# EDGAR Filing Document

**Accession Number:** 0000863032
**File Stem:** 0001752724-23-068531
**Filing Date:** 2023-3
**Character Count:** 555272
**Document Hash:** 9f74a936398cc9747e4b99b5abb7e0f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068531.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068531

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST VI
- **CENTRAL INDEX KEY:** 0000863032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06102
- **FILM NUMBER:** 23766989

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgc26b515a1.gif)

### Quarterly Report
January 31, 2023

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

![](img345489012.gif)

MWT-Q1

------

### Portfolio of Investments
1/31/23 (unaudited)

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – 58.5% | Common Stocks – 58.5% | Common Stocks – 58.5% |
| Aerospace & Defense – 1.4% | Aerospace & Defense – 1.4% |  |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;35023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8162460 |
| Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;22694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731245 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;18781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034535 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772920 |
| Thales S.A. | &nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837503 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20538663 |
| Alcoholic Beverages – 1.1% | Alcoholic Beverages – 1.1% |  |
| Diageo PLC | &nbsp;&nbsp;133533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5794841 |
| Heineken N.V. | &nbsp;&nbsp;&nbsp;40658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046191 |
| Kirin Holdings Co. Ltd. | &nbsp;&nbsp;153100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358029 |
| Pernod Ricard S.A. | &nbsp;&nbsp;&nbsp;17746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671762 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15870823 |
| Apparel Manufacturers – 0.6% | Apparel Manufacturers – 0.6% |  |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp;&nbsp;53379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8230280 |
| Automotive – 1.6% | Automotive – 1.6% |  |
| Aptiv PLC (a) | &nbsp;&nbsp;&nbsp;48284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5460437 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;30901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504748 |
| LKQ Corp. | &nbsp;&nbsp;115504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810116 |
| Magna International, Inc. | &nbsp;&nbsp;&nbsp;50993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310492 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;16734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239810 |
| Stellantis N.V. | &nbsp;&nbsp;100281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571416 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22897019 |
| Biotechnology – 0.3% | Biotechnology – 0.3% |  |
| Biogen, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$797648 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;33778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835325 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3632973 |
| Broadcasting – 0.4% | Broadcasting – 0.4% |  |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;68174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5862282 |
| Brokerage & Asset Managers – 1.3% | Brokerage & Asset Managers – 1.3% |  |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;35583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4372439 |
| Charles Schwab Corp. | &nbsp;&nbsp;135990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10528346 |
| NASDAQ, Inc. | &nbsp;&nbsp;&nbsp;67399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056746 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18957531 |
| Business Services – 2.4% | Business Services – 2.4% |  |
| Accenture PLC, "A" | &nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4509448 |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;45506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183367 |
| CGI, Inc. (a) | &nbsp;&nbsp;&nbsp;49235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219879 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;13911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091024 |
| Experian PLC | &nbsp;&nbsp;115180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4211034 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;41656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125866 |
| Fiserv, Inc. (a) | &nbsp;&nbsp;&nbsp;42686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553743 |
| Nomura Research Institute Ltd. | &nbsp;&nbsp;&nbsp;73400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760909 |
| Secom Co. Ltd. | &nbsp;&nbsp;&nbsp;77500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34271320 |
| Cable TV – 0.9% | Cable TV – 0.9% |  |
| Comcast Corp., "A" | &nbsp;&nbsp;309345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12172726 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Chemicals – 0.5% | Chemicals – 0.5% |  |
| Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$772069 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995217 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7767286 |
| Computer Software – 0.8% | Computer Software – 0.8% |  |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10867707 |
| Computer Software - Systems – 2.4% | Computer Software - Systems – 2.4% |  |
| Amadeus IT Group S.A. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4512316 |
| Capgemini | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075363 |
| Fujitsu Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5599542 |
| Hitachi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;148500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7797522 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882112 |
| Lenovo Group Ltd. | &nbsp;&nbsp;1698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366081 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;163847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8189712 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661898 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$35084546 |
| Construction – 1.2% | Construction – 1.2% |  |
| Anhui Conch Cement Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;390500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1479101 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6813590 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682876 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224812 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713166 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16913545 |
| Consumer Products – 1.2% | Consumer Products – 1.2% |  |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4919352 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082165 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238267 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17239784 |
| Electrical Equipment – 1.6% | Electrical Equipment – 1.6% |  |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;&nbsp;118853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8268603 |
| Legrand S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414676 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10578331 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22261610 |
| Electronics – 2.4% | Electronics – 2.4% |  |
| Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;106070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2997538 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469734 |
| NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6386710 |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7518919 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993573 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34366474 |
| Energy - Independent – 1.6% | Energy - Independent – 1.6% |  |
| ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10883966 |
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707021 |
| Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753962 |
| Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402371 |
| Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23463807 |
| Energy - Integrated – 2.0% | Energy - Integrated – 2.0% |  |
| China Petroleum & Chemical Corp. | &nbsp;&nbsp;9228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4990754 |
| Eni S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;635392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9799583 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832732 |
| LUKOIL PJSC (u) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Energy - Integrated – continued | Energy - Integrated – continued |  |
| Petroleo Brasileiro S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;157980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1630354 |
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;146646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089709 |
| TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184585 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28527717 |
| Food & Beverages – 1.9% | Food & Beverages – 1.9% |  |
| Archer Daniels Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2739021 |
| Coca-Cola FEMSA S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222994 |
| Danone S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964621 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;105968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303652 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122544 |
| Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5513381 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26866213 |
| Food & Drug Stores – 0.9% | Food & Drug Stores – 0.9% |  |
| Albertsons Cos., Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1567168 |
| BIM Birlesik Magazalar A.S. | &nbsp;&nbsp;&nbsp;&nbsp;299991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990572 |
| Tesco PLC | &nbsp;&nbsp;2868841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8714545 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12272285 |
| Health Maintenance Organizations – 0.7% | Health Maintenance Organizations – 0.7% |  |
| Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10140090 |
| Insurance – 3.8% | Insurance – 3.8% |  |
| Aon PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14081194 |
| Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6889307 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;141295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531331 |
| Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581534 |
| Hartford Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881034 |
| Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;354540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7015924 |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629824 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590763 |
| Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861449 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394133 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812648 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54269141 |
| Internet – 0.5% | Internet – 0.5% |  |
| Alphabet, Inc., "A" (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7112823 |
| Leisure & Toys – 0.2% | Leisure & Toys – 0.2% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1203389 |
| Nintendo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136538 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120839 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3460766 |
| Machinery & Tools – 2.0% | Machinery & Tools – 2.0% |  |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6664722 |
| GEA Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049578 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;130110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7286160 |
| Kubota Corp. | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3601694 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889274 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735550 |
| Volvo Group | &nbsp;&nbsp;&nbsp;&nbsp;138008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27962322 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Major Banks – 6.6% | Major Banks – 6.6% |  |
| ABN AMRO Group N.V., GDR | &nbsp;&nbsp;&nbsp;&nbsp;177838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2944922 |
| Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;249297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845058 |
| BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;233657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16016042 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;340800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329508 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086115 |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12728359 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12447203 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7024319 |
| NatWest Group PLC | &nbsp;&nbsp;2325354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847248 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828422 |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;632156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13460076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94557272 |
| Medical & Health Technology & Services – 0.6% | Medical & Health Technology & Services – 0.6% |  |
| ICON PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3298461 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808478 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8106939 |
| Medical Equipment – 1.4% | Medical Equipment – 1.4% |  |
| Becton, Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5261309 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;123182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697168 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369109 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903504 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20231090 |
| Metals & Mining – 1.5% | Metals & Mining – 1.5% |  |
| Fortescue Metals Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$451046 |
| Glencore PLC | &nbsp;&nbsp;&nbsp;&nbsp;772810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5188687 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;159642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12480233 |
| Vale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;209600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902310 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22022276 |
| Natural Gas - Pipeline – 0.0% | Natural Gas - Pipeline – 0.0% |  |
| Plains GP Holdings LP (l) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$706690 |
| Other Banks & Diversified Financials – 1.4% | Other Banks & Diversified Financials – 1.4% |  |
| China Construction Bank Corp. | &nbsp;&nbsp;2316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1504377 |
| Julius Baer Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424192 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867576 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145177 |
| Sberbank of Russia PJSC (a)(u) | &nbsp;&nbsp;&nbsp;&nbsp;780516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;120486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116939 |
| Tisco Financial Group PCL | &nbsp;&nbsp;&nbsp;&nbsp;367700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141753 |
| Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;143532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7089045 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20289059 |
| Pharmaceuticals – 5.7% | Pharmaceuticals – 5.7% |  |
| Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;182747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11335278 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;121048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19781664 |
| Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;175958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18899649 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;158232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767530 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6003994 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19464578 |
| Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993044 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82245737 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Printing & Publishing – 0.6% | Printing & Publishing – 0.6% |  |
| RELX PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2864864 |
| Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563664 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8428528 |
| Railroad & Shipping – 0.7% | Railroad & Shipping – 0.7% |  |
| A.P. Moller-Maersk A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$563297 |
| Canadian Pacific Railway Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098586 |
| Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440781 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639810 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9742474 |
| Real Estate – 0.5% | Real Estate – 0.5% |  |
| Extra Space Storage, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1935785 |
| National Retail Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416191 |
| Simon Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814112 |
| W.P. Carey, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589490 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6755578 |
| Restaurants – 0.5% | Restaurants – 0.5% |  |
| Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$826920 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996282 |
| Sodexo | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233869 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143295 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631786 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7832152 |
| Specialty Chemicals – 0.5% | Specialty Chemicals – 0.5% |  |
| Akzo Nobel N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3235723 |
| Axalta Coating Systems Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928971 |
| Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932530 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7097224 |
| Telecommunications - Wireless – 1.4% | Telecommunications - Wireless – 1.4% |  |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;347600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10860532 |
| PT Telekom Indonesia | &nbsp;&nbsp;4088900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050184 |
| T-Mobile US, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7174196 |
| Vodafone Group PLC | &nbsp;&nbsp;1249525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439522 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20524434 |
| Telephone Services – 0.5% | Telephone Services – 0.5% |  |
| AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1542050 |
| France Telecom | &nbsp;&nbsp;&nbsp;&nbsp;155814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648779 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;&nbsp;&nbsp;134296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112619 |
| Quebecor, Inc., "B" | &nbsp;&nbsp;&nbsp;&nbsp;104503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478760 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7782208 |
| Tobacco – 1.1% | Tobacco – 1.1% |  |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;122303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4677379 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483928 |
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954763 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15116070 |
| Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% |  |
| American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1736381 |
| Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031291 |
| E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;681975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7410027 |
| Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497984 |
| Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;444052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192711 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;133955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703888 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued |  |
| PG&E Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1319207 |
| Transmissora Alianca de Energia Eletrica S.A., IEU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665405 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688087 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25244981 |
| **Total Common Stocks** |  | &nbsp;&nbsp;**$837692445** |
| Bonds – 37.3% | Bonds – 37.3% | Bonds – 37.3% |
| Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% |
| Boeing Co., 5.805%, 5/01/2050 | $&nbsp;&nbsp;&nbsp;&nbsp;793000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$809573 |
| Raytheon Technologies Corp., 2.82%, 9/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544170 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1353743 |
| Airlines – 0.1% | Airlines – 0.1% | Airlines – 0.1% |
| EasyJet Finco B.V., 1.875%, 3/03/2028 | &nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$919024 |
| Alcoholic Beverages – 0.1% | Alcoholic Beverages – 0.1% | Alcoholic Beverages – 0.1% |
| Pernod Ricard S.A., 3.75%, 11/02/2032 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$775435 |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |
| Tapestry, Inc., 3.05%, 3/15/2032 | $&nbsp;&nbsp;1228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1006577 |
| Asset-Backed & Securitized – 3.4% | Asset-Backed & Securitized – 3.4% | Asset-Backed & Securitized – 3.4% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.029%, 11/15/2054 (i) | $&nbsp;&nbsp;7238669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$410447 |
| AA Bond Co. Ltd., 3.25%, 7/31/2028 | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985466 |
| ACREC 2021-FL1 Ltd., "C", FLR, 6.62% (LIBOR - 1mo. + 2.15%), 10/16/2036 (n) | $&nbsp;&nbsp;1125500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074203 |
| ACRES 2021-FL2 Issuer Ltd., "AS", FLR, 6.214% (LIBOR - 1mo. + 1.75%), 1/15/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;808500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789328 |
| ACRES 2021-FL2 Issuer Ltd., "B", FLR, 6.714% (LIBOR - 1mo. + 2.25%), 1/15/2037 (n) | &nbsp;&nbsp;1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275609 |
| Arbor Realty Trust, Inc., CLO, 2019-FL2, "AS", FLR, 6.043% (LIBOR - 1mo. + 1.45%), 9/15/2034 (n) | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991365 |
| Arbor Realty Trust, Inc., CLO, 2021-FL1, "B", FLR, 5.923% (LIBOR - 1mo. + 1.5%), 12/15/2035 (n) | &nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392892 |
| Arbor Realty Trust, Inc., CLO, 2021-FL2, "B", FLR, 6.054% (LIBOR - 1mo. + 1.6%), 5/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273822 |
| Arbor Realty Trust, Inc., CLO, 2021-FL2, "C", FLR, 6.404% (LIBOR - 1mo. + 1.95%), 5/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;857500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801444 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "B", FLR, 6.379% (SOFR - 30 day + 2.1%), 1/15/2037 (n) | &nbsp;&nbsp;1712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657356 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "C", FLR, 6.578% (SOFR - 30 day + 2.3%), 1/15/2037 (n) | &nbsp;&nbsp;1648500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554961 |
| AREIT 2022-CRE6 Trust, "B", FLR, 6.16% (SOFR - 30 day + 1.85%), 1/16/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570529 |
| AREIT 2022-CRE6 Trust, "C", FLR, 6.46% (SOFR - 30 day + 2.15%), 1/16/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290365 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.622%, 4/15/2053 (i) | &nbsp;&nbsp;1434443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103653 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.296%, 7/15/2054 (i) | &nbsp;&nbsp;5848178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425039 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.624%, 2/15/2054 (i) | &nbsp;&nbsp;5371821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488020 |
| BBCMS Mortgage Trust, 2022-C18, "AS", 6.148%, 12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;584994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627714 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.151%, 3/15/2054 (i) | &nbsp;&nbsp;4608533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281382 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.886%, 6/15/2054 (i) | 10654400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524369 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.267%, 7/15/2054 (i) | 13973612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008801 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.283%, 8/15/2054 (i) | 13195539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957037 |
| Benchmark 2022-B37 Mortgage Trust, "AS", 5.751%, 11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233292 |
| Brazos Securitization LLC, 5.413%, 9/01/2052 (n) | &nbsp;&nbsp;&nbsp;&nbsp;522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547380 |
| BSPRT 2021-FL7 Issuer Ltd., "B", FLR, 6.504% (LIBOR - 1mo. + 2.05%), 12/15/2038 (n) | &nbsp;&nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362363 |
| BSPRT 2021-FL7 Issuer Ltd., "C", FLR, 6.754% (LIBOR - 1mo. + 2.3%), 12/15/2038 (n) | &nbsp;&nbsp;&nbsp;&nbsp;352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326353 |
| Business Jet Securities LLC, 2020-1A, "A", 2.981%, 11/15/2035 (n) | &nbsp;&nbsp;&nbsp;&nbsp;231974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212843 |
| Business Jet Securities LLC, 2021-1A, "A", 2.162%, 4/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;327029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293901 |
| BXMT 2021-FL4 Ltd., "AS", FLR, 5.759% (LIBOR - 1mo. + 1.3%), 5/15/2038 (n) | &nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342225 |
| BXMT 2021-FL4 Ltd., "B", FLR, 6.009% (LIBOR - 1mo. + 1.55%), 5/15/2038 (n) | &nbsp;&nbsp;1996500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854599 |
| Capital Automotive, 2020-1A, "A4", REIT, 3.19%, 2/15/2050 (n) | &nbsp;&nbsp;&nbsp;&nbsp;519844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491081 |
| CarMax Auto Owner Trust, 2022-2, "A4", 3.62%, 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776943 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | &nbsp;&nbsp;&nbsp;&nbsp;368435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332945 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.779%, 4/15/2054 (i) | &nbsp;&nbsp;6784420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295231 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 0.976%, 6/15/2063 (i) | &nbsp;&nbsp;6604083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367822 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.046%, 6/15/2064 (i) | &nbsp;&nbsp;6189972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370098 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| Commercial Mortgage Pass-Through Certificates, 2022-BNK41, "AS", 3.79%, 4/15/2065 | $1304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1157434 |
| Credit Acceptance Auto Loan Trust, 2021-3A, "A", 1%, 5/15/2030 (n) | 1579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517478 |
| DT Auto Owner Trust, 2023-1A, "A", 5.48%, 4/15/2027 (n) | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749841 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 6.56% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | &nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568616 |
| FS Rialto 2021-FL2 Issuer Ltd., "AS", FLR, 6.009% (LIBOR - 1mo. + 1.6%), 5/16/2038 (n) | 1454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382676 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 6.204% (LIBOR - 1mo. + 1.75%), 7/15/2036 (n) | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754113 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 6.454% (LIBOR - 1mo. + 2%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;782000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738702 |
| MF1 2021-FL5 Ltd., "AS", FLR, 5.797% (LIBOR - 1mo. + 1.2%), 7/15/2036 (n) | 1360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313806 |
| MF1 2021-FL5 Ltd., "B", FLR, 6.047% (LIBOR - 1mo. + 1.45%), 7/15/2036 (n) | 1977500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910161 |
| MF1 2021-FL5 Ltd., "C", FLR, 6.297% (LIBOR - 1mo. + 1.7%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209996 |
| MF1 2021-FL6 Ltd., "AS", FLR, 5.92% (LIBOR - 1mo. + 1.45%), 7/16/2036 (n) | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098431 |
| MF1 2021-FL6 Ltd., "B", FLR, 6.12% (LIBOR - 1mo. + 1.65%), 7/16/2036 (n) | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088916 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.66% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481141 |
| MF1 2022-FL8 Ltd., "B", FLR, 6.26% (SOFR - 30 day + 1.95%), 2/19/2037 (n) | &nbsp;&nbsp;&nbsp;604312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578622 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.296%, 5/15/2054 (i) | 4668935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323065 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.227%, 6/15/2054 (i) | 9708891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616197 |
| Navistar Financial Dealer Note Master Owner Trust, 2022-1, "A", FLR, 5.56% (SOFR - 30 day + 1.25%), 5/25/2027 (n) | &nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526753 |
| PFP III 2021-7 Ltd., "AS", FLR, 5.609% (LIBOR - 1mo. + 1.15%), 4/14/2038 (n) | 1235438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165661 |
| PFP III 2021-7 Ltd., "B", FLR, 5.854% (LIBOR - 1mo. + 1.4%), 4/14/2038 (n) | &nbsp;&nbsp;&nbsp;484976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453937 |
| PFP III 2021-8 Ltd., "B", FLR, 5.954% (LIBOR - 1mo. + 1.5%), 8/09/2037 (n) | &nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476603 |
| RAC Bond Co. PLC, 4.87%, 5/06/2026 | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614365 |
| Starwood Commercial Mortgage, 2021-FL2, "A", FLR, 5.67% (LIBOR - 1mo. + 1.2%), 4/18/2038 (n) | $1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368683 |
| Starwood Commercial Mortgage, 2021-FL2, "AS", FLR, 5.92% (LIBOR - 1mo. + 1.45%), 4/18/2038 (n) | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327422 |
| TPG Real Estate Finance, 2021-FL4, "A", FLR, 5.664% (LIBOR - 1mo. + 1.2%), 3/15/2038 (n) | &nbsp;&nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632115 |
| TPG Real Estate Finance, 2021-FL4, "AS", FLR, 5.864% (LIBOR - 1mo. + 1.4%), 3/15/2038 (n) | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665181 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.547%, 8/15/2054 (i) | 6939829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614758 |
| Westlake Automobile Receivable Trust, 2023-1A, "A2B", FLR, 5.25% (SOFR - 1mo. + 0.85%), 6/15/2026 (n) | &nbsp;&nbsp;&nbsp;269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268999 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$48894550 |
| Automotive – 0.2% | Automotive – 0.2% | Automotive – 0.2% |
| Hyundai Capital America, 2%, 6/15/2028 (n) | $1809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1533448 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | &nbsp;&nbsp;&nbsp;978000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027916 |
| Mercedes-Benz Financial Services (Canada), 3%, 2/23/2027 | &nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516227 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3077591 |
| Broadcasting – 0.3% | Broadcasting – 0.3% | Broadcasting – 0.3% |
| Discovery, Inc., 4.125%, 5/15/2029 | $&nbsp;&nbsp;&nbsp;718000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$660052 |
| Prosus N.V., 2.085%, 1/19/2030 | &nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610612 |
| Prosus N.V., 3.68%, 1/21/2030 (n) | $&nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507755 |
| Ubisoft Entertainment S.A., 0.878%, 11/24/2027 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573662 |
| Walt Disney Co., 3.5%, 5/13/2040 | $&nbsp;&nbsp;&nbsp;658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562857 |
| Warnermedia Holdings, Inc., 4.279%, 3/15/2032 (n) | 1343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195209 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4110147 |
| Brokerage & Asset Managers – 0.1% | Brokerage & Asset Managers – 0.1% | Brokerage & Asset Managers – 0.1% |
| Ameriprise Financial, Inc., 4.5%, 5/13/2032 | $&nbsp;&nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$459782 |
| Low Income Investment Fund, 3.386%, 7/01/2026 | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274415 |
| Low Income Investment Fund, 3.711%, 7/01/2029 | &nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1435572 |
| Building – 0.1% | Building – 0.1% | Building – 0.1% |
| Holcim Sterling Finance (Netherlands) B.V., 2.25%, 4/04/2034 | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$775043 |
| Vulcan Materials Co., 3.5%, 6/01/2030 | $&nbsp;&nbsp;&nbsp;908000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829685 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1604728 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Business Services – 0.2% | Business Services – 0.2% | Business Services – 0.2% |
| Euronet Worldwide, Inc., 1.375%, 5/22/2026 | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$798077 |
| Fiserv, Inc., 4.4%, 7/01/2049 | $&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241193 |
| Mastercard, Inc., 3.85%, 3/26/2050 | &nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492205 |
| Verisk Analytics, Inc., 4%, 6/15/2025 | &nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731571 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2263046 |
| Cable TV – 0.2% | Cable TV – 0.2% | Cable TV – 0.2% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035 | $&nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$657613 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.8%, 3/01/2050 | &nbsp;&nbsp;&nbsp;733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577203 |
| Comcast Corp., 3.75%, 4/01/2040 | 1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940255 |
| SES S.A., 3.5%, 1/14/2029 | &nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590538 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2765609 |
| Chemicals – 0.1% | Chemicals – 0.1% | Chemicals – 0.1% |
| Alpek SAB de C.V., 3.25%, 2/25/2031 (n) | $&nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$419904 |
| Arkema S.A., 3.5%, 1/23/2031 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425174 |
| LYB International Finance III, LLC, 4.2%, 5/01/2050 | $&nbsp;&nbsp;&nbsp;306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248324 |
| Sherwin-Williams Co., 3.8%, 8/15/2049 | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242734 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1336136 |
| Computer Software – 0.1% | Computer Software – 0.1% | Computer Software – 0.1% |
| Microsoft Corp., 3.125%, 11/03/2025 | $&nbsp;&nbsp;&nbsp;502000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$488519 |
| Microsoft Corp., 2.921%, 3/17/2052 | 1212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926698 |
| Microsoft Corp., 3.041%, 3/17/2062 | &nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311936 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1727153 |
| Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% |
| Apple, Inc., 2.9%, 9/12/2027 | $&nbsp;&nbsp;&nbsp;994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$943509 |
| Apple, Inc., 4.5%, 2/23/2036 | &nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1152563 |
| Conglomerates – 0.2% | Conglomerates – 0.2% | Conglomerates – 0.2% |
| ABB Finance B.V., 3.25%, 1/16/2027 | &nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$196101 |
| ABB Finance B.V., 3.375%, 1/16/2031 | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344671 |
| Regal Rexnord Corp., 6.05%, 4/15/2028 (n) | $1007000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022322 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/2028 | 1994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980712 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3543806 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| JAB Holdings B.V., 2.25%, 12/19/2039 | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$929873 |
| Consumer Services – 0.0% | Consumer Services – 0.0% | Consumer Services – 0.0% |
| Booking Holdings, Inc., 4.75%, 11/15/2034 | &nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$514245 |
| Electrical Equipment – 0.2% | Electrical Equipment – 0.2% | Electrical Equipment – 0.2% |
| Arrow Electronics, Inc., 3.25%, 9/08/2024 | $&nbsp;&nbsp;&nbsp;647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$626017 |
| Telefonaktiebolaget LM Ericsson, 1.125%, 2/08/2027 | &nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796772 |
| Telefonaktiebolaget LM Ericsson, 1%, 5/26/2029 | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987053 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2409842 |
| Electronics – 0.1% | Electronics – 0.1% | Electronics – 0.1% |
| Broadcom, Inc., 3.419%, 4/15/2033 (n) | $&nbsp;&nbsp;&nbsp;844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$708072 |
| Broadcom, Inc., 3.137%, 11/15/2035 (n) | &nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742973 |
| Broadcom, Inc., 3.187%, 11/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19881 |
| Broadcom, Inc., 4.926%, 5/15/2037 (n) | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251494 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1722420 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Quasi-Sovereign – 0.8% | Emerging Market Quasi-Sovereign – 0.8% | Emerging Market Quasi-Sovereign – 0.8% |
| Airport Authority Hong Kong, 3.25%, 1/12/2052 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$631964 |
| Ceske Drahy A.S. (Czech Republic), 5.625%, 10/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206896 |
| CEZ A.S. (Czech Republic), 2.375%, 4/06/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820128 |
| Export-Import Bank of India, 3.375%, 8/05/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124448 |
| Export-Import Bank of India, 3.875%, 2/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941596 |
| Huarong Finance 2017 Co. Ltd. (People's Republic of China), 4.95%, 11/07/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605478 |
| Korea Hydro & Nuclear Power Co. Ltd., 4.25%, 7/27/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621839 |
| MDGH - GMTN RSC Ltd. (United Arab Emirates), 2.5%, 6/03/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254651 |
| Ooredoo International Finance Ltd. (State of Qatar), 2.625%, 4/08/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718845 |
| PT Pertamina (Persero) (Republic of Indonesia), 3.65%, 7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968770 |
| Qatar Petroleum, 2.25%, 7/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753409 |
| Qatar Petroleum, 3.125%, 7/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614119 |
| SPP-Distribucia A.S. (Republic of Slovakia), 1%, 6/09/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782096 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11044239 |
| Emerging Market Sovereign – 5.7% | Emerging Market Sovereign – 5.7% | Emerging Market Sovereign – 5.7% |
| Oriental Republic of Uruguay, 4.375%, 1/23/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2442765 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;131835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060583 |
| People's Republic of China, 3.03%, 3/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;158050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23726639 |
| People's Republic of China, 3.13%, 11/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563184 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628291 |
| Republic of Indonesia, 3.55%, 3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908367 |
| Republic of Korea, 2.125%, 6/10/2027 | &nbsp;&nbsp;5600000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325655 |
| Republic of Korea, 1.875%, 6/10/2029 | 22326970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16609163 |
| Republic of Korea, 1.375%, 6/10/2030 | 14311200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10110199 |
| State of Qatar, 4%, 3/14/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874398 |
| State of Qatar, 4.4%, 4/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282295 |
| United Mexican States, 7.5%, 6/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;154900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7819898 |
| United Mexican States, 2.659%, 5/24/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854970 |
| United Mexican States, 7.75%, 5/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313441 |
| United Mexican States, 3.771%, 5/24/2061 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704718 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81224566 |
| Energy - Independent – 0.2% | Energy - Independent – 0.2% | Energy - Independent – 0.2% |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3219805 |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| BP Capital Markets PLC, 3.625%, 6/22/2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$827374 |
| Eni S.p.A., 4.25%, 5/09/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576742 |
| Galp Energia SGPS S.A., 2%, 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611483 |
| MOL PLC, 1.5%, 10/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585651 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2601250 |
| Engineering - Construction – 0.0% | Engineering - Construction – 0.0% | Engineering - Construction – 0.0% |
| Bouygues S.A., 4.625%, 6/07/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$584547 |
| Financial Institutions – 0.7% | Financial Institutions – 0.7% | Financial Institutions – 0.7% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.3%, 1/30/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$308137 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.85%, 10/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228580 |
| Avolon Holdings Funding Ltd., 4.25%, 4/15/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483366 |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510352 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572920 |
| CTP N.V., 0.875%, 1/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780337 |
| CTP N.V., 1.5%, 9/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773965 |
| EXOR N.V., 2.25%, 4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569195 |
| EXOR N.V., 0.875%, 1/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611467 |
| Grand City Properties S.A., 1.5%, 12/09/2069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428065 |
| Logicor Financing S.à r.l., 1.625%, 1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736593 |
| Logicor Financing S.à r.l., 0.875%, 1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203991 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Financial Institutions – continued | Financial Institutions – continued | Financial Institutions – continued |
| P3 Group S.à r.l., 0.875%, 1/26/2026 | &nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$798403 |
| Samhallsbyggnadsbolaget i Norden AB, 1.75%, 1/14/2025 | &nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594202 |
| SBB Treasury Oyj, 0.75%, 12/14/2028 | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426543 |
| SBB Treasury Oyj, 1.125%, 11/26/2029 | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322884 |
| VGP N.V., 1.5%, 4/08/2029 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741317 |
| Vonovia SE, REIT, 1.625%, 9/01/2051 | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460058 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9550375 |
| Food & Beverages – 0.5% | Food & Beverages – 0.5% | Food & Beverages – 0.5% |
| Anheuser-Busch InBev Worldwide, Inc., 4%, 4/13/2028 | $&nbsp;&nbsp;&nbsp;974000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$956817 |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038 | &nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422977 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049 | &nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549133 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | &nbsp;&nbsp;&nbsp;658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644958 |
| Constellation Brands, Inc., 3.15%, 8/01/2029 | 1006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918009 |
| Constellation Brands, Inc., 2.25%, 8/01/2031 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330033 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029 (n) | &nbsp;&nbsp;&nbsp;621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533035 |
| Kraft Heinz Foods Co., 3.875%, 5/15/2027 | 1121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092083 |
| PT Indofood CBP Sukses Makmur Tbk, 3.398%, 6/09/2031 | 1680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446898 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6893943 |
| Gaming & Lodging – 0.1% | Gaming & Lodging – 0.1% | Gaming & Lodging – 0.1% |
| Marriott International, Inc., 2.85%, 4/15/2031 | $&nbsp;&nbsp;&nbsp;606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$515780 |
| VICI Properties LP, REIT, 4.95%, 2/15/2030 | 1065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1545687 |
| Industrial – 0.0% | Industrial – 0.0% | Industrial – 0.0% |
| Investor AB, 2.75%, 6/10/2032 | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$247300 |
| Insurance – 0.3% | Insurance – 0.3% | Insurance – 0.3% |
| Aflac, Inc., 3.6%, 4/01/2030 | $&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202446 |
| AIA Group Ltd., 0.88%, 9/09/2033 | 1443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265234 |
| Argentum Netherlands B.V., 5.125%, 6/01/2048 | $&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624373 |
| ASR Nederland N.V., 7% to 12/07/2033, FLR (EUR Swap Rate - 5yr. + 5.3%) to 12/07/2043 | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040272 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042 (n) | $&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211734 |
| Equitable Holdings, Inc., 5.594%, 1/11/2033 | &nbsp;&nbsp;&nbsp;882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903034 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4247093 |
| Insurance - Health – 0.0% | Insurance - Health – 0.0% | Insurance - Health – 0.0% |
| UnitedHealth Group, Inc., 4.625%, 7/15/2035 | $&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$185832 |
| Insurance - Property & Casualty – 0.1% | Insurance - Property & Casualty – 0.1% | Insurance - Property & Casualty – 0.1% |
| Aon Corp./Aon Global Holdings PLC, 2.6%, 12/02/2031 | $&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$206879 |
| Marsh & McLennan Cos., Inc., 2.25%, 11/15/2030 | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203744 |
| QBE Insurance Group Ltd., 2.5% to 9/13/2028, FLR (GBP Government Yield - 5yr. + 2.061%) to 9/13/2038 | &nbsp;&nbsp;&nbsp;738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709188 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1119811 |
| International Market Quasi-Sovereign – 0.7% | International Market Quasi-Sovereign – 0.7% | International Market Quasi-Sovereign – 0.7% |
| Caixa Geral de Depositos S.A. (Republic of Portugal), 5.75% to 10/31/2027, FLR (EUR Swap Rate - 1yr. + 2.75%) to 10/31/2028 | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$905831 |
| Deutsche Bahn Finance GmbH (Federal Republic of Germany), 1.375%, 4/16/2040 | &nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155303 |
| Electricite de France S.A., 2.625% to 6/01/2028, FLR (EUR Swap Rate - 5yr. + 2.86%) to 6/01/2033, FLR (EUR Swap Rate - 5yr. + 3.11%) to 6/01/2048, FLR (EUR Swap Rate - 5yr. + 3.86%) to 12/29/2049 | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712562 |
| Electricite de France S.A., 2.875% to 3/15/2027, FLR (EUR Swap Rate - 5yr. + 3.373%) to 3/15/2031, FLR (EUR Swap Rate - 5yr. + 3.623%) to 3/15/2047, FLR (EUR Swap Rate - 5yr. + 4.373%) to 3/15/2070 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929513 |
| Electricite de France S.A., 5.875% to 1/22/2029, FLR (GBP Swap Rate - 15yr. + 3.323%) to 1/22/2049, FLR (GBP Swap Rate - 15yr. + 4.073%) to 12/31/2165 | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843269 |
| EnBW International Finance B.V., 3.5%, 7/24/2028 | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614353 |
| EnBW International Finance B.V., 4.049%, 11/22/2029 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221011 |
| ESB Finance DAC, 1%, 7/19/2034 | &nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759217 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| International Market Quasi-Sovereign – continued | International Market Quasi-Sovereign – continued | International Market Quasi-Sovereign – continued |
| Kreditanstalt Fuer Wiederaufbau, 1.125%, 3/31/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2892453 |
| La Banque Postale S.A., 4.375%, 1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981462 |
| Landsbankinn Bank (Republic of Iceland), 0.375%, 5/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606292 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727819 |
| RTE Reseau de Transport d'Electricite, 0.75%, 1/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243894 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10592979 |
| International Market Sovereign – 7.1% | International Market Sovereign – 7.1% | International Market Sovereign – 7.1% |
| Commonwealth of Australia, 3.25%, 6/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6084999 |
| Commonwealth of Australia, 3%, 3/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771319 |
| Federal Republic of Germany, 1.7%, 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560074 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357390 |
| Government of Bermuda, 5%, 7/15/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336368 |
| Government of Canada, 1.25%, 3/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6769840 |
| Government of Canada, 2%, 6/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303848 |
| Government of Japan, 1.7%, 3/20/2032 | &nbsp;&nbsp;&nbsp;747500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6309344 |
| Government of Japan, 1.7%, 6/20/2033 | &nbsp;&nbsp;&nbsp;677850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727967 |
| Government of Japan, 2.3%, 3/20/2040 | &nbsp;&nbsp;&nbsp;206150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833264 |
| Government of Japan, 1.7%, 6/20/2044 | 1463950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11784030 |
| Government of Japan, 0.3%, 6/20/2046 | &nbsp;&nbsp;&nbsp;398650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340539 |
| Government of Japan, 1.6%, 12/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;86000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659068 |
| Kingdom of Belgium, 0.4%, 6/22/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317310 |
| Kingdom of Spain, 1.25%, 10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769977 |
| Kingdom of Spain, 2.55%, 10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623938 |
| Kingdom of Spain, 3.15%, 4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458110 |
| Kingdom of Spain, 1%, 10/31/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420048 |
| Portuguese Republic, 3.5%, 6/18/2038 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411434 |
| Republic of Cyprus, 0%, 2/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836472 |
| Republic of Cyprus, 0.625%, 1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779362 |
| Republic of Cyprus, 0.95%, 1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557824 |
| Republic of Finland , 0.5%, 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729779 |
| Republic of France, 0.75%, 5/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651168 |
| United Kingdom Treasury, 1.25%, 7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9197238 |
| United Kingdom Treasury, 1.25%, 10/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161690 |
| United Kingdom Treasury, 1.25%, 7/31/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388861 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$102141261 |
| Local Authorities – 0.2% | Local Authorities – 0.2% | Local Authorities – 0.2% |
| City of Oslo, 2.17%, 5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1386166 |
| Province of Alberta, 4.5%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565785 |
| Province of British Columbia, 2.95%, 6/18/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375896 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2327847 |
| Machinery & Tools – 0.1% | Machinery & Tools – 0.1% | Machinery & Tools – 0.1% |
| CNH Industrial Capital LLC, 1.875%, 1/15/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1070149 |
| Major Banks – 2.2% | Major Banks – 2.2% | Major Banks – 2.2% |
| Australia and New Zealand Banking Group Ltd., 2.57% to 11/25/2030, FLR (CMT - 5yr. + 1.7%) to 11/25/2035 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$797431 |
| Bank of America Corp., 3.366% to 1/23/2025, FLR (LIBOR - 3mo. + 0.81%) to 1/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418496 |
| Bank of America Corp., 3.419% to 12/20/2027, FLR (LIBOR - 3mo. + 1.04%) to 12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052195 |
| Bank of America Corp., 0.694%, 3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820236 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428071 |
| Bank of Ireland Group PLC, 4.875% to 7/16/2027, FLR (EUR Swap Rate - 1yr. + 2.05%) to 7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198672 |
| Barclays Bank PLC, 8.407% to 11/14/2027, FLR (GBP Swap Rate - 5yr. + 4.75%) to 11/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397946 |
| BNP Paribas S.A., 3.875%, 1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880765 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182638 |
| Crédit Agricole Group, 3.875%, 11/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760586 |
| Credit Suisse AG (London), 2.125%, 5/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765306 |
| Credit Suisse Group AG, 7.75% to 3/01/2028, FLR (EUR ICE Swap Rate - 1yr. + 4.95%) to 3/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746039 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| Danske Bank A.S., 4.125% to 1/10/2030, FLR (EUR Swap Rate - 1yr. + 1.25%) to 1/10/2031 | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$849605 |
| Goldman Sachs Group, Inc., 2.383% to 7/21/2031, FLR (SOFR - 1 day + 1.248%) to 7/21/2032 | $1981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622039 |
| Goldman Sachs Group, Inc., 3.436% to 2/24/2042, FLR (SOFR - 1 day + 1.632%) to 2/24/2043 | &nbsp;&nbsp;&nbsp;362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291186 |
| HSBC Holdings PLC, 2.099% to 6/04/2025, FLR (SOFR - 1 day + 1.929%) to 6/04/2026 | 1029000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953694 |
| HSBC Holdings PLC, 4.375%, 11/23/2026 | &nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502049 |
| JPMorgan Chase & Co., 1.47% to 9/22/2026, FLR (SOFR - 1 day + 0.765%) to 9/22/2027 | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514708 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032 | &nbsp;&nbsp;&nbsp;732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588245 |
| JPMorgan Chase & Co., 3.109% to 4/22/2050, FLR (SOFR + 2.44%) to 4/22/2051 | &nbsp;&nbsp;&nbsp;677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495182 |
| Mitsubishi UFJ Financial Group, Inc., 1.412%, 7/17/2025 | 2681000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454584 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032 | &nbsp;&nbsp;&nbsp;484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394543 |
| Morgan Stanley, 3.125%, 7/27/2026 | &nbsp;&nbsp;&nbsp;534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506103 |
| Morgan Stanley, 1.593% to 5/04/2026, FLR (SOFR - 1 day + 0.879%) to 5/04/2027 | 2003000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798714 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031 | &nbsp;&nbsp;&nbsp;522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480146 |
| Nationwide Building Society, 6.178% to 12/07/2026, FLR (SONIA + 2.213%) to 12/07/2027 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267863 |
| NatWest Markets PLC, 6.375%, 11/08/2027 | &nbsp;&nbsp;&nbsp;306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398091 |
| Société Générale S.A., 4%, 11/16/2027 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772842 |
| Société Générale S.A., 4.25%, 12/06/2030 | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646078 |
| Standard Chartered PLC, 0.8% to 11/17/2028, FLR (EUR Swap Rate - 1yr. + 0.85%) to 11/17/2029 | &nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845636 |
| TD Bank, 5.288%, 1/11/2028 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126424 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027 | $&nbsp;&nbsp;&nbsp;999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982702 |
| UBS Group AG, 4.375% to 1/11/2030, FLR (EUR ICE Swap Rate - 1yr. + 1.55%) to 1/11/2031 | &nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739268 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $1622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334777 |
| Unicaja Banco S.A., 1%, 12/01/2026 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685277 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | $1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934424 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033 | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014072 |
| Wells Fargo & Co., 3.9%, 5/01/2045 | &nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269163 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31915796 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |
| Alcon Finance B.V., 2.375%, 5/31/2028 | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$467468 |
| Alcon Finance Corp., 3.8%, 9/23/2049 (n) | $&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189240 |
| Becton, Dickinson and Co., 4.298%, 8/22/2032 | &nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318223 |
| HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376086 |
| Laboratory Corp. of America Holdings, 3.6%, 2/01/2025 | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046709 |
| Laboratory Corp. of America Holdings, 4.7%, 2/01/2045 | &nbsp;&nbsp;&nbsp;567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520473 |
| Memorial Sloan-Kettering Cancer Center, 2.955%, 1/01/2050 | &nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483058 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050 | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859660 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048 | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582094 |
| Thermo Fisher Scientific Finance I B.V., 2%, 10/18/2051 | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452693 |
| Thermo Fisher Scientific, Inc., 1.75%, 10/15/2028 | $1119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6270893 |
| Medical Equipment – 0.2% | Medical Equipment – 0.2% | Medical Equipment – 0.2% |
| Boston Scientific Corp., 0.625%, 12/01/2027 | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$599335 |
| Boston Scientific Corp., 2.65%, 6/01/2030 | $1079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957727 |
| DH Europe Finance II S.à r.l., 0.45%, 3/18/2028 | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599225 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2156287 |
| Metals & Mining – 0.3% | Metals & Mining – 0.3% | Metals & Mining – 0.3% |
| Anglo American Capital PLC, 5.625%, 4/01/2030 (n) | $1815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1871498 |
| Anglo American Capital PLC, 4.75%, 9/21/2032 | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814872 |
| Glencore Capital Finance DAC, 1.125%, 3/10/2028 | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983376 |
| Glencore Funding LLC, 2.85%, 4/27/2031 (n) | $1032000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883865 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4553611 |
| Midstream – 0.2% | Midstream – 0.2% | Midstream – 0.2% |
| Energy Transfer LP, 5.55%, 2/15/2028 | $&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$485758 |
| Galaxy Pipeline Assets Bidco Ltd., 2.16%, 3/31/2034 (n) | 1012503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873634 |
| Sabine Pass Liquefaction LLC, 4.2%, 3/15/2028 | 1216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178481 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Midstream – continued | Midstream – continued | Midstream – continued |
| Targa Resources Corp., 4.2%, 2/01/2033 | $&nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$96969 |
| Targa Resources Corp., 4.95%, 4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555702 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3190544 |
| Mortgage-Backed – 4.7% | Mortgage-Backed – 4.7% |  |
| Fannie Mae, 4.5%, 3/01/2025 - 2/01/2046 | $&nbsp;&nbsp;3163884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3193894 |
| Fannie Mae, 5.5%, 1/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12402 |
| Fannie Mae, 6%, 9/01/2037 - 6/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;125670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131402 |
| Fannie Mae, 5%, 4/01/2040 - 8/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;860272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882422 |
| Fannie Mae, 4%, 11/01/2040 - 2/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;967673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949696 |
| Fannie Mae, 3.5%, 5/01/2043 - 12/01/2046 | &nbsp;&nbsp;1495591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429056 |
| Fannie Mae, UMBS, 2.5%, 4/01/2037 - 7/01/2052 | &nbsp;&nbsp;7009227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6198086 |
| Fannie Mae, UMBS, 3%, 5/01/2037 - 7/01/2052 | &nbsp;&nbsp;3485322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3173593 |
| Fannie Mae, UMBS, 2%, 7/01/2037 - 7/01/2052 | &nbsp;&nbsp;6764726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5751682 |
| Fannie Mae, UMBS, 1.5%, 4/01/2052 | &nbsp;&nbsp;1071594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857071 |
| Fannie Mae, UMBS, 3.5%, 6/01/2052 - 7/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;990331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929590 |
| Fannie Mae, UMBS, 4%, 6/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;868367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838864 |
| Fannie Mae, UMBS, 5.5%, 11/01/2052 - 12/01/2052 | &nbsp;&nbsp;2700894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745107 |
| Fannie Mae, UMBS, 6%, 12/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;174832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179602 |
| Freddie Mac, 1.368%, 3/25/2027 (i) | &nbsp;&nbsp;1523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76277 |
| Freddie Mac, 3.224%, 3/25/2027 | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451889 |
| Freddie Mac, 3.194%, 7/25/2027 | &nbsp;&nbsp;3914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779867 |
| Freddie Mac, 3.286%, 11/25/2027 | &nbsp;&nbsp;2576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496132 |
| Freddie Mac, 1.8%, 4/25/2030 (i) | &nbsp;&nbsp;3170226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338453 |
| Freddie Mac, 1.868%, 4/25/2030 (i) | &nbsp;&nbsp;2614093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282085 |
| Freddie Mac, 1.665%, 5/25/2030 (i) | &nbsp;&nbsp;3298344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327152 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | &nbsp;&nbsp;7375798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789912 |
| Freddie Mac, 1.342%, 6/25/2030 (i) | &nbsp;&nbsp;3056884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248858 |
| Freddie Mac, 1.6%, 8/25/2030 (i) | &nbsp;&nbsp;2713457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267127 |
| Freddie Mac, 1.169%, 9/25/2030 (i) | &nbsp;&nbsp;1752322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127615 |
| Freddie Mac, 1.081%, 11/25/2030 (i) | &nbsp;&nbsp;3594105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246756 |
| Freddie Mac, 0.329%, 1/25/2031 (i) | 13669187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274223 |
| Freddie Mac, 0.517%, 3/25/2031 (i) | 16752302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544456 |
| Freddie Mac, 0.938%, 7/25/2031 (i) | &nbsp;&nbsp;3177082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205311 |
| Freddie Mac, 0.536%, 9/25/2031 (i) | 13281588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509688 |
| Freddie Mac, 0.855%, 9/25/2031 (i) | &nbsp;&nbsp;4021884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237813 |
| Freddie Mac, 0.567%, 12/25/2031 (i) | &nbsp;&nbsp;3294996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131798 |
| Freddie Mac, 5.5%, 7/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23990 |
| Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;972138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988977 |
| Freddie Mac, 5%, 7/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;360485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371537 |
| Freddie Mac, UMBS, 2%, 4/01/2037 - 5/01/2052 | &nbsp;&nbsp;2888474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463478 |
| Freddie Mac, UMBS, 3.5%, 1/01/2047 - 9/01/2052 | &nbsp;&nbsp;1888816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785012 |
| Freddie Mac, UMBS, 3%, 6/01/2050 - 7/01/2052 | &nbsp;&nbsp;1408878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282552 |
| Freddie Mac, UMBS, 2.5%, 10/01/2051 - 6/01/2052 | &nbsp;&nbsp;6159108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400910 |
| Freddie Mac, UMBS, 4%, 5/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;144162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140397 |
| Freddie Mac, UMBS, 6%, 11/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;521289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535509 |
| Ginnie Mae, 5%, 5/15/2040 - 11/20/2052 | &nbsp;&nbsp;1164305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176151 |
| Ginnie Mae, 3.5%, 6/20/2043 - 11/20/2052 | &nbsp;&nbsp;1777344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692063 |
| Ginnie Mae, 2.5%, 8/20/2051 - 5/20/2052 | &nbsp;&nbsp;1954833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743975 |
| Ginnie Mae, 3%, 10/20/2051 - 11/20/2052 | &nbsp;&nbsp;2013688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852807 |
| Ginnie Mae, 2%, 1/20/2052 - 3/20/2052 | &nbsp;&nbsp;2515249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174028 |
| Ginnie Mae, 4%, 9/20/2052 - 10/20/2052 | &nbsp;&nbsp;1471807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428790 |
| Ginnie Mae, 4.5%, 9/20/2052 - 11/20/2052 | &nbsp;&nbsp;1469101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458789 |
| Ginnie Mae, 5.5%, 12/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;824918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838761 |
| Ginnie Mae, TBA, 3%, 2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459297 |
| Ginnie Mae, TBA, 3.5%, 2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118181 |
| UMBS, TBA, 3%, 2/25/2038 - 2/25/2053 | &nbsp;&nbsp;1037812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983319 |
| UMBS, TBA, 5.5%, 2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635107 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| UMBS, TBA, 5%, 4/13/2053 | $&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25061 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67186570 |
| Municipals – 0.7% | Municipals – 0.7% | Municipals – 0.7% |
| Colorado Housing & Finance Authority Rev., Single Family Mortgage Class I, Taxable, "D-1", GNMA, 5%, 11/01/2047 | $&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$749845 |
| Connecticut Higher Education Supplemental Loan Authority Rev. Taxable (Chesla Loan Program), "C", 4.668%, 11/15/2034 | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144234 |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039 | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990835 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038 | 1815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783479 |
| Massachusetts Educational Financing Authority, Education Loan Subordinate Rev., Taxable, "A", 2.641%, 7/01/2037 | 1235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132241 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052 | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097371 |
| Michigan Finance Authority Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040 | &nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801789 |
| Minnesota Housing Finance Agency, Residential Housing, Taxable, "G", 4.337%, 1/01/2047 | 1005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976493 |
| New Jersey Economic Development Authority State Pension Funding Rev., Taxable, "A", NPFG, 7.425%, 2/15/2029 | &nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880126 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", AGM, 4.65%, 8/15/2030 | &nbsp;&nbsp;&nbsp;992000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892219 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10448632 |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 3.15%, 8/01/2027 (n) | $&nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$790546 |
| Engie S.A., 4.25%, 1/11/2043 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109555 |
| Infraestructura Energética Nova S.A.B. de C.V., 4.875%, 1/14/2048 | $&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560994 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1461095 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 0.75%, 3/15/2029 | &nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$867527 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036 | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731785 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1599312 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% | Network & Telecom – 0.2% |
| AT&T, Inc., 3.5%, 9/15/2053 | $&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$181535 |
| Orange S.A., 3.625%, 11/16/2031 | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991324 |
| Verizon Communications, Inc., 2.55%, 3/21/2031 | $1057000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902199 |
| Verizon Communications, Inc., 3.55%, 3/22/2051 | &nbsp;&nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452870 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2527928 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Neste Oyj, 0.75%, 3/25/2028 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$948359 |
| Phillips 66, 4.875%, 11/15/2044 | $&nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557170 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1505529 |
| Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% |
| AIB Group PLC, 5.75% to 2/16/2028, FLR (EUR Swap Rate - 1yr. + 2.85%) to 2/16/2029 | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$837442 |
| Arion Banki HF, 4.875%, 12/21/2024 | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158269 |
| Belfius Bank S.A., 5.25% to 4/19/2028, FLR (EUR Swap Rate - 5yr. + 2.45%) to 4/19/2033 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761871 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | $&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757579 |
| CaixaBank S.A., 5.375% to 11/14/2029, FLR (EURIBOR - 3mo. + 2.4%) to 11/14/2030 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795807 |
| CaixaBank S.A., 6.875% to 10/25/2028, FLR (GBP Swap Rate - 5yr. + 3.7%) to 10/25/2033 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495810 |
| Deutsche Bank AG, 1.875% to 2/23/2027, FLR (EURIBOR - 3mo. + 1.38%) to 2/23/2028 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391184 |
| Deutsche Bank AG, 3.25% to 5/24/2027, FLR (EURIBOR - 3mo. + 1.93%) to 5/24/2028 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206059 |
| Deutsche Bank AG, 1.375% to 2/17/2031, FLR (EURIBOR - 3mo. + 1.5%) to 2/17/2032 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333768 |
| Deutsche Bank AG, 4%, 6/24/2032 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702490 |
| Groupe BPCE S.A., 4.5%, 3/15/2025 (n) | $&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924991 |
| Groupe des Assurances du Credit Mutuel, 1.85% to 4/21/2032, FLR (EURIBOR - 3mo. + 2.65%) to 4/21/2042 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815797 |
| Intesa Sanpaolo S.p.A., 2.625%, 3/11/2036 | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926269 |
| Macquarie Group Ltd., 4.08%, 5/31/2029 | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730968 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued |
| Virgin Money UK PLC, 5.125% to 12/11/2025, FLR (GBP Government Yield - 5yr. + 5.25%) to 12/11/2030 | &nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$762133 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10600437 |
| Pollution Control – 0.1% | Pollution Control – 0.1% | Pollution Control – 0.1% |
| Waste Connections, Inc., 4.2%, 1/15/2033 | $1526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1482429 |
| Printing & Publishing – 0.0% | Printing & Publishing – 0.0% | Printing & Publishing – 0.0% |
| Informa PLC, 3.125%, 7/05/2026 | &nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$515704 |
| Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% |
| Canadian Pacific Railway Co., 2.45%, 12/02/2031 | $&nbsp;&nbsp;&nbsp;386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$333341 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026 | $&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$610879 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029 | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336997 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031 | &nbsp;&nbsp;&nbsp;868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677490 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1625366 |
| Real Estate - Other – 0.2% | Real Estate - Other – 0.2% | Real Estate - Other – 0.2% |
| EPR Properties, REIT, 3.6%, 11/15/2031 | $&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$560480 |
| Lexington Realty Trust Co., 2.7%, 9/15/2030 | &nbsp;&nbsp;&nbsp;881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727619 |
| W.P. Carey, Inc., REIT, 2.4%, 2/01/2031 | 1296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086685 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2374784 |
| Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% | Real Estate - Retail – 0.3% |
| Brixmor Operating Partnership LP, REIT, 4.05%, 7/01/2030 | $&nbsp;&nbsp;&nbsp;877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802065 |
| Hammerson Ireland Finance Designated Activity Co., 1.75%, 6/03/2027 | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586288 |
| Regency Centers Corp., 3.7%, 6/15/2030 | $&nbsp;&nbsp;&nbsp;286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259024 |
| Spirit Realty, LP, REIT, 3.2%, 1/15/2027 | &nbsp;&nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483549 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031 | &nbsp;&nbsp;&nbsp;949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715599 |
| WEA Finance LLC, 2.875%, 1/15/2027 (n) | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702747 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3549272 |
| Retailers – 0.1% | Retailers – 0.1% | Retailers – 0.1% |
| AutoZone, Inc., 4.75%, 8/01/2032 | $&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$326002 |
| Home Depot, Inc., 4.875%, 2/15/2044 | &nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504807 |
| Home Depot, Inc., 3.625%, 4/15/2052 | 1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864016 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1694825 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| Covestro AG, 4.75%, 11/15/2028 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$776552 |
| International Flavors & Fragrances, Inc., 1.832%, 10/15/2027 (n) | $&nbsp;&nbsp;&nbsp;699000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1381460 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 3.15%, 1/15/2032 | $&nbsp;&nbsp;&nbsp;994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$813311 |
| Supermarkets – 0.0% | Supermarkets – 0.0% | Supermarkets – 0.0% |
| ELO SACA, 4.875%, 12/08/2028 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$523191 |
| Supranational – 0.7% | Supranational – 0.7% | Supranational – 0.7% |
| European Financial Stability Facility, 3.375%, 4/03/2037 | &nbsp;&nbsp;&nbsp;772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$865017 |
| European Stability Mechanism, 1%, 6/23/2027 | 1970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980648 |
| European Stability Mechanism, 0.5%, 3/05/2029 | 2140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028121 |
| European Stability Mechanism, 0.01%, 10/15/2031 | 4280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642826 |
| International Bank for Reconstruction and Development, 4.25%, 6/24/2025 | &nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314015 |
| West African Development Bank, 4.7%, 10/22/2031 | $1033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911622 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9742249 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% |
| Crown Castle, Inc., REIT, 1.35%, 7/15/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$460270 |
| Crown Castle, Inc., REIT, 4.45%, 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945507 |
| Rogers Communications, Inc., 3.8%, 3/15/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688595 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030 | &nbsp;&nbsp;1004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3034700 |
| Telephone Services – 0.1% | Telephone Services – 0.1% | Telephone Services – 0.1% |
| Deutsche Telekom AG, 1.375%, 7/05/2034 | &nbsp;&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$797258 |
| TELUS Corp., 2.85%, 11/13/2031 | &nbsp;&nbsp;1775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155567 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1952825 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. Capital Corp., 2.125%, 8/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$987304 |
| Philip Morris International, Inc., 5.125%, 11/17/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152283 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1139587 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Autostrade per L'Italia S.p.A., 4.75%, 1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$789715 |
| ERAC USA Finance LLC, 7%, 10/15/2037 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624517 |
| Holding d'Infrastructures de Transport, 1.475%, 1/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712301 |
| Triton International Ltd., 3.15%, 6/15/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618253 |
| Vinci S.A., 3.75%, 4/10/2029 (n) | &nbsp;&nbsp;1334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260621 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4005407 |
| U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% |
| Small Business Administration, 5.31%, 5/01/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28526 |
| Small Business Administration, 2.22%, 3/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;266547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245169 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$273695 |
| U.S. Treasury Obligations – 1.4% | U.S. Treasury Obligations – 1.4% | U.S. Treasury Obligations – 1.4% |
| U.S. Treasury Bonds, 1.125%, 8/15/2040 (f) | $15547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10315678 |
| U.S. Treasury Bonds, 2.375%, 11/15/2049 | &nbsp;&nbsp;8994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995294 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 | &nbsp;&nbsp;2939000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765415 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20076387 |
| Utilities - Electric Power – 1.1% | Utilities - Electric Power – 1.1% | Utilities - Electric Power – 1.1% |
| American Electric Power Co., Inc., 2.3%, 3/01/2030 | $&nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1233223 |
| Bruce Power LP, 2.68%, 12/21/2028 | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093406 |
| Duke Energy Corp., 3.75%, 9/01/2046 | $&nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722286 |
| E.ON SE, 3.875%, 1/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496388 |
| Enel Americas S.A., 4%, 10/25/2026 | $&nbsp;&nbsp;3133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070121 |
| Enel Finance International N.V., 2.25%, 7/12/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452579 |
| Enel Finance International N.V., 4.75%, 5/25/2047 (n) | &nbsp;&nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388705 |
| Enel S.p.A., 2.25% to 3/10/2027, FLR (EUR Swap Rate - 5yr. + 2.679%) to 3/10/2032, FLR (EUR Swap Rate - 5yr. + 2.929%) to 3/10/2047, FLR (EUR Swap Rate - 5yr. + 3.679%) to 3/10/2070 | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608021 |
| Enel S.p.A., 1.875%, 3/08/2170 | &nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816246 |
| Evergy, Inc., 2.9%, 9/15/2029 | $&nbsp;&nbsp;1246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108065 |
| Florida Power & Light Co., 2.875%, 12/04/2051 | &nbsp;&nbsp;&nbsp;&nbsp;549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399200 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641487 |
| National Grid Electricity Transmission PLC, 2%, 4/17/2040 | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657705 |
| National Grid PLC, 3.875%, 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446870 |
| National Grid PLC, 4.275%, 1/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422729 |
| NextEra Energy Capital Holdings, Inc., 3.55%, 5/01/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336933 |
| Southern California Edison Co., 3.65%, 2/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375748 |
| Southern Co., 1.875%, 9/15/2081 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88157 |
| Virginia Electric & Power Co., 3.5%, 3/15/2027 | $&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736572 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| Xcel Energy, Inc., 4.6%, 6/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$347534 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15441975 |
| **Total Bonds** |  | &nbsp;&nbsp;**$533515886** |
| Preferred Stocks – 0.8% | Preferred Stocks – 0.8% | Preferred Stocks – 0.8% |
| Computer Software - Systems – 0.1% |  |  |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$991302 |
| Consumer Products – 0.5% |  |  |
| Henkel AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7280316 |
| Metals & Mining – 0.2% |  |  |
| Gerdau S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3119662 |
| **Total Preferred Stocks** |  | &nbsp;&nbsp;&nbsp;**$11391280** |
| Convertible Preferred Stocks – 0.1% | Convertible Preferred Stocks – 0.1% | Convertible Preferred Stocks – 0.1% |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% |  |
| Boston Scientific Corp., 5.5% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1549086 |
| Investment Companies (h) – 3.3% | Investment Companies (h) – 3.3% | Investment Companies (h) – 3.3% |
| Money Market Funds – 3.3% | Money Market Funds – 3.3% |  |
| MFS Institutional Money Market Portfolio, 4.29% (v) | 47464376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$47469123 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | &nbsp;&nbsp;**Put/Call** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;**Par Amount/<br> Number of<br> Contracts** |  |
| Purchased Options – 0.0% | 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 Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – February 2023 @ EUR 90 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;$35161253 | &nbsp;&nbsp;&nbsp; EUR 32,010,000 | &nbsp;&nbsp;$164364 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp; 2938049 | &nbsp;&nbsp;&nbsp; 2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21857 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 1356023 | &nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10088 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 4101968 | &nbsp;&nbsp;&nbsp; 3630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30515 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp; 2158336 | &nbsp;&nbsp;&nbsp; 1910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16056 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 525 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5717895 | &nbsp;&nbsp;&nbsp; 5060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33344 |
| iTraxx Europe Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – March 2023 @ EUR 90 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;&nbsp; 25593790 | &nbsp;&nbsp;&nbsp; 23300000 | &nbsp;&nbsp;&nbsp;&nbsp;127756 |
| iTraxx Europe Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – March 2023 @ EUR 90 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;&nbsp; 25604774 | &nbsp;&nbsp;&nbsp; 23310000 | &nbsp;&nbsp;&nbsp;&nbsp;127811 |
| **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** |  | &nbsp;&nbsp;**$531791** |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Collateral for Securities Loaned – 0.0% | Collateral for Securities Loaned – 0.0% | Collateral for Securities Loaned – 0.0% |
| JPMorgan U.S. Government Money Market Fund - Class IM Shares, 4.17% (j) | 359007 | &nbsp;&nbsp;&nbsp;$359007 |
| Other Assets, Less Liabilities – (0.0)% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55220) |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;**$1432453398** |

---

(a) Non-income producing security.

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

(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end,
the aggregate values of the fund's investments in affiliated issuers and in unaffiliated issuers were $47,469,123 and $1,385,039,495, respectively.

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

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

(l) A portion of this security is on loan.

(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 $75,007,841, representing 5.2% of net assets.

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

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

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| ADR | American Depositary Receipt |
| AGM | Assured Guaranty Municipal |
| 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 reported may not be the current rate. All reference rates are USD unless otherwise noted. |
| GDR | Global Depositary Receipt |
| GNMA | Government National Mortgage Assn. |
| ICE | Intercontinental Exchange |
| IEU | International Equity Unit |
| LIBOR | London Interbank Offered Rate |
| NPFG | National Public Finance Guarantee Corp. |
| PCL | Public Company Limited |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore) |
| CNY | China Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |

---

------

Portfolio of Investments (unaudited) – continued

---

| | |
|:---|:---|
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | Taiwan Dollar |
| UYU | Uruguayan Peso |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** |
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6886958 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809197 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$66386 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048423 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824825 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41233 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041613 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845042 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16196 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004196 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498376 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8872 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8938424 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6623336 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98769 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230670610 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241242 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47162 |
| CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96549952 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14340025 | &nbsp;&nbsp;BNP PARIBAS | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22134 |
| CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657556 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394776 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;1548655025 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327966 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16612718 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744569 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11649 |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708598 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278864 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321321 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509710 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26065 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28801550 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31277500 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184864 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245438 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357865 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183901 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289947 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313066 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846533 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162983000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431385 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10732 |
| IDR | &nbsp;&nbsp;41290358660 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603345 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150676 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187390810 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454257 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;3439610657 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760057 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32288 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16046795 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778614 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67513 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317324 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203381 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860446 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695495 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33920 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899803 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116888 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637 |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9494032 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205609 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32893 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224044538 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6477099 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350706 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68750000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104815 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97348000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239318 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065612 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972689 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33298 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30432 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22117153 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17888711 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26055 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495436 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399692 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080639 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481837 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15773 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680307 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87100634 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794614 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;3439610657 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15840266 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;19496199518 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12860 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15889582 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;19496199518 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10493 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888810 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765354 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7447 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280251 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97348000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  |  |  |  |  |  | &nbsp;&nbsp;$1328125 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610060 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876545 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(1903) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710029 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776986 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1362) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** | **Forward Foreign Currency Exchange Contracts - continued** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258352 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477582 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(10594) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10674849 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13229769 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47202) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133974 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405519 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5154) |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999216 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10845) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321408232 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530433 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34459) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539337909 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265179 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76819) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48744772 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384563 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6024) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;5156825027 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40743690 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697112) |
| KRW | &nbsp;&nbsp;18882690175 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341802 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12455) |
| KRW | &nbsp;&nbsp;23549319518 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19137206 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19394) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12615941 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663672 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3087) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999461 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101346 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(849) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23035551 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240463 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28400) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786418 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553999 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21672) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667383 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7579322 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32616) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835381 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790113 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14958) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451524 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604341 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2968) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835330 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612315 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18323) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469144 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176800 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1143) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554591 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351084 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13696) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409997 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299254 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9287) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14157896 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13039806 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86585) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134885 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039189 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(309) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565613 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518477 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(764) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118718 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028434 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4726) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435791 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400512 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1721) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490073 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398284 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1775) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274795 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;4298020650 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;2/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11878) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253801 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;18882690175 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;(2075547) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454784 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562067576 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/13/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2150) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590982 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;6947353834 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;3/13/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56890) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8663365 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;10698909403 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45098) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186916 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;4053120000 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103488) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949784 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7722864 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44037) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042315 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97348000 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(200241) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955095 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119837996 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;3/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46397) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(3751928) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;**Long/<br> Short** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;$7306768 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$69624 |
| Euro-Bobl 5 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;413 | &nbsp;&nbsp;52666874 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588459 |
| Euro-BTP | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;131 | &nbsp;&nbsp;15106134 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 |
| Euro-BTP 10yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;100 | &nbsp;&nbsp;12406556 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297453 |
| Euro-Schatz 2 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;121 | &nbsp;&nbsp;13910242 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109572 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;149 | &nbsp;&nbsp;17062828 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217505 |
| U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;8363250 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112023 |
|  |  |  |  |  |  | &nbsp;&nbsp;$1405501 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** |
| **Description** | &nbsp;&nbsp;**Long/<br> Short** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| Canadian Treasury Bond 5 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;CAD | &nbsp;&nbsp;245 | &nbsp;&nbsp;$20829281 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(14847) |
| Euro-Bund 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;446232 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5616) |
| Euro-Buxl 30 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;10332274 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(1165965) |
| Long Gilt 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;4509580 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20687) |
| U.S. Treasury Bond | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;4026125 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105466) |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;1439539 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1424) |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;296 | &nbsp;&nbsp;32335688 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221650) |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;275 | &nbsp;&nbsp;33330859 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(161139) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(1696794) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** | **Uncleared Swap Agreements** |
| **Maturity<br> Date** | **Maturity<br> Date** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**Value** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** |  |  |  |
| 12/20/27 | EUR | &nbsp;&nbsp;78620000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;(1) | &nbsp;&nbsp;1.00%/Quarterly | &nbsp;&nbsp;$(300082) | &nbsp;&nbsp;$(588002) | &nbsp;&nbsp;$(888084) |

---

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

At January 31, 2023, the fund had cash collateral of $1,753,000 and other liquid securities with an aggregate value of $3,339,496 to cover any collateral or margin obligations for certain derivative contracts.

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

------

### Supplemental Information
1/31/23 (unaudited)

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

(1) Investment Valuations

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. Effective September 8, 2022, and in accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, equity securities, including restricted equity securities, are generally valued at the last sale or official closing price on their primary market or exchange as provided by a third-party pricing service. Equity securities, for which there were no sales reported that day, are generally valued at the last quoted daily bid quotation on their primary market or exchange as provided by a third-party pricing service. Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided by a third-party pricing service. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

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

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

------

Supplemental Information (unaudited) – continued

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2023 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | &nbsp;&nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;**Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;$471393583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$471393583 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55365667 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61160508 |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52905155 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52905155 |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51572259 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52708797 |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46653954 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51618575 |
| &nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9569704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18745305 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28315009 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26985419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26985419 |
| &nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744309 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15790500 |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8301993 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13412880 |
| &nbsp;&nbsp;&nbsp;Other Countries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21222447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55119938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76342385 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20350082 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20350082 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;214745294 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214745294 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448632 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448632 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77920559 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77920559 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67186570 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67186570 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18525296 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18525296 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30369254 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30369254 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94501990 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94501990 |
| Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47828130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47828130 |
| Total | &nbsp;&nbsp;&nbsp;$598052361 | &nbsp;&nbsp;&nbsp;$834456257 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;$1432508618 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1405501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1405501 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1696794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1696794) |
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328125 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328125 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3751928) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3751928) |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(888084) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(888084) |

---

For further information regarding security characteristics, see the Portfolio of Investments. At January 31, 2023, the fund held two level 3 securities valued at $0.

(2) Investments in Affiliated Issuers

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Beginning<br> Value** | &nbsp;&nbsp;**Purchases** | &nbsp;&nbsp;**Sales<br> Proceeds** | &nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation or<br> Depreciation** | &nbsp;&nbsp;**Ending<br> Value** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$35384108 | &nbsp;&nbsp;$154678891 | &nbsp;&nbsp;$142598166 | &nbsp;&nbsp;$3681 | &nbsp;&nbsp;$609 | &nbsp;&nbsp;$47469123 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$185102 | &nbsp;&nbsp;$— |

---

------

Supplemental Information (unaudited) – continued

(3) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2023, are as follows:

---

| | |
|:---|:---|
| United States | 57.2% |
| United Kingdom | 6.5% |
| Japan | 5.9% |
| Canada | 5.0% |
| France | 4.8% |
| Switzerland | 4.1% |
| China | 3.2% |
| South Korea | 3.1% |
| Germany | (3.1)% |
| Other Countries | 13.3% |

---

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

(4) Russia and Ukraine Conflict

The fund invests in securities and/or derivative instruments that are economically tied to Russia and/or Ukraine. Escalation of the conflict between Russia and Ukraine in late February 2022 caused market volatility and disruption in the tradability of Russian securities, including closure of the local securities market, temporary restriction on securities sales by non-residents, and disruptions to clearance and payment systems. To the extent that the fund is unable to sell securities, whether due to market constraints or to the sanctions imposed on Russia by the United States and other countries, those securities are considered illiquid and the value of those securities reflects their illiquid classification. Management continues to monitor these events and to evaluate the related impacts on fund performance.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1448791905.46

**Total Liabilities:** $16357000.05

**Net Assets:** $1432434905.41

**Delayed Delivery Securities:** $6080883.89

**Cash Not Reported:** $59109.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -197.28144540 | **1-Year:** -10112.93770270 | **5-Year:** -58429.04161270 | **10-Year:** -85406.21238690 | **30-Year:** -30014.67694750

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

- **3-Month:** 56.21895380 | **1-Year:** -587.07465890 | **5-Year:** 21565.71960970 | **10-Year:** -1120.97287800 | **30-Year:** -2686.84375800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006633 | 7.49%                | -1.69%               | 4.81%                |
| Class ID C000111486 | 7.48%                | -1.60%               | 4.87%                |
| Class ID C000006634 | 7.47%                | -1.67%               | 4.82%                |
| Class ID C000006626 | 7.50%                | -1.65%               | 4.86%                |
| Class ID C000006631 | 7.42%                | -1.74%               | 4.77%                |
| Class ID C000006627 | 7.43%                | -1.69%               | 4.77%                |
| Class ID C000006628 | 7.43%                | -1.78%               | 4.80%                |
| Class ID C000006625 | 7.45%                | -1.66%               | 4.86%                |
| Class ID C000006629 | 7.48%                | -1.62%               | 4.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $402503.91               | $98236312.22                               |
| Month 2  | $6774310.33              | $-34302615.92                              |
| Month 3  | $3725225.40              | $62410325.20                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      701805 | PA      | $626124.92    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1030000 | PA      | $934424.26    | 0.07%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                           | CarMax Auto Owner Trust, Series 2022-2, Class A4                                               | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      795000 | PA      | $776943.09    | 0.05%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                  | Unicaja Banco SA                                                                               | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      700000 | PA      | $685277.40    | 0.05%             | 2026-12-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      581000 | PA      | $514708.20    | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3400000 | PA      | $2388860.91   | 0.17%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1014071.89   | 0.07%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                       | United States Small Business Administration, Series 2007-20E, Class 1                          | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28795 | PA      | $28526.36     | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                      | Nutrien Ltd.                                                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        9327 | NS      | $772068.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103488.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Schatz                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -121 | NC      | $107194.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties LP                                                    | Corporate Office Properties LP                                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      425000 | PA      | $336997.27    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48127.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                         | Orange SA                                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      155814 | NS      | $1648778.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                   | Eaton Corp. plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       41087 | NS      | $6664722.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      640000 | PA      | $628290.56    | 0.04%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                    | Tapestry, Inc.                                                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     1228000 | PA      | $1006576.81   | 0.07%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                          | QBE Insurance Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |      738000 | PA      | $709188.29    | 0.05%             | 2038-09-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM                 | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2614093 | PA      | $282084.68    | 0.02%             | 2030-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -296 | NC      | $-221649.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                        | Archer-Daniels-Midland Co.                                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       33060 | NS      | $2739021.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1902.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                              | Macquarie Group Ltd.                                                                           | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      640000 | PA      | $730968.16    | 0.05%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66386.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      950000 | PA      | $820235.55    | 0.06%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       24418 | NS      | $2832732.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       20254 | NS      | $3713165.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                        | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $918008.79    | 0.06%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      390000 | PA      | $422729.26    | 0.03%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                    | Alphabet, Inc., Class A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       71963 | NS      | $7112822.92   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN34, Class XA                                                               | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6604083 | PA      | $367822.32    | 0.03%             | 2063-06-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                                      | Experian plc                                                                                   | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      115180 | NS      | $4211033.69   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       81084 | NS      | $7518919.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      732000 | PA      | $588245.43    | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187144 | PA      | $165141.42    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1910000 | PA      | $16056.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MXGL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      736715 | PA      | $645443.97    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      524487 | PA      | $533072.92    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                       | QatarEnergy                                                                                    | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |      887000 | PA      | $753408.93    | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                               | Valero Energy Corp.                                                                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       12258 | NS      | $1716487.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147101 | PA      | $149494.60    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                    | AutoZone, Inc.                                                                                 | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      326000 | PA      | $326001.94    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBB Treasury OYJ                                                                  | SBB Treasury OYJ                                                                               | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      590000 | PA      | $426543.31    | 0.03%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      372587 | PA      | $376806.74    | 0.03%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2213000 | PA      | $1854970.41   | 0.13%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1                  | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16752302 | PA      | $544456.51    | 0.04%             | 2031-03-25      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1703.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                        | Chubb Ltd.                                                                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       30284 | NS      | $6889307.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                                                     | Polaris, Inc.                                                                                  | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        9760 | NS      | $1120838.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Co. Ltd.                                                         | Zurich Insurance Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |      660000 | PA      | $624373.20    | 0.04%             | 2048-06-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2022-B37, Class AS                                            | CUSIP: 08161QAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      226000 | PA      | $233291.87    | 0.02%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                     | Equifax, Inc.                                                                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       13911 | NS      | $3091024.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       82969 | NS      | $1319207.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l'Italia SpA                                                       | Autostrade per l'Italia SpA                                                                    | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      730000 | PA      | $789714.90    | 0.06%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $267862.63    | 0.02%             | 2027-12-07      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      347099 | PA      | $292112.95    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18222.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                  | Timken Co. (The)                                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        8932 | NS      | $735550.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1981000 | PA      | $1622038.60   | 0.11%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      890411 | PA      | $769853.86    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                           | Vale SA                                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      209600 | NS      | $3902309.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MHQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38915 | PA      | $36433.71     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418PTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18232 | PA      | $18442.34     | 0.00%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM                 | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2713457 | PA      | $267127.09    | 0.02%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      418000 | PA      | $357390.00    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                         | Florida Power & Light Co.                                                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      549000 | PA      | $399199.62    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8871.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                         | Magna International, Inc.                                                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       50993 | NS      | $3310492.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                                        | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      459000 | PA      | $459782.42    | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                       | Export-Import Bank of India                                                                    | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1000000 | PA      | $941595.73    | 0.07%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    86000000 | PA      | $659067.95    | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                            | Northrop Grumman Corp.                                                                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        6189 | NS      | $2772919.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 14311200000 | PA      | $10110198.94  | 0.71%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                          | MFS Institutional Money Market Portfolio, Class A                                              | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    47379334 | NS      | $47384072.31  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Airport Authority                                                                 | Airport Authority                                                                              | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |      817000 | PA      | $631964.19    | 0.04%             | 2052-01-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      646672 | PA      | $611303.91    | 0.04%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                               | Alcon Finance Corp.                                                                            | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      231000 | PA      | $189239.77    | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43388 | PA      | $38017.62     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Logicor Financing SARL                                                            | Logicor Financing SARL                                                                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      890000 | PA      | $736592.55    | 0.05%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                     | Danaher Corp.                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        8961 | NS      | $2369109.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128MJM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190378 | PA      | $193676.22    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                                   | Landsbankinn HF                                                                                | CUSIP: N/A<br>LEI: 549300TLZPT6JELDWM92       | Long             | DBT              | CORP              | IS        |      623000 | PA      | $606292.32    | 0.04%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                     | Tengizchevroil Finance Co. International Ltd.                                                  | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     3609000 | PA      | $3219805.44   | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JM Smucker Co. (The)                                                              | JM Smucker Co. (The)                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       26980 | NS      | $4122544.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      528685 | PA      | $471923.30    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      382533 | PA      | $321921.03    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                | Crown Castle, Inc.                                                                             | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      957000 | PA      | $945507.28    | 0.07%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Huarong Finance 2017 Co. Ltd.                                                     | Huarong Finance 2017 Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      850000 | PA      | $605478.13    | 0.04%             | 2047-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class C                                                    | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      352000 | PA      | $326353.28    | 0.02%             | 2038-12-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21671.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 22326970000 | PA      | $16609162.76  | 1.16%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      808009 | PA      | $802245.13    | 0.06%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM                 | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3170226 | PA      | $338452.69    | 0.02%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      649000 | PA      | $555702.14    | 0.04%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                       | CARS-DB4 LP, Series 2020-1A, Class A4                                                          | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      519844 | PA      | $491080.60    | 0.03%             | 2050-02-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      351000 | PA      | $347534.32    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $671.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      106070 | NS      | $2997538.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class B                       | CUSIP: 03880XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1712000 | PA      | $1657356.38   | 0.12%             | 2037-01-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                           | Boston Scientific Corp.                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      123182 | NS      | $5697167.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200750 | PA      | $176033.61    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                               | Amadeus IT Group SA                                                                            | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       71730 | NS      | $4512315.94   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                            | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      747000 | PA      | $731570.51    | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                             | Plains GP Holdings LP, Class A                                                                 | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |       53987 | NS      | $706689.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      509000 | PA      | $483366.17    | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                            | Julius Baer Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       53438 | NS      | $3424191.87   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                      | Biogen, Inc.                                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        2742 | NS      | $797647.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KXZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      768739 | PA      | $675878.16    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                               | Hon Hai Precision Industry Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |      864000 | NS      | $2882111.95   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                    | WP Carey, Inc.                                                                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       18584 | NS      | $1589489.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $712561.60    | 0.05%             | 2027-12-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5382.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1622000 | PA      | $1334776.74   | 0.09%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                         | Danone SA                                                                                      | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       90770 | NS      | $4964621.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                            | Sanofi                                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       20282 | NS      | $1993044.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1                  | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13669187 | PA      | $274223.04    | 0.02%             | 2031-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7636.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                                       | Caixa Geral de Depositos SA                                                                    | CUSIP: N/A<br>LEI: TO822O0VT80V06K0FH57       | Long             | DBT              | NUSS              | PT        |      800000 | PA      | $905830.78    | 0.06%             | 2028-10-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd.                                                       | Fortescue Metals Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       28434 | NS      | $451046.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                                            | Cracker Barrel Old Country Store, Inc.                                                         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        7411 | NS      | $826919.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                                             | Everest Re Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        1663 | NS      | $581534.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3630000 | PA      | $30515.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2470000 | PA      | $2560073.68   | 0.18%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                      | British American Tobacco plc                                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      122303 | NS      | $4677379.27   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                                                          | ICON plc                                                                                       | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       14297 | NS      | $3298460.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      960000 | PA      | $757578.69    | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       42686 | NS      | $4553742.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JAB Holdings BV                                                                   | JAB Holdings BV                                                                                | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $929873.32    | 0.06%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22817 | PA      | $23989.98     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                              | LXP Industrial Trust                                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      881000 | PA      | $727618.55    | 0.05%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                           | Kirin Holdings Co. Ltd.                                                                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      153100 | NS      | $2358029.47   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367216 | PA      | $373189.77    | 0.03%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476961 | PA      | $471237.62    | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      244000 | PA      | $211734.01    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                                  | Minnesota Housing Finance Agency                                                               | CUSIP: 60416TSV1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |     1005000 | PA      | $976492.97    | 0.07%             | 2047-01-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7588 | PA      | $7968.85      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1142.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                 | Galaxy Pipeline Assets Bidco Ltd.                                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1012503 | PA      | $873634.04    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      322027 | PA      | $319775.56    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -7 | NC      | $-1423.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2450000 | PA      | $2442764.91   | 0.17%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                    | ABB Finance BV                                                                                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      320000 | PA      | $344670.65    | 0.02%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class C                       | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1648500 | PA      | $1554961.31   | 0.11%             | 2037-01-15      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                                | Vodafone Group plc                                                                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     1249525 | NS      | $1439521.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                               | Intesa Sanpaolo SpA                                                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     1080000 | PA      | $926269.31    | 0.06%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                            | AP Moller - Maersk A/S, Class B                                                                | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         259 | NS      | $563297.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                            | Mercedes-Benz Group AG                                                                         | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       16734 | NS      | $1239809.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                                             | Albertsons Cos., Inc., Class A                                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       73923 | NS      | $1567167.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4175000 | PA      | $4458109.99   | 0.31%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                       | RTE Reseau de Transport d'Electricite SADIR                                                    | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $243894.49    | 0.02%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                                         | Tisco Financial Group PCL                                                                      | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |      367700 | NS      | $1141752.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                  | ASR Nederland NV                                                                               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1040272.10   | 0.07%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2600000 | PA      | $21856.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                           | Banque Ouest Africaine de Developpement                                                        | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | NUSS              | US        |     1033000 | PA      | $911622.50    | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                                                | Republic of Cyprus                                                                             | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1999000 | PA      | $1779361.50   | 0.12%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                 | BAT Capital Corp.                                                                              | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |      860000 | PA      | $987303.62    | 0.07%             | 2025-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      151510 | PA      | $139169.79    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B24, Class XA                                            | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4608533 | PA      | $281381.83    | 0.02%             | 2054-03-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Portuguese Republic                                                               | Obrigacoes do Tesouro                                                                          | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     1304000 | PA      | $1411434.34   | 0.10%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       50769 | NS      | $3497984.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $502049.23    | 0.04%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      121048 | NS      | $19781664.16  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140715 | PA      | $144625.59    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                 | Merck & Co., Inc.                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      175958 | NS      | $18899648.78  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet FinCo. BV                                                                 | easyJet FinCo. BV                                                                              | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |      990000 | PA      | $919023.76    | 0.06%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                        | AT&T, Inc.                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       75702 | NS      | $1542049.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                                                          | PFP Ltd., Series 2021-7, Class AS                                                              | CUSIP: 69290LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1235438 | PA      | $1165660.79   | 0.08%             | 2038-04-14      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                                | Indofood CBP Sukses Makmur Tbk. PT                                                             | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     1680000 | PA      | $1446898.27   | 0.10%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133AYQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      499999 | PA      | $454719.23    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3708.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                     | Akzo Nobel NV                                                                                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       43502 | NS      | $3235722.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                          | Equitable Holdings, Inc.                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      141295 | NS      | $4531330.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $880765.45    | 0.06%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                      | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      135960 | NS      | $6003993.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      233657 | NS      | $16016042.32  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      348499 | PA      | $351004.52    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                      | Groupe des Assurances du Credit Mutuel SADIR                                                   | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $815797.37    | 0.06%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18322.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut State Higher Education Supplement Loan Authority                      | Connecticut State Higher Education Supplement Loan Authority                                   | CUSIP: 207743WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1144234.32   | 0.08%             | 2034-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   398650000 | PA      | $2340539.34   | 0.16%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                         | Bank of Ireland Group plc                                                                      | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      180000 | PA      | $198671.64    | 0.01%             | 2028-07-16      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                         | DH Europe Finance II SARL                                                                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      640000 | PA      | $599224.56    | 0.04%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2021-FL4, Class AS                                                    | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $665181.30    | 0.05%             | 2038-03-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172306 | PA      | $144998.35    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM                 | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3298344 | PA      | $327152.19    | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      351000 | PA      | $336932.67    | 0.02%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp.                                                 | Iowa Student Loan Liquidity Corp.                                                              | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     1045000 | PA      | $990834.52    | 0.07%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113229 | PA      | $100105.00    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                       | Covestro AG                                                                                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $776552.34    | 0.05%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | UMBS, 30 Year, Single Family                                                                   | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625000 | PA      | $635107.42    | 0.04%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                           | Regions Financial Corp.                                                                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       77673 | NS      | $1828422.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                          | Engie SA                                                                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109555.37    | 0.01%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K136, Class XAM                 | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3294996 | PA      | $131798.19    | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     9419000 | PA      | $9623938.01   | 0.67%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                          | Becton Dickinson and Co.                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       20860 | NS      | $5261309.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237442 | PA      | $213585.70    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class B                       | CUSIP: 03881CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      423000 | PA      | $392892.13    | 0.03%             | 2035-12-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      304685 | PA      | $297077.41    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EPUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225270 | PA      | $228935.52    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                            | CTP NV                                                                                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $780337.25    | 0.05%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11840 | PA      | $12402.53     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                         | Aptiv plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       48284 | NS      | $5460437.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MLPX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49232 | PA      | $47224.33     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156660 | PA      | $159208.08    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                         | LKQ Corp.                                                                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      115504 | NS      | $6810115.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Colorado Housing and Finance Authority                                            | Colorado Housing and Finance Authority                                                         | CUSIP: 196480D61<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |      750000 | PA      | $749844.75    | 0.05%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25016 | PA      | $21045.80     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186027 | PA      | $181381.37    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                         | Thales SA                                                                                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        6339 | NS      | $837503.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |      730000 | PA      | $837441.59    | 0.06%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG (Registered)                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      632156 | NS      | $13460075.47  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                        | Simon Property Group, Inc.                                                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       14122 | NS      | $1814112.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227657 | PA      | $231361.19    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      572352 | PA      | $483550.17    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   131835000 | PA      | $3060583.19   | 0.21%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                           | Eni SpA                                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      635392 | NS      | $9799582.68   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5741000 | PA      | $3420048.14   | 0.24%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MTN74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142092 | PA      | $129130.32    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                | Johnson Controls International plc                                                             | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      118853 | NS      | $8268603.21   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                                                          | PFP Ltd., Series 2021-7, Class B                                                               | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      484976 | PA      | $453936.86    | 0.03%             | 2038-04-14      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32288.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class C                                                         | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      312000 | PA      | $290364.67    | 0.02%             | 2037-01-16      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      528716 | PA      | $513262.66    | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MPJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2030005 | PA      | $1844840.98   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)                                     | Hartford Financial Services Group, Inc. (The)                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       24237 | NS      | $1881033.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      580000 | PA      | $452578.89    | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                                                         | BXMT Ltd., Series 2021-FL4, Class AS                                                           | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1400000 | PA      | $1342225.36   | 0.09%             | 2038-05-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   677850000 | PA      | $5727966.60   | 0.40%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                                      | Glencore plc                                                                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      772810 | NS      | $5188686.40   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284937 | PA      | $261581.56    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10732.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3906.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                         | Orange SA                                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $991323.97    | 0.07%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26054.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Finland                                                               | Republic of Finland                                                                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     5797000 | PA      | $5729779.00   | 0.40%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                          | Bayer AG (Registered)                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      182747 | NS      | $11335278.03  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                        | Infraestructura Energetica Nova SAPI de CV                                                     | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |      710000 | PA      | $560993.41    | 0.04%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                               | General Mills, Inc.                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      105968 | NS      | $8303652.48   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      148525 | PA      | $149592.56    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194555 | PA      | $173775.36    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                            | BP Capital Markets plc                                                                         | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      860000 | PA      | $827373.78    | 0.06%             | 2029-03-22      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2632.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      445000 | PA      | $514244.52    | 0.04%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443691 | PA      | $456020.02    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                       | BBCMS Trust, Series 2021-C10, Class XA                                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5848178 | PA      | $425039.15    | 0.03%             | 2054-07-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K071, Class A2                  | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2576000 | PA      | $2496132.41   | 0.17%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      448000 | PA      | $515703.72    | 0.04%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                             | Schneider Electric SE                                                                          | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       65235 | NS      | $10578330.88  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                             | Westlake Automobile Receivables Trust, Series 2023-1A, Class A2B                               | CUSIP: 96042XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269000 | PA      | $268998.76    | 0.02%             | 2026-06-15      | Floating      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3620AXZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117336 | PA      | $121655.39    | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                               | Samhallsbyggnadsbolaget i Norden AB                                                            | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      610000 | PA      | $594201.99    | 0.04%             | 2025-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $495809.86    | 0.03%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                    | ABB Finance BV                                                                                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      180000 | PA      | $196101.47    | 0.01%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                              | Laboratory Corp. of America Holdings                                                           | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1046708.84   | 0.07%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CEZ A/S                                                                           | CEZ A/S                                                                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | NUSS              | CZ        |      807000 | PA      | $820128.14    | 0.06%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33919.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1050196 | PA      | $884152.05    | 0.06%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                          | Enel SpA                                                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      645000 | PA      | $608020.71    | 0.04%             | 2026-12-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      970000 | PA      | $867526.29    | 0.06%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      943091 | PA      | $915527.00    | 0.06%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                      | Marriott International, Inc., Series HH                                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      606000 | PA      | $515779.45    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B26, Class XA                                            | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10654400 | PA      | $524369.10    | 0.04%             | 2054-06-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                      | Hitachi Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      148500 | NS      | $7797522.08   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                        | Travelers Cos., Inc. (The)                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       14972 | NS      | $2861448.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       42308 | NS      | $5889273.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71587 | PA      | $65072.00     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      241000 | PA      | $203744.30    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    66000000 | PA      | $3313441.49   | 0.23%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                             | Republic of Indonesia                                                                          | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      990000 | PA      | $908366.91    | 0.06%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Note                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         149 | NC      | $217505.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                                                        | Hess Corp.                                                                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       51638 | NS      | $7753962.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      294941 | PA      | $270915.38    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $577203.03    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13696.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                   | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                                     | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7238669 | PA      | $410446.98    | 0.03%             | 2054-11-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557199 | PA      | $520295.35    | 0.04%             | 2037-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                          | Becton Dickinson and Co.                                                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      326000 | PA      | $318223.27    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L6, Class XA                                       | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9708891 | PA      | $616197.08    | 0.04%             | 2054-06-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                       | Export-Import Bank of India                                                                    | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1200000 | PA      | $1124448.00   | 0.08%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      868367 | PA      | $838864.46    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                 | Wolters Kluwer NV                                                                              | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       51049 | NS      | $5563663.80   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                            | General Dynamics Corp.                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       35023 | NS      | $8162460.38   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class A                                                            | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1368682.84   | 0.10%             | 2038-04-18      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                                                      | GEA Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       23348 | NS      | $1049577.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of British Columbia Canada                                               | Province of British Columbia                                                                   | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $375895.68    | 0.03%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                                                | Republic of Cyprus                                                                             | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1853000 | PA      | $1557824.47   | 0.11%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                         | Tesco plc                                                                                      | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     2868841 | NS      | $8714545.35   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                      | Iberdrola SA                                                                                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      444052 | NS      | $5192711.16   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                       | Cie Financiere Richemont SA (Registered)                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       53379 | NS      | $8230280.15   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                              | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                               | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1850000 | PA      | $1754113.02   | 0.12%             | 2036-07-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN32, Class XA                                                               | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6784420 | PA      | $295230.83    | 0.02%             | 2054-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      257295 | PA      | $236999.29    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                                     | Kyocera Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      105200 | NS      | $5469733.68   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  5600000000 | PA      | $4325654.58   | 0.30%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                       | United States Small Business Administration, Series 2013-20C, Class 1                          | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266547 | PA      | $245168.50    | 0.02%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                       | QatarEnergy                                                                                    | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |      776000 | PA      | $614118.64    | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                               | Investment Company                                                                             | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |      359007 | NS      | $359006.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1471000 | PA      | $1182638.21   | 0.08%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp.                                                                   | Brunswick Corp.                                                                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       14270 | NS      | $1203389.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MSTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214197 | PA      | $194631.59    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                      | European Stability Mechanism                                                                   | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     1970000 | PA      | $1980647.90   | 0.14%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                   | ESB Finance DAC                                                                                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      930000 | PA      | $759217.30    | 0.05%             | 2034-07-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                        | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      400000 | PA      | $330032.87    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38027 | PA      | $33418.44     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                 | LYB International Finance III LLC                                                              | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      306000 | PA      | $248323.95    | 0.02%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44701.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27489 | PA      | $28244.95     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                    | State of Qatar                                                                                 | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      878000 | PA      | $874398.44    | 0.06%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Vinci SA                                                                          | Vinci SA                                                                                       | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     1334000 | PA      | $1260620.76   | 0.09%             | 2029-04-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9914.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      149000 | PA      | $152282.95    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2021-FL4, Class A                                                     | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      651000 | PA      | $632115.14    | 0.04%             | 2038-03-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                   | Kreditanstalt fuer Wiederaufbau                                                                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     3388000 | PA      | $2892452.67   | 0.20%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                      | Sabine Pass Liquefaction LLC                                                                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1178481.50   | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brazos Securitization LLC                                                         | Brazos Securitization LLC                                                                      | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      522000 | PA      | $547380.13    | 0.04%             | 2050-09-01      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      469565 | PA      | $411482.55    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    23300000 | PA      | $127756.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class A                                                             | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $481141.00    | 0.03%             | 2037-02-19      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| RELX plc                                                                          | RELX plc                                                                                       | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       96397 | NS      | $2864863.96   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2908000 | PA      | $2769977.37   | 0.19%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                                | Regency Centers LP                                                                             | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      286000 | PA      | $259024.17    | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                        | Legrand SA                                                                                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       38203 | NS      | $3414676.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                         | Sodexo SA                                                                                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       12454 | NS      | $1233868.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MNQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46834 | PA      | $41038.80     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $924991.12    | 0.06%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| La Banque Postale SA                                                              | La Banque Postale SA                                                                           | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $981462.29    | 0.07%             | 2030-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56890.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28399.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      664708 | PA      | $575834.60    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                        | CNH Industrial Capital LLC                                                                     | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1070149.34   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                   | Virginia Electric and Power Co., Series A                                                      | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1736571.67   | 0.12%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      549945 | PA      | $553898.90    | 0.04%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class B                                                             | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      604312 | PA      | $578621.49    | 0.04%             | 2037-02-19      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                      | Nasdaq, Inc.                                                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       67399 | NS      | $4056745.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125000 | PA      | $118180.97    | 0.01%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133GHAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      436878 | PA      | $398059.41    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class XA                               | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6939829 | PA      | $614757.79    | 0.04%             | 2054-08-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                               | Japan Tobacco, Inc.                                                                            | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      122000 | NS      | $2483927.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                     | Hammerson Ireland Finance DAC                                                                  | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |      662000 | PA      | $586288.07    | 0.04%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                          | Darden Restaurants, Inc.                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        6733 | NS      | $996282.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                             | Thermo Fisher Scientific Finance I BV                                                          | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      630000 | PA      | $452693.11    | 0.03%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020 | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $859660.07    | 0.06%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      521289 | PA      | $535508.88    | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                               | International Bank for Reconstruction & Development                                            | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | AU        |      440000 | PA      | $314014.79    | 0.02%             | 2025-06-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                       | TELUS Corp., Series CAF                                                                        | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     1775000 | PA      | $1155567.62   | 0.08%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                    | McKesson Corp.                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       12698 | NS      | $4808478.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Capital Finance DAC                                                      | Glencore Capital Finance DAC                                                                   | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     1060000 | PA      | $983375.66    | 0.07%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EFE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      538869 | PA      | $490987.60    | 0.03%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                       | Amdocs Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       45506 | NS      | $4183366.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                 | American Electric Power Co., Inc.                                                              | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1233223.24   | 0.09%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                         | Arkema SA                                                                                      | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $425173.93    | 0.03%             | 2031-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1036000 | PA      | $704718.28    | 0.05%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS                         | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1313806.24   | 0.09%             | 2036-07-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class AS                                                           | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1327422.18   | 0.09%             | 2038-04-18      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                        | Deutsche Bahn Finance GMBH                                                                     | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      195000 | PA      | $155302.75    | 0.01%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1848.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3660378 | PA      | $3208848.97   | 0.22%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      700000 | PA      | $795807.29    | 0.06%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23438 | PA      | $19754.26     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      496000 | PA      | $504807.24    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    23310000 | PA      | $127810.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      759278 | PA      | $665346.75    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                     | Medtronic plc                                                                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       82489 | NS      | $6903504.41   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                        | Sherwin-Williams Co. (The)                                                                     | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      305000 | PA      | $242734.16    | 0.02%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                               | NatWest Markets plc                                                                            | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      306000 | PA      | $398090.76    | 0.03%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $971.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-849.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78086 | PA      | $74894.94     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15772.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                          | Yum China Holdings, Inc.                                                                       | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       58948 | NS      | $3631786.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd.                                                                 | Lenovo Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     1698000 | NS      | $1366081.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                    | JBS USA LUX SA                                                                                 | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      621000 | PA      | $533035.35    | 0.04%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aon plc                                                                           | Aon plc, Class A                                                                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       44186 | NS      | $14081194.48  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       76312 | NS      | $7954762.88   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Short-Term Euro-BTP                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -131 | NC      | $10842.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                          | Willis Towers Watson plc                                                                       | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       29089 | NS      | $7394132.91   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1624838 | PA      | $1404173.67   | 0.10%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                                    | Quebecor, Inc., Class B                                                                        | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      104503 | NS      | $2478760.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp.                                                                      | Kubota Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      240000 | NS      | $3601693.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                    | Corporate Office Properties LP                                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      675000 | PA      | $610879.32    | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32892.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                           | DBS Group Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      340800 | NS      | $9329508.43   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                                                | Orient Overseas International Ltd.                                                             | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       26500 | NS      | $440781.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                       | Reckitt Benckiser Group plc                                                                    | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       73559 | NS      | $5238266.86   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                              | ERAC USA Finance LLC                                                                           | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      537000 | PA      | $624517.59    | 0.04%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      571328 | PA      | $525527.47    | 0.04%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                           | Eni SpA                                                                                        | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      607000 | PA      | $576741.83    | 0.04%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2681000 | PA      | $2454583.97   | 0.17%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                          | ELO SACA                                                                                       | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $523190.94    | 0.04%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                             | Walt Disney Co. (The)                                                                          | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      658000 | PA      | $562857.17    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp., Class A                                                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      309345 | NS      | $12172725.75  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23133 | PA      | $20285.80     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16195.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70489 | PA      | $61726.94     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     9345000 | PA      | $6084999.05   | 0.42%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-309.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      850000 | PA      | $731785.25    | 0.05%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200903 | PA      | $177781.02    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1331000 | PA      | $1336367.78   | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K131, Class XAM                 | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3177082 | PA      | $205310.66    | 0.01%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                      | Evergy, Inc.                                                                                   | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1108065.11   | 0.08%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co.                                                               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      758000 | PA      | $641486.68    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                 | Nintendo Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       26300 | NS      | $1136538.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      678470 | PA      | $616444.18    | 0.04%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $883865.05    | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Canada 5 Year Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         245 | NC      | $-15933.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $701375.06    | 0.05%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                        | Diageo plc                                                                                     | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       99571 | NS      | $4321015.01   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                                           | Euronet Worldwide, Inc.                                                                        | CUSIP: N/A<br>LEI: YG3575C4DSHJPA5KET68       | Long             | DBT              | CORP              | US        |      825000 | PA      | $798076.66    | 0.06%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM                 | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3056884 | PA      | $248857.56    | 0.02%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL2, Class C                       | CUSIP: 03881EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      857500 | PA      | $801444.37    | 0.06%             | 2036-05-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP, Series 21-1                                                                    | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     1600000 | PA      | $1093406.49   | 0.08%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38595.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      512000 | PA      | $549133.08    | 0.04%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      468444 | PA      | $432033.22    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                             | European Financial Stability Facility                                                          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      772000 | PA      | $865017.16    | 0.06%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                          | PFP Ltd., Series 2021-8, Class B                                                               | CUSIP: 69357XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      507000 | PA      | $476603.32    | 0.03%             | 2037-08-09      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cyprus                                                                | Republic of Cyprus                                                                             | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |     1882000 | PA      | $1836471.52   | 0.13%             | 2026-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                      | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $902198.61    | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198597 | PA      | $201847.79    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      658000 | PA      | $644958.36    | 0.05%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                  | Pernod Ricard SA                                                                               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $775435.18    | 0.05%             | 2032-11-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1025889 | PA      | $979790.16    | 0.07%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      957000 | NS      | $7024319.05   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QQYH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174832 | PA      | $179601.90    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM                 | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3594105 | PA      | $246755.79    | 0.02%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      480762 | PA      | $436959.80    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                       | Aflac, Inc.                                                                                    | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      213000 | PA      | $202445.33    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                     | Stellantis NV                                                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      100281 | NS      | $1571416.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Buxl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          66 | NC      | $-1150201.03  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      399000 | PA      | $376086.40    | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                              | Ontario Teachers' Cadillac Fairview Properties Trust                                           | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      927000 | PA      | $727818.95    | 0.05%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90593 | PA      | $95187.75     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neste OYJ                                                                         | Neste OYJ                                                                                      | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $948359.44    | 0.07%             | 2028-03-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   206150000 | PA      | $1833264.48   | 0.13%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                  | Credit Suisse AG                                                                               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |      730000 | PA      | $765306.34    | 0.05%             | 2024-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2954000 | PA      | $1771319.11   | 0.12%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | United Kingdom of Great Britain and Northern Ireland                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8119000 | PA      | $9197237.55   | 0.64%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       88934 | NS      | $12447202.64  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      484000 | PA      | $394543.30    | 0.03%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3246.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2968.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Finance BV                                                                  | Alcon Finance BV                                                                               | CUSIP: N/A<br>LEI: 529900TPAPL2QKAZIO76       | Long             | DBT              | CORP              | NL        |      460000 | PA      | $467468.20    | 0.03%             | 2028-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       28673 | NS      | $1086115.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                       | Toronto-Dominion Bank (The)                                                                    | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      999000 | PA      | $982701.96    | 0.07%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                          | Samsung Fire & Marine Insurance Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       15684 | NS      | $2590763.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                  | Enel Americas SA                                                                               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     3133000 | PA      | $3070120.69   | 0.21%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                            | Holcim Sterling Finance Netherlands BV                                                         | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $775043.49    | 0.05%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1815000 | PA      | $1783479.08   | 0.12%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-763.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                            | Memorial Sloan-Kettering Cancer Center, Series 2020                                            | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      670000 | PA      | $483057.71    | 0.03%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                              | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       53669 | NS      | $6995217.46   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                                                 | T-Mobile US, Inc.                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       48049 | NS      | $7174196.19   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      982615 | PA      | $861073.16    | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class AS                      | CUSIP: 03880VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $991365.00    | 0.07%             | 2034-09-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                       | Axalta Coating Systems Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       97308 | NS      | $2928970.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      677000 | PA      | $495181.76    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      391616 | PA      | $374370.64    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                    | State of Qatar                                                                                 | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      299000 | PA      | $282294.87    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-688799.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2075546.52  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706747 | PA      | $718246.62    | 0.05%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class B                                                    | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      388000 | PA      | $362362.90    | 0.03%             | 2038-12-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      780000 | PA      | $849605.12    | 0.06%             | 2031-01-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                          | Equitable Holdings, Inc.                                                                       | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      882000 | PA      | $903034.02    | 0.06%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      360485 | PA      | $371536.86    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                                | Chemours Co. (The)                                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       25626 | NS      | $932530.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                             | Colgate-Palmolive Co.                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       66005 | NS      | $4919352.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                                         | Cboe Global Markets, Inc.                                                                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       35583 | NS      | $4372439.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      133955 | NS      | $1703887.49   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                       | Phillips 66                                                                                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      568000 | PA      | $557169.65    | 0.04%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                  | Roche Holding AG                                                                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       62280 | NS      | $19464577.65  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                            | Oklahoma Development Finance Authority                                                         | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |      992000 | PA      | $892218.89    | 0.06%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63471 | PA      | $56777.71     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $929513.26    | 0.06%             | 2026-12-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-BTP                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -100 | NC      | $294224.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      788375 | PA      | $663855.59    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                        | Vonovia SE                                                                                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $460057.53    | 0.03%             | 2051-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   154900000 | PA      | $7819897.88   | 0.55%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1775.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                               | Deutsche Telekom AG                                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      920000 | PA      | $797257.89    | 0.06%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $391184.40    | 0.03%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      144162 | PA      | $140397.52    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44037.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                        | KDDI Corp.                                                                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      347600 | NS      | $10860531.49  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $274414.50    | 0.02%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                    | WP Carey, Inc.                                                                                 | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1086684.75   | 0.08%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34458.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp.                                                                       | Cigna Corp.                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       32021 | NS      | $10140090.07  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1200000 | PA      | $10087.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11648.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9683000 | PA      | $6769840.10   | 0.47%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| City of Oslo Norway                                                               | City of Oslo Norway                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXGVU850       | Long             | DBT              | NUSS              | NO        |    15000000 | PA      | $1386165.54   | 0.10%             | 2029-05-18      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      522000 | PA      | $480146.02    | 0.03%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                   | Seagate Technology Holdings plc                                                                | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       24519 | NS      | $1661897.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                   | Telefonaktiebolaget LM Ericsson                                                                | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |      840000 | PA      | $796772.24    | 0.06%             | 2027-02-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                      | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       41237 | NS      | $3682876.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FS RIALTO                                                                         | FS RIALTO, Series 2021-FL2, Class AS                                                           | CUSIP: 30319YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1454000 | PA      | $1382675.48   | 0.10%             | 2038-05-16      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FORT CRE Issuer LLC                                                               | FORT CRE Issuer LLC, Series 2022-FL3, Class AS                                                 | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592000 | PA      | $568615.41    | 0.04%             | 2039-02-23      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                    | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       89308 | NS      | $10883965.96  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                                           | Sberbank of Russia PJSC                                                                        | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |      780516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8994000 | PA      | $6995294.32   | 0.49%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                 | American Electric Power Co., Inc.                                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       18480 | NS      | $1736380.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1029000 | PA      | $953693.65    | 0.07%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                           | E.ON SE                                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      681975 | NS      | $7410026.88   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      135990 | NS      | $10528345.80  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10493.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3087.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2021-FL6, Class B                                                             | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2088916.28   | 0.15%             | 2036-07-16      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                                | VICI Properties LP                                                                             | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1029907.41   | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      974000 | PA      | $956817.11    | 0.07%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1025.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class A2                  | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3914000 | PA      | $3779866.83   | 0.26%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                  | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      877000 | PA      | $802065.07    | 0.06%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                                                    | Nomura Research Institute Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       73400 | NS      | $1760909.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5153.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                              | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      910000 | PA      | $722285.86    | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                            | VGP NV                                                                                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |     1000000 | PA      | $741317.26    | 0.05%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                      | Vistra Corp.                                                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       29839 | NS      | $688087.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Ultra Bond                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          59 | NC      | $112023.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Long Gilt                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          35 | NC      | $-21918.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                                         | CGI, Inc.                                                                                      | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       49235 | NS      | $4219878.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                  | ABN AMRO Bank NV                                                                               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      177838 | NS      | $2944922.18   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62760 | PA      | $55258.56     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPP-Distribucia A/S                                                               | SPP-Distribucia A/S                                                                            | CUSIP: N/A<br>LEI: 213800AGL5LRVQNANS48       | Long             | DBT              | CORP              | SK        |     1090000 | PA      | $782095.72    | 0.05%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67512.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2876000 | PA      | $2428070.71   | 0.17%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                        | Anglo American Capital plc                                                                     | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1815000 | PA      | $1871497.97   | 0.13%             | 2030-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70246 | PA      | $63110.46     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                    | AIA Group Ltd.                                                                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     1443000 | PA      | $1265234.27   | 0.09%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                     | Organon & Co.                                                                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      158232 | NS      | $4767530.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                              | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      130110 | NS      | $7286160.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                                | MDGH GMTN RSC Ltd.                                                                             | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |     1460000 | PA      | $1254651.00   | 0.09%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN35, Class XA                                                               | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6189972 | PA      | $370098.40    | 0.03%             | 2064-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                        | Australia & New Zealand Banking Group Ltd.                                                     | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1034000 | PA      | $797431.14    | 0.06%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                                       | Apple, Inc.                                                                                    | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      204000 | PA      | $209054.12    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      274000 | PA      | $251494.47    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MFWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185556 | PA      | $168635.54    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240623 | PA      | $202486.83    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150676.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      456000 | PA      | $388705.03    | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1527265 | PA      | $1338238.79   | 0.09%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -31 | NC      | $-105466.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      570000 | PA      | $614352.49    | 0.04%             | 2028-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                          | KB Financial Group, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       19041 | NS      | $867576.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6023.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                      | European Stability Mechanism                                                                   | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     4280000 | PA      | $3642826.00   | 0.25%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp.                                                                                  | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $940254.87    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349283 | PA      | $355330.32    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                       | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       18781 | NS      | $4034534.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140LQRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      816997 | PA      | $688205.25    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                         | Prosus NV                                                                                      | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      587000 | PA      | $507754.71    | 0.04%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           3 | NC      | $-5615.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31025 | PA      | $27214.55     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                       | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4668935 | PA      | $323064.64    | 0.02%             | 2054-05-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                              | Coterra Energy, Inc.                                                                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       68199 | NS      | $1707020.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      184000 | PA      | $185832.31    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $926697.94    | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                           | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      368435 | PA      | $332945.39    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                              | Laboratory Corp. of America Holdings                                                           | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      567000 | PA      | $520473.58    | 0.04%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1463950000 | PA      | $11784029.90  | 0.82%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                                                        | ACREC Ltd., Series 2021-FL1, Class C                                                           | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1125500 | PA      | $1074203.31   | 0.07%             | 2036-10-16      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| China Petroleum & Chemical Corp.                                                  | China Petroleum & Chemical Corp., Class H                                                      | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |     9228000 | NS      | $4990754.34   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                          | Manulife Financial Corp.                                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      354540 | NS      | $7015924.39   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                                                        | Lear Corp.                                                                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       30901 | NS      | $4504747.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                         | Zurich Insurance Group AG                                                                      | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        5687 | NS      | $2812647.56   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                        | Anglo American Capital plc                                                                     | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      730000 | PA      | $814872.64    | 0.06%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98769.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                      | Discovery Communications LLC                                                                   | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      718000 | PA      | $660051.48    | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                | Southern Co. (The)                                                                             | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $88156.99     | 0.01%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132A5GF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      654067 | PA      | $626889.10    | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $940327.66    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2020-1A, Class A                                           | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      231974 | PA      | $212843.20    | 0.01%             | 2035-11-15      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      143532 | NS      | $7089045.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28691.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                                    | EPR Properties                                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      725000 | PA      | $560480.54    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                      | Barclays plc                                                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $397946.23    | 0.03%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                            | SES SA                                                                                         | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      580000 | PA      | $590537.54    | 0.04%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                         | BXMT Ltd., Series 2021-FL4, Class B                                                            | CUSIP: 05609GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1996500 | PA      | $1854599.36   | 0.13%             | 2038-05-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                       | Toronto-Dominion Bank (The)                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $126424.33    | 0.01%             | 2028-01-11      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                     | China Construction Bank Corp., Class H                                                         | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     2316000 | NS      | $1504377.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | UMBS, 30 Year, Single Family                                                                   | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25000 | PA      | $25060.55     | 0.00%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   158050000 | PA      | $23726638.76  | 1.66%             | 2026-03-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                             | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      478000 | PA      | $485757.94    | 0.03%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                                    | Secom Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       77500 | NS      | $4616050.41   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200240.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203032 | PA      | $184519.08    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4686.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM                 | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1523000 | PA      | $76277.48     | 0.01%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                        | Michigan Finance Authority                                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      945000 | PA      | $801789.50    | 0.06%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       49710 | NS      | $3629824.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8312.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $1798713.91   | 0.13%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                       | Holding d'Infrastructures de Transport SASU                                                    | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $712300.69    | 0.05%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10845.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      534000 | PA      | $506102.60    | 0.04%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      281000 | PA      | $241193.27    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                   | Telefonaktiebolaget LM Ericsson                                                                | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |     1160000 | PA      | $987053.24    | 0.07%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221010.64    | 0.02%             | 2029-11-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                                       | Raytheon Technologies Corp.                                                                    | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      770000 | PA      | $544170.20    | 0.04%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       34795 | NS      | $12728358.95  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                                                  | National Retail Properties, Inc.                                                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       29909 | NS      | $1416191.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                          | Enel SpA, Series 9.5Y                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     1025000 | PA      | $816245.82    | 0.06%             | 2030-06-08      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM                 | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1752322 | PA      | $127614.78    | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112089 | PA      | $99981.29     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       43855 | NS      | $10867707.55  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C                          | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $209996.10    | 0.01%             | 2036-07-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                          | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      699000 | PA      | $604907.40    | 0.04%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                                          | Ubisoft Entertainment SA                                                                       | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $573662.32    | 0.04%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                           | E.ON SE                                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      460000 | PA      | $496388.35    | 0.03%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -275 | NC      | $-161138.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| National Grid Electricity Transmission plc                                        | National Grid Electricity Transmission plc                                                     | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      820000 | PA      | $657705.51    | 0.05%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MQA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      990331 | PA      | $929590.07    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2022-C18, Class AS                                                | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      584994 | PA      | $627713.60    | 0.04%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145367 | PA      | $132491.56    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      249297 | NS      | $8845057.56   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Group SARL                                                                     | P3 Group SARL                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      840000 | PA      | $798403.23    | 0.06%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                            | Standard Chartered plc                                                                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      940000 | PA      | $845635.55    | 0.06%             | 2029-11-17      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                  | Spirit Realty LP                                                                               | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |      531000 | PA      | $483548.73    | 0.03%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47162.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                     | Rio Tinto plc                                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      159642 | NS      | $12480233.28  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      844000 | PA      | $708071.83    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                              | Kimberly-Clark Corp.                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       54474 | NS      | $7082164.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2939000 | PA      | $2765415.31   | 0.19%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                          | Grand City Properties SA                                                                       | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $428065.32    | 0.03%             | 2026-03-11      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      362000 | PA      | $291186.29    | 0.02%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                      | Canadian Pacific Railway Co.                                                                   | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      386000 | PA      | $333341.25    | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1052195.18   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                | Crown Castle, Inc.                                                                             | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      501000 | PA      | $460269.58    | 0.03%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1418496.32   | 0.10%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      316000 | PA      | $269163.09    | 0.02%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                       | Rogers Communications, Inc.                                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      765000 | PA      | $688595.45    | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $196478.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                           | Boston Scientific Corp.                                                                        | CUSIP: N/A<br>LEI: Y6ZDD9FP4P8JSSJMW954       | Long             | DBT              | CORP              | US        |      630000 | PA      | $599335.28    | 0.04%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $772841.68    | 0.05%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                                    | Techtronic Industries Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       95000 | NS      | $1224811.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      322150 | PA      | $283930.12    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada, Inc.                                                | Mercedes-Benz Finance Canada, Inc.                                                             | CUSIP: N/A<br>LEI: 549300G6QKWRPOX3M965       | Long             | DBT              | CORP              | CA        |      480000 | PA      | $516227.53    | 0.04%             | 2027-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134405 | PA      | $135963.84    | 0.01%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K064, Class A2                  | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1451888.85   | 0.10%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                          | Volvo AB, Class B                                                                              | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      138008 | NS      | $2735344.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      643000 | PA      | $657613.15    | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61441 | PA      | $54960.03     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -413 | NC      | $580507.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                                                        | AerCap Ireland Capital DAC                                                                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      293000 | PA      | $228580.23    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11877.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                     | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       22694 | NS      | $4731245.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                                  | Telkom Indonesia Persero Tbk. PT                                                               | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     4088900 | NS      | $1050184.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32615.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                  | TotalEnergies SE                                                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       67355 | NS      | $4184584.85   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41232.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                       | Bouygues SA                                                                                    | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $584547.52    | 0.04%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                       | Investor AB                                                                                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      240000 | PA      | $247300.36    | 0.02%             | 2032-06-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1305214 | PA      | $1097900.98   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                            | CTP NV                                                                                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $773964.92    | 0.05%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                         | Nestle SA (Registered)                                                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       45180 | NS      | $5513380.94   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1809.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1071594 | PA      | $857071.49    | 0.06%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275866 | PA      | $281775.89    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82875.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $1022322.07   | 0.07%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                       | Dick's Sporting Goods, Inc.                                                                    | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      994000 | PA      | $813310.76    | 0.06%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas plc                                                       | MOL Hungarian Oil & Gas plc                                                                    | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | DBT              | CORP              | HU        |      640000 | PA      | $585651.36    | 0.04%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                        | Warnermedia Holdings, Inc.                                                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $1195209.34   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ceske Drahy A/S                                                                   | Ceske Drahy A/S                                                                                | CUSIP: N/A<br>LEI: 31570010000000034336       | Long             | DBT              | NUSS              | CZ        |     1080000 | PA      | $1206896.45   | 0.08%             | 2027-10-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      488857 | PA      | $435674.18    | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                         | Aon Corp.                                                                                      | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      244000 | PA      | $206878.55    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $545.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                                            | Petroleo Brasileiro SA                                                                         | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      157980 | NS      | $1630353.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16721.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                    | Southern California Edison Co.                                                                 | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      478000 | PA      | $375748.20    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                       | Masco Corp.                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      128075 | NS      | $6813590.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                              | Navistar Financial Dealer Note Master Owner Trust II, Series 2022-1, Class A                   | CUSIP: 63938PBR9<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $526753.29    | 0.04%             | 2027-05-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Northern Trust Corp.                                                              | Northern Trust Corp.                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       42747 | NS      | $4145176.59   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                               | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       68174 | NS      | $5862282.26   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $510352.01    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184877 | PA      | $169102.03    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transmissora Alianca de Energia Eletrica SA                                       | Transmissora Alianca de Energia Eletrica SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       91144 | NS      | $665405.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B27, Class XA                                            | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13973611 | PA      | $1008801.12   | 0.07%             | 2054-07-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2021-FL6, Class AS                                                            | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2098430.62   | 0.15%             | 2036-07-16      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159203 | PA      | $141352.57    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                              | Massachusetts Housing Finance Agency                                                           | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     1080000 | PA      | $1097371.26   | 0.08%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26064.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                                               | Virgin Money UK plc                                                                            | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      650000 | PA      | $762132.71    | 0.05%             | 2030-12-11      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                               | Union Pacific Corp.                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       22723 | NS      | $4639809.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4750000 | PA      | $3303848.03   | 0.23%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      957000 | PA      | $742972.93    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2020-C7, Class XA                                                 | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1434443 | PA      | $103652.43    | 0.01%             | 2053-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                              | Korea Hydro & Nuclear Power Co. Ltd.                                                           | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |      637000 | PA      | $621839.41    | 0.04%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      620668 | PA      | $586761.33    | 0.04%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                           | Arrow Electronics, Inc.                                                                        | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      647000 | PA      | $626016.31    | 0.04%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                      | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      584000 | PA      | $452870.51    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       26000 | PA      | $19880.81     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                           | Boston Scientific Corp.                                                                        | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $957726.82    | 0.07%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                             | NXP Semiconductors NV                                                                          | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       34652 | NS      | $6386710.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                                       | Anhui Conch Cement Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |      390500 | NS      | $1479100.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1987751 | PA      | $1671439.02   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                  | Mastercard, Inc.                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      542000 | PA      | $492205.26    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B28, Class XA                                            | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13195539 | PA      | $957036.84    | 0.07%             | 2054-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Ltd.                                                      | ACRES Commercial Realty Ltd., Series 2021-FL2, Class AS                                        | CUSIP: 00500JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      808500 | PA      | $789328.20    | 0.06%             | 2037-01-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       40658 | NS      | $4046191.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                                                        | Province of Alberta                                                                            | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      710000 | PA      | $565785.50    | 0.04%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1147074 | PA      | $1139013.00   | 0.08%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                                 | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5371821 | PA      | $488019.76    | 0.03%             | 2054-02-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1362.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                      | Fujitsu Ltd.                                                                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       39100 | NS      | $5599541.84   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                                  | RAC Bond Co. plc                                                                               | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      530000 | PA      | $614365.08    | 0.04%             | 2026-05-06      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $97410.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Ltd.                                                      | ACRES Commercial Realty Ltd., Series 2021-FL2, Class B                                         | CUSIP: 00500JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1275608.66   | 0.09%             | 2037-01-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                             | Kraft Heinz Foods Co.                                                                          | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1092083.13   | 0.08%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                             | Gilead Sciences, Inc.                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       33778 | NS      | $2835325.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      961589 | PA      | $842576.04    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       29588 | NS      | $3031290.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Gas Co.                                                                    | Boston Gas Co.                                                                                 | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      857000 | PA      | $790546.26    | 0.06%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14958.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                                           | EXOR NV                                                                                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      720000 | PA      | $611467.09    | 0.04%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1980711.66   | 0.14%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $206058.41    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                    | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $975188.68    | 0.07%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1027915.83   | 0.07%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47202.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                                | Ooredoo International Finance Ltd.                                                             | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |      820000 | PA      | $718844.80    | 0.05%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    30230000 | PA      | $4563183.59   | 0.32%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       99416 | PA      | $83683.04     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                         | Coca-Cola Femsa SAB de CV                                                                      | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |       16054 | NS      | $1222993.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $646077.60    | 0.05%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10593.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | UMBS, 15 Year, Single Family                                                                   | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $767319.39    | 0.05%             | 2038-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      502000 | PA      | $488519.41    | 0.03%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                               | Triton Container International Ltd.                                                            | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      769000 | PA      | $618253.02    | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd. (Preference)                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       21999 | NS      | $991302.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $702489.81    | 0.05%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      665000 | PA      | $572920.52    | 0.04%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1533447.98   | 0.11%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                                             | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       11384 | NS      | $1143295.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      446000 | PA      | $422976.55    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | CDS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    78620000 | PA      | $-292005.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2022-BNK41, Class AS                                                              | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304000 | PA      | $1157433.79   | 0.08%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2641000 | PA      | $2161690.33   | 0.15%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22887.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                   | WEA Finance LLC                                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      800000 | PA      | $702746.47    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Accenture plc                                                                     | Accenture plc, Class A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       16160 | NS      | $4509448.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM                 | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7375798 | PA      | $789911.82    | 0.06%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40931 | PA      | $36478.09     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                                | Kingdom of Belgium                                                                             | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     6247000 | PA      | $4317309.58   | 0.30%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1080000 | PA      | $651168.07    | 0.05%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM                 | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4021884 | PA      | $237813.20    | 0.02%             | 2031-09-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                              | Galp Energia SGPS SA                                                                           | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | DBT              | CORP              | PT        |      600000 | PA      | $611482.74    | 0.04%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                           | Boston Scientific Corp., Series A                                                              | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       13573 | NS      | $1549086.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   747500000 | PA      | $6309344.49   | 0.44%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                         | Gerdau SA (Preference)                                                                         | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |      483700 | NS      | $3119661.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3061.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                        | AT&T, Inc.                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      246000 | PA      | $181534.62    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                      | Capgemini SE                                                                                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       16217 | NS      | $3075363.42   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                     | Pioneer Natural Resources Co.                                                                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        6088 | NS      | $1402370.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $864015.47    | 0.06%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201430 | PA      | $175173.50    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                           | EXOR NV                                                                                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $569194.78    | 0.04%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                                       | LUKOIL PJSC                                                                                    | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |        8038 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LoanCore Issuer Ltd.                                                              | LoanCore Issuer Ltd., Series 2021-CRE5, Class B                                                | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      782000 | PA      | $738702.15    | 0.05%             | 2036-07-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                        | AerCap Ireland Capital DAC                                                                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      367000 | PA      | $308136.54    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                         | Prosus NV                                                                                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      690000 | PA      | $610611.68    | 0.04%             | 2030-01-19      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                   | Belfius Bank SA                                                                                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $761871.27    | 0.05%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23509.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22133.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      432477 | PA      | $439971.52    | 0.03%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                              | Pertamina Persero PT                                                                           | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     1050000 | PA      | $968770.16    | 0.07%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class B                                                         | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      620000 | PA      | $570528.96    | 0.04%             | 2037-01-16      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $843269.41    | 0.06%             | 2029-01-22      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AA Bond Co. Ltd.                                                                  | AA Bond Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |     1000000 | PA      | $985466.33    | 0.07%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15547000 | PA      | $10315677.34  | 0.72%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                               | DT Auto Owner Trust, Series 2023-1A, Class A                                                   | CUSIP: 23346KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $749840.40    | 0.05%             | 2027-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1234749 | PA      | $1158123.47   | 0.08%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL2, Class B                       | CUSIP: 03881EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      289000 | PA      | $273821.72    | 0.02%             | 2036-05-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                       | Hellenic Telecommunications Organization SA                                                    | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      134296 | NS      | $2112618.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      793000 | PA      | $809572.49    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2515.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logicor Financing SARL                                                            | Logicor Financing SARL                                                                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      275000 | PA      | $203990.65    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                                         | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      660000 | PA      | $746038.95    | 0.05%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                             | Toledo Hospital (The), Series AGMC                                                             | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      590000 | PA      | $582093.69    | 0.04%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                               | Suncor Energy, Inc.                                                                            | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      146646 | NS      | $5089708.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      824918 | PA      | $838760.96    | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3905.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                           | Waste Connections, Inc.                                                                        | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     1526000 | PA      | $1482428.84   | 0.10%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2021-1A, Class A                                           | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      327029 | PA      | $293901.30    | 0.02%             | 2036-04-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                   | Alpek SAB de CV                                                                                | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      501000 | PA      | $419904.11    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2150.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     2325354 | NS      | $8847247.74   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1977810 | PA      | $2010185.85   | 0.14%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      510004 | PA      | $493998.02    | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                           | Texas Instruments, Inc.                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       67680 | NS      | $11993572.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      107000 | PA      | $96968.78     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183838.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                         | SLM Corp.                                                                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      120486 | NS      | $2116939.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       99577 | PA      | $91859.90     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57055 | PA      | $51847.69     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                      | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       41656 | NS      | $3125866.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                                                         | Extra Space Storage, Inc.                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12265 | NS      | $1935784.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties LP                                                    | Corporate Office Properties LP                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      868000 | PA      | $677489.46    | 0.05%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                               | STORE Capital Corp.                                                                            | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |      949000 | PA      | $715599.16    | 0.05%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $333768.10    | 0.02%             | 2032-02-17      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1450.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                                                        | BIM Birlesik Magazalar A/S                                                                     | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      299991 | NS      | $1990572.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K133, Class XAM                 | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13281588 | PA      | $509687.58    | 0.04%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119807 | PA      | $108854.76    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                | Credit Agricole SA                                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $760586.45    | 0.05%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                                 | Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A                                     | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1579000 | PA      | $1517477.74   | 0.11%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                                       | Apple, Inc.                                                                                    | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      994000 | PA      | $943508.58    | 0.07%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      670000 | PA      | $739268.29    | 0.05%             | 2031-01-11      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B                          | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1977500 | PA      | $1910160.98   | 0.13%             | 2036-07-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Canada 10 Year Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          77 | NC      | $72691.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Stability Mechanism                                                      | European Stability Mechanism                                                                   | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | LU        |     2140000 | PA      | $2028121.06   | 0.14%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                  | Pernod Ricard SA                                                                               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       17746 | NS      | $3671761.94   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1235000 | PA      | $1132240.59   | 0.08%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd.                                                     | Canadian Pacific Railway Ltd.                                                                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       54650 | NS      | $4313511.71   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      410000 | PA      | $446869.90    | 0.03%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      270170 | PA      | $248162.54    | 0.02%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7447.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                         | New Jersey Economic Development Authority                                                      | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |      801000 | PA      | $880126.30    | 0.06%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      163847 | NS      | $8189711.93   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      412000 | PA      | $311936.10    | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     5060000 | PA      | $33343.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86491 | PA      | $77817.31     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arion Banki HF                                                                    | Arion Banki HF                                                                                 | CUSIP: N/A<br>LEI: RIL4VBPDB0M7Z3KXSF19       | Long             | DBT              | CORP              | IS        |     1080000 | PA      | $1158269.02   | 0.08%             | 2024-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                              | Henkel AG & Co. KGaA (Preference)                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      102396 | NS      | $7280315.74   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    32010000 | PA      | $164363.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BJ6F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      183173 | PA      | $166521.03    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBB Treasury OYJ                                                                  | SBB Treasury OYJ                                                                               | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      450000 | PA      | $322883.55    | 0.02%             | 2029-11-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58424 | PA      | $52322.96     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      908000 | PA      | $829685.00    | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      517438 | PA      | $453517.28    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer