbsp;&nbsp; 322522 |
| Cornerstone Building Brands, Inc., 9.5%, 8/15/2029 (n) | 230000 | &nbsp;&nbsp;&nbsp; 210827 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | 452000 | &nbsp;&nbsp;&nbsp; 446251 |
| Foundation Building Materials LLC, 6%, 3/01/2029 (n) | 620000 | &nbsp;&nbsp;&nbsp; 581489 |
| GYP Holding III Corp., 4.625%, 5/01/2029 (n) | 538000 | &nbsp;&nbsp;&nbsp; 543128 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 285000 | &nbsp;&nbsp;&nbsp; 285976 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 285000 | &nbsp;&nbsp;&nbsp; 287954 |
| Knife River Corp., 7.75%, 5/01/2031 (n) | 617000 | &nbsp;&nbsp;&nbsp; 647396 |
| LBM Acquisition LLC, 6.25%, 1/15/2029 (n) | 383000 | &nbsp;&nbsp;&nbsp; 336082 |
| Miter Brands Acquisition Holdco, Inc., 6.75%, 4/01/2032 (n) | 162000 | &nbsp;&nbsp;&nbsp; 165400 |
| MIWD Holdco II LLC/MIWD Finance Co., 5.5%, 2/01/2030 (n) | 604000 | &nbsp;&nbsp;&nbsp; 574913 |
| New Enterprise Stone & Lime Co., Inc., 9.75%, 7/15/2028 (n) | 193000 | &nbsp;&nbsp;&nbsp; 193482 |
| Patrick Industries, Inc., 6.375%, 11/01/2032 (n) | 746000 | &nbsp;&nbsp;&nbsp; 746498 |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | 596000 | &nbsp;&nbsp;&nbsp; 611255 |
| Standard Building Solutions, Inc., 6.5%, 8/15/2032 (n) | 312000 | &nbsp;&nbsp;&nbsp; 318601 |
| Standard Industries, Inc., 4.75%, 1/15/2028 (n) | 157000 | &nbsp;&nbsp;&nbsp; 154843 |
| Standard Industries, Inc., 4.375%, 7/15/2030 (n) | 317000 | &nbsp;&nbsp;&nbsp; 300116 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 207000 | &nbsp;&nbsp;&nbsp; 204713 |
| White Cap Buyer LLC, 6.875%, 10/15/2028 (n) | 671000 | &nbsp;&nbsp;&nbsp; 669185 |
|  |  | &nbsp;&nbsp;&nbsp; $9441472 |
| Business Services – 2.3% | Business Services – 2.3% | Business Services – 2.3% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $311000 | &nbsp;&nbsp;&nbsp; $306258 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 196000 | &nbsp;&nbsp;&nbsp; 189671 |
| ams OSRAM AG, 10.5%, 3/30/2029  | 618000 | &nbsp;&nbsp;&nbsp; 751904 |
| athenahealth, Inc., 6.5%, 2/15/2030 (n) | $550000 | &nbsp;&nbsp;&nbsp; 540679 |
| CACI International, Inc., 6.375%, 6/15/2033 (n) | 596000 | &nbsp;&nbsp;&nbsp; 609435 |
| Engineering Ingegneria Informatica S.p.A., 11.125%, 5/15/2028  | 180000 | &nbsp;&nbsp;&nbsp; 217537 |
| Engineering Ingegneria Informatica S.p.A., 8.625%, 2/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; 123272 |
| Fiserv Funding ULC, 3.5%, 6/15/2032  | 370000 | &nbsp;&nbsp;&nbsp; 422087 |
| Fiserv, Inc., 4.4%, 7/01/2049  | $508000 | &nbsp;&nbsp;&nbsp; 405751 |
| Iron Mountain, Inc., 5.25%, 3/15/2028 (n) | 464000 | &nbsp;&nbsp;&nbsp; 461638 |
| Iron Mountain, Inc., 5.625%, 7/15/2032 (n) | 421000 | &nbsp;&nbsp;&nbsp; 415510 |
| Iron Mountain, Inc., 6.25%, 1/15/2033 (n) | 365000 | &nbsp;&nbsp;&nbsp; 371234 |
| Mastercard, Inc., 3.85%, 3/26/2050  | 150000 | &nbsp;&nbsp;&nbsp; 116713 |
| Nexi S.p.A., 3.875%, 5/21/2031  | 200000 | &nbsp;&nbsp;&nbsp; 232166 |
| Paychex, Inc., 5.1%, 4/15/2030  | $151000 | &nbsp;&nbsp;&nbsp; 154274 |
| Paychex, Inc., 5.35%, 4/15/2032  | 311000 | &nbsp;&nbsp;&nbsp; 318785 |
| Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 6.75%, 8/15/2032 (n) | 576000 | &nbsp;&nbsp;&nbsp; 595005 |
| Visa, Inc., 3.875%, 5/15/2044  | 210000 | &nbsp;&nbsp;&nbsp; 240290 |
|  |  | &nbsp;&nbsp;&nbsp; $6472209 |
| Cable TV – 3.3% | Cable TV – 3.3% | Cable TV – 3.3% |
| Cable One, Inc., 4%, 11/15/2030 (n) | $537000 | &nbsp;&nbsp;&nbsp; $413511 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/01/2030 (n) | 1679000 | &nbsp;&nbsp;&nbsp; 1595375 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | 1062000 | &nbsp;&nbsp;&nbsp; 993629 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Cable TV – continued | Cable TV – continued | Cable TV – continued |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 5/01/2032  | $344000 | &nbsp;&nbsp;&nbsp; $312133 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, 1/15/2034 (n) | 335000 | &nbsp;&nbsp;&nbsp; 288654 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | 306000 | &nbsp;&nbsp;&nbsp; 319206 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.65%, 2/01/2034  | 123000 | &nbsp;&nbsp;&nbsp; 130386 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 322000 | &nbsp;&nbsp;&nbsp; 313296 |
| CSC Holdings LLC, 5.375%, 2/01/2028 (n) | 700000 | &nbsp;&nbsp;&nbsp; 643656 |
| CSC Holdings LLC, 5.75%, 1/15/2030 (n) | 350000 | &nbsp;&nbsp;&nbsp; 172563 |
| CSC Holdings LLC, 4.125%, 12/01/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 168060 |
| DIRECTV Financing LLC, 8.875%, 2/01/2030 (n) | 227000 | &nbsp;&nbsp;&nbsp; 221028 |
| DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 10%, 2/15/2031 (n) | 149000 | &nbsp;&nbsp;&nbsp; 143692 |
| DISH DBS Corp., 7.75%, 7/01/2026  | 347000 | &nbsp;&nbsp;&nbsp; 308396 |
| DISH DBS Corp., 5.125%, 6/01/2029  | 336000 | &nbsp;&nbsp;&nbsp; 249467 |
| DISH Network Corp., 11.75%, 11/15/2027 (n) | 325000 | &nbsp;&nbsp;&nbsp; 338468 |
| EchoStar Corp., 10.75%, 11/30/2029  | 516194 | &nbsp;&nbsp;&nbsp; 543940 |
| Eutelsat S.A., 1.5%, 10/13/2028  | 400000 | &nbsp;&nbsp;&nbsp; 420243 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $511000 | &nbsp;&nbsp;&nbsp; 487099 |
| Virgin Media Finance PLC, 5%, 7/15/2030 (n) | 473000 | &nbsp;&nbsp;&nbsp; 426378 |
| Ziggo Bond Finance B.V., 5.125%, 2/28/2030 (n) | 837000 | &nbsp;&nbsp;&nbsp; 730211 |
|  |  | &nbsp;&nbsp;&nbsp; $9219391 |
| Chemicals – 1.7% | Chemicals – 1.7% | Chemicals – 1.7% |
| Arkema S.A., 4.25%, 5/27/2173  | 200000 | &nbsp;&nbsp;&nbsp; $229981 |
| Cerdia Finanz GmbH, 9.375%, 10/03/2031 (n) | $437000 | &nbsp;&nbsp;&nbsp; 457338 |
| Chemours Co., 4.625%, 11/15/2029 (n) | 738000 | &nbsp;&nbsp;&nbsp; 625058 |
| Chemours Co., 8%, 1/15/2033 (n) | 202000 | &nbsp;&nbsp;&nbsp; 187905 |
| Consolidated Energy Finance S.A., 6.5%, 5/15/2026 (n) | 150000 | &nbsp;&nbsp;&nbsp; 146678 |
| Consolidated Energy Finance S.A., 5.625%, 10/15/2028 (n) | 700000 | &nbsp;&nbsp;&nbsp; 586167 |
| Maxam Prill S.à r.l., 6%, 7/15/2030  | 535000 | &nbsp;&nbsp;&nbsp; 608389 |
| Maxam Prill S.à r.l., 6%, 7/15/2030 (n) | 509000 | &nbsp;&nbsp;&nbsp; 578823 |
| SCIH Salt Holdings, Inc., 6.625%, 5/01/2029 (n) | $696000 | &nbsp;&nbsp;&nbsp; 688050 |
| SNF Group SACA, 3.375%, 3/15/2030 (n) | 709000 | &nbsp;&nbsp;&nbsp; 651077 |
|  |  | &nbsp;&nbsp;&nbsp; $4759466 |
| Computer Software – 1.2% | Computer Software – 1.2% | Computer Software – 1.2% |
| Amentum Escrow Corp., 7.25%, 8/01/2032 (n) | $660000 | &nbsp;&nbsp;&nbsp; $682751 |
| Cloud Software Group, Inc., 9%, 9/30/2029 (n) | 146000 | &nbsp;&nbsp;&nbsp; 151090 |
| Cloud Software Group, Inc., 8.25%, 6/30/2032 (n) | 647000 | &nbsp;&nbsp;&nbsp; 688946 |
| Fair Isaac Corp., 6%, 5/15/2033 (n) | 514000 | &nbsp;&nbsp;&nbsp; 516414 |
| Microsoft Corp., 2.525%, 6/01/2050  | 529000 | &nbsp;&nbsp;&nbsp; 325418 |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/2029 (n) | 507000 | &nbsp;&nbsp;&nbsp; 490664 |
| Oracle Corp., 4%, 7/15/2046  | 319000 | &nbsp;&nbsp;&nbsp; 243646 |
| Sage Group PLC, 2.875%, 2/08/2034  | 292000 | &nbsp;&nbsp;&nbsp; 322312 |
|  |  | &nbsp;&nbsp;&nbsp; $3421241 |
| Computer Software - Systems – 0.9% | Computer Software - Systems – 0.9% | Computer Software - Systems – 0.9% |
| Sabre GLBL, Inc., 8.625%, 6/01/2027 (n) | $283000 | &nbsp;&nbsp;&nbsp; $287500 |
| Sabre GLBL, Inc., 10.75%, 11/15/2029 (n) | 192000 | &nbsp;&nbsp;&nbsp; 197754 |
| Sabre GLBL, Inc., 11.125%, 7/15/2030 (n) | 151000 | &nbsp;&nbsp;&nbsp; 159192 |
| SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n) | 611000 | &nbsp;&nbsp;&nbsp; 611133 |
| SS&C Technologies Holdings, Inc., 6.5%, 6/01/2032 (n) | 175000 | &nbsp;&nbsp;&nbsp; 179942 |
| Virtusa Corp., 7.125%, 12/15/2028 (n) | 330000 | &nbsp;&nbsp;&nbsp; 315278 |
| Zebra Technologies Corp., "A", 6.5%, 6/01/2032 (n) | 616000 | &nbsp;&nbsp;&nbsp; 631386 |
|  |  | &nbsp;&nbsp;&nbsp; $2382185 |
| Conglomerates – 1.4% | Conglomerates – 1.4% | Conglomerates – 1.4% |
| Amsted Industries, Inc., 6.375%, 3/15/2033 (n) | $387000 | &nbsp;&nbsp;&nbsp; $393176 |
| BWX Technologies, Inc., 4.125%, 6/30/2028 (n) | 162000 | &nbsp;&nbsp;&nbsp; 156781 |
| Emerald Debt Merger, 6.625%, 12/15/2030 (n) | 546000 | &nbsp;&nbsp;&nbsp; 556707 |
| Gates Corp., 6.875%, 7/01/2029 (n) | 399000 | &nbsp;&nbsp;&nbsp; 410603 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Conglomerates – continued | Conglomerates – continued | Conglomerates – continued |
| Grupo KUO S.A.B. de C.V., 5.75%, 7/07/2027 (n) | $358000 | &nbsp;&nbsp;&nbsp; $352701 |
| Husky Injection Molding Systems Ltd., 9%, 2/15/2029 (n) | 404000 | &nbsp;&nbsp;&nbsp; 416902 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 424000 | &nbsp;&nbsp;&nbsp; 436785 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 178000 | &nbsp;&nbsp;&nbsp; 186329 |
| Siemens Financieringsmaatschappij N.V., 4%, 5/27/2045  | 200000 | &nbsp;&nbsp;&nbsp; 230350 |
| SPX Flow, Inc., 8.75%, 4/01/2030 (n) | $551000 | &nbsp;&nbsp;&nbsp; 569076 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 215000 | &nbsp;&nbsp;&nbsp; 222289 |
|  |  | &nbsp;&nbsp;&nbsp; $3931699 |
| Construction – 0.7% | Construction – 0.7% | Construction – 0.7% |
| Empire Communities Corp., 9.75%, 5/01/2029 (n) | $580000 | &nbsp;&nbsp;&nbsp; $591500 |
| Mattamy Group Corp., 5.25%, 12/15/2027 (n) | 180000 | &nbsp;&nbsp;&nbsp; 178707 |
| Mattamy Group Corp., 4.625%, 3/01/2030 (n) | 413000 | &nbsp;&nbsp;&nbsp; 396216 |
| New Home Co., 8.5%, 11/01/2030 (n) | 407000 | &nbsp;&nbsp;&nbsp; 415535 |
| Weekley Homes LLC/Weekley Finance Corp., 4.875%, 9/15/2028 (n) | 426000 | &nbsp;&nbsp;&nbsp; 409917 |
|  |  | &nbsp;&nbsp;&nbsp; $1991875 |
| Consumer Products – 2.3% | Consumer Products – 2.3% | Consumer Products – 2.3% |
| Acushnet Co., 7.375%, 10/15/2028 (n) | $507000 | &nbsp;&nbsp;&nbsp; $528188 |
| Amer Sports Co., 6.75%, 2/16/2031 (n) | 662000 | &nbsp;&nbsp;&nbsp; 688418 |
| CD&R Smokey Buyer, Inc./Radio Systems Corp., 9.5%, 10/15/2029 (n) | 396000 | &nbsp;&nbsp;&nbsp; 328680 |
| Champ Acquisition Corp., 8.375%, 12/01/2031 (n) | 459000 | &nbsp;&nbsp;&nbsp; 485597 |
| Energizer Holdings, Inc., 4.375%, 3/31/2029 (n) | 397000 | &nbsp;&nbsp;&nbsp; 376376 |
| Kenvue, Inc., 5.05%, 3/22/2053  | 278000 | &nbsp;&nbsp;&nbsp; 254996 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 276000 | &nbsp;&nbsp;&nbsp; 278390 |
| MajorDrive Holdings IV LLC, 6.375%, 6/01/2029 (n) | 218000 | &nbsp;&nbsp;&nbsp; 179820 |
| Newell Brands, Inc., 8.5%, 6/01/2028 (n) | 252000 | &nbsp;&nbsp;&nbsp; 264064 |
| Newell Brands, Inc., 6.375%, 5/15/2030  | 546000 | &nbsp;&nbsp;&nbsp; 529095 |
| Newell Brands, Inc., 6.625%, 5/15/2032  | 305000 | &nbsp;&nbsp;&nbsp; 291680 |
| Opal Bidco S.A.S., 5.5%, 3/31/2032 (n) | 240000 | &nbsp;&nbsp;&nbsp; 282124 |
| Opal Bidco S.A.S., 6.5%, 3/31/2032 (n) | $254000 | &nbsp;&nbsp;&nbsp; 256549 |
| Perrigo Finance Unlimited Co., 6.125%, 9/30/2032  | 724000 | &nbsp;&nbsp;&nbsp; 731577 |
| Prestige Consumer Healthcare, Inc., 5.125%, 1/15/2028 (n) | 433000 | &nbsp;&nbsp;&nbsp; 429390 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | 490000 | &nbsp;&nbsp;&nbsp; 448402 |
|  |  | &nbsp;&nbsp;&nbsp; $6353346 |
| Consumer Services – 2.4% | Consumer Services – 2.4% | Consumer Services – 2.4% |
| Allied Universal Holdco LLC, 6.875%, 6/15/2030 (n) | $247000 | &nbsp;&nbsp;&nbsp; $252870 |
| Allied Universal Holdco LLC, 7.875%, 2/15/2031 (n) | 562000 | &nbsp;&nbsp;&nbsp; 589334 |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/2030 (n) | 196000 | &nbsp;&nbsp;&nbsp; 204114 |
| Arches Buyer, Inc., 6.125%, 12/01/2028 (n) | 600000 | &nbsp;&nbsp;&nbsp; 572627 |
| Booking Holdings, Inc., 4.125%, 5/09/2038  | 280000 | &nbsp;&nbsp;&nbsp; 325225 |
| Eurofins Scientific SE, 3.875%, 2/05/2033 (w) | 130000 | &nbsp;&nbsp;&nbsp; 148993 |
| Garda World Security Corp., 8.375%, 11/15/2032 (n) | $600000 | &nbsp;&nbsp;&nbsp; 618049 |
| GoDaddy, Inc., 3.5%, 3/01/2029 (n) | 726000 | &nbsp;&nbsp;&nbsp; 681420 |
| Pluxee N.V., 3.75%, 9/04/2032  | 300000 | &nbsp;&nbsp;&nbsp; 345426 |
| Raven Acquisition Holdings LLC, 6.875%, 11/15/2031 (n) | $652000 | &nbsp;&nbsp;&nbsp; 658537 |
| Realogy Group LLC/Realogy Co-Issuer Corp., 5.25%, 4/15/2030 (n) | 419000 | &nbsp;&nbsp;&nbsp; 351792 |
| Service Corp. International, 5.75%, 10/15/2032  | 991000 | &nbsp;&nbsp;&nbsp; 993349 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2027 (n) | 353000 | &nbsp;&nbsp;&nbsp; 319532 |
| TriNet Group, Inc., 3.5%, 3/01/2029 (n) | 449000 | &nbsp;&nbsp;&nbsp; 417618 |
| TriNet Group, Inc., 7.125%, 8/15/2031 (n) | 100000 | &nbsp;&nbsp;&nbsp; 102905 |
|  |  | &nbsp;&nbsp;&nbsp; $6581791 |
| Containers – 0.8% | Containers – 0.8% | Containers – 0.8% |
| Ball Corp., 6%, 6/15/2029  | $368000 | &nbsp;&nbsp;&nbsp; $374543 |
| Ball Corp., 2.875%, 8/15/2030  | 796000 | &nbsp;&nbsp;&nbsp; 715039 |
| Clydesdale Acquisition Holdings, Inc., 8.75%, 4/15/2030 (n) | 419000 | &nbsp;&nbsp;&nbsp; 427622 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Containers – continued | Containers – continued | Containers – continued |
| Owens-Brockway Glass Container, Inc., 7.25%, 5/15/2031 (n) | $563000 | &nbsp;&nbsp;&nbsp; $569326 |
|  |  | &nbsp;&nbsp;&nbsp; $2086530 |
| Electrical Equipment – 0.2% | Electrical Equipment – 0.2% | Electrical Equipment – 0.2% |
| CommScope LLC, 4.75%, 9/01/2029 (n) | $149000 | &nbsp;&nbsp;&nbsp; $144686 |
| CommScope LLC, 9.5%, 12/15/2031 (n) | 254000 | &nbsp;&nbsp;&nbsp; 267479 |
| CommScope Technologies LLC, 5%, 3/15/2027 (n) | 251000 | &nbsp;&nbsp;&nbsp; 245789 |
|  |  | &nbsp;&nbsp;&nbsp; $657954 |
| Electronics – 0.5% | Electronics – 0.5% | Electronics – 0.5% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $423000 | &nbsp;&nbsp;&nbsp; $417364 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 254000 | &nbsp;&nbsp;&nbsp; 255202 |
| Diebold Nixdorf, Inc., 7.75%, 3/31/2030 (n) | 450000 | &nbsp;&nbsp;&nbsp; 477444 |
| Intel Corp., 5.7%, 2/10/2053  | 258000 | &nbsp;&nbsp;&nbsp; 232284 |
|  |  | &nbsp;&nbsp;&nbsp; $1382294 |
| Emerging Market Quasi-Sovereign – 5.8% | Emerging Market Quasi-Sovereign – 5.8% | Emerging Market Quasi-Sovereign – 5.8% |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | $944000 | &nbsp;&nbsp;&nbsp; $985143 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.75%, 7/09/2034 (n) | 940000 | &nbsp;&nbsp;&nbsp; 973276 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | 370000 | &nbsp;&nbsp;&nbsp; 431504 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $507325 | &nbsp;&nbsp;&nbsp; 512398 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 202180 |
| Czech Republic, 3.75%, 7/28/2030  | 209000 | &nbsp;&nbsp;&nbsp; 243775 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; 202443 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | 881000 | &nbsp;&nbsp;&nbsp; 897505 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 425000 | &nbsp;&nbsp;&nbsp; 433798 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | 1052000 | &nbsp;&nbsp;&nbsp; 1069087 |
| Export-Import Bank of India, 3.375%, 8/05/2026  | 1366000 | &nbsp;&nbsp;&nbsp; 1348300 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | 700000 | &nbsp;&nbsp;&nbsp; 630878 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | 490000 | &nbsp;&nbsp;&nbsp; 501607 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028  | 538000 | &nbsp;&nbsp;&nbsp; 550235 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | 285000 | &nbsp;&nbsp;&nbsp; 296420 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 600000 | &nbsp;&nbsp;&nbsp; 460673 |
| Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 6.875%, 4/25/2044 (n) | 373000 | &nbsp;&nbsp;&nbsp; 364561 |
| Petroleos Mexicanos, 6.49%, 1/23/2027  | 904000 | &nbsp;&nbsp;&nbsp; 905642 |
| Petroleos Mexicanos, 6.7%, 2/16/2032  | 499000 | &nbsp;&nbsp;&nbsp; 475646 |
| Petroleos Mexicanos, 6.75%, 9/21/2047  | 634000 | &nbsp;&nbsp;&nbsp; 491111 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 4.95%, 1/03/2031 (n) | 534000 | &nbsp;&nbsp;&nbsp; 542664 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 462000 | &nbsp;&nbsp;&nbsp; 469056 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 4%, 6/30/2050 (n) | 488000 | &nbsp;&nbsp;&nbsp; 351856 |
| Qatar Petroleum, 3.125%, 7/12/2041  | 355000 | &nbsp;&nbsp;&nbsp; 264787 |
| Republic of Hungary, 4.375%, 6/27/2030  | 442000 | &nbsp;&nbsp;&nbsp; 516772 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | $410000 | &nbsp;&nbsp;&nbsp; 385311 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030  | 1152000 | &nbsp;&nbsp;&nbsp; 1224740 |
| Uzbek Industrial and Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 388000 | &nbsp;&nbsp;&nbsp; 410454 |
|  |  | &nbsp;&nbsp;&nbsp; $16141822 |
| Emerging Market Sovereign – 8.5% | Emerging Market Sovereign – 8.5% | Emerging Market Sovereign – 8.5% |
| Dominican Republic, 5.5%, 2/22/2029 (n) | $747000 | &nbsp;&nbsp;&nbsp; $745655 |
| Dominican Republic, 5.875%, 1/30/2060 (n) | 927000 | &nbsp;&nbsp;&nbsp; 778958 |
| Eagle Funding LuxCo. S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | 805000 | &nbsp;&nbsp;&nbsp; 808622 |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | 320000 | &nbsp;&nbsp;&nbsp; 310994 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | 2664000 | &nbsp;&nbsp;&nbsp; 3108654 |
| Kingdom of Morocco, 1.375%, 3/30/2026  | 758000 | &nbsp;&nbsp;&nbsp; 857257 |
| Kingdom of Morocco, 3%, 12/15/2032 (n) | $448000 | &nbsp;&nbsp;&nbsp; 381177 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | 363000 | &nbsp;&nbsp;&nbsp; 369329 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 11700000 | &nbsp;&nbsp;&nbsp; 289187 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 10000000 | &nbsp;&nbsp;&nbsp; 267704 |
| Republic of Albania, 4.75%, 2/14/2035 (n) | 171000 | &nbsp;&nbsp;&nbsp; 196232 |

---

------

*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 Angola, 8.25%, 5/09/2028  | $491000 | &nbsp;&nbsp;&nbsp; $475684 |
| Republic of Angola, 9.375%, 5/08/2048  | 400000 | &nbsp;&nbsp;&nbsp; 323792 |
| Republic of Argentina, 4.125%, 7/09/2035  | 1047289 | &nbsp;&nbsp;&nbsp; 691211 |
| Republic of Bulgaria, 5%, 3/05/2037  | 408000 | &nbsp;&nbsp;&nbsp; 397625 |
| Republic of Chile, 3.1%, 1/22/2061  | 672000 | &nbsp;&nbsp;&nbsp; 402192 |
| Republic of Costa Rica, 7.3%, 11/13/2054  | 391000 | &nbsp;&nbsp;&nbsp; 406151 |
| Republic of Cote d'Ivoire, 5.25%, 3/22/2030  | 802000 | &nbsp;&nbsp;&nbsp; 890887 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | $420000 | &nbsp;&nbsp;&nbsp; 428060 |
| Republic of Guatemala, 6.125%, 6/01/2050 (n) | 564000 | &nbsp;&nbsp;&nbsp; 514994 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | 970000 | &nbsp;&nbsp;&nbsp; 958666 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 333000 | &nbsp;&nbsp;&nbsp; 335314 |
| Republic of India, 7.18%, 8/14/2033  | 58000000 | &nbsp;&nbsp;&nbsp; 690170 |
| Republic of Paraguay, 5.6%, 3/13/2048  | $1049000 | &nbsp;&nbsp;&nbsp; 943051 |
| Republic of Peru, 5.375%, 2/08/2035  | 422000 | &nbsp;&nbsp;&nbsp; 420131 |
| Republic of Peru, 6.85%, 8/12/2035  | 2000000 | &nbsp;&nbsp;&nbsp; 571530 |
| Republic of Romania, 6.375%, 1/30/2034  | $554000 | &nbsp;&nbsp;&nbsp; 552290 |
| Republic of Romania, 5.625%, 2/22/2036  | 360000 | &nbsp;&nbsp;&nbsp; 401717 |
| Republic of Serbia, 1.65%, 3/03/2033  | 115000 | &nbsp;&nbsp;&nbsp; 109305 |
| Republic of Serbia, 6%, 6/12/2034 (n) | $689000 | &nbsp;&nbsp;&nbsp; 702664 |
| Republic of Serbia, 2.05%, 9/23/2036 (n) | 456000 | &nbsp;&nbsp;&nbsp; 402075 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | $475000 | &nbsp;&nbsp;&nbsp; 471731 |
| Republic of South Africa, 7.3%, 4/20/2052  | 396000 | &nbsp;&nbsp;&nbsp; 357350 |
| Republic of Turkey, 4.75%, 1/26/2026  | 521000 | &nbsp;&nbsp;&nbsp; 520095 |
| Republic of Turkey, 7.625%, 5/15/2034  | 540000 | &nbsp;&nbsp;&nbsp; 559308 |
| Republic of Turkey, 6.5%, 1/03/2035  | 308000 | &nbsp;&nbsp;&nbsp; 294918 |
| Sultanate of Oman, 6%, 8/01/2029  | 406000 | &nbsp;&nbsp;&nbsp; 426341 |
| Sultanate of Oman, 7%, 1/25/2051  | 600000 | &nbsp;&nbsp;&nbsp; 664613 |
| United Mexican States, 4.75%, 4/27/2032  | 736000 | &nbsp;&nbsp;&nbsp; 698147 |
| United Mexican States, 5.85%, 7/02/2032  | 408000 | &nbsp;&nbsp;&nbsp; 410448 |
| United Mexican States, 3.771%, 5/24/2061  | 430000 | &nbsp;&nbsp;&nbsp; 251335 |
|  |  | &nbsp;&nbsp;&nbsp; $23385564 |
| Energy - Independent – 3.4% | Energy - Independent – 3.4% | Energy - Independent – 3.4% |
| Chord Energy Corp., 6.75%, 3/15/2033 (n) | $470000 | &nbsp;&nbsp;&nbsp; $479411 |
| Civitas Resources, Inc., 8.375%, 7/01/2028 (n) | 309000 | &nbsp;&nbsp;&nbsp; 317753 |
| Civitas Resources, Inc., 8.625%, 11/01/2030 (n) | 185000 | &nbsp;&nbsp;&nbsp; 188743 |
| Civitas Resources, Inc., 8.75%, 7/01/2031 (n) | 311000 | &nbsp;&nbsp;&nbsp; 314837 |
| CNX Resources Corp., 7.25%, 3/01/2032 (n) | 403000 | &nbsp;&nbsp;&nbsp; 415495 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | 808000 | &nbsp;&nbsp;&nbsp; 798869 |
| Gulfport Energy Corp., 6.75%, 9/01/2029 (n) | 617000 | &nbsp;&nbsp;&nbsp; 627032 |
| Kraken Oil & Gas Partners LLC, 7.625%, 8/15/2029 (n) | 344000 | &nbsp;&nbsp;&nbsp; 337266 |
| Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.875%, 12/01/2032 (n) | 602000 | &nbsp;&nbsp;&nbsp; 608270 |
| Matador Resources Co., 6.875%, 4/15/2028 (n) | 561000 | &nbsp;&nbsp;&nbsp; 570186 |
| Matador Resources Co., 6.5%, 4/15/2032 (n) | 199000 | &nbsp;&nbsp;&nbsp; 199587 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | 395000 | &nbsp;&nbsp;&nbsp; 402007 |
| Permian Resources Operating LLC, 5.875%, 7/01/2029 (n) | 532000 | &nbsp;&nbsp;&nbsp; 532325 |
| Permian Resources Operating LLC, 7%, 1/15/2032 (n) | 333000 | &nbsp;&nbsp;&nbsp; 343862 |
| Permian Resources Operating LLC, 6.25%, 2/01/2033 (n) | 142000 | &nbsp;&nbsp;&nbsp; 142845 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 286000 | &nbsp;&nbsp;&nbsp; 253084 |
| Sitio Royalties Operating Partnership LP, 7.875%, 11/01/2028 (n) | 540000 | &nbsp;&nbsp;&nbsp; 563392 |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n) | 422000 | &nbsp;&nbsp;&nbsp; 416987 |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026  | 1025000 | &nbsp;&nbsp;&nbsp; 1012825 |
| Vital Energy, Inc., 7.875%, 4/15/2032 (n) | 477000 | &nbsp;&nbsp;&nbsp; 418668 |
| Wildfire Intermediate Holdings LLC, 7.5%, 10/15/2029 (n) | 394000 | &nbsp;&nbsp;&nbsp; 392046 |
|  |  | &nbsp;&nbsp;&nbsp; $9335490 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Energy - Integrated – 0.8% | Energy - Integrated – 0.8% | Energy - Integrated – 0.8% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | 190000 | &nbsp;&nbsp;&nbsp; $138579 |
| BP Capital Markets PLC, 6%, 2/19/2173  | 280000 | &nbsp;&nbsp;&nbsp; 374441 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 450000 | &nbsp;&nbsp;&nbsp; 374405 |
| Orlen S.A., 6%, 1/30/2035  | $542000 | &nbsp;&nbsp;&nbsp; 556788 |
| TotalEnergies Capital International S.A., 3.647%, 7/01/2035  | 600000 | &nbsp;&nbsp;&nbsp; 689502 |
|  |  | &nbsp;&nbsp;&nbsp; $2133715 |
| Entertainment – 1.6% | Entertainment – 1.6% | Entertainment – 1.6% |
| Carnival Corp., 5.75%, 1/15/2030  | 200000 | &nbsp;&nbsp;&nbsp; $247624 |
| Life Time, Inc., 6%, 11/15/2031 (n) | $626000 | &nbsp;&nbsp;&nbsp; 630620 |
| Lindblad Expeditions Holdings, Inc., 9%, 5/15/2028 (n) | 501000 | &nbsp;&nbsp;&nbsp; 522137 |
| NCL Corp. Ltd., 5.875%, 3/15/2026 (n) | 49000 | &nbsp;&nbsp;&nbsp; 49088 |
| NCL Corp. Ltd., 6.25%, 3/01/2030 (n) | 618000 | &nbsp;&nbsp;&nbsp; 625425 |
| NCL Corp. Ltd., 6.75%, 2/01/2032 (n) | 335000 | &nbsp;&nbsp;&nbsp; 344085 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | 485000 | &nbsp;&nbsp;&nbsp; 493004 |
| Six Flags Entertainment Corp., 6.625%, 5/01/2032 (n) | 700000 | &nbsp;&nbsp;&nbsp; 712815 |
| Viking Cruises Ltd. Co., 5.875%, 9/15/2027 (n) | 192000 | &nbsp;&nbsp;&nbsp; 191876 |
| Viking Ocean Cruises Ship VII Ltd., 5.625%, 2/15/2029 (n) | 656000 | &nbsp;&nbsp;&nbsp; 651647 |
|  |  | &nbsp;&nbsp;&nbsp; $4468321 |
| Financial Institutions – 5.5% | Financial Institutions – 5.5% | Financial Institutions – 5.5% |
| Avation Capital S.A., 8.25% (8.25% Cash or 9% PIK), 10/31/2026 (n)(p) | $626867 | &nbsp;&nbsp;&nbsp; $618675 |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | 388000 | &nbsp;&nbsp;&nbsp; 385981 |
| Azorra Finance Ltd., 7.75%, 4/15/2030 (n) | 759000 | &nbsp;&nbsp;&nbsp; 790512 |
| Azorra Finance Ltd., 7.25%, 1/15/2031 (n) | 202000 | &nbsp;&nbsp;&nbsp; 206167 |
| Corporacion Inmobiliaria Vesta S.A.B. de C.V., 3.625%, 5/13/2031  | 320000 | &nbsp;&nbsp;&nbsp; 286321 |
| Credit Acceptance Corp., 9.25%, 12/15/2028 (n) | 243000 | &nbsp;&nbsp;&nbsp; 256993 |
| Credit Acceptance Corp., 6.625%, 3/15/2030 (n) | 408000 | &nbsp;&nbsp;&nbsp; 413169 |
| Fastighets AB Balder, 4%, 2/19/2032  | 440000 | &nbsp;&nbsp;&nbsp; 502723 |
| Freedom Mortgage Corp., 7.625%, 5/01/2026 (n) | $387000 | &nbsp;&nbsp;&nbsp; 388679 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/01/2029 (n) | 457000 | &nbsp;&nbsp;&nbsp; 476325 |
| FTAI Aviation Ltd., 5.5%, 5/01/2028 (n) | 581000 | &nbsp;&nbsp;&nbsp; 579597 |
| FTAI Aviation Ltd., 7.875%, 12/01/2030 (n) | 383000 | &nbsp;&nbsp;&nbsp; 406083 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 9/01/2027 (n) | 481000 | &nbsp;&nbsp;&nbsp; 496699 |
| Heimstaden Bostad AB, 8.375%, 1/29/2030  | 434000 | &nbsp;&nbsp;&nbsp; 514475 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp., 9.75%, 1/15/2029  | $480000 | &nbsp;&nbsp;&nbsp; 484800 |
| Icahn Enterprises LP/Ichan Enterprises Finance Corp., 10%, 11/15/2029 (n) | 204000 | &nbsp;&nbsp;&nbsp; 206535 |
| Jefferson Capital Holdings LLC, 8.25%, 5/15/2030 (n) | 495000 | &nbsp;&nbsp;&nbsp; 516455 |
| LFS TopCo LLC, 8.75%, 7/15/2030 (n) | 492000 | &nbsp;&nbsp;&nbsp; 475880 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 86000 | &nbsp;&nbsp;&nbsp; 85928 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | 275000 | &nbsp;&nbsp;&nbsp; 291109 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 226000 | &nbsp;&nbsp;&nbsp; 231260 |
| Nationstar Mortgage Holdings, Inc., 6%, 1/15/2027 (n) | 465000 | &nbsp;&nbsp;&nbsp; 465482 |
| Nationstar Mortgage Holdings, Inc., 6.5%, 8/01/2029 (n) | 422000 | &nbsp;&nbsp;&nbsp; 431626 |
| OneMain Finance Corp., 6.625%, 5/15/2029  | 513000 | &nbsp;&nbsp;&nbsp; 523920 |
| OneMain Finance Corp., 5.375%, 11/15/2029  | 412000 | &nbsp;&nbsp;&nbsp; 403984 |
| OneMain Finance Corp., 7.5%, 5/15/2031  | 197000 | &nbsp;&nbsp;&nbsp; 205307 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/2033 (n) | 1042000 | &nbsp;&nbsp;&nbsp; 1062018 |
| Phoenix Aviation Capital, 9.25%, 7/15/2030 (n) | 345000 | &nbsp;&nbsp;&nbsp; 361493 |
| Rocket Cos., Inc., 6.125%, 8/01/2030 (n) | 493000 | &nbsp;&nbsp;&nbsp; 499879 |
| Rocket Cos., Inc., 6.375%, 8/01/2033 (n) | 493000 | &nbsp;&nbsp;&nbsp; 502852 |
| Rocket Cos., Inc., 4%, 10/15/2033 (n) | 160000 | &nbsp;&nbsp;&nbsp; 141557 |
| Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/01/2031 (n) | 219000 | &nbsp;&nbsp;&nbsp; 202009 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | 731000 | &nbsp;&nbsp;&nbsp; 735681 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 300000 | &nbsp;&nbsp;&nbsp; 341845 |
| TrueNoord Capital DAC, 8.75%, 3/01/2030 (n) | $289000 | &nbsp;&nbsp;&nbsp; 299732 |
| Walker & Dunlop, Inc., 6.625%, 4/01/2033 (n) | 453000 | &nbsp;&nbsp;&nbsp; 461847 |
|  |  | &nbsp;&nbsp;&nbsp; $15253598 |

---

------

*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., 4.125%, 5/19/2045  | 110000 | &nbsp;&nbsp;&nbsp; $124731 |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $260000 | &nbsp;&nbsp;&nbsp; 241221 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | 331000 | &nbsp;&nbsp;&nbsp; 325402 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 530000 | &nbsp;&nbsp;&nbsp; 491997 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | 126000 | &nbsp;&nbsp;&nbsp; 126151 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 691000 | &nbsp;&nbsp;&nbsp; 671312 |
| Fiesta Purchaser, Inc., 7.875%, 3/01/2031 (n) | 179000 | &nbsp;&nbsp;&nbsp; 189134 |
| Fiesta Purchaser, Inc., 9.625%, 9/15/2032 (n) | 320000 | &nbsp;&nbsp;&nbsp; 338166 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 384000 | &nbsp;&nbsp;&nbsp; 390992 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 125000 | &nbsp;&nbsp;&nbsp; 122204 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 201500 |
| JBS USA Holding S.à r.l./JBS USA Food Co./JBS USA Foods Group Holdings, Inc., 5.5%, 1/15/2036 (n) | 521000 | &nbsp;&nbsp;&nbsp; 518879 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 1000000 | &nbsp;&nbsp;&nbsp; 914555 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 306000 | &nbsp;&nbsp;&nbsp; 312744 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 549000 | &nbsp;&nbsp;&nbsp; 436177 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | 251000 | &nbsp;&nbsp;&nbsp; 253492 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 577000 | &nbsp;&nbsp;&nbsp; 579762 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 387000 | &nbsp;&nbsp;&nbsp; 381870 |
| Performance Food Group Co., 5.5%, 10/15/2027 (n) | 454000 | &nbsp;&nbsp;&nbsp; 453302 |
| Performance Food Group Co., 6.125%, 9/15/2032 (n) | 338000 | &nbsp;&nbsp;&nbsp; 343235 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 882000 | &nbsp;&nbsp;&nbsp; 842489 |
| Post Holdings, Inc., 6.25%, 10/15/2034 (n) | 243000 | &nbsp;&nbsp;&nbsp; 243304 |
| Primo Water Holdings Inc./Triton Water Holdings, 4.375%, 4/30/2029 (n) | 875000 | &nbsp;&nbsp;&nbsp; 844027 |
| Sudzucker International Finance B.V., 5.95% to 8/28/2030, FLR (EUR ICE Swap Rate - 5yr. + 3.699%) to 8/28/2035, FLR (EUR <br> ICE Swap Rate - 5yr. + 3.949%) to 8/28/2050, FLR (EUR ICE Swap Rate - 5yr. + 4.699%) to 5/28/2174 <br>| 300000 | &nbsp;&nbsp;&nbsp; 341185 |
| U.S. Foods Holding Corp., 4.75%, 2/15/2029 (n) | $834000 | &nbsp;&nbsp;&nbsp; 816768 |
| U.S. Foods Holding Corp., 5.75%, 4/15/2033 (n) | 131000 | &nbsp;&nbsp;&nbsp; 129795 |
| Viking Baked Goods Acquisition Corp., 8.625%, 11/01/2031 (n) | 419000 | &nbsp;&nbsp;&nbsp; 410837 |
|  |  | &nbsp;&nbsp;&nbsp; $11045231 |
| Forest & Paper Products – 1.1% | Forest & Paper Products – 1.1% | Forest & Paper Products – 1.1% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $521000 | &nbsp;&nbsp;&nbsp; $507616 |
| Graphic Packaging International LLC, 6.375%, 7/15/2032 (n) | 666000 | &nbsp;&nbsp;&nbsp; 674034 |
| Mondi Finance PLC, 3.75%, 5/18/2033  | 390000 | &nbsp;&nbsp;&nbsp; 449782 |
| Smurfit Kappa Treasury Co., 7.5%, 11/20/2025  | $350000 | &nbsp;&nbsp;&nbsp; 352718 |
| Stora Enso Oyj, 7.25%, 4/15/2036 (n) | 444000 | &nbsp;&nbsp;&nbsp; 478212 |
| Veritiv Operating Co., 10.5%, 11/30/2030 (n) | 464000 | &nbsp;&nbsp;&nbsp; 502919 |
|  |  | &nbsp;&nbsp;&nbsp; $2965281 |
| Gaming & Lodging – 3.3% | Gaming & Lodging – 3.3% | Gaming & Lodging – 3.3% |
| CCM Merger, Inc., 6.375%, 5/01/2026 (n) | $541000 | &nbsp;&nbsp;&nbsp; $540837 |
| CDI Escrow Issuer, Inc., 5.75%, 4/01/2030 (n) | 1034000 | &nbsp;&nbsp;&nbsp; 1031446 |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | 514000 | &nbsp;&nbsp;&nbsp; 528608 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 400000 | &nbsp;&nbsp;&nbsp; 402638 |
| Flutter Treasury DAC, 6.125%, 6/04/2031  | 320000 | &nbsp;&nbsp;&nbsp; 424175 |
| Hilton Domestic Operating Co., Inc., 4.875%, 1/15/2030  | $1016000 | &nbsp;&nbsp;&nbsp; 1002051 |
| Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n) | 564000 | &nbsp;&nbsp;&nbsp; 508517 |
| Hilton Domestic Operating Co., Inc., 5.875%, 3/15/2033 (n) | 240000 | &nbsp;&nbsp;&nbsp; 241801 |
| Marriott International, Inc., 2.85%, 4/15/2031  | 282000 | &nbsp;&nbsp;&nbsp; 255636 |
| Melco Resorts Finance Limited, 5.375%, 12/04/2029  | 856000 | &nbsp;&nbsp;&nbsp; 816256 |
| Sands China Ltd., 4.375%, 6/18/2030  | 320000 | &nbsp;&nbsp;&nbsp; 308959 |
| Whitbread Group PLC, 5.5%, 5/31/2032  | 157000 | &nbsp;&nbsp;&nbsp; 205707 |
| Wyndham Hotels & Resorts, Inc., 4.375%, 8/15/2028 (n) | $684000 | &nbsp;&nbsp;&nbsp; 663764 |
| Wynn Macau Ltd., 5.625%, 8/26/2028 (n) | 1524000 | &nbsp;&nbsp;&nbsp; 1507304 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.125%, 10/01/2029 (n) | 639000 | &nbsp;&nbsp;&nbsp; 634073 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.125%, 2/15/2031 (n) | 133000 | &nbsp;&nbsp;&nbsp; 141460 |
|  |  | &nbsp;&nbsp;&nbsp; $9213232 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Industrial – 1.3% | Industrial – 1.3% | Industrial – 1.3% |
| AECOM, 6%, 8/01/2033 (n) | $734000 | &nbsp;&nbsp;&nbsp; $739967 |
| APi Escrow Corp., 4.75%, 10/15/2029 (n) | 918000 | &nbsp;&nbsp;&nbsp; 884252 |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | 341000 | &nbsp;&nbsp;&nbsp; 348147 |
| Brundage-Bone Concrete Pumping Holdings, Inc., 7.5%, 2/01/2032 (n) | 302000 | &nbsp;&nbsp;&nbsp; 300614 |
| Prysmian S.p.A., 5.25% to 8/21/2030, FLR (EUR ICE Swap Rate - 5yr. + 3.012%) to 8/21/2035, FLR (EUR ICE Swap Rate - 5yr. <br> + 3.262%) to 8/21/2050, FLR (EUR ICE Swap Rate - 5yr. + 4.012%) to 8/21/2173 <br>| 270000 | &nbsp;&nbsp;&nbsp; 320836 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | $966000 | &nbsp;&nbsp;&nbsp; 559672 |
| WSP Global, Inc., 5.548%, 11/22/2030  | 695000 | &nbsp;&nbsp;&nbsp; 537240 |
|  |  | &nbsp;&nbsp;&nbsp; $3690728 |
| Insurance – 1.3% | Insurance – 1.3% | Insurance – 1.3% |
| Allianz SE, 3.2% to 4/30/2028, FLR (CMT - 5yr. + 2.165%) to 4/30/2171 (n) | $600000 | &nbsp;&nbsp;&nbsp; $547609 |
| Aviva PLC, 4.625%, 8/28/2056  | 530000 | &nbsp;&nbsp;&nbsp; 619167 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $351000 | &nbsp;&nbsp;&nbsp; 293781 |
| Generali, 4.135%, 6/18/2036  | 290000 | &nbsp;&nbsp;&nbsp; 331752 |
| MetLife, Inc., 5.3%, 12/15/2034  | $419000 | &nbsp;&nbsp;&nbsp; 428506 |
| Nippon Life Insurance Co., 4.114% to 1/23/2035, FLR (EUR ICE Swap Rate - 5yr. + 2.6%) to 1/23/2055  | 170000 | &nbsp;&nbsp;&nbsp; 194504 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $646000 | &nbsp;&nbsp;&nbsp; 673832 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 476000 | &nbsp;&nbsp;&nbsp; 510892 |
|  |  | &nbsp;&nbsp;&nbsp; $3600043 |
| Insurance - Health – 0.6% | Insurance - Health – 0.6% | Insurance - Health – 0.6% |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $239000 | &nbsp;&nbsp;&nbsp; $242038 |
| Humana, Inc., 5.375%, 4/15/2031  | 196000 | &nbsp;&nbsp;&nbsp; 199930 |
| Humana, Inc., 5.55%, 5/01/2035  | 531000 | &nbsp;&nbsp;&nbsp; 531887 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 565000 | &nbsp;&nbsp;&nbsp; 566628 |
|  |  | &nbsp;&nbsp;&nbsp; $1540483 |
| Insurance - Property & Casualty – 3.3% | Insurance - Property & Casualty – 3.3% | Insurance - Property & Casualty – 3.3% |
| Acrisure LLC/Acrisure Finance, Inc., 8.25%, 2/01/2029 (n) | $397000 | &nbsp;&nbsp;&nbsp; $410834 |
| Acrisure LLC/Acrisure Finance, Inc., 6%, 8/01/2029 (n) | 460000 | &nbsp;&nbsp;&nbsp; 448696 |
| Acrisure LLC/Acrisure Finance, Inc., 7.5%, 11/06/2030 (n) | 148000 | &nbsp;&nbsp;&nbsp; 152896 |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 7/01/2032 (n) | 303000 | &nbsp;&nbsp;&nbsp; 306787 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 (n) | 410000 | &nbsp;&nbsp;&nbsp; 403742 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7%, 1/15/2031 (n) | 403000 | &nbsp;&nbsp;&nbsp; 414394 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.5%, 10/01/2031 (n) | 758000 | &nbsp;&nbsp;&nbsp; 769009 |
| American International Group, Inc., 5.125%, 3/27/2033  | 356000 | &nbsp;&nbsp;&nbsp; 360362 |
| AmWINS Group Benefits, Inc., 6.375%, 2/15/2029 (n) | 254000 | &nbsp;&nbsp;&nbsp; 258655 |
| AmWINS Group Benefits, Inc., 4.875%, 6/30/2029 (n) | 357000 | &nbsp;&nbsp;&nbsp; 346749 |
| Amynta Agency Borrower, Inc., 7.5%, 7/15/2033 (n) | 342000 | &nbsp;&nbsp;&nbsp; 343003 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | 79000 | &nbsp;&nbsp;&nbsp; 79648 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 109000 | &nbsp;&nbsp;&nbsp; 118921 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 238000 | &nbsp;&nbsp;&nbsp; 230557 |
| Baldwin Insurance Group Holdings LLC, 7.125%, 5/15/2031 (n) | 753000 | &nbsp;&nbsp;&nbsp; 777446 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 672000 | &nbsp;&nbsp;&nbsp; 493034 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035 (n) | $443000 | &nbsp;&nbsp;&nbsp; 446629 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 402000 | &nbsp;&nbsp;&nbsp; 405283 |
| Hub International Ltd., 5.625%, 12/01/2029 (n) | 275000 | &nbsp;&nbsp;&nbsp; 273049 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 593000 | &nbsp;&nbsp;&nbsp; 618165 |
| Hub International Ltd., 7.375%, 1/31/2032 (n) | 237000 | &nbsp;&nbsp;&nbsp; 246776 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 319000 | &nbsp;&nbsp;&nbsp; 304313 |
| Panther Escrow Issuer, 7.125%, 6/01/2031 (n) | 867000 | &nbsp;&nbsp;&nbsp; 896563 |
|  |  | &nbsp;&nbsp;&nbsp; $9105511 |
| Interactive Media Services – 0.2% | Interactive Media Services – 0.2% | Interactive Media Services – 0.2% |
| Snap, Inc., 6.875%, 3/01/2033 (n)  | $622000 | &nbsp;&nbsp;&nbsp; $637768 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% |
| Electricite de France S.A., 4.625%, 5/07/2045  | 200000 | &nbsp;&nbsp;&nbsp; $225400 |
| Electricite de France S.A., 6.5%, 11/08/2064  | 300000 | &nbsp;&nbsp;&nbsp; 372963 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | 280000 | &nbsp;&nbsp;&nbsp; 321192 |
| Landsbankinn hf. (Republic of Iceland), 3.75%, 10/08/2029  | 435000 | &nbsp;&nbsp;&nbsp; 503475 |
| Logicor Financing S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 7/14/2032  | 460000 | &nbsp;&nbsp;&nbsp; 521633 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $425000 | &nbsp;&nbsp;&nbsp; 371796 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 4%, 4/19/2032  | 280000 | &nbsp;&nbsp;&nbsp; 321932 |
| Wolf Midstream Canada LP, 6.4%, 7/18/2029 (n) | 519000 | &nbsp;&nbsp;&nbsp; 386272 |
|  |  | &nbsp;&nbsp;&nbsp; $3024663 |
| International Market Sovereign – 4.9% | International Market Sovereign – 4.9% | International Market Sovereign – 4.9% |
| Commonwealth of Australia, 1.75%, 11/21/2032  | 5770000 | &nbsp;&nbsp;&nbsp; $3188401 |
| Commonwealth of Australia, 3.5%, 12/21/2034  | 7269000 | &nbsp;&nbsp;&nbsp; 4416129 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $239000 | &nbsp;&nbsp;&nbsp; 212438 |
| Government of Bermuda, 5%, 7/15/2032 (n) | 731000 | &nbsp;&nbsp;&nbsp; 724224 |
| Republic of Italy, 4.15%, 10/01/2039 (n) | 4168000 | &nbsp;&nbsp;&nbsp; 4922138 |
|  |  | &nbsp;&nbsp;&nbsp; $13463330 |
| Internet – 0.1% | Internet – 0.1% | Internet – 0.1% |
| Alphabet, Inc., 4%, 5/06/2054  | 199000 | &nbsp;&nbsp;&nbsp; $224685 |
| Local Authorities – 0.3% | Local Authorities – 0.3% | Local Authorities – 0.3% |
| Alliander N.V., 3.5%, 5/06/2037  | 290000 | &nbsp;&nbsp;&nbsp; $330084 |
| Province of Alberta, 1.65%, 6/01/2031  | 553000 | &nbsp;&nbsp;&nbsp; 362695 |
| Province of British Columbia, 2.95%, 6/18/2050  | 405000 | &nbsp;&nbsp;&nbsp; 219327 |
|  |  | &nbsp;&nbsp;&nbsp; $912106 |
| Machinery & Tools – 0.5% | Machinery & Tools – 0.5% | Machinery & Tools – 0.5% |
| Manitowoc Co., Inc., 9.25%, 10/01/2031 (n) | $405000 | &nbsp;&nbsp;&nbsp; $430312 |
| Ritchie Bros Holdings, Inc., 7.75%, 3/15/2031 (n) | 1014000 | &nbsp;&nbsp;&nbsp; 1062664 |
|  |  | &nbsp;&nbsp;&nbsp; $1492976 |
| Major Banks – 7.3% | Major Banks – 7.3% | Major Banks – 7.3% |
| Alpha Bank S.A., 4.308% to 7/23/2031, FLR (EUR ICE Swap Rate - 5yr. + 1.93%) to 7/23/2036  | 370000 | &nbsp;&nbsp;&nbsp; $425219 |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $349000 | &nbsp;&nbsp;&nbsp; 355507 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 409000 | &nbsp;&nbsp;&nbsp; 366744 |
| Bank of America Corp., 5.425% to 8/15/2034, FLR (SOFR - 1 day + 1.913%) to 8/15/2035  | 361000 | &nbsp;&nbsp;&nbsp; 361651 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 326000 | &nbsp;&nbsp;&nbsp; 333574 |
| Bank of Ireland Group PLC, 3.625%, 5/19/2032  | 200000 | &nbsp;&nbsp;&nbsp; 231425 |
| Barclays PLC, 4.973%, 5/31/2036  | 400000 | &nbsp;&nbsp;&nbsp; 482795 |
| BNP Paribas S.A., 5.283% to 11/19/2029, FLR (SOFR - 1 day + 1.28%) to 11/19/2030 (n) | $467000 | &nbsp;&nbsp;&nbsp; 475736 |
| Citigroup, Inc., 4.296% to 7/23/2035, FLR (EURIBOR - 3mo. + 1.611%) to 7/23/2036  | 440000 | &nbsp;&nbsp;&nbsp; 508773 |
| Citigroup, Inc., 6.875% to 8/15/2030, FLR (CMT - 5yr. + 2.89%) to 11/15/2173  | $439000 | &nbsp;&nbsp;&nbsp; 442731 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | 688000 | &nbsp;&nbsp;&nbsp; 613073 |
| Credit Agricole S.A., 3.75%, 5/27/2035  | 400000 | &nbsp;&nbsp;&nbsp; 458727 |
| Danske Bank A.S., 1.549%, 9/10/2027 (n) | $361000 | &nbsp;&nbsp;&nbsp; 348958 |
| Danske Bank A.S., 4.613% to 10/02/2029, FLR (CMT - 1yr. + 1.1%) to 10/02/2030 (n) | 390000 | &nbsp;&nbsp;&nbsp; 388810 |
| Danske Bank A.S., 3.5%, 5/26/2033  | 430000 | &nbsp;&nbsp;&nbsp; 493340 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | $440000 | &nbsp;&nbsp;&nbsp; 447329 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031 (w) | 253000 | &nbsp;&nbsp;&nbsp; 253419 |
| Erste Group Bank AG, 6.375%, 11/20/2173  | 400000 | &nbsp;&nbsp;&nbsp; 470905 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $216000 | &nbsp;&nbsp;&nbsp; 215834 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 495000 | &nbsp;&nbsp;&nbsp; 488229 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | 347000 | &nbsp;&nbsp;&nbsp; 351798 |
| HSBC Holdings PLC, 4.191%, 5/19/2036  | 410000 | &nbsp;&nbsp;&nbsp; 478457 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | $343000 | &nbsp;&nbsp;&nbsp; 355564 |
| JPMorgan Chase & Co., 4.603% to 10/22/2029, FLR (SOFR - 1 day + 1.04%) to 10/22/2030  | 546000 | &nbsp;&nbsp;&nbsp; 547209 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 639000 | &nbsp;&nbsp;&nbsp; 554367 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | 312000 | &nbsp;&nbsp;&nbsp; 320099 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| mBank S.A., 4.034% to 9/27/2029, FLR (EURIBOR - 3mo. + 1.75%) to 9/27/2030  | 400000 | &nbsp;&nbsp;&nbsp; $464622 |
| mBank S.A., 4.778% to 9/25/2030, FLR (EUR ICE Swap Rate - 5yr. +2.5%) to 9/25/2035  | 500000 | &nbsp;&nbsp;&nbsp; 578023 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | $550000 | &nbsp;&nbsp;&nbsp; 481222 |
| Morgan Stanley, 1.593% to 5/04/2026, FLR (SOFR - 1 day + 0.879%) to 5/04/2027  | 312000 | &nbsp;&nbsp;&nbsp; 304961 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 550000 | &nbsp;&nbsp;&nbsp; 526814 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 489000 | &nbsp;&nbsp;&nbsp; 500790 |
| Nationwide Building Society, 4%, 7/30/2035  | 320000 | &nbsp;&nbsp;&nbsp; 372238 |
| Nationwide Building Society, 7.875%, 12/10/2173  | 320000 | &nbsp;&nbsp;&nbsp; 435553 |
| NatWest Group PLC, 7.5% to 8/28/2032, FLR (GBP Government Yield - 5yr. + 3.294%) to 3/31/2074  | 360000 | &nbsp;&nbsp;&nbsp; 478703 |
| 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; 297779 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 176000 | &nbsp;&nbsp;&nbsp; 180485 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | 711000 | &nbsp;&nbsp;&nbsp; 620557 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | 579000 | &nbsp;&nbsp;&nbsp; 518931 |
| UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n)(w) | 249000 | &nbsp;&nbsp;&nbsp; 249000 |
| Unicaja Banco S.A., 3.5% to 6/30/2030, FLR (EUR ICE Swap Rate - 1yr. + 1.35%) to 6/30/2031  | 400000 | &nbsp;&nbsp;&nbsp; 459066 |
| Unicaja Banco S.A., 4.875% to 5/18/2027, FLR (EUR Swap Rate - 5yr. + 5.02%) to 2/18/2174  | 400000 | &nbsp;&nbsp;&nbsp; 456754 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | $530000 | &nbsp;&nbsp;&nbsp; 528106 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | 640000 | &nbsp;&nbsp;&nbsp; 734388 |
| UniCredit S.p.A., 5.625% to 6/03/2033, FLR (EUR ICE Swap Rate - 5yr. +3.299%) to 6/03/2073  | 320000 | &nbsp;&nbsp;&nbsp; 359984 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | $366000 | &nbsp;&nbsp;&nbsp; 374716 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 556000 | &nbsp;&nbsp;&nbsp; 508979 |
|  |  | &nbsp;&nbsp;&nbsp; $20201944 |
| Medical & Health Technology & Services – 3.1% | Medical & Health Technology & Services – 3.1% | Medical & Health Technology & Services – 3.1% |
| 180 Medical, Inc., 3.875%, 10/15/2029 (n) | $765000 | &nbsp;&nbsp;&nbsp; $724267 |
| Acadia Healthcare Co., Inc., 7.375%, 3/15/2033 (n) | 401000 | &nbsp;&nbsp;&nbsp; 412868 |
| Bausch & Lomb Escrow Corp., 8.375%, 10/01/2028 (n) | 437000 | &nbsp;&nbsp;&nbsp; 455616 |
| Becton, Dickinson and Co., 4.874%, 2/08/2029  | 496000 | &nbsp;&nbsp;&nbsp; 501888 |
| CHS/Community Health Systems, Inc., 6.125%, 4/01/2030 (n) | 295000 | &nbsp;&nbsp;&nbsp; 208519 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | 1190000 | &nbsp;&nbsp;&nbsp; 1040982 |
| Concentra, Inc., 6.875%, 7/15/2032 (n) | 543000 | &nbsp;&nbsp;&nbsp; 557927 |
| Encompass Health Corp., 5.75%, 9/15/2025  | 52000 | &nbsp;&nbsp;&nbsp; 51935 |
| Encompass Health Corp., 4.75%, 2/01/2030  | 643000 | &nbsp;&nbsp;&nbsp; 628499 |
| Encompass Health Corp., 4.625%, 4/01/2031  | 202000 | &nbsp;&nbsp;&nbsp; 192928 |
| IQVIA, Inc., 5%, 5/15/2027 (n) | 454000 | &nbsp;&nbsp;&nbsp; 451391 |
| IQVIA, Inc., 6.5%, 5/15/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 412414 |
| IQVIA, Inc., 6.25%, 6/01/2032 (n) | 273000 | &nbsp;&nbsp;&nbsp; 279949 |
| Lifepoint Health, Inc., 9.875%, 8/15/2030 (n) | 301000 | &nbsp;&nbsp;&nbsp; 324414 |
| Lifepoint Health, Inc., 11%, 10/15/2030 (n) | 322000 | &nbsp;&nbsp;&nbsp; 353909 |
| Lifepoint Health, Inc., 10%, 6/01/2032 (n) | 212000 | &nbsp;&nbsp;&nbsp; 220084 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050  | 318000 | &nbsp;&nbsp;&nbsp; 188298 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 205000 | &nbsp;&nbsp;&nbsp; 195768 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/2032 (n) | 527000 | &nbsp;&nbsp;&nbsp; 541865 |
| Thermo Fisher Scientific Finance I B.V., 2%, 10/18/2051  | 330000 | &nbsp;&nbsp;&nbsp; 244694 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/2029 (n) | $515000 | &nbsp;&nbsp;&nbsp; 526186 |
|  |  | &nbsp;&nbsp;&nbsp; $8514401 |
| Medical Equipment – 0.9% | Medical Equipment – 0.9% | Medical Equipment – 0.9% |
| Insulet Corp., 6.5%, 4/01/2033 (n) | $594000 | &nbsp;&nbsp;&nbsp; $610587 |
| Medline Borrower LP, 3.875%, 4/01/2029 (n) | 256000 | &nbsp;&nbsp;&nbsp; 244141 |
| Medline Borrower LP, 5.25%, 10/01/2029 (n) | 723000 | &nbsp;&nbsp;&nbsp; 708874 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/01/2029 (n) | 480000 | &nbsp;&nbsp;&nbsp; 489428 |
| Stryker Corp., 5.2%, 2/10/2035  | 370000 | &nbsp;&nbsp;&nbsp; 375753 |
|  |  | &nbsp;&nbsp;&nbsp; $2428783 |
| Metals & Mining – 2.2% | Metals & Mining – 2.2% | Metals & Mining – 2.2% |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 7/15/2026 (n) | $535000 | &nbsp;&nbsp;&nbsp; $504322 |
| Cleveland-Cliffs, Inc., 7%, 3/15/2032 (n) | 338000 | &nbsp;&nbsp;&nbsp; 329756 |
| FMG Resources Ltd., 4.375%, 4/01/2031 (n) | 1519000 | &nbsp;&nbsp;&nbsp; 1423152 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Metals & Mining – continued | Metals & Mining – continued | Metals & Mining – continued |
| Glencore Capital Finance DAC, 3.75%, 2/04/2032  | 470000 | &nbsp;&nbsp;&nbsp; $542114 |
| Mineral Resources Ltd., 9.25%, 10/01/2028 (n) | $641000 | &nbsp;&nbsp;&nbsp; 669943 |
| Novelis, Inc., 4.75%, 1/30/2030 (n) | 576000 | &nbsp;&nbsp;&nbsp; 551754 |
| Novelis, Inc., 6.875%, 1/30/2030 (n) | 308000 | &nbsp;&nbsp;&nbsp; 317377 |
| Novelis, Inc., 3.875%, 8/15/2031 (n) | 315000 | &nbsp;&nbsp;&nbsp; 282548 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2026 (z) | 263919 | &nbsp;&nbsp;&nbsp; 144490 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 372000 | &nbsp;&nbsp;&nbsp; 377804 |
| Samarco Mineracao S.A., 9% PIK to 12/30/2025, (4% Cash + 5% PIK) to 12/30/2026, (5.5% Cash + 3.5% PIK) to <br> 12/30/2027, 9.25% Cash to 12/30/2029, 9.5% Cash to 6/30/2031 (p)<br>| 440222 | &nbsp;&nbsp;&nbsp; 435976 |
| Taseko Mines Ltd., 8.25%, 5/01/2030 (n) | 496000 | &nbsp;&nbsp;&nbsp; 517890 |
|  |  | &nbsp;&nbsp;&nbsp; $6097126 |
| Midstream – 5.6% | Midstream – 5.6% | Midstream – 5.6% |
| Buckeye Partners LP, 6.75%, 2/01/2030 (n) | $450000 | &nbsp;&nbsp;&nbsp; $465864 |
| Buckeye Partners LP, 5.85%, 11/15/2043  | 170000 | &nbsp;&nbsp;&nbsp; 151139 |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | 475000 | &nbsp;&nbsp;&nbsp; 477395 |
| Columbia Pipelines Operating Co. LLC, 6.036%, 11/15/2033 (n) | 169000 | &nbsp;&nbsp;&nbsp; 177646 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 379000 | &nbsp;&nbsp;&nbsp; 391413 |
| Delek Logistics Partners LP/Delek Logistics Corp., 8.625%, 3/15/2029 (n) | 627000 | &nbsp;&nbsp;&nbsp; 652525 |
| Delek Logistics Partners LP/Delek Logistics Corp., 7.375%, 6/30/2033 (n) | 268000 | &nbsp;&nbsp;&nbsp; 264927 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 396000 | &nbsp;&nbsp;&nbsp; 379106 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 273000 | &nbsp;&nbsp;&nbsp; 258046 |
| Galaxy Pipeline Assets Bidco Ltd., 2.16%, 3/31/2034 (n) | 16 | &nbsp;&nbsp;&nbsp; 14 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8.25%, 1/15/2029  | 755000 | &nbsp;&nbsp;&nbsp; 787464 |
| NFE Financing LLC, 12%, 11/15/2029 (n) | 348036 | &nbsp;&nbsp;&nbsp; 123299 |
| NuStar Logistics LP, 6.375%, 10/01/2030  | 599000 | &nbsp;&nbsp;&nbsp; 617087 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 617000 | &nbsp;&nbsp;&nbsp; 418216 |
| Peru LNG, 5.375%, 3/22/2030  | $872570 | &nbsp;&nbsp;&nbsp; 831336 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | 452000 | &nbsp;&nbsp;&nbsp; 458464 |
| Prairie Acquiror LP, 9%, 8/01/2029 (n) | 456000 | &nbsp;&nbsp;&nbsp; 472320 |
| Rockies Express Pipeline LLC, 4.95%, 7/15/2029 (n) | 59000 | &nbsp;&nbsp;&nbsp; 57847 |
| Rockies Express Pipeline LLC, 6.75%, 3/15/2033 (n) | 264000 | &nbsp;&nbsp;&nbsp; 274244 |
| Rockies Express Pipeline LLC, 7.5%, 7/15/2038 (n) | 203000 | &nbsp;&nbsp;&nbsp; 208844 |
| Rockies Express Pipeline LLC, 6.875%, 4/15/2040 (n) | 595000 | &nbsp;&nbsp;&nbsp; 598925 |
| Sunoco LP, 7.25%, 5/01/2032 (n) | 658000 | &nbsp;&nbsp;&nbsp; 689581 |
| Tallgrass Energy Partners LP, 5.5%, 1/15/2028 (n) | 854000 | &nbsp;&nbsp;&nbsp; 846331 |
| Tallgrass Energy Partners LP, 7.375%, 2/15/2029 (n) | 334000 | &nbsp;&nbsp;&nbsp; 342691 |
| Targa Resources Corp., 4.2%, 2/01/2033  | 131000 | &nbsp;&nbsp;&nbsp; 122474 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 325000 | &nbsp;&nbsp;&nbsp; 269451 |
| TransMontaigne Partners LLC, 8.5%, 6/15/2030 (n) | 347000 | &nbsp;&nbsp;&nbsp; 362732 |
| Venture Global Calcasieu Pass LLC, 4.125%, 8/15/2031 (n) | 624000 | &nbsp;&nbsp;&nbsp; 576380 |
| Venture Global LNG, Inc., 8.125%, 6/01/2028 (n) | 441000 | &nbsp;&nbsp;&nbsp; 456573 |
| Venture Global LNG, Inc., 9.5%, 2/01/2029 (n) | 542000 | &nbsp;&nbsp;&nbsp; 591094 |
| Venture Global LNG, Inc., 7%, 1/15/2030 (n) | 254000 | &nbsp;&nbsp;&nbsp; 257560 |
| Venture Global LNG, Inc., 8.375%, 6/01/2031 (n) | 758000 | &nbsp;&nbsp;&nbsp; 784043 |
| Venture Global LNG, Inc., 9% to 9/30/2029, FLR (CMT - 5yr. + 5.44%) to 3/30/2173 (n) | 622000 | &nbsp;&nbsp;&nbsp; 622159 |
| Venture Global Plaquemines LNG LLC, 7.5%, 5/01/2033 (n) | 176000 | &nbsp;&nbsp;&nbsp; 190070 |
| Venture Global Plaquemines LNG LLC, 6.5%, 1/15/2034 (n) | 664000 | &nbsp;&nbsp;&nbsp; 683091 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/2036 (n) | 603000 | &nbsp;&nbsp;&nbsp; 620309 |
|  |  | &nbsp;&nbsp;&nbsp; $15480660 |
| Municipals – 0.5% | Municipals – 0.5% | Municipals – 0.5% |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | $435000 | &nbsp;&nbsp;&nbsp; $406433 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 605000 | &nbsp;&nbsp;&nbsp; 500439 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034  | 355000 | &nbsp;&nbsp;&nbsp; 365906 |
|  |  | &nbsp;&nbsp;&nbsp; $1272778 |
| Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% |
| Boston Gas Co., 5.843%, 1/10/2035 (n)  | $594000 | &nbsp;&nbsp;&nbsp; $618152 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $254000 | &nbsp;&nbsp;&nbsp; $251073 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | 136000 | &nbsp;&nbsp;&nbsp; 130775 |
|  |  | &nbsp;&nbsp;&nbsp; $381848 |
| Network & Telecom – 1.1% | Network & Telecom – 1.1% | Network & Telecom – 1.1% |
| Altice Financing S.A., 5.75%, 8/15/2029 (n) | $240000 | &nbsp;&nbsp;&nbsp; $183811 |
| Frontier Communications Holdings LLC, 6.75%, 5/01/2029 (n) | 500000 | &nbsp;&nbsp;&nbsp; 504782 |
| Iliad Holding S.A.S., 7%, 10/15/2028 (n) | 640000 | &nbsp;&nbsp;&nbsp; 649597 |
| Iliad Holding S.A.S., 5.375%, 4/15/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 118090 |
| Iliad Holding S.A.S., 6.875%, 4/15/2031 (n) | 233000 | &nbsp;&nbsp;&nbsp; 285898 |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $549000 | &nbsp;&nbsp;&nbsp; 553739 |
| NTT Finance Corp., 3.678%, 7/16/2033  | 170000 | &nbsp;&nbsp;&nbsp; 196566 |
| NTT Finance Corp., 4.091%, 7/16/2037  | 127000 | &nbsp;&nbsp;&nbsp; 148509 |
| TDC Net A/S, 5%, 8/09/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118686 |
| Windstream Services LLC/Windstream Escrow, 8.25%, 10/01/2031 (n) | $199000 | &nbsp;&nbsp;&nbsp; 208331 |
|  |  | &nbsp;&nbsp;&nbsp; $2968009 |
| Oil Services – 0.6% | Oil Services – 0.6% | Oil Services – 0.6% |
| Nabors Industries, Inc., 8.875%, 8/15/2031 (n) | $591000 | &nbsp;&nbsp;&nbsp; $473851 |
| U.S.A. Compression Partners LP/Finance Co., 7.125%, 3/15/2029 (n) | 639000 | &nbsp;&nbsp;&nbsp; 653220 |
| Valaris Ltd., 8.375%, 4/30/2030 (n) | 413000 | &nbsp;&nbsp;&nbsp; 426584 |
|  |  | &nbsp;&nbsp;&nbsp; $1553655 |
| Oils – 0.2% | Oils – 0.2% | Oils – 0.2% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $185000 | &nbsp;&nbsp;&nbsp; $187701 |
| Raizen Fuels Finance S.A., 6.45%, 3/05/2034 (n) | 402000 | &nbsp;&nbsp;&nbsp; 398956 |
|  |  | &nbsp;&nbsp;&nbsp; $586657 |
| Other Banks & Diversified Financials – 2.7% | Other Banks & Diversified Financials – 2.7% | Other Banks & Diversified Financials – 2.7% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $621000 | &nbsp;&nbsp;&nbsp; $655380 |
| AIB Group PLC, 3.75% to 3/20/2032, FLR (EUR ICE Swap Rate - 1yr. + 1.25%) to 3/20/2033  | 430000 | &nbsp;&nbsp;&nbsp; 499182 |
| AIB Group PLC, 5.871% to 3/28/2034, FLR (SOFR - 1 day + 1.91%) to 3/28/2035 (n) | $400000 | &nbsp;&nbsp;&nbsp; 411867 |
| American Express Co., 3.433%, 5/20/2032  | 410000 | &nbsp;&nbsp;&nbsp; 472142 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | $500000 | &nbsp;&nbsp;&nbsp; 433629 |
| BPCE S.A., 3.875% to 2/26/2035, FLR (EURIBOR - 3mo. + 1.45%) to 2/26/2036  | 200000 | &nbsp;&nbsp;&nbsp; 228646 |
| CaixaBank S.A., 3.375%, 6/26/2035  | 500000 | &nbsp;&nbsp;&nbsp; 567728 |
| CaixaBank S.A., 3.75%, 1/27/2036  | 300000 | &nbsp;&nbsp;&nbsp; 343684 |
| Commerzbank AG, 3.625%, 1/14/2032  | 300000 | &nbsp;&nbsp;&nbsp; 347632 |
| Commerzbank AG, 3.75% to 6/06/2033, FLR (EURIBOR - 3mo. + 1.43%) to 6/06/2034  | 300000 | &nbsp;&nbsp;&nbsp; 343698 |
| Commerzbank AG, 4.125% to 6/30/2032, FLR (EUR ICE Swap Rate - 5yr. +1.83%) to 6/30/2037  | 500000 | &nbsp;&nbsp;&nbsp; 573353 |
| Deutsche Bank AG, 3% to 6/16/2028, FLR (EURIBOR - 3mo. + 1.05%) to 6/16/2029  | 200000 | &nbsp;&nbsp;&nbsp; 228818 |
| Deutsche Bank AG, 7.125% to 4/30/2031, FLR (EUR ICE Swap Rate - 5yr. + 4.6%) to 4/30/2173  | 400000 | &nbsp;&nbsp;&nbsp; 472382 |
| Islandsbanki hf. (Republic of Iceland), 3.875%, 9/20/2030  | 310000 | &nbsp;&nbsp;&nbsp; 361759 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | $239000 | &nbsp;&nbsp;&nbsp; 251497 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028  | 359000 | &nbsp;&nbsp;&nbsp; 361180 |
| PKO Bank Polski S.A., 3.875% to 9/12/2026, FLR (EURIBOR - 3mo. + 1.4%) to 9/12/2027  | 340000 | &nbsp;&nbsp;&nbsp; 392664 |
| PKO Bank Polski S.A., 3.625%, 6/30/2031  | 350000 | &nbsp;&nbsp;&nbsp; 400649 |
| Truist Financial Corp., 5.711% to 1/24/2034, FLR (SOFR - 1 day + 1.922%) to 1/24/2035  | $174000 | &nbsp;&nbsp;&nbsp; 180041 |
|  |  | &nbsp;&nbsp;&nbsp; $7525931 |
| Pharmaceuticals – 1.3% | Pharmaceuticals – 1.3% | Pharmaceuticals – 1.3% |
| 1261229 B.C. Ltd., 10%, 4/15/2032 (n) | $400000 | &nbsp;&nbsp;&nbsp; $407236 |
| AbbVie, Inc., 4.875%, 3/15/2030  | 243000 | &nbsp;&nbsp;&nbsp; 247907 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 226000 | &nbsp;&nbsp;&nbsp; 220763 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 282000 | &nbsp;&nbsp;&nbsp; 271739 |
| Bausch Health Co., Inc., 4.875%, 6/01/2028 (n) | 386000 | &nbsp;&nbsp;&nbsp; 341610 |
| Bausch Health Co., Inc., 5.25%, 1/30/2030 (n) | 214000 | &nbsp;&nbsp;&nbsp; 137638 |
| Biogen, Inc., 5.05%, 1/15/2031  | 334000 | &nbsp;&nbsp;&nbsp; 338529 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | 418000 | &nbsp;&nbsp;&nbsp; 416028 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Pharmaceuticals – continued | Pharmaceuticals – continued | Pharmaceuticals – continued |
| Grifols S.A., 7.125%, 5/01/2030  | 325000 | &nbsp;&nbsp;&nbsp; $391361 |
| Roche Holdings, Inc., 5.593%, 11/13/2033 (n) | $599000 | &nbsp;&nbsp;&nbsp; 632209 |
| Sandoz Finance B.V., 4%, 3/26/2035  | 210000 | &nbsp;&nbsp;&nbsp; 245009 |
|  |  | &nbsp;&nbsp;&nbsp; $3650029 |
| Pollution Control – 0.5% | Pollution Control – 0.5% | Pollution Control – 0.5% |
| GFL Environmental, Inc., 4%, 8/01/2028 (n) | $530000 | &nbsp;&nbsp;&nbsp; $513675 |
| GFL Environmental, Inc., 3.5%, 9/01/2028 (n) | 179000 | &nbsp;&nbsp;&nbsp; 172577 |
| GFL Environmental, Inc., 6.75%, 1/15/2031 (n) | 395000 | &nbsp;&nbsp;&nbsp; 409354 |
| Wrangler Holdco Corp., 6.625%, 4/01/2032 (n) | 238000 | &nbsp;&nbsp;&nbsp; 245893 |
|  |  | &nbsp;&nbsp;&nbsp; $1341499 |
| 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; $607551 |
| IAMGOLD Corp., 5.75%, 10/15/2028 (n) | 401000 | &nbsp;&nbsp;&nbsp; 396580 |
| New Gold, Inc., 6.875%, 4/01/2032 (n) | 475000 | &nbsp;&nbsp;&nbsp; 487461 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | 346000 | &nbsp;&nbsp;&nbsp; 358631 |
|  |  | &nbsp;&nbsp;&nbsp; $1850223 |
| Printing & Publishing – 0.3% | Printing & Publishing – 0.3% | Printing & Publishing – 0.3% |
| Informa PLC, 3.375%, 6/09/2031  | 230000 | &nbsp;&nbsp;&nbsp; $263092 |
| News Corp., 3.875%, 5/15/2029 (n) | $520000 | &nbsp;&nbsp;&nbsp; 496491 |
|  |  | &nbsp;&nbsp;&nbsp; $759583 |
| Railroad & Shipping – 0.3% | Railroad & Shipping – 0.3% | Railroad & Shipping – 0.3% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $472000 | &nbsp;&nbsp;&nbsp; $460779 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 651000 | &nbsp;&nbsp;&nbsp; 444684 |
|  |  | &nbsp;&nbsp;&nbsp; $905463 |
| Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 5%, 10/15/2027  | $200000 | &nbsp;&nbsp;&nbsp; $183481 |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 8.5%, 2/15/2032 (n) | 363000 | &nbsp;&nbsp;&nbsp; 377304 |
|  |  | &nbsp;&nbsp;&nbsp; $560785 |
| Real Estate - Office – 0.3% | Real Estate - Office – 0.3% | Real Estate - Office – 0.3% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $69000 | &nbsp;&nbsp;&nbsp; $68630 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 204000 | &nbsp;&nbsp;&nbsp; 199559 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | 245000 | &nbsp;&nbsp;&nbsp; 240724 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 95000 | &nbsp;&nbsp;&nbsp; 86743 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | 224000 | &nbsp;&nbsp;&nbsp; 230462 |
|  |  | &nbsp;&nbsp;&nbsp; $826118 |
| Real Estate - Other – 0.8% | Real Estate - Other – 0.8% | Real Estate - Other – 0.8% |
| EPR Properties, REIT, 3.6%, 11/15/2031  | $127000 | &nbsp;&nbsp;&nbsp; $114701 |
| Park Intermediate Holdings LLC, 4.875%, 5/15/2029 (n) | 514000 | &nbsp;&nbsp;&nbsp; 494440 |
| RHP Hotel Properties LP/RHP Finance Corp., 7.25%, 7/15/2028 (n) | 859000 | &nbsp;&nbsp;&nbsp; 885832 |
| RHP Hotel Properties LP/RHP Finance Corp., 6.5%, 4/01/2032 (n) | 96000 | &nbsp;&nbsp;&nbsp; 98031 |
| XHR LP, REIT, 4.875%, 6/01/2029 (n) | 637000 | &nbsp;&nbsp;&nbsp; 614819 |
|  |  | &nbsp;&nbsp;&nbsp; $2207823 |
| Real Estate - Retail – 0.7% | Real Estate - Retail – 0.7% | Real Estate - Retail – 0.7% |
| Choice Properties, REIT, 5.03%, 2/28/2031  | 639000 | &nbsp;&nbsp;&nbsp; $481676 |
| Hammerson PLC, 5.875%, 10/08/2036  | 278000 | &nbsp;&nbsp;&nbsp; 360345 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029  | $256000 | &nbsp;&nbsp;&nbsp; 251949 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | 347000 | &nbsp;&nbsp;&nbsp; 308139 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | 266000 | &nbsp;&nbsp;&nbsp; 226442 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 271000 | &nbsp;&nbsp;&nbsp; 263606 |
|  |  | &nbsp;&nbsp;&nbsp; $1892157 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Restaurants – 0.8% | Restaurants – 0.8% | Restaurants – 0.8% |
| 1011778 B.C. ULC/New Red Finance, Inc., 6.125%, 6/15/2029 (n) | $635000 | &nbsp;&nbsp;&nbsp; $649016 |
| 1011778 B.C. ULC/New Red Finance, Inc., 4%, 10/15/2030 (n) | 364000 | &nbsp;&nbsp;&nbsp; 337250 |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n) | 589000 | &nbsp;&nbsp;&nbsp; 554148 |
| New Red Finance, Inc., 5.625%, 9/15/2029 (n) | 351000 | &nbsp;&nbsp;&nbsp; 353095 |
| Punch Finance PLC, 7.875%, 12/30/2030  | 315000 | &nbsp;&nbsp;&nbsp; 425307 |
|  |  | &nbsp;&nbsp;&nbsp; $2318816 |
| Retailers – 1.6% | Retailers – 1.6% | Retailers – 1.6% |
| Beach Acquisition Bidco LLC, 5.25%, 7/15/2032  | 381000 | &nbsp;&nbsp;&nbsp; $442394 |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $486000 | &nbsp;&nbsp;&nbsp; 506691 |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | 100000 | &nbsp;&nbsp;&nbsp; 112960 |
| Home Depot, Inc., 4.875%, 2/15/2044  | $129000 | &nbsp;&nbsp;&nbsp; 118405 |
| Home Depot, Inc., 3.625%, 4/15/2052  | 379000 | &nbsp;&nbsp;&nbsp; 274878 |
| L Brands, Inc., 6.625%, 10/01/2030 (n) | 660000 | &nbsp;&nbsp;&nbsp; 675570 |
| Macy's Retail Holdings LLC, 5.875%, 3/15/2030 (n) | 34000 | &nbsp;&nbsp;&nbsp; 33569 |
| Macy's Retail Holdings LLC, 7.375%, 8/01/2033 (n) | 486000 | &nbsp;&nbsp;&nbsp; 487851 |
| Mavis Tire Express Services Corp., 6.5%, 5/15/2029 (n) | 362000 | &nbsp;&nbsp;&nbsp; 357677 |
| Maxeda DIY Holding B.V., 5.875%, 10/01/2026  | 310000 | &nbsp;&nbsp;&nbsp; 333906 |
| Parkland Corp., 4.625%, 5/01/2030 (n) | $598000 | &nbsp;&nbsp;&nbsp; 573467 |
| Parkland Corp., 6.625%, 8/15/2032 (n) | 102000 | &nbsp;&nbsp;&nbsp; 104258 |
| Penske Automotive Group Co., 3.75%, 6/15/2029  | 554000 | &nbsp;&nbsp;&nbsp; 524406 |
|  |  | &nbsp;&nbsp;&nbsp; $4546032 |
| Specialty Chemicals – 0.4% | Specialty Chemicals – 0.4% | Specialty Chemicals – 0.4% |
| International Flavors & Fragrances, Inc., 5%, 9/26/2048  | $251000 | &nbsp;&nbsp;&nbsp; $214298 |
| Linde PLC, 3.4%, 2/14/2036  | 200000 | &nbsp;&nbsp;&nbsp; 225654 |
| Linde PLC, 3.25%, 2/18/2037  | 500000 | &nbsp;&nbsp;&nbsp; 556138 |
|  |  | &nbsp;&nbsp;&nbsp; $996090 |
| Specialty Stores – 0.9% | Specialty Stores – 0.9% | Specialty Stores – 0.9% |
| Carvana Co., 9% (9% Cash or 12% PIK) to 8/15/2025, 9% Cash to 12/01/2028 (n)(p) | $173602 | &nbsp;&nbsp;&nbsp; $177585 |
| Carvana Co., 14% (9% Cash or 14% PIK) to 8/15/2025, 9% Cash to 6/01/2031 (n)(p) | 815425 | &nbsp;&nbsp;&nbsp; 969679 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 332000 | &nbsp;&nbsp;&nbsp; 236885 |
| Michael Cos., Inc., 5.25%, 5/01/2028 (n) | 287000 | &nbsp;&nbsp;&nbsp; 227583 |
| Michael Cos., Inc., 7.875%, 5/01/2029 (n) | 322000 | &nbsp;&nbsp;&nbsp; 213574 |
| PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/2029 (n) | 555000 | &nbsp;&nbsp;&nbsp; 543113 |
| Richemont International S.A., 1.625%, 5/26/2040  | 210000 | &nbsp;&nbsp;&nbsp; 179798 |
|  |  | &nbsp;&nbsp;&nbsp; $2548217 |
| Supermarkets – 1.1% | Supermarkets – 1.1% | Supermarkets – 1.1% |
| Albertsons Cos. LLC/Safeway, Inc., 6.25%, 3/15/2033 (n) | $1067000 | &nbsp;&nbsp;&nbsp; $1087567 |
| KeHE Distributors LLC/KeHE Finance Corp., 9%, 2/15/2029 (n) | 692000 | &nbsp;&nbsp;&nbsp; 722178 |
| Kroger Co., 5.5%, 9/15/2054  | 328000 | &nbsp;&nbsp;&nbsp; 309513 |
| Ocado Group PLC, 10.5%, 8/08/2029  | 317000 | &nbsp;&nbsp;&nbsp; 424862 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | 220000 | &nbsp;&nbsp;&nbsp; 251494 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 200000 | &nbsp;&nbsp;&nbsp; 258056 |
|  |  | &nbsp;&nbsp;&nbsp; $3053670 |
| Supranational – 0.1% | Supranational – 0.1% | Supranational – 0.1% |
| Corporacion Andina de Fomento, 6.75%, 12/17/2173 (n)  | $200000 | &nbsp;&nbsp;&nbsp; $203503 |
| Telecommunications - Wireless – 1.7% | Telecommunications - Wireless – 1.7% | Telecommunications - Wireless – 1.7% |
| Altice France S.A., 8.125%, 2/01/2027 (n) | $289000 | &nbsp;&nbsp;&nbsp; $267823 |
| Altice France S.A., 5.5%, 1/15/2028 (n) | 683000 | &nbsp;&nbsp;&nbsp; 607016 |
| Altice France S.A., 5.125%, 7/15/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 173000 |
| American Tower Corp., 3.625%, 5/30/2032  | 330000 | &nbsp;&nbsp;&nbsp; 382389 |
| Cellnex Finance Co. S.A., 3.5%, 5/22/2032  | 300000 | &nbsp;&nbsp;&nbsp; 344882 |
| Millicom International Cellular S.A., 4.5%, 4/27/2031 (n) | $625000 | &nbsp;&nbsp;&nbsp; 575880 |
| TDF Infrastructure S.A.S., 3.625%, 12/16/2030  | 300000 | &nbsp;&nbsp;&nbsp; 340607 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Telecommunications - Wireless – continued | Telecommunications - Wireless – continued | Telecommunications - Wireless – continued |
| Telefónica Celular del Paraguay S.A., 5.875%, 4/15/2027 (n) | $576000 | &nbsp;&nbsp;&nbsp; $577728 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | 126000 | &nbsp;&nbsp;&nbsp; 122123 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 390000 | &nbsp;&nbsp;&nbsp; 390606 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 113000 | &nbsp;&nbsp;&nbsp; 117924 |
| Zegona Finance PLC, 6.75%, 7/15/2029 (n) | 100000 | &nbsp;&nbsp;&nbsp; 120912 |
| Zegona Finance PLC, 8.625%, 7/15/2029 (n) | $531000 | &nbsp;&nbsp;&nbsp; 565249 |
|  |  | &nbsp;&nbsp;&nbsp; $4586139 |
| Telephone Services – 0.9% | Telephone Services – 0.9% | Telephone Services – 0.9% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 220000 | &nbsp;&nbsp;&nbsp; $235790 |
| Level 3 Financing, Inc., 11%, 11/15/2029 (n) | $270623 | &nbsp;&nbsp;&nbsp; 306826 |
| Level 3 Financing, Inc., 3.875%, 10/15/2030 (n) | 375703 | &nbsp;&nbsp;&nbsp; 322165 |
| Level 3 Financing, Inc., 6.875%, 6/30/2033 (n) | 266522 | &nbsp;&nbsp;&nbsp; 270081 |
| TELUS Corp., 2.85%, 11/13/2031  | 912000 | &nbsp;&nbsp;&nbsp; 615245 |
| Uniti Group/CSL Capital Co., 6.5%, 2/15/2029 (n) | $494000 | &nbsp;&nbsp;&nbsp; 480572 |
| Uniti Group/CSL Capital Co., 8.625%, 6/15/2032 (n) | 266000 | &nbsp;&nbsp;&nbsp; 269797 |
|  |  | &nbsp;&nbsp;&nbsp; $2500476 |
| Tobacco – 0.7% | Tobacco – 0.7% | Tobacco – 0.7% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | 265000 | &nbsp;&nbsp;&nbsp; $311836 |
| Imperial Brands Finance PLC, 5.5%, 2/01/2030 (n) | $445000 | &nbsp;&nbsp;&nbsp; 457511 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | 566000 | &nbsp;&nbsp;&nbsp; 580938 |
| Turning Point Brands, Inc., 7.625%, 3/15/2032 (n) | 571000 | &nbsp;&nbsp;&nbsp; 598142 |
|  |  | &nbsp;&nbsp;&nbsp; $1948427 |
| Transportation - Services – 1.0% | Transportation - Services – 1.0% | Transportation - Services – 1.0% |
| Aeroporti Di Roma S.p.A, 3.625%, 6/15/2032  | 420000 | &nbsp;&nbsp;&nbsp; $483042 |
| Avis Budget Finance PLC, 7.25%, 7/31/2030 (n) | 447000 | &nbsp;&nbsp;&nbsp; 523348 |
| DSV Finance B.V., 3.375%, 11/06/2034  | 100000 | &nbsp;&nbsp;&nbsp; 113226 |
| Element Fleet Management Corp., 6.271%, 6/26/2026 (n) | $238000 | &nbsp;&nbsp;&nbsp; 241031 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | 111000 | &nbsp;&nbsp;&nbsp; 116589 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | 409000 | &nbsp;&nbsp;&nbsp; 412519 |
| Heathrow Funding Ltd., 6%, 3/05/2032  | 300000 | &nbsp;&nbsp;&nbsp; 400107 |
| Heathrow Funding Ltd., 3.875%, 1/16/2038  | 420000 | &nbsp;&nbsp;&nbsp; 479037 |
|  |  | &nbsp;&nbsp;&nbsp; $2768899 |
| U.S. Treasury Obligations – 3.9% | U.S. Treasury Obligations – 3.9% | U.S. Treasury Obligations – 3.9% |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 (f) | $9432000 | &nbsp;&nbsp;&nbsp; $6792514 |
| U.S. Treasury Bonds, 4.75%, 2/15/2045  | 206000 | &nbsp;&nbsp;&nbsp; 202492 |
| U.S. Treasury Bonds, 4.625%, 5/15/2054 (f) | 3890000 | &nbsp;&nbsp;&nbsp; 3723003 |
|  |  | &nbsp;&nbsp;&nbsp; $10718009 |
| Utilities - Electric Power – 6.2% | Utilities - Electric Power – 6.2% | Utilities - Electric Power – 6.2% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $720000 | &nbsp;&nbsp;&nbsp; $661222 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 368000 | &nbsp;&nbsp;&nbsp; 374011 |
| Amprion GmbH, 3.875%, 6/05/2036  | 300000 | &nbsp;&nbsp;&nbsp; 346268 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | $94000 | &nbsp;&nbsp;&nbsp; 88766 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 79000 | &nbsp;&nbsp;&nbsp; 66194 |
| Bruce Power LP, 2.68%, 12/21/2028  | 264000 | &nbsp;&nbsp;&nbsp; 185991 |
| Bruce Power LP, 4.7%, 6/21/2031  | 238000 | &nbsp;&nbsp;&nbsp; 178117 |
| Bruce Power LP, 4.27%, 12/21/2034  | 594000 | &nbsp;&nbsp;&nbsp; 422783 |
| Calpine Corp., 4.5%, 2/15/2028 (n) | $570000 | &nbsp;&nbsp;&nbsp; 563803 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | 998000 | &nbsp;&nbsp;&nbsp; 910933 |
| ContourGlobal Power Holdings S.A., 6.75%, 2/28/2030 (n) | 344000 | &nbsp;&nbsp;&nbsp; 352600 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 366000 | &nbsp;&nbsp;&nbsp; 390047 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 300000 | &nbsp;&nbsp;&nbsp; 398166 |
| Edison International, 4.7%, 8/15/2025  | $420000 | &nbsp;&nbsp;&nbsp; 419935 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 284000 | &nbsp;&nbsp;&nbsp; 250174 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | |
|:---|:---|:---|:---|
| **Issuer** |  | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| Enel S.p.A., 4.5% to 1/14/2033, FLR (EUR ICE Swap Rate - 5yr. + 2.196%) to 1/14/2038, FLR (EUR ICE Swap Rate - 5yr. + <br> 2.446%) to 1/14/2053, FLR (EUR ICE Swap Rate - 5yr. + 3.446%) to 1/14/2174 <br>| EUR | 320000 | &nbsp;&nbsp;&nbsp; $369572 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | $| 200000 | &nbsp;&nbsp;&nbsp; 209805 |
| Entergy Corp., 0.9%, 9/15/2025  |  | 561000 | &nbsp;&nbsp;&nbsp; 558431 |
| EPH Financing International A.S., 4.625%, 7/02/2032  | EUR | 434000 | &nbsp;&nbsp;&nbsp; 504018 |
| Eversource Energy, 5.5%, 1/01/2034  | $| 493000 | &nbsp;&nbsp;&nbsp; 501448 |
| Georgia Power Co., 4.95%, 5/17/2033  |  | 363000 | &nbsp;&nbsp;&nbsp; 364654 |
| Hydro One, Inc., 4.25%, 1/04/2035  | CAD | 728000 | &nbsp;&nbsp;&nbsp; 527826 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | $| 186000 | &nbsp;&nbsp;&nbsp; 163085 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  |  | 388000 | &nbsp;&nbsp;&nbsp; 386400 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | EUR | 410000 | &nbsp;&nbsp;&nbsp; 471175 |
| NextEra Energy Capital Holdings, Inc., 5.749%, 9/01/2025  | $| 409000 | &nbsp;&nbsp;&nbsp; 409254 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  |  | 349000 | &nbsp;&nbsp;&nbsp; 350834 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) |  | 475000 | &nbsp;&nbsp;&nbsp; 484350 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  |  | 121000 | &nbsp;&nbsp;&nbsp; 125142 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  |  | 86000 | &nbsp;&nbsp;&nbsp; 90738 |
| Pacific Gas & Electric Co., 5.9%, 10/01/2054  |  | 70000 | &nbsp;&nbsp;&nbsp; 65611 |
| PG&E Corp., 5.25%, 7/01/2030  |  | 877000 | &nbsp;&nbsp;&nbsp; 841224 |
| PG&E Corp., 7.375% to 3/15/2030, FLR (CMT - 5yr. + 3.883%) to 3/15/2055  |  | 251000 | &nbsp;&nbsp;&nbsp; 242211 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  |  | 512000 | &nbsp;&nbsp;&nbsp; 487261 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) |  | 503000 | &nbsp;&nbsp;&nbsp; 513942 |
| Southern California Edison Co., 5.45%, 3/01/2035  |  | 192000 | &nbsp;&nbsp;&nbsp; 191246 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033  |  | 587986 | &nbsp;&nbsp;&nbsp; 602064 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | EUR | 420000 | &nbsp;&nbsp;&nbsp; 477045 |
| TerraForm Global Operating LLC, 6.125%, 3/01/2026 (n) | $| 151000 | &nbsp;&nbsp;&nbsp; 150063 |
| TerraForm Power Operating LLC, 5%, 1/31/2028 (n) |  | 589000 | &nbsp;&nbsp;&nbsp; 581069 |
| TerraForm Power Operating LLC, 4.75%, 1/15/2030 (n) |  | 141000 | &nbsp;&nbsp;&nbsp; 135162 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  |  | 184000 | &nbsp;&nbsp;&nbsp; 186820 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  |  | 58000 | &nbsp;&nbsp;&nbsp; 59076 |
| XPLR Infrastructure Operating Partners LP, 4.5%, 9/15/2027 (n) |  | 423000 | &nbsp;&nbsp;&nbsp; 409498 |
| XPLR Infrastructure Operating Partners LP, 7.25%, 1/15/2029 (n) |  | 581000 | &nbsp;&nbsp;&nbsp; 592506 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) |  | 349000 | &nbsp;&nbsp;&nbsp; 366066 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/2033 (n) |  | 122000 | &nbsp;&nbsp;&nbsp; 129219 |
|  |  |  | &nbsp;&nbsp;&nbsp; $17155825 |
| Utilities - Gas – 0.4% | Utilities - Gas – 0.4% | Utilities - Gas – 0.4% | Utilities - Gas – 0.4% |
| EP Infrastructure A.S., 2.045%, 10/09/2028  | EUR | 1123000 | &nbsp;&nbsp;&nbsp; $1236650 |
| Utilities - Water – 0.3% | Utilities - Water – 0.3% | Utilities - Water – 0.3% | Utilities - Water – 0.3% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | EUR | 340000 | &nbsp;&nbsp;&nbsp; $392512 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2037 (w) |  | 310000 | &nbsp;&nbsp;&nbsp; 352270 |
|  |  |  | &nbsp;&nbsp;&nbsp; $744782 |
| **Total Bonds**  | **Total Bonds**  |  | &nbsp;&nbsp; **$362848803** |
| Common Stocks – 0.0%  | Common Stocks – 0.0%  | Common Stocks – 0.0%  | Common Stocks – 0.0%  |
| Oil Services – 0.0% | Oil Services – 0.0% | Oil Services – 0.0% |  |
| LTRI Holdings LP (a)(u)  |  | 520 | &nbsp;&nbsp;&nbsp; $77901 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>|  |  |
| 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; $4299 |

---

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

---

| | | |
|:---|:---|:---|
| Mutual Funds (h) – 1.9%  | Mutual Funds (h) – 1.9%  | Mutual Funds (h) – 1.9%  |
| Money Market Funds – 1.9% | Money Market Funds – 1.9% |  |
| MFS Institutional Money Market Portfolio, 4.35% (v)  | 5302089 | &nbsp;&nbsp;&nbsp; $5302089 |

---

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

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>| **Value ($)** |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% |  |
| iTraxx Europe Crossover Series 43 Index Credit Default Swap - Fund pays <br> 5%, Fund receives notional amount upon a defined credit event of an <br> index constituent – August 2025 @ 3.25% <br>| Put | Merrill Lynch International | &nbsp;&nbsp; $6587808 | &nbsp;&nbsp;&nbsp; EUR<br> 5,230,000<br>| &nbsp;&nbsp; $3204 |

---

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

---

| | |
|:---|:---|
| Written Options (see table below) – (0.0)% | &nbsp;&nbsp;&nbsp; $(979)<br>|
| Other Assets, Less Liabilities – (33.1)% | &nbsp;&nbsp;&nbsp; (91537954)<br>|
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$276697363** |

---

&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 $5,302,089 and $362,934,207, 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 $215,517,409, representing 77.9% 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%, 3/08/2026 | 3/09/21-7/26/21 | $259292 | $144490 |
| % 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: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| INR | Indian Rupee |
| 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 |
| UYU | Uruguayan Peso |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** | **Derivative Contracts at 7/31/25** |
| **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  | **Written Options**  |
| **Underlying** | **Put/** <br>**Call**<br>| **Counterparty** | &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Exercise** <br>**Price**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  | ***Market Index Securities***  |  |  |  |
| iTraxx Europe Crossover Series 43 Index Credit <br> Default Swap - Fund pays 5%, Fund receives <br> notional amount upon a defined credit event of <br> an index constituent<br>| &nbsp;&nbsp; Put | Merrill Lynch International | EUR (5230000) | &nbsp;&nbsp; $(6587808)<br>| 3.75% | August – 2025 | &nbsp;&nbsp; $(979)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 99784 | USD | &nbsp;&nbsp; 64202 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; $12 |
| BRL | &nbsp;&nbsp; 3902623 | USD | &nbsp;&nbsp; 675896 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; 15757 |
| USD | &nbsp;&nbsp; 3254368 | AUD | &nbsp;&nbsp; 4950718 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 68394 |
| USD | &nbsp;&nbsp; 7756044 | AUD | &nbsp;&nbsp; 11899820 | UBS AG | 10/17/2025 | &nbsp;&nbsp; 98060 |
| USD | &nbsp;&nbsp; 6314193 | CAD | &nbsp;&nbsp; 8628253 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 63757 |
| USD | &nbsp;&nbsp; 655594 | CHF | &nbsp;&nbsp; 516332 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 14089 |
| USD | &nbsp;&nbsp; 538349 | CHF | &nbsp;&nbsp; 423914 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 11667 |
| USD | &nbsp;&nbsp; 752566 | CNH | &nbsp;&nbsp; 5371660 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; 3399 |
| USD | &nbsp;&nbsp; 313683 | CNH | &nbsp;&nbsp; 2238815 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; 1443 |
| USD | &nbsp;&nbsp; 313639 | CNH | &nbsp;&nbsp; 2238815 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 693 |
| USD | &nbsp;&nbsp; 30584300 | EUR | &nbsp;&nbsp; 26115539 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; 635405 |
| USD | &nbsp;&nbsp; 280736 | EUR | &nbsp;&nbsp; 237790 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; 8042 |
| USD | &nbsp;&nbsp; 10709943 | EUR | &nbsp;&nbsp; 9140439 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 227830 |
| USD | &nbsp;&nbsp; 8843817 | EUR | &nbsp;&nbsp; 7551577 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; 183787 |
| USD | &nbsp;&nbsp; 1135193 | EUR | &nbsp;&nbsp; 965033 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 28510 |
| USD | &nbsp;&nbsp; 374019 | EUR | &nbsp;&nbsp; 317654 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 9738 |
| USD | &nbsp;&nbsp; 360842 | EUR | &nbsp;&nbsp; 309268 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 6178 |
| USD | &nbsp;&nbsp; 1991379 | EUR | &nbsp;&nbsp; 1700639 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 41113 |
| USD | &nbsp;&nbsp; 1963512 | GBP | &nbsp;&nbsp; 1457216 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 37677 |
| USD | &nbsp;&nbsp; 2776043 | GBP | &nbsp;&nbsp; 2060740 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 52601 |
| USD | &nbsp;&nbsp; 1109171 | GBP | &nbsp;&nbsp; 823286 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 21129 |
| USD | &nbsp;&nbsp; 8809 | HUF | &nbsp;&nbsp; 3034928 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 182 |
| USD | &nbsp;&nbsp; 1354937 | IDR | &nbsp;&nbsp; 22210676932 | Barclays Bank PLC | 8/05/2025 | &nbsp;&nbsp; 5185 |
| USD | &nbsp;&nbsp; 675090 | INR | &nbsp;&nbsp; 59355245 | Barclays Bank PLC | 10/31/2025 | &nbsp;&nbsp; 281 |
| USD | &nbsp;&nbsp; 682828 | INR | &nbsp;&nbsp; 59355245 | Citibank N.A. | 8/07/2025 | &nbsp;&nbsp; 5379 |
| USD | &nbsp;&nbsp; 2054541 | JPY | &nbsp;&nbsp; 300976428 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 42207 |
| USD | &nbsp;&nbsp; 2613 | MXN | &nbsp;&nbsp; 49555 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 7 |
| USD | &nbsp;&nbsp; 1349674 | NOK | &nbsp;&nbsp; 13729037 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 21064 |

---

------

*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; 61268 | SEK | &nbsp;&nbsp; 587355 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; $981 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1604567 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| AUD | &nbsp;&nbsp; 1133504 | USD | &nbsp;&nbsp; 743970 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; $(14517)<br>|
| AUD | &nbsp;&nbsp; 2315817 | USD | &nbsp;&nbsp; 1507184 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (16868)<br>|
| AUD | &nbsp;&nbsp; 2659073 | USD | &nbsp;&nbsp; 1745594 | UBS AG | 10/17/2025 | &nbsp;&nbsp; (34380)<br>|
| CHF | &nbsp;&nbsp; 273762 | USD | &nbsp;&nbsp; 347743 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; (7614)<br>|
| CHF | &nbsp;&nbsp; 116967 | USD | &nbsp;&nbsp; 148566 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (3243)<br>|
| CZK | &nbsp;&nbsp; 635956 | USD | &nbsp;&nbsp; 30030 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (444)<br>|
| EUR | &nbsp;&nbsp; 1903278 | USD | &nbsp;&nbsp; 2244589 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (61939)<br>|
| EUR | &nbsp;&nbsp; 913876 | USD | &nbsp;&nbsp; 1074909 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (26891)<br>|
| EUR | &nbsp;&nbsp; 945751 | USD | &nbsp;&nbsp; 1112416 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (27844)<br>|
| EUR | &nbsp;&nbsp; 449502 | USD | &nbsp;&nbsp; 516102 | UBS AG | 10/17/2025 | &nbsp;&nbsp; (619)<br>|
| IDR | &nbsp;&nbsp; 22210676932 | USD | &nbsp;&nbsp; 1361541 | Barclays Bank PLC | 8/05/2025 | &nbsp;&nbsp; (11788)<br>|
| IDR | &nbsp;&nbsp; 22210676932 | USD | &nbsp;&nbsp; 1350982 | Barclays Bank PLC | 10/31/2025 | &nbsp;&nbsp; (4247)<br>|
| INR | &nbsp;&nbsp; 59355245 | USD | &nbsp;&nbsp; 678077 | Barclays Bank PLC | 8/07/2025 | &nbsp;&nbsp; (628)<br>|
| JPY | &nbsp;&nbsp; 108640795 | USD | &nbsp;&nbsp; 744568 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (18194)<br>|
| JPY | &nbsp;&nbsp; 191814719 | USD | &nbsp;&nbsp; 1314539 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (32062)<br>|
| MXN | &nbsp;&nbsp; 25678947 | USD | &nbsp;&nbsp; 1371166 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (20709)<br>|
| NOK | &nbsp;&nbsp; 13630734 | USD | &nbsp;&nbsp; 1347290 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (28194)<br>|
| NZD | &nbsp;&nbsp; 1029780 | USD | &nbsp;&nbsp; 618176 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (9926)<br>|
| PEN | &nbsp;&nbsp; 140575 | USD | &nbsp;&nbsp; 39325 | Barclays Bank PLC | 10/21/2025 | &nbsp;&nbsp; (282)<br>|
| SEK | &nbsp;&nbsp; 590731 | USD | &nbsp;&nbsp; 61599 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (965)<br>|
| SGD | &nbsp;&nbsp; 8426 | USD | &nbsp;&nbsp; 6600 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (74)<br>|
| USD | &nbsp;&nbsp; 16087 | KRW | &nbsp;&nbsp; 22263706 | Citibank N.A. | 10/21/2025 | &nbsp;&nbsp; (38)<br>|
| USD | &nbsp;&nbsp; 36268 | KRW | &nbsp;&nbsp; 50186865 | JPMorgan Chase Bank N.A. | 10/21/2025 | &nbsp;&nbsp; (80)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(321546)<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; 14 | $1217725 | September – 2025 | &nbsp;&nbsp; $7234 |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 90 | 12044562 | September – 2025 | &nbsp;&nbsp; 38337 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 110 | 16281493 | September – 2025 | &nbsp;&nbsp; 124291 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 19 | 2545126 | September – 2025 | &nbsp;&nbsp; 67378 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 125 | 15270675 | September – 2025 | &nbsp;&nbsp; 57478 |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 25 | 2854687 | September – 2025 | &nbsp;&nbsp; 63007 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 4 | 452313 | September – 2025 | &nbsp;&nbsp; 110 |
|  |  |  |  |  |  | &nbsp;&nbsp; $357835 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Long Gilt 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 12 | $1460533 | September – 2025 | &nbsp;&nbsp; $(26217)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 36 | 3998250 | September – 2025 | &nbsp;&nbsp; (22355)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 37 | 7658422 | September – 2025 | &nbsp;&nbsp; (15984)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 88 | 9519125 | September – 2025 | &nbsp;&nbsp; (18296)<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 Ultra Bond 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 47 | $5513687 | September – 2025 | &nbsp;&nbsp; $(75524)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(158376)<br>|

---

At July 31, 2025, the fund had liquid securities with an aggregate value of $1,446,552 to cover any collateral or margin obligations for certain derivative contracts.

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

------

**Supplemental Information**

7/31/25 (unaudited)

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

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

**(1) Investment Valuations**

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

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

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

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

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

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

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

proximate time periods. 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, forward foreign currency exchange contracts, and written options. The following is a summary of the levels used as of July 31, 2025 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $77901 | &nbsp;&nbsp;&nbsp; $77901 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4299 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4299 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10718009 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10718009 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56218882 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56218882 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1272778 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1272778 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 193195888 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 193195888 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1465700 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1465700 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3990664 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3990664 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5078613 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5078613 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90911473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90911473 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 5302089 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5302089 |
| Total | &nbsp;&nbsp;&nbsp; $5302089 | &nbsp;&nbsp;&nbsp; $362856306 | &nbsp;&nbsp;&nbsp; $77901 | &nbsp;&nbsp;&nbsp; $368236296 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $357835 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $357835 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (158376)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (158376)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1604567 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1604567 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (321546)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (321546)<br>|
| Written Options - Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (979)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (979)<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 10/31/24 | $118336 |
| &nbsp;&nbsp;&nbsp; Change in unrealized appreciation or depreciation | 44142 |
| &nbsp;&nbsp;&nbsp; Partial liquidation proceeds | (84577) |
| Balance as of 7/31/25 | $77901 |

---

The net change in unrealized appreciation or depreciation from investments held as level 3 at July 31, 2025 is $44,142. At July 31, 2025, 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. For the purposes of this report, the following were affiliated issuers for the period ended July 31, 2025:

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $7218242 | &nbsp;&nbsp; $111673049 | &nbsp;&nbsp; $113587788 | &nbsp;&nbsp; $(1367)<br>| &nbsp;&nbsp; $(47)<br>| &nbsp;&nbsp; $5302089<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; $196978 | &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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $375941231.35

**Total Liabilities:** $99239884.44

**Net Assets:** $276701346.91

**Delayed Delivery Securities:** $3286445.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -266.97000000 | **1-Year:** -5445.40000000 | **5-Year:** -29777.38000000 | **10-Year:** -39951.25000000 | **30-Year:** -14645.94000000

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

- **3-Month:** -849.19000000 | **1-Year:** -16451.68000000 | **5-Year:** -33823.07000000 | **10-Year:** -9381.71000000 | **30-Year:** -3229.52000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.92%                | 2.44%                | -0.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $236044.48               | $1561467.16                                |
| Month 2  | $515959.38               | $5940968.13                                |
| Month 3  | $-1913444.80             | $-2219321.54                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    618000 | PA      | $751904.34    | 0.27%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199587.05    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                 | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $422086.45    | 0.15%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    577000 | PA      | $579762.21    | 0.21%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $465481.74    | 0.17%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAB1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     91955 | PA      | $92102.47     | 0.03%             | 2069-02-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    561000 | PA      | $558431.22    | 0.20%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     69733 | PA      | $69935.63     | 0.03%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $526813.69    | 0.19%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    338000 | PA      | $343234.61    | 0.12%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $15757.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    318000 | PA      | $188298.04    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    904000 | PA      | $905641.66    | 0.33%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    688000 | PA      | $613072.69    | 0.22%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1062663.89   | 0.38%             | 2031-03-15      | Fixed         | 7.75%                 | 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      | $651646.59    | 0.24%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    562000 | PA      | $589333.99    | 0.21%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    507000 | PA      | $490664.46    | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    379000 | PA      | $274878.19    | 0.10%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $499181.81    | 0.18%             | 2033-03-20      | Fixed         | 3.75%                 | No            |                  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      | $512398.35    | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $844027.45    | 0.31%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    640000 | PA      | $734388.31    | 0.27%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $391361.01    | 0.14%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79648.36     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | 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      | $351855.52    | 0.13%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $664613.24    | 0.24%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $403742.29    | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GENERALI                                                | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $331751.52    | 0.12%             | 2036-06-18      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    407000 | PA      | $415535.20    | 0.15%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury Funding DAC                                               | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $352718.12    | 0.13%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338468.33    | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $189133.55    | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | 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      | $722178.12    | 0.26%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191245.62    | 0.07%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $225399.82    | 0.08%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $232284.45    | 0.08%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    317000 | PA      | $300116.29    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    672000 | PA      | $493034.41    | 0.18%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  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      | $504322.19    | 0.18%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    394000 | PA      | $392046.09    | 0.14%             | 2029-10-15      | Fixed         | 7.50%                 | 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      | $33568.69     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $630877.74    | 0.23%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $231425.40    | 0.08%             | 2032-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    505000 | PA      | $550661.60    | 0.20%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $485596.76    | 0.18%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    611000 | PA      | $611133.01    | 0.22%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    254000 | PA      | $258654.55    | 0.09%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    563000 | PA      | $569326.43    | 0.21%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    253000 | PA      | $253418.91    | 0.09%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $543113.34    | 0.20%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $8713.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144686.45    | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | 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      | $353094.77    | 0.13%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100198.82    | 0.04%             | 2039-06-10      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $458726.74    | 0.17%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                   | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $639098.16    | 0.23%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    672000 | PA      | $402192.00    | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $478702.54    | 0.17%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    328000 | PA      | $309512.73    | 0.11%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    278000 | PA      | $254995.77    | 0.09%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $424174.75    | 0.15%             | 2031-06-04      | Fixed         | 6.13%                 | 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      | $480571.85    | 0.17%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    561000 | PA      | $570186.13    | 0.21%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    452000 | PA      | $446250.97    | 0.16%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026373 | PA      | $83797.21     | 0.03%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $456753.68    | 0.17%             | 2026-11-18      | Fixed         | 4.88%                 | No            |                  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        |     49502 | PA      | $49864.91     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    282000 | PA      | $255636.36    | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   6700000 | PA      | $4070445.36   | 1.47%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $178706.48    | 0.06%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $288653.51    | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                  | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1052000 | PA      | $1069086.82   | 0.39%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    581000 | PA      | $592505.93    | 0.21%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479410.60    | 0.17%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                | Benteler International AG                                                        | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    320000 | PA      | $387372.40    | 0.14%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    435000 | PA      | $503474.84    | 0.18%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $-2906.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    206000 | PA      | $202491.56    | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  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      | $484800.00    | 0.18%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $689501.89    | 0.25%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $338712.08    | 0.12%             | 2038-03-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $513942.49    | 0.19%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $172577.27    | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | 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      | $410454.34    | 0.15%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357677.32    | 0.13%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    542000 | PA      | $556788.00    | 0.20%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    441000 | PA      | $456573.28    | 0.17%             | 2028-06-01      | 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        |    700000 | PA      | $712814.90    | 0.26%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    254000 | PA      | $267478.60    | 0.10%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    226000 | PA      | $231259.78    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    490000 | PA      | $448401.99    | 0.16%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                          | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |    447000 | PA      | $523348.48    | 0.19%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $291680.20    | 0.11%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $306787.14    | 0.11%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $371790.85    | 0.13%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197722.76    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |    915990 | PA      | $47672.96     | 0.02%             | 2054-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    381000 | PA      | $442394.38    | 0.16%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $180218.24    | 0.07%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    280000 | PA      | $325225.45    | 0.12%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201500.00    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $323791.62    | 0.12%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                      | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112960.03    | 0.04%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  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      | $141556.83    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Stora Enso OYJ                                          | Stora Enso Oyj                                                                   | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    444000 | PA      | $478212.12    | 0.17%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    251000 | PA      | $214298.17    | 0.08%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    349000 | PA      | $355506.54    | 0.13%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    589000 | PA      | $581068.88    | 0.21%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    529000 | PA      | $325418.28    | 0.12%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $499878.58    | 0.18%             | 2030-08-01      | Fixed         | 6.13%                 | 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        |    334000 | PA      | $342691.35    | 0.12%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $-18193.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    409000 | PA      | $366744.16    | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    651000 | PA      | $444684.19    | 0.16%             | 2050-02-05      | Fixed         | 3.25%                 | 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      | $21128.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $347632.18    | 0.13%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    199000 | PA      | $224685.26    | 0.08%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $461847.09    | 0.17%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    419000 | PA      | $428506.10    | 0.15%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    359000 | PA      | $361180.65    | 0.13%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                           | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $518271.56    | 0.19%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $483042.35    | 0.17%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    608000 | PA      | $607550.87    | 0.22%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    387000 | PA      | $393176.13    | 0.14%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $413169.36    | 0.15%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $-7442.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $896562.45    | 0.32%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $225654.21    | 0.08%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    403000 | PA      | $415495.42    | 0.15%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $130774.98    | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    312000 | PA      | $304961.08    | 0.11%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1049000 | PA      | $943051.00    | 0.34%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65611.14     | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    514000 | PA      | $516413.52    | 0.19%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    366000 | PA      | $390047.16    | 0.14%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    266522 | PA      | $270081.25    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208844.17    | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $470904.55    | 0.17%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    180000 | PA      | $217537.02    | 0.08%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    596000 | PA      | $611254.62    | 0.22%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     79000 | PA      | $66193.56     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $282123.68    | 0.10%             | 2032-03-31      | Fixed         | 5.50%                 | 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      | $652524.54    | 0.24%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    551000 | PA      | $569076.11    | 0.21%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $372962.89    | 0.13%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180484.80    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    204000 | PA      | $199558.85    | 0.07%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $372237.64    | 0.13%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -125 | NC      | $57477.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    349000 | PA      | $350833.76    | 0.13%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    344000 | PA      | $337265.75    | 0.12%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204404 | PA      | $421347.43    | 0.15%             | 2040-12-28      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $536959.71    | 0.19%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $182.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $319206.32    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    998000 | PA      | $910932.83    | 0.33%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407235.55    | 0.15%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    877000 | PA      | $841223.49    | 0.30%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117923.76    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    516194 | PA      | $543939.43    | 0.20%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    512000 | PA      | $487260.93    | 0.18%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    322000 | PA      | $213573.97    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | 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        |    344000 | PA      | $312133.35    | 0.11%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    535000 | PA      | $608389.39    | 0.22%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197754.24    | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |        16 | PA      | $14.10        | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    918000 | PA      | $884251.66    | 0.32%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $85927.55     | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | 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      | $100113.60    | 0.04%             | 2039-03-19      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222289.45    | 0.08%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    423000 | PA      | $417363.58    | 0.15%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284538.40    | 0.10%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86743.01     | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    566000 | PA      | $553386.22    | 0.20%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $698147.52    | 0.25%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242038.32    | 0.09%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8707449 | PA      | $353642.60    | 0.13%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $431625.55    | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $411866.80    | 0.15%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    514000 | PA      | $528608.39    | 0.19%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KUO SAB DE CV                                           | KUO SAB De CV                                                                    | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |    358000 | PA      | $352700.88    | 0.13%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477394.69    | 0.17%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    286000 | PA      | $253084.22    | 0.09%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210827.34    | 0.08%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $289436.27    | 0.10%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $427622.09    | 0.15%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $459065.72    | 0.17%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    546000 | PA      | $547208.71    | 0.20%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $185990.82    | 0.07%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    311000 | PA      | $318785.04    | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                                              | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    308000 | PA      | $294917.60    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $481222.04    | 0.17%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     49000 | PA      | $49088.30     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    927000 | PA      | $778958.10    | 0.28%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199433.81    | 0.07%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $263092.07    | 0.10%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186329.14    | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    320000 | PA      | $369572.40    | 0.13%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    287000 | PA      | $227583.22    | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6390337 | PA      | $423637.77    | 0.15%             | 2054-02-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                 | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $179797.98    | 0.06%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $518879.53    | 0.19%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $338166.08    | 0.12%             | 2032-09-15      | Fixed         | 9.63%                 | 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      | $671311.68    | 0.24%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $400106.93    | 0.14%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $258046.48    | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    399000 | PA      | $388925.25    | 0.14%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $343683.83    | 0.12%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -14 | NC      | $7234.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    264000 | PA      | $274243.73    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    256000 | PA      | $244140.83    | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    550000 | PA      | $492284.71    | 0.18%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $6892.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269451.02    | 0.10%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1031446.33   | 0.37%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $352269.72    | 0.13%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    549000 | PA      | $436176.60    | 0.16%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501887.59    | 0.18%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $475646.00    | 0.17%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $163084.72    | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $271739.32    | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                       | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $425306.49    | 0.15%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $-3242.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $172563.16    | 0.06%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $291108.68    | 0.11%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $500789.98    | 0.18%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    419000 | PA      | $410837.16    | 0.15%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    509000 | PA      | $578822.80    | 0.21%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    454000 | PA      | $451390.55    | 0.16%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    251000 | PA      | $242210.59    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    462000 | PA      | $469055.70    | 0.17%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    433000 | PA      | $429390.04    | 0.16%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $547609.20    | 0.20%             | 2027-10-30      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    647000 | PA      | $688945.66    | 0.25%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    171000 | PA      | $196232.15    | 0.07%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    366000 | PA      | $374716.19    | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  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      | $143692.02    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    421000 | PA      | $415510.24    | 0.15%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    475000 | PA      | $471731.18    | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    720000 | PA      | $661222.22    | 0.24%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    646000 | PA      | $673831.62    | 0.24%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    202000 | PA      | $187904.59    | 0.07%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $647395.89    | 0.23%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922675 | PA      | $123196.55    | 0.04%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $68393.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $232165.62    | 0.08%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |         1 | NC      | $-26890.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    224000 | PA      | $230461.51    | 0.08%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     83793 | PA      | $84115.80     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  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        |    452000 | PA      | $458464.03    | 0.17%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $253492.19    | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $278389.59    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WSP GLOBAL INC                                          | WSP Global Inc                                                                   | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $537240.62    | 0.19%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240724.36    | 0.09%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  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      | $264926.89    | 0.10%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    252000 | PA      | $264064.13    | 0.10%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $591500.39    | 0.21%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    912000 | PA      | $615244.57    | 0.22%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    654000 | PA      | $634013.29    | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    410000 | PA      | $385311.44    | 0.14%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    420000 | PA      | $428059.80    | 0.15%             | 2031-08-06      | Fixed         | 6.05%                 | 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      | $193482.50    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    344000 | PA      | $352600.00    | 0.13%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    530000 | PA      | $528106.51    | 0.19%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $567728.05    | 0.21%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $424861.62    | 0.15%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $455616.20    | 0.16%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    438000 | PA      | $322522.35    | 0.12%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    683000 | PA      | $607016.25    | 0.22%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $510892.24    | 0.18%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1854.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189671.24    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $325402.00    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  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      | $559671.90    | 0.20%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $385981.22    | 0.14%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390605.56    | 0.14%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $421437.68    | 0.15%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    422000 | PA      | $420130.54    | 0.15%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $914554.90    | 0.33%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $290001.31    | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-34379.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    383000 | PA      | $336082.50    | 0.12%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    273000 | PA      | $279949.22    | 0.10%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $310993.53    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    239000 | PA      | $251496.92    | 0.09%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    360000 | PA      | $401716.99    | 0.15%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $477044.82    | 0.17%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    724000 | PA      | $731577.38    | 0.26%             | 2032-09-30      | Fixed         | 6.13%                 | 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      | $3632.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563803.07    | 0.20%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59075.80     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $77901.20     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    351000 | PA      | $293780.59    | 0.11%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                   | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $138578.99    | 0.05%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88765.67     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    617000 | PA      | $627031.55    | 0.23%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    662000 | PA      | $688417.77    | 0.25%             | 2031-02-16      | Fixed         | 6.75%                 | 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      | $885831.72    | 0.32%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2332.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3207.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57847.36     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | 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        |     81013 | PA      | $82618.68     | 0.03%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    127000 | PA      | $114701.42    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $410833.86    | 0.15%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    244000 | PA      | $242716.70    | 0.09%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |   1679000 | PA      | $1595375.24   | 0.58%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    460000 | PA      | $521633.20    | 0.19%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $109305.43    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122204.00    | 0.04%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68630.29     | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    490000 | PA      | $501606.69    | 0.18%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    834000 | PA      | $816767.89    | 0.30%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $526186.32    | 0.19%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $285898.28    | 0.10%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    346000 | PA      | $358630.95    | 0.13%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    696000 | PA      | $688050.29    | 0.25%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  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        |    639000 | PA      | $653219.85    | 0.24%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CZ        |         1 | NC      | $-443.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $-15983.95    | -0.01%            |  |  |  | No            |                  1 | 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      | $489428.64    | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ISLANDSBANKI                                            | Islandsbanki HF                                                                  | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |    310000 | PA      | $361758.76    | 0.13%             | 2030-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-38.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    361000 | PA      | $361651.07    | 0.13%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  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      | $371795.52    | 0.13%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    311000 | PA      | $306257.67    | 0.11%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507800.65    | 0.18%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3989563 | PA      | $195135.51    | 0.07%             | 2054-02-15      | Variable      | 1.26%                 | 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      | $4111.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    370000 | PA      | $425218.51    | 0.15%             | 2036-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    684000 | PA      | $663764.13    | 0.24%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    217000 | PA      | $221546.15    | 0.08%             | 2030-06-10      | Fixed         | 7.20%                 | 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        |    639000 | PA      | $634073.18    | 0.23%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    413000 | PA      | $426583.67    | 0.15%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $-33813.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                               | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    576000 | PA      | $577728.00    | 0.21%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    532000 | PA      | $532325.05    | 0.19%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    284000 | PA      | $250174.15    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $563391.72    | 0.20%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                      | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $322311.72    | 0.12%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $446710.46    | 0.16%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $183811.46    | 0.07%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $245009.01    | 0.09%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    626000 | PA      | $630619.74    | 0.23%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $245892.79    | 0.09%             | 2032-04-01      | Fixed         | 6.63%                 | 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        |    514000 | PA      | $494440.55    | 0.18%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $249467.33    | 0.09%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $202180.00    | 0.07%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90738.11     | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    126000 | PA      | $123165.19    | 0.04%             | 2037-01-20      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374542.67    | 0.14%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $478457.14    | 0.17%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    384000 | PA      | $390991.79    | 0.14%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402006.51    | 0.15%             | 2036-09-15      | Fixed         | 6.45%                 | 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      | $377304.02    | 0.14%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    599000 | PA      | $632208.97    | 0.23%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    456000 | PA      | $402074.99    | 0.15%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129795.22    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    243000 | PA      | $247906.48    | 0.09%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                           | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $308396.25    | 0.11%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $487461.27    | 0.18%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    491000 | PA      | $475683.76    | 0.17%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $343948.65    | 0.12%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |   1123000 | PA      | $1236650.17   | 0.45%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $21064.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598925.22    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    464000 | PA      | $502918.93    | 0.18%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  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        |    133092 | PA      | $132614.25    | 0.05%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338529.15    | 0.12%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                  | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $148992.81    | 0.05%             | 2033-02-05      | Fixed         | 3.88%                 | 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        |    176000 | PA      | $176128.69    | 0.06%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $321191.65    | 0.12%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612780.83    | 0.22%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $137638.38    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | 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      | $98030.88     | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346268.03    | 0.13%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                            | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    872570 | PA      | $831336.08    | 0.30%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    493000 | PA      | $501448.31    | 0.18%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $433628.75    | 0.16%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    202000 | PA      | $192927.76    | 0.07%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    440222 | PA      | $435976.20    | 0.16%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    410000 | PA      | $472142.00    | 0.17%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122473.57    | 0.04%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484349.91    | 0.18%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    554000 | PA      | $552290.35    | 0.20%             | 2034-01-30      | Fixed         | 6.38%                 | 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      | $406432.77    | 0.15%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    603000 | PA      | $620309.45    | 0.22%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572626.98    | 0.21%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $227830.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188743.48    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246082.62    | 0.09%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    464000 | PA      | $461638.43    | 0.17%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1062017.86   | 0.38%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6880950 | PA      | $238223.31    | 0.09%             | 2054-06-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                            | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $333906.07    | 0.12%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348036 | PA      | $123298.71    | 0.04%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    304000 | PA      | $312304.37    | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $244694.32    | 0.09%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $219327.26    | 0.08%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    468000 | PA      | $475276.97    | 0.17%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    594000 | PA      | $618151.58    | 0.22%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183480.60    | 0.07%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118089.73    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $118404.83    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  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      | $468970.75    | 0.17%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $304313.12    | 0.11%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  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      | $463350.27    | 0.17%             | 2036-07-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $146677.59    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    442000 | PA      | $516772.36    | 0.19%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $7.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125142.06    | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    564000 | PA      | $508517.06    | 0.18%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168060.18    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    370000 | PA      | $431504.31    | 0.16%             | 2033-04-30      | Fixed         | 4.13%                 | 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      | $471174.57    | 0.17%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  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        |    396000 | PA      | $328680.00    | 0.12%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    397000 | PA      | $376376.33    | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    338000 | PA      | $329756.04    | 0.12%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    322000 | PA      | $353908.59    | 0.13%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    616000 | PA      | $631385.83    | 0.23%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust             | Navistar Financial Dealer Note Master Owner Trust II                             | CUSIP: 63938PBV0<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |     56000 | PA      | $56044.57     | 0.02%             | 2028-08-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $196968.97    | 0.07%             | 2027-04-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $304121.19    | 0.11%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $256549.09    | 0.09%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    534000 | PA      | $542664.30    | 0.20%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3890000 | PA      | $3723003.51   | 1.35%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    747000 | PA      | $745655.40    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $446629.30    | 0.16%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    237000 | PA      | $246775.90    | 0.09%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    910000 | PA      | $831684.76    | 0.30%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL INC                                         | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    765000 | PA      | $724266.66    | 0.26%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    439000 | PA      | $442731.50    | 0.16%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    537000 | PA      | $413510.94    | 0.15%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avation Capital SA                                      | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    626867 | PA      | $618674.98    | 0.22%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151089.71    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    289000 | PA      | $299731.73    | 0.11%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    882000 | PA      | $842489.22    | 0.30%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $6531.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $575880.47    | 0.21%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    237409 | PA      | $237129.86    | 0.09%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    192000 | PA      | $191876.08    | 0.07%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $573466.87    | 0.21%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                     | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |    157000 | PA      | $205706.78    | 0.07%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    531000 | PA      | $531886.43    | 0.19%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223629.00    | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    664000 | PA      | $683090.70    | 0.25%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99294.80     | 0.04%             | 2038-12-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $8042.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $502851.72    | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    467000 | PA      | $475735.63    | 0.17%             | 2030-11-19      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    362000 | PA      | $357828.48    | 0.13%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $460672.80    | 0.17%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $351792.15    | 0.13%             | 2030-04-15      | Fixed         | 5.25%                 | 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      | $691210.74    | 0.25%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154842.71    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180040.69    | 0.07%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                              | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    731000 | PA      | $735681.32    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    542000 | PA      | $591093.82    | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $144163.55    | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    401000 | PA      | $412868.40    | 0.15%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  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      | $130386.07    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $409353.39    | 0.15%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287954.03    | 0.10%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd                                             | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $491996.76    | 0.18%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $572697.91    | 0.21%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                   | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    620000 | PA      | $581489.44    | 0.21%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |         1 | NC      | $-965.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315278.55    | 0.11%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    400000 | PA      | $464622.47    | 0.17%             | 2030-09-27      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675570.06    | 0.24%             | 2030-10-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412414.00    | 0.15%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    639000 | PA      | $554367.05    | 0.20%             | 2032-02-04      | Fixed         | 1.95%                 | 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      | $319532.06    | 0.12%             | 2027-02-15      | None          | 0.00%                 | 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      | $165399.57    | 0.06%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    320000 | PA      | $359983.61    | 0.13%             | 2032-12-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -88 | NC      | $-18295.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $240290.24    | 0.09%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    278000 | PA      | $266834.44    | 0.10%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    306000 | PA      | $312743.63    | 0.11%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $372130.00    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504365.91    | 0.18%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $-20682.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    423000 | PA      | $409498.47    | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563641.35    | 0.20%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    759000 | PA      | $790512.16    | 0.29%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285975.84    | 0.10%             | 2031-01-31      | Fixed         | 5.88%                 | 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      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    591000 | PA      | $473851.39    | 0.17%             | 2031-08-15      | Fixed         | 8.88%                 | 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      | $171668.35    | 0.06%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230349.49    | 0.08%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $523920.50    | 0.19%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $433797.50    | 0.16%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $472319.78    | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    734000 | PA      | $739967.42    | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    624000 | PA      | $576380.50    | 0.21%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    333000 | PA      | $343862.13    | 0.12%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $178116.96    | 0.06%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $118920.66    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $228818.25    | 0.08%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    746000 | PA      | $746497.58    | 0.27%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $297750.51    | 0.11%             | 2042-08-17      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1002050.62   | 0.36%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    837000 | PA      | $730211.10    | 0.26%             | 2030-02-28      | Fixed         | 5.13%                 | 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              | N/A       |    321000 | PA      | $330960.63    | 0.12%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $40604.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $324413.72    | 0.12%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust             | Navistar Financial Dealer Note Master Owner Trust II                             | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    239000 | PA      | $239231.93    | 0.09%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72321 | PA      | $72588.70     | 0.03%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162941.86    | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  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        |    322000 | PA      | $313296.03    | 0.11%             | 2045-10-23      | Fixed         | 6.48%                 | 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      | $251493.66    | 0.09%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997522.80    | 0.36%             | 2036-07-16      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| WOLF MIDSTREAM CANADA LP                                | Wolf Midstream Canada LP                                                         | CUSIP: 977734AA0<br>LEI: 2549001Q852MSO20OC46 | Long             | DBT              | CORP              | CA        |    519000 | PA      | $386272.19    | 0.14%             | 2029-07-18      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    396000 | PA      | $379106.40    | 0.14%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    345000 | PA      | $361493.25    | 0.13%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    881000 | PA      | $897505.38    | 0.32%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $573353.45    | 0.21%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $206167.36    | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $251335.00    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    556000 | PA      | $508979.47    | 0.18%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    440000 | PA      | $508772.94    | 0.18%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    944000 | PA      | $985142.58    | 0.36%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    618000 | PA      | $625424.65    | 0.23%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -12 | NC      | $-26217.28    | -0.01%            |  |  |  | No            |                  1 | 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      | $206534.90    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $374404.87    | 0.14%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    326000 | PA      | $333573.75    | 0.12%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    266000 | PA      | $226441.61    | 0.08%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1012824.67   | 0.37%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $742569.81    | 0.27%             | 2036-07-15      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    408000 | PA      | $410448.00    | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                  | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $340606.97    | 0.12%             | 2030-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $10774.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243304.48    | 0.09%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $-11787.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    473000 | PA      | $426377.86    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    332000 | PA      | $236884.90    | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | 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        |   1542000 | PA      | $1529917.35   | 0.55%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $482795.12    | 0.17%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245788.99    | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    402000 | PA      | $398956.46    | 0.14%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  11700000 | PA      | $289187.31    | 0.10%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    363000 | PA      | $369328.69    | 0.13%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    422000 | PA      | $416987.33    | 0.15%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $181337.12    | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $396580.26    | 0.14%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    363000 | PA      | $364654.47    | 0.13%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |    288494 | PA      | $288280.18    | 0.10%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $5184.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $-4246.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    404000 | PA      | $416902.14    | 0.15%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    333000 | PA      | $335313.87    | 0.12%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $374441.20    | 0.14%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    347000 | PA      | $308139.34    | 0.11%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $574912.93    | 0.21%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $37676.58     | 0.01%             |  |  |  | No            |                  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        |    602000 | PA      | $608270.43    | 0.22%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $-16986.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    287000 | PA      | $297779.24    | 0.11%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $320099.46    | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540605.02    | 0.20%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    399000 | PA      | $410602.92    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  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        |   3658070 | PA      | $139383.45    | 0.05%             | 2054-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $382388.68    | 0.14%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $993628.65    | 0.36%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                       | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $449782.21    | 0.16%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    289000 | PA      | $267823.10    | 0.10%             | 2027-02-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| HYDRO ONE INC                                           | Hydro One Inc                                                                    | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |    728000 | PA      | $527826.27    | 0.19%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    531000 | PA      | $565249.50    | 0.20%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                         | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   5287496 | NS      | $5287495.52   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV FINANCE BV                                          | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113225.97    | 0.04%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $618048.60    | 0.22%             | 2032-11-15      | Fixed         | 8.38%                 | 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      | $649016.36    | 0.23%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     81876 | PA      | $82303.06     | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    738000 | PA      | $625058.25    | 0.23%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $649596.80    | 0.23%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    594000 | PA      | $422783.44    | 0.15%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -98 | NC      | $124592.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $586167.23    | 0.21%             | 2028-10-15      | Fixed         | 5.63%                 | 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        |    342000 | PA      | $343003.42    | 0.12%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $230556.88    | 0.08%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $513675.26    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | 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      | $329266.96    | 0.12%             | 2039-03-19      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   4168000 | PA      | $4922138.11   | 1.78%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $622210.80    | 0.22%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $352571.98    | 0.13%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  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      | $365905.49    | 0.13%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $420243.06    | 0.15%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    486000 | PA      | $506691.36    | 0.18%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    723000 | PA      | $708873.95    | 0.26%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $392512.65    | 0.14%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $409917.35    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    312000 | PA      | $318600.98    | 0.12%             | 2032-08-15      | Fixed         | 6.50%                 | 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      | $202009.37    | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $341610.00    | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $11023.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    538000 | PA      | $550235.42    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                  | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $203502.85    | 0.07%             | 2030-06-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $14089.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    388000 | PA      | $391403.28    | 0.14%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $42206.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $308958.72    | 0.11%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255201.97    | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643656.08    | 0.23%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116713.41    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    361000 | PA      | $348958.25    | 0.13%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    280000 | PA      | $321932.37    | 0.12%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    758000 | PA      | $857256.97    | 0.31%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-20709.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    596000 | PA      | $609434.44    | 0.22%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $435553.27    | 0.16%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $530612.00    | 0.19%             | 2028-10-15      | Fixed         | 10.25%                | 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      | $200183.60    | 0.07%             | 2039-03-19      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    940000 | PA      | $973275.66    | 0.35%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $320835.81    | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  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      | $357349.63    | 0.13%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    286000 | PA      | $294001.74    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $566628.39    | 0.20%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    356000 | PA      | $360361.91    | 0.13%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $475880.38    | 0.17%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                      | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |    350000 | PA      | $400649.00    | 0.14%             | 2031-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $235790.37    | 0.09%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $6177.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    228000 | PA      | $242308.37    | 0.09%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419935.39    | 0.15%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    581000 | PA      | $579597.41    | 0.21%             | 2028-05-01      | Fixed         | 5.50%                 | 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      | $208519.45    | 0.08%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $-74.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    856000 | PA      | $816256.60    | 0.29%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  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      | $69226.86     | 0.03%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $221027.63    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    553000 | PA      | $362694.72    | 0.13%             | 2031-06-01      | Fixed         | 1.65%                 | 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      | $202443.16    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Exchange traded                                         | CS100179 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | CA        |   5230000 | NC      | $3204.11      | 0.00%             |  |  |  | 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      | $1224739.46   | 0.44%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    477000 | PA      | $418668.34    | 0.15%             | 2032-04-15      | Fixed         | 7.88%                 | 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      | $487851.25    | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $196565.57    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1087567.49   | 0.39%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $258056.61    | 0.09%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                              | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $118686.43    | 0.04%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650127 | PA      | $112198.68    | 0.04%             | 2054-06-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1319000 | PA      | $1304549.59   | 0.47%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    448000 | PA      | $381177.12    | 0.14%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -47 | NC      | $-75523.76    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    507000 | PA      | $528188.04    | 0.19%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102904.60    | 0.04%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    641000 | PA      | $669942.56    | 0.24%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    622000 | PA      | $637768.32    | 0.23%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1803485 | PA      | $86962.25     | 0.03%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    658000 | PA      | $689580.71    | 0.25%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                   | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    709000 | PA      | $651077.11    | 0.24%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $241031.17    | 0.09%             | 2026-06-26      | Fixed         | 6.27%                 | 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      | $215834.14    | 0.08%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  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        |    753000 | PA      | $777446.15    | 0.28%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $315291.86    | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    579000 | PA      | $518931.18    | 0.19%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5379.20      | 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      | $52600.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                   | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $341184.60    | 0.12%             | 2030-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $658537.53    | 0.24%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $148509.00    | 0.05%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  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      | $414393.62    | 0.15%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120911.65    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Exchange traded                                         | CS100178 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |  -5230000 | NC      | $-979.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                            | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    387000 | PA      | $388678.81    | 0.14%             | 2026-05-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    343000 | PA      | $355564.19    | 0.13%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  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      | $556706.51    | 0.20%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $398166.25    | 0.14%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $330084.20    | 0.12%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    357000 | PA      | $346749.14    | 0.13%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    540000 | PA      | $559307.73    | 0.20%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $256992.91    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195767.75    | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    122000 | PA      | $129219.23    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | 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      | $389132.23    | 0.14%             | 2035-01-22      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    605000 | PA      | $500439.24    | 0.18%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $362732.29    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $619167.03    | 0.22%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    622000 | PA      | $622158.61    | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    437000 | PA      | $457337.41    | 0.17%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $516454.79    | 0.19%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    401500 | PA      | $400455.30    | 0.14%             | 2036-07-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    207000 | PA      | $204713.53    | 0.07%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $177646.07    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504781.50    | 0.18%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $190070.06    | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-32061.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $341845.06    | 0.12%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151138.65    | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                      | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |      7000 | NS      | $4298.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135161.61    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $-9926.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    689000 | PA      | $702664.37    | 0.25%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    212000 | PA      | $220084.41    | 0.08%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241800.96    | 0.09%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    308000 | PA      | $317377.37    | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $267233.46    | 0.10%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123272.37    | 0.04%             | 2030-02-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $402638.00    | 0.15%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -36 | NC      | $-22354.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PKO BANK POLSKI SA                                      | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |    340000 | PA      | $392664.07    | 0.14%             | 2027-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    500000 | PA      | $578022.58    | 0.21%             | 2035-09-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    151000 | PA      | $159191.75    | 0.06%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    278000 | PA      | $360345.56    | 0.13%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    302000 | PA      | $309082.20    | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | 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      | $496698.74    | 0.18%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    621000 | PA      | $655379.99    | 0.24%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $247624.29    | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    434000 | PA      | $504018.45    | 0.18%             | 2032-07-02      | Fixed         | 4.63%                 | 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      | $152895.69    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381870.13    | 0.14%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179941.65    | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    449000 | PA      | $417617.77    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $418216.10    | 0.15%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    254000 | PA      | $257559.81    | 0.09%             | 2030-01-15      | Fixed         | 7.00%                 | 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        |    953650 | PA      | $45191.95     | 0.02%             | 2053-04-15      | Variable      | 1.59%                 | 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      | $1348299.51   | 0.49%             | 2026-08-05      | Fixed         | 3.38%                 | 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      | $241221.23    | 0.09%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-14517.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  10000000 | PA      | $267703.80    | 0.10%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $447328.94    | 0.16%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    660000 | PA      | $682751.52    | 0.25%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    388000 | PA      | $386400.12    | 0.14%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    349000 | PA      | $366065.75    | 0.13%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    409000 | PA      | $409254.11    | 0.15%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $311836.17    | 0.11%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    731000 | PA      | $724223.63    | 0.26%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    554000 | PA      | $524405.54    | 0.19%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $104257.57    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | 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        |    364000 | PA      | $337250.48    | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205307.16    | 0.07%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    520000 | PA      | $496491.37    | 0.18%             | 2029-05-15      | Fixed         | 3.88%                 | 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      | $208331.11    | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    110000 | PA      | $124731.52    | 0.05%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    634000 | PA      | $491111.36    | 0.18%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    173602 | PA      | $177584.60    | 0.06%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    485000 | PA      | $493004.13    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $462603.64    | 0.17%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $300614.03    | 0.11%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    373000 | PA      | $364560.88    | 0.13%             | 2044-04-25      | Fixed         | 6.88%                 | 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        |    758000 | PA      | $769009.19    | 0.28%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    861000 | PA      | $892316.29    | 0.32%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    319000 | PA      | $243645.87    | 0.09%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $263139.91    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    337000 | PA      | $314534.57    | 0.11%             | 2030-07-15      | Fixed         | 3.88%                 | 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      | $252870.20    | 0.09%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                                          | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    541000 | PA      | $540836.62    | 0.20%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    457000 | PA      | $476325.06    | 0.17%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $457510.84    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263605.81    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | 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        |    271903 | PA      | $272789.01    | 0.10%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                   | Guatemala Government Bond                                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    564000 | PA      | $514994.04    | 0.19%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $97463.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273049.34    | 0.10%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1519000 | PA      | $1423152.16   | 0.51%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    711000 | PA      | $620556.87    | 0.22%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $272070.61    | 0.10%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-80.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    970000 | PA      | $958665.63    | 0.35%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    508000 | PA      | $405751.43    | 0.15%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  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      | $204114.40    | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    263919 | PA      | $144490.24    | 0.05%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    341000 | PA      | $348146.68    | 0.13%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                    | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    470000 | PA      | $542113.57    | 0.20%             | 2032-02-04      | Fixed         | 3.75%                 | 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              | N/A       |    114000 | PA      | $131541.44    | 0.05%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $344881.75    | 0.12%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282548.32    | 0.10%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    593000 | PA      | $618164.55    | 0.22%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -90 | NC      | $38337.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-28194.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   5770000 | PA      | $3188401.52   | 1.15%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154273.59    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187700.81    | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $595005.12    | 0.22%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    594000 | PA      | $610586.86    | 0.22%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        25 | NC      | $63007.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374010.58    | 0.14%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $396215.47    | 0.14%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453301.84    | 0.16%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142844.62    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    126000 | PA      | $126151.17    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $183786.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    808000 | PA      | $798868.71    | 0.29%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    418000 | PA      | $416027.98    | 0.15%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $448695.50    | 0.16%             | 2029-08-01      | Fixed         | 6.00%                 | 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      | $284178.18    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $846331.25    | 0.31%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    534000 | PA      | $515357.47    | 0.19%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    347000 | PA      | $351798.12    | 0.13%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    987000 | PA      | $993269.42    | 0.36%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $-7949.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1040982.25   | 0.38%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    285000 | PA      | $296420.37    | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    637000 | PA      | $614818.90    | 0.22%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    805000 | PA      | $808622.50    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARKEMA                                                  | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229981.36    | 0.08%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    546000 | PA      | $529095.57    | 0.19%             | 2030-05-15      | Fixed         | 6.38%                 | 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      | $554147.87    | 0.20%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                                   | Encompass Health Corp                                                            | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51934.48     | 0.02%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    815425 | PA      | $969679.35    | 0.35%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    162000 | PA      | $156780.72    | 0.06%             | 2028-06-30      | Fixed         | 4.13%                 | 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      | $391412.75    | 0.14%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $343697.78    | 0.12%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-7614.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                                 | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |    501000 | PA      | $522137.24    | 0.19%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    309000 | PA      | $317752.70    | 0.11%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $693.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $571529.66    | 0.21%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   2664000 | PA      | $3108654.16   | 1.12%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    511000 | PA      | $487098.79    | 0.18%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    430000 | PA      | $493339.65    | 0.18%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $412518.86    | 0.15%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    412000 | PA      | $403984.09    | 0.15%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    228000 | PA      | $241900.29    | 0.09%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $344085.36    | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371233.47    | 0.13%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $194504.45    | 0.07%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 000000000<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $286320.51    | 0.10%             | 2031-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    796000 | PA      | $715039.08    | 0.26%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228645.99    | 0.08%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    355000 | PA      | $264787.40    | 0.10%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    263000 | PA      | $246896.59    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540678.55    | 0.20%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    599000 | PA      | $617086.81    | 0.22%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    571000 | PA      | $598141.34    | 0.22%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    587986 | PA      | $602064.12    | 0.22%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173000.00    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    302000 | PA      | $305582.64    | 0.11%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -24 | NC      | $86309.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251948.78    | 0.09%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |         1 | NC      | $-282.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209805.00    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CESKE DRAHY                                             | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |    209000 | PA      | $243775.09    | 0.09%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |  58000000 | PA      | $690170.14    | 0.25%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214007.49    | 0.08%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                  | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3587963 | PA      | $109590.39    | 0.04%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $598496.29    | 0.22%             | 2037-01-15      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488229.19    | 0.18%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    383000 | PA      | $406082.64    | 0.15%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    549000 | PA      | $553739.21    | 0.20%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    405000 | PA      | $430312.50    | 0.16%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477443.70    | 0.17%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    420000 | PA      | $479036.84    | 0.17%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                           | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    434000 | PA      | $514475.25    | 0.19%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    666000 | PA      | $674033.29    | 0.24%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $3399.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    991000 | PA      | $993348.67    | 0.36%             | 2032-10-15      | Fixed         | 5.75%                 | 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      | $481675.77    | 0.17%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    758000 | PA      | $784043.36    | 0.28%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    538000 | PA      | $543127.68    | 0.20%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    576000 | PA      | $551753.74    | 0.20%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1443.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-16868.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122123.35    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2263442 | PA      | $136971.09    | 0.05%             | 2054-04-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $669185.01    | 0.24%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                    | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |    440000 | PA      | $502723.29    | 0.18%             | 2032-02-19      | Fixed         | 4.00%                 | 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      | $3473.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $11666.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    406000 | PA      | $426340.52    | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $388810.29    | 0.14%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                              | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    521000 | PA      | $507615.94    | 0.18%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                       | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    566000 | PA      | $580938.23    | 0.21%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    314000 | PA      | $326086.49    | 0.12%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $405283.37    | 0.15%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    270623 | PA      | $306825.58    | 0.11%             | 2029-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    375703 | PA      | $322165.32    | 0.12%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $517890.18    | 0.19%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $980.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    466000 | PA      | $502888.33    | 0.18%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-2542.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $497696.22    | 0.18%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  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        |    266000 | PA      | $269797.10    | 0.10%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $472381.72    | 0.17%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6923032 | PA      | $357003.45    | 0.13%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $345426.43    | 0.12%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $460778.87    | 0.17%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $23153.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199929.65    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    346000 | PA      | $354753.76    | 0.13%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9432000 | PA      | $6792513.75   | 2.45%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    802000 | PA      | $890887.32    | 0.32%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  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      | $141459.86    | 0.05%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    391000 | PA      | $406151.25    | 0.15%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186819.54    | 0.07%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465863.85    | 0.17%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    424000 | PA      | $436785.40    | 0.16%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150062.82    | 0.05%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $635404.89    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $556137.43    | 0.20%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287499.70    | 0.10%             | 2027-06-01      | Fixed         | 8.63%                 | 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      | $787464.25    | 0.28%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $261498.13    | 0.09%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    521000 | PA      | $520095.22    | 0.19%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    226000 | PA      | $220763.22    | 0.08%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $116588.83    | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    643000 | PA      | $628498.81    | 0.23%             | 2030-02-01      | Fixed         | 4.75%                 | 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      | $10102.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    408000 | PA      | $397624.74    | 0.14%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    239000 | PA      | $212437.54    | 0.08%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726000 | PA      | $681419.61    | 0.25%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    271000 | PA      | $274402.13    | 0.10%             | 2030-07-15      | Fixed         | 7.00%                 | 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              | N/A       |    279000 | PA      | $321930.37    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    311000 | PA      | $314837.34    | 0.11%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    218000 | PA      | $179819.89    | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $6711.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    527000 | PA      | $541865.09    | 0.20%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    543000 | PA      | $557927.20    | 0.20%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer