# EDGAR Filing Document

**Accession Number:** 0000356349
**File Stem:** 0001752724-23-011793
**Filing Date:** 2023-1
**Character Count:** 702096
**Document Hash:** 9caab678a2a70736defbbb62dc94bcca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011793.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011793

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XIII
- **CENTRAL INDEX KEY:** 0000356349
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03327
- **FILM NUMBER:** 23550825

**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 GOVERNMENT SECURITIES FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT GUARANTEED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19910522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORKING CAPITAL TRUST
- **DATE OF NAME CHANGE:** 19840529

## Series and Classes Contracts Data

### MFS Diversified Income Fund (Series ID: S000012219)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033358 | A            | DIFAX           |
| C000033359 | C            | DIFCX           |
| C000033360 | I            | DIFIX           |
| C000068409 | R1           | DIFDX           |
| C000068410 | R2           | DIFEX           |
| C000068411 | R3           | DIFFX           |
| C000068412 | R4           | DIFGX           |
| C000117928 | R6           | DIFHX           |

## Nport-Ex

![](img7dad1db71.gif)

### Quarterly Report
November 30, 2022

MFS<sup>®</sup> Diversified<br> Income Fund

![](img32c3ad1b2.gif)

DIF-Q3

------

### Portfolio of Investments
11/30/22 (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 ($)** |
| Bonds – 41.5% | Bonds – 41.5% | Bonds – 41.5% |
| Aerospace & Defense – 0.5% | Aerospace & Defense – 0.5% | Aerospace & Defense – 0.5% |
| Boeing Co., 5.15%, 5/01/2030 | $2366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2308343 |
| Boeing Co., 3.75%, 2/01/2050 | 1459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023359 |
| Boeing Co., 5.805%, 5/01/2050 | 3164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985089 |
| DAE Sukuk DIFC Ltd., 3.75%, 2/15/2026 (n) | 1258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176230 |
| General Dynamics Corp., 3.625%, 4/01/2030 | 1362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286854 |
| Raytheon Technologies Corp., 1.9%, 9/01/2031 | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225985 |
| Raytheon Technologies Corp., 2.375%, 3/15/2032 | 1796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473776 |
| Raytheon Technologies Corp., 3.03%, 3/15/2052 | 1272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12371496 |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |
| Tapestry, Inc., 4.125%, 7/15/2027 | $&nbsp;&nbsp;&nbsp;667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$620488 |
| Tapestry, Inc., 3.05%, 3/15/2032 | 1561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207884 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1828372 |
| Asset-Backed & Securitized – 0.9% | Asset-Backed & Securitized – 0.9% | Asset-Backed & Securitized – 0.9% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.142%, 11/15/2054 (i) | $6517605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$388593 |
| ACREC 2021-FL1 Ltd., "A", FLR, 5.061% (LIBOR - 1mo. + 1.15%), 10/16/2036 (n) | 1091500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043689 |
| Arbor Realty Trust, Inc., CLO, 2021-FL1, "B", FLR, 5.378% (LIBOR - 1mo. + 1.5%), 12/15/2035 (n) | &nbsp;&nbsp;&nbsp;998500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919525 |
| Arbor Realty Trust, Inc., CLO, 2021-FL4, "AS", FLR, 5.575% (LIBOR - 1mo. + 1.7%), 11/15/2036 (n) | &nbsp;&nbsp;&nbsp;484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457268 |
| AREIT 2022-CRE6 Trust, "AS", FLR, 5.042% (SOFR - 30 day + 1.65%), 1/16/2037 (n) | &nbsp;&nbsp;&nbsp;946500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889042 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.751%, 2/15/2054 (i) | 3538027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325397 |
| BBCMS Mortgage Trust, 2022-C18, "XA", 0.46%, 12/15/2055 (i)(w) | 4293073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168945 |
| BDS 2021-FL7 Ltd., "B", FLR, 5.439% (LIBOR - 1mo. + 1.5%), 6/16/2036 (n) | &nbsp;&nbsp;&nbsp;431500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403430 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.15%, 3/15/2054 (i) | 6689751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414439 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.998%, 6/15/2054 (i) | 6506087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324630 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.383%, 7/15/2054 (i) | 7596859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544101 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.809%, 7/15/2055 (i) | 6962076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344146 |
| Capital Automotive, 2020-1A, "A4", REIT, 3.19%, 2/15/2050 (n) | &nbsp;&nbsp;&nbsp;513052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479642 |
| Citigroup Commercial Mortgage Trust, 2019-XA, "C7", 0.995%, 12/15/2072 (i) | 9417864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422881 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.78%, 4/15/2054 (i) | 4823410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212773 |
| Commercial Mortgage Pass-Through Certificates, 2022-BN43, "XA", 0.9%, 8/15/2055 (i) | 7997443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508403 |
| KREF 2018-FT1 Ltd., "A", FLR, 4.981% (LIBOR - 1mo. + 1.1%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;478500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461952 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.211% (LIBOR - 1mo. + 1.3%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488462 |
| LAD Auto Receivables Trust, 2022-1A, "A", 5.21%, 6/15/2027 (n) | &nbsp;&nbsp;&nbsp;423007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415224 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 5.625% (LIBOR - 1mo. + 1.75%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695407 |
| Madison Park Funding Ltd., 2014-13A, "BR2", FLR, 5.727% (LIBOR - 3mo. + 1.5%), 4/19/2030 (n) | 2390920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328558 |
| MF1 2020-FL4 Ltd., "A", FLR, 5.678% (LIBOR - 1mo. + 1.7%), 11/15/2035 (n) | 1152808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121064 |
| MF1 2021-FL5 Ltd., "AS", FLR, 5.178% (LIBOR - 1mo. + 1.2%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931758 |
| MF1 2021-FL5 Ltd., "B", FLR, 5.428% (LIBOR - 1mo. + 1.45%), 7/15/2036 (n) | 1241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172892 |
| MF1 2022-FL8 Ltd., "A", FLR, 4.768% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | 1430921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368622 |
| Morgan Stanley Capital I Trust, 2018-H4, "XA", 1.001%, 12/15/2051 (i) | 9729989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360925 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.419%, 5/15/2054 (i) | 2694815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189112 |
| Palmer Square Loan Funding 2020-1A Ltd., "A2", FLR, 6.025% (LIBOR - 3mo. + 1.35%), 2/20/2028 (n) | 1308942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281954 |
| PFP III 2021-7 Ltd., "AS", FLR, 5.025% (LIBOR - 1mo. + 1.15%), 4/14/2038 (n) | 1383931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293249 |
| PFP III 2021-8 Ltd., "A", FLR, 4.904% (LIBOR - 1mo. + 1%), 8/09/2037 (n) | &nbsp;&nbsp;&nbsp;829812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795801 |
| PFP III 2021-8 Ltd., "AS", FLR, 5.154% (LIBOR - 1mo. + 1.25%), 8/09/2037 (n) | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947566 |
| ReadyCap Commercial Mortgage Trust, 2021-FL5, "A", FLR, 5.044% (LIBOR - 1mo. + 1%), 4/25/2038 (z) | &nbsp;&nbsp;&nbsp;570232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551080 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "A", FLR, 5.244% (LIBOR - 1mo. + 1.2%), 11/25/2036 | &nbsp;&nbsp;&nbsp;353699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338800 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "AS", FLR, 5.544% (LIBOR - 1mo. + 1.5%), 11/25/2036 | &nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102472 |
| Santander Drive Auto Receivables Trust, 2022-5, "A2", 3.98%, 1/15/2025 | &nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536029 |
| Santander Drive Auto Receivables Trust, 2022-6, "A2", 4.37%, 5/15/2025 | &nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178921 |
| Wells Fargo Commercial Mortgage Trust, 2018-C48, "XA", 1.118%, 1/15/2052 (i) | 5394268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231253 |
| Westlake Automobile Receivables Trust, 2022-3A, "A2", 5.24%, 7/15/2025 (n) | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844092 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24482097 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Automotive – 0.1% | Automotive – 0.1% | Automotive – 0.1% |
| Hyundai Capital America, 1.8%, 1/10/2028 (n) | $&nbsp;&nbsp;&nbsp;852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$696178 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 2301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350045 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3046223 |
| Broadcasting – 0.5% | Broadcasting – 0.5% | Broadcasting – 0.5% |
| Discovery Communications LLC, 3.625%, 5/15/2030 | $2384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2008419 |
| Discovery Communications LLC, 4%, 9/15/2055 | 1082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693598 |
| Prosus N.V., 3.68%, 1/21/2030 (n) | 1602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299028 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | 1227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915974 |
| Prosus N.V., 4.193%, 1/19/2032 (n) | &nbsp;&nbsp;&nbsp;881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693708 |
| Prosus N.V., 4.027%, 8/03/2050 (n) | 1149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701214 |
| Prosus N.V., 3.832%, 2/08/2051 (n) | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608375 |
| Walt Disney Co., 3.35%, 3/24/2025 | 2391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328747 |
| Walt Disney Co., 3.5%, 5/13/2040 | 2155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772374 |
| Walt Disney Co., 3.8%, 5/13/2060 | 1364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081507 |
| Warnermedia Holdings, Inc., 4.279%, 3/15/2032 (n) | 2105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787143 |
| Warnermedia Holdings, Inc., 5.391%, 3/15/2062 (n) | &nbsp;&nbsp;&nbsp;882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682483 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14572570 |
| Brokerage & Asset Managers – 0.2% | Brokerage & Asset Managers – 0.2% | Brokerage & Asset Managers – 0.2% |
| Brookfield Finance, Inc., 2.34%, 1/30/2032 | $1462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1136405 |
| Charles Schwab Corp., 1.95%, 12/01/2031 | 1797000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422555 |
| Intercontinental Exchange, Inc., 1.85%, 9/15/2032 | 2958000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273389 |
| Intercontinental Exchange, Inc., 3%, 9/15/2060 | 1822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192592 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6024941 |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| Fortune Brands Home & Security, Inc., 4%, 3/25/2032 | $3331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2897603 |
| GCC S.A.B de C.V., 3.614%, 4/20/2032 (n) | 1646000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362065 |
| Vulcan Materials Co., 3.5%, 6/01/2030 | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320721 |
| Vulcan Materials Co., 4.5%, 6/15/2047 | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274900 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4855289 |
| Business Services – 0.5% | Business Services – 0.5% | Business Services – 0.5% |
| Equifax, Inc., 3.1%, 5/15/2030 | $1801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1528055 |
| Equifax, Inc., 2.35%, 9/15/2031 | 1098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850081 |
| Equinix, Inc., 2.5%, 5/15/2031 | 2649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133335 |
| Fiserv, Inc., 4.4%, 7/01/2049 | 1953000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609679 |
| Mastercard, Inc., 3.85%, 3/26/2050 | 1013000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883705 |
| Visa, Inc., 2.05%, 4/15/2030 | 3932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387981 |
| Visa, Inc., 2.7%, 4/15/2040 | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416594 |
| Visa, Inc., 2%, 8/15/2050 | 1791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119190 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12928620 |
| Cable TV – 0.3% | Cable TV – 0.3% | Cable TV – 0.3% |
| Cable Onda S.A., 4.5%, 1/30/2030 (n) | $1326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1112116 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035 | 2175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140068 |
| Comcast Corp., 1.5%, 2/15/2031 | 3070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423630 |
| Comcast Corp., 3.75%, 4/01/2040 | 1245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040320 |
| United Group B.V., 4.625%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290676 |
| VTR Comunicaciones S.p.A., 5.125%, 1/15/2028 (n) | $1273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725610 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7732420 |
| Chemicals – 0.1% | Chemicals – 0.1% | Chemicals – 0.1% |
| RPM International, Inc., 4.55%, 3/01/2029 | $1380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1283254 |
| RPM International, Inc., 4.25%, 1/15/2048 | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83371 |
| Sasol Financing (USA) LLC, 5.5%, 3/18/2031 | 1455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2574005 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Computer Software – 0.3% | Computer Software – 0.3% | Computer Software – 0.3% |
| Cisco Systems, Inc., 5.5%, 1/15/2040 | $&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$782769 |
| Microsoft Corp., 2.525%, 6/01/2050 | 7093000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884866 |
| VeriSign, Inc., 4.75%, 7/15/2027 | 2180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134549 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7802184 |
| Computer Software - Systems – 0.3% | Computer Software - Systems – 0.3% | Computer Software - Systems – 0.3% |
| Apple, Inc., 2.05%, 9/11/2026 | $3416000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3145422 |
| Apple, Inc., 1.7%, 8/05/2031 | 3997000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247929 |
| Apple, Inc., 2.65%, 5/11/2050 | 2850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970292 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8363643 |
| Conglomerates – 0.3% | Conglomerates – 0.3% | Conglomerates – 0.3% |
| Grupo KUO S.A.B. de C.V., 5.75%, 7/07/2027 (n) | $1187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1099675 |
| Otis Worldwide Corp., 2.565%, 2/15/2030 | 3825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259436 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/2028 | 2868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754880 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7113991 |
| Construction – 0.0% | Construction – 0.0% | Construction – 0.0% |
| Seazen Group Ltd., 4.45%, 7/13/2025 | $1614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$904486 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| Hasbro, Inc., 3.9%, 11/19/2029 | $1321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1191367 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | 1163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018404 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2209771 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| Booking Holdings, Inc., 3.55%, 3/15/2028 | $1755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1645658 |
| Booking Holdings, Inc., 4.625%, 4/13/2030 | &nbsp;&nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853412 |
| Conservation Fund, 3.474%, 12/15/2029 | 1031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896801 |
| Meituan, 3.05%, 10/28/2030 (n) | 1511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135558 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4531429 |
| Containers – 0.1% | Containers – 0.1% | Containers – 0.1% |
| San Miguel Industrias PET S.A., 3.5%, 8/02/2028 (n) | $2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1679001 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 3.875%, 1/12/2028 | $3044000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2797977 |
| Electronics – 0.2% | Electronics – 0.2% | Electronics – 0.2% |
| Broadcom, Inc., 3.187%, 11/15/2036 (n) | $1648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1200257 |
| Lam Research Corp., 1.9%, 6/15/2030 | &nbsp;&nbsp;&nbsp;988000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813325 |
| Lam Research Corp., 4.875%, 3/15/2049 | &nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771794 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 3.125%, 2/15/2042 | &nbsp;&nbsp;&nbsp;767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528649 |
| Qualcomm, Inc., 3.25%, 5/20/2027 | &nbsp;&nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836738 |
| TSMC Arizona Corp., 3.875%, 4/22/2027 | &nbsp;&nbsp;&nbsp;834000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805039 |
| TSMC Arizona Corp., 3.125%, 10/25/2041 | 1658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269483 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6225285 |
| Emerging Market Quasi-Sovereign – 3.2% | Emerging Market Quasi-Sovereign – 3.2% | Emerging Market Quasi-Sovereign – 3.2% |
| Abu Dhabi Crude Oil Pipeline, 4.6%, 11/02/2047 | $&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$778650 |
| Abu Dhabi Ports Co. PJSC, 2.5%, 5/06/2031 | &nbsp;&nbsp;&nbsp;828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674628 |
| Aeropuerto Internacional de Tocumen S.A. (Republic of Panama), 5.125%, 8/11/2061 (n) | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395204 |
| Autoridad del Canal de Panama, 4.95%, 7/29/2035 (n) | &nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256487 |
| Autoridad del Canal de Panama, 4.95%, 7/29/2035 | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113572 |
| Banco de Reservas de la Republica Dominicana, 7%, 2/01/2023 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496250 |
| Bulgarian Energy Holding EAD, 2.45%, 7/22/2028 | 1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355776 |
| China Development Bank Financial Leasing Co. Ltd., 2.875% to 9/28/2025, FLR (CMT - 1yr. + 2.75%) to 9/28/2030 | $&nbsp;&nbsp;&nbsp;753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689537 |
| Comision Federal de Electricidad (United Mexican States), 4.688%, 5/15/2029 (n) | &nbsp;&nbsp;&nbsp;932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813633 |
| Comision Federal de Electricidad (United Mexican States), 3.875%, 7/26/2033 (n) | 1391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032122 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued |
| DP World Salaam (United Arab Emirates), 6% to 1/01/2026, FLR (CMT - 5yr. + 5.75%) to 1/01/2031, FLR (CMT - 5yr. + 6.75%) to 1/01/2070 | $1464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1446075 |
| Dua Capital Ltd. (Federation of Malaysia), 2.78%, 5/11/2031 | 2643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093309 |
| Empresa de Transmision Electrica S.A. (Republic of Panama), 5.125%, 5/02/2049 (n) | 1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304380 |
| Empresa Nacional del Petroleo (Republic of Chile), 3.45%, 9/16/2031 (n) | 1391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162777 |
| Empresa Nacional del Petroleo (Republic of Chile), 4.5%, 9/14/2047 | &nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626222 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 7.125%, 2/11/2025 | &nbsp;&nbsp;&nbsp;843000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790591 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | 2885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701081 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 8.45%, 8/10/2028 | &nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792847 |
| Export–Import Bank of Korea, 4.5%, 9/15/2032 | &nbsp;&nbsp;&nbsp;631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621992 |
| Greenko Dutch B.V. (Republic of India), 3.85%, 3/29/2026 (n) | 1139315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979811 |
| Greenko Power II Ltd. (Republic of India), 4.3%, 12/13/2028 (n) | 1176910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013261 |
| Greenko Wind Projects (Mauritius) Ltd., 5.5%, 4/06/2025 (n) | 1322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236819 |
| Huarong Finance 2017 Co. Ltd. (People's Republic of China), 4.25%, 11/07/2027 | 1496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215500 |
| Huarong Finance 2017 Co. Ltd. (People's Republic of China), 4.95%, 11/07/2047 | 1673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998838 |
| Huarong Finance 2019 Co. Ltd. (People's Republic of China), 3.25%, 11/13/2024 | 2684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417264 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | 2640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170411 |
| Indian Railway Finance Corp., 3.57%, 1/21/2032 (n) | &nbsp;&nbsp;&nbsp;738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635123 |
| Ipoteka Bank (Republic of Uzbekistan), 5.5%, 11/19/2025 | 1553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327815 |
| KazMunayGas National Co., JSC (Republic of Kazakhstan), 5.75%, 4/19/2047 | 1109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835853 |
| KazMunayGas National Co., JSC (Republic of Kazakhstan), 6.375%, 10/24/2048 | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855983 |
| Korea Hydro & Nuclear Power Co. Ltd., 4.25%, 7/27/2027 (n) | 2119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023008 |
| Krung Thai Bank PLC (Cayman Islands Branch), 4.4% to 3/25/2026, FLR (CMT - 5yr. + 3.53%) to 9/25/2169 | 1612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378260 |
| MDGH - GMTN RSC Ltd. (United Arab Emirates), 5.5%, 4/28/2033 (n) | 1206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265697 |
| MEGlobal Canada ULC (State of Kuwait), 5.875%, 5/18/2030 (n) | &nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898414 |
| NAK Naftogaz Ukraine via Kondor Finance PLC, 7.625%, 11/08/2028 (a) | 3111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559980 |
| National Central Cooling Co. PJSC, 2.5%, 10/21/2027 | &nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831241 |
| NBK SPC Ltd. (State of Kuwait), 1.625% to 9/15/2026, FLR (SOFR - 1 day + 1.05%) to 9/15/2027 (n) | 1664000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443520 |
| NPC Ukrenergo (Government of Ukraine), 6.875%, 11/09/2028 (a)(n) | &nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162900 |
| OCP S.A. (Republic of Madagascar), 6.875%, 4/25/2044 | 2448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215665 |
| Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 2245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620414 |
| Ooredoo International Finance Ltd. (State of Qatar), 2.625%, 4/08/2031 (n) | 1614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383292 |
| Oryx Funding Ltd. (Sultanate of Oman), 5.8%, 2/03/2031 (n) | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141030 |
| Pertamina PT, 5.625%, 5/20/2043 | &nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898839 |
| Petroleos Mexicanos, 6.84%, 1/23/2030 | 2358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934894 |
| Petroleos Mexicanos, 6.75%, 9/21/2047 | 3572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267371 |
| Petroleos Mexicanos, 7.69%, 1/23/2050 | 6564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517078 |
| Petroleos Mexicanos, 6.95%, 1/28/2060 | 3229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064717 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 3.404%, 4/28/2061 | 1343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949155 |
| PJSC State Savings Bank of Ukraine, 9.375%, 3/10/2023 | &nbsp;&nbsp;&nbsp;294700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206990 |
| PJSC State Savings Bank of Ukraine, 9.625%, 3/20/2025 | &nbsp;&nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213200 |
| Power Finance Corp. Ltd. (Republic of India), 3.95%, 4/23/2030 (n) | 1228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079370 |
| PT Bank Negara Indonesia (Persero) Tbk, 3.75%, 3/30/2026 | 1838000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658484 |
| PT Freeport Indonesia, 5.315%, 4/14/2032 (n) | 1564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446700 |
| PT Freeport Indonesia, 6.2%, 4/14/2052 (n) | 1473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281510 |
| PT Indonesia Asahan Aluminium (Persero), 5.8%, 5/15/2050 (n) | 1883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536663 |
| Qatar Petroleum, 2.25%, 7/12/2031 (n) | 1397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163522 |
| Qatar Petroleum, 3.125%, 7/12/2041 (n) | 1997000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514665 |
| Qatar Petroleum, 3.3%, 7/12/2051 (n) | 1053000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766479 |
| QNB Finance Ltd. (State of Qatar), 2.75%, 2/12/2027 | 1129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022648 |
| SA Global Sukuk Ltd. (Kingdom of Saudi Arabia), 2.694%, 6/17/2031 (n) | &nbsp;&nbsp;&nbsp;593000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507015 |
| Saudi Arabian Oil Co., 3.5%, 11/24/2070 (n) | 3601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482529 |
| Southern Gas Corridor CJSC (Republic of Azerbaijan), 6.875%, 3/24/2026 (n) | 5170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285808 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030 | 3263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3301529 |
| Sweihan PV Power Co. PJSC, 3.625%, 1/31/2049 (n) | 1018040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804506 |
| Uzbekneftegaz JSC (Republic of Uzbekistan), 4.75%, 11/16/2028 (n) | 1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967479 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$86626383 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – 6.2% | Emerging Market Sovereign – 6.2% | Emerging Market Sovereign – 6.2% |
| Arab Republic of Egypt, 7.6%, 3/01/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1144176 |
| Arab Republic of Egypt, 7.903%, 2/21/2048 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961600 |
| Arab Republic of Egypt, 7.903%, 2/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927711 |
| Arab Republic of Egypt, 8.875%, 5/29/2050 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948470 |
| Arab Republic of Egypt, 7.5%, 2/16/2061 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026795 |
| Czech Republic, 2.75%, 7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009395 |
| Dominican Republic, 6%, 7/19/2028 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598559 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569660 |
| Dominican Republic, 4.875%, 9/23/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419333 |
| Dominican Republic, 6%, 2/22/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840640 |
| Dominican Republic, 5.3%, 1/21/2041 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763434 |
| Dominican Republic, 5.875%, 1/30/2060 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691533 |
| Dominican Republic, 5.875%, 1/30/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784189 |
| Federal Republic of Nigeria, 6.125%, 9/28/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118248 |
| Federal Republic of Nigeria, 7.375%, 9/28/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343224 |
| Federal Republic of Nigeria, 7.696%, 2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678106 |
| Federative Republic of Brazil, 10%, 1/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;14946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870544 |
| Federative Republic of Brazil, 10%, 1/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653162 |
| Federative Republic of Brazil, 10%, 1/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717511 |
| Federative Republic of Brazil, 4.75%, 1/14/2050 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765555 |
| Government of Ukraine, 7.75%, 9/01/2028 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294677 |
| Government of Ukraine, 4.375%, 1/27/2030 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216256 |
| Government of Ukraine, 6.876%, 5/21/2031 (a) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124571 |
| Government of Ukraine, 7.253%, 3/15/2035 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640581 |
| Government of Ukraine, 0%, 5/31/2040 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607217 |
| Hashemite Kingdom of Jordan, 7.75%, 1/15/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274851 |
| Hashemite Kingdom of Jordan, 5.85%, 7/07/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163896 |
| Hashemite Kingdom of Jordan, 7.375%, 10/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065748 |
| Islamic Republic of Pakistan, 6%, 4/08/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643250 |
| Islamic Republic of Pakistan, 8.875%, 4/08/2051 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551968 |
| Kingdom of Morocco, 4%, 12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203552 |
| Kingdom of Saudi Arabia, 5.5%, 10/25/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703223 |
| Kingdom of Saudi Arabia, 4.5%, 10/26/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389433 |
| Kingdom of Saudi Arabia, 4.625%, 10/04/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447418 |
| Kingdom of Saudi Arabia, 3.25%, 11/17/2051 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517108 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;89988000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952615 |
| Oriental Republic of Uruguay, 5.75%, 10/28/2034 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877826 |
| Oriental Republic of Uruguay, 4.975%, 4/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246301 |
| Republic of Angola, 8.75%, 4/14/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707315 |
| Republic of Angola, 9.375%, 5/08/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420591 |
| Republic of Angola, 9.125%, 11/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817062 |
| Republic of Argentina, 3.875%, 1/09/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167360 |
| Republic of Argentina, 3.5%, 7/09/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557874 |
| Republic of Cameroon, 5.95%, 7/07/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869049 |
| Republic of Chile, 5%, 10/01/2028 (n) | 1015000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110021 |
| Republic of Chile, 2.55%, 1/27/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832930 |
| Republic of Chile, 4%, 1/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869321 |
| Republic of Chile, 3.25%, 9/21/2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844079 |
| Republic of Colombia, 8%, 4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171797 |
| Republic of Colombia, 5.2%, 5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405544 |
| Republic of Costa Rica, 7%, 4/04/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124321 |
| Republic of Costa Rica, 7.158%, 3/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901957 |
| Republic of Cote d'Ivoire, 4.875%, 1/30/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408286 |
| Republic of Cote d'Ivoire, 6.875%, 10/17/2040 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740093 |
| Republic of Cote d'Ivoire, 6.625%, 3/22/2048 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448686 |
| Republic of Ecuador, 2.5%, 7/31/2035 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786666 |
| Republic of Ecuador, 2.5%, 7/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760612 |
| Republic of Ecuador, 1.5%, 7/31/2040 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329866 |
| Republic of Ecuador, 1.5%, 7/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975152 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of Gabon, 7%, 11/24/2031 (n) | $&nbsp;&nbsp;1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1400904 |
| Republic of Ghana, 7.75%, 4/07/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;982000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363340 |
| Republic of Ghana, 7.875%, 2/11/2035 | &nbsp;&nbsp;2325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805985 |
| Republic of Guatemala, 5.25%, 8/10/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869186 |
| Republic of Guatemala, 4.9%, 6/01/2030 | &nbsp;&nbsp;3018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839832 |
| Republic of Guatemala, 3.7%, 10/07/2033 (n) | &nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832215 |
| Republic of Guatemala, 4.65%, 10/07/2041 (n) | &nbsp;&nbsp;&nbsp;&nbsp;808000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635542 |
| Republic of Guatemala, 6.125%, 6/01/2050 | &nbsp;&nbsp;2624000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409049 |
| Republic of Hungary, 5.25%, 6/16/2029 (n) | &nbsp;&nbsp;1031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990585 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | &nbsp;&nbsp;2223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124743 |
| Republic of Indonesia, 4.4%, 6/06/2027 (n) | &nbsp;&nbsp;1232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213371 |
| Republic of Indonesia, 4.7%, 6/06/2032 (n) | &nbsp;&nbsp;1227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212547 |
| Republic of Indonesia, 4.65%, 9/20/2032 | &nbsp;&nbsp;1032000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013284 |
| Republic of Indonesia, 1.1%, 3/12/2033 | &nbsp;&nbsp;1082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815184 |
| Republic of Indonesia, 5.125%, 1/15/2045 | $&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334005 |
| Republic of Indonesia, 4.35%, 1/11/2048 | &nbsp;&nbsp;2767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364975 |
| Republic of Indonesia, 5.45%, 9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;644000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635950 |
| Republic of Kazakhstan, 6.5%, 7/21/2045 | &nbsp;&nbsp;1930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001595 |
| Republic of Kenya, 8%, 5/22/2032 | &nbsp;&nbsp;2864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499699 |
| Republic of Kenya, 8.25%, 2/28/2048 | &nbsp;&nbsp;1785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402260 |
| Republic of Panama, 3.362%, 6/30/2031 (n) | &nbsp;&nbsp;1539000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216772 |
| Republic of Panama, 6.4%, 2/14/2035 | &nbsp;&nbsp;1081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124257 |
| Republic of Paraguay, 3.849%, 6/28/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529380 |
| Republic of Paraguay, 6.1%, 8/11/2044 | &nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316000 |
| Republic of Paraguay, 5.6%, 3/13/2048 | &nbsp;&nbsp;2372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020944 |
| Republic of Paraguay, 5.4%, 3/30/2050 (n) | &nbsp;&nbsp;1944000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632960 |
| Republic of Peru, 2.783%, 1/23/2031 | &nbsp;&nbsp;2485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081396 |
| Republic of Peru, 1.862%, 12/01/2032 | &nbsp;&nbsp;1366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015013 |
| Republic of Philippines, 5.609%, 4/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736094 |
| Republic of Philippines, 4.2%, 3/29/2047 | &nbsp;&nbsp;1183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006386 |
| Republic of Poland, 5.75%, 11/16/2032 | &nbsp;&nbsp;1038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094467 |
| Republic of Romania, 1.75%, 7/13/2030 (n) | &nbsp;&nbsp;1556000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174387 |
| Republic of Romania, 2%, 1/28/2032 (n) | &nbsp;&nbsp;1241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900999 |
| Republic of Romania, 2%, 1/28/2032 | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834931 |
| Republic of Romania, 2.625%, 12/02/2040 (n) | &nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363348 |
| Republic of Romania, 2.75%, 4/14/2041 (n) | &nbsp;&nbsp;1029000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627803 |
| Republic of Senegal, 6.75%, 3/13/2048 | $&nbsp;&nbsp;1061000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765543 |
| Republic of Serbia, 2.05%, 9/23/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598681 |
| Republic of South Africa, 5.875%, 4/20/2032 | $&nbsp;&nbsp;1159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070483 |
| Republic of South Africa, 5.65%, 9/27/2047 | &nbsp;&nbsp;1596000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211833 |
| Republic of South Africa, 5.75%, 9/30/2049 | &nbsp;&nbsp;1359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032840 |
| Republic of South Africa, 7.3%, 4/20/2052 | &nbsp;&nbsp;2881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537677 |
| Republic of Sri Lanka, 6.125%, 6/03/2025 (a) | &nbsp;&nbsp;4379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403252 |
| Republic of Sri Lanka, 7.55%, 3/28/2030 (a) | &nbsp;&nbsp;2892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887259 |
| Republic of Turkey, 5.75%, 5/11/2047 | &nbsp;&nbsp;2106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432248 |
| Republic of Uzbekistan, 3.9%, 10/19/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673611 |
| Republic of Zambia, 8.97%, 7/30/2027 (a)(d) | &nbsp;&nbsp;1909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870504 |
| Socialist Republic of Vietnam, 4.8%, 11/19/2024 | &nbsp;&nbsp;1088000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061927 |
| State of Qatar, 5.103%, 4/23/2048 (n) | &nbsp;&nbsp;2326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2334816 |
| State of Qatar, 4.817%, 3/14/2049 (n) | &nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198920 |
| State of Qatar, 4.817%, 3/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600430 |
| State of Qatar, 4.4%, 4/16/2050 (n) | &nbsp;&nbsp;&nbsp;&nbsp;652000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595778 |
| Sultanate of Oman, 6.5%, 3/08/2047 | &nbsp;&nbsp;2434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168840 |
| Sultanate of Oman, 6.75%, 1/17/2048 | &nbsp;&nbsp;4130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3778595 |
| Sultanate of Oman, 7%, 1/25/2051 (n) | &nbsp;&nbsp;3249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030024 |
| Sultanate of Oman, 7%, 1/25/2051 | &nbsp;&nbsp;3459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225870 |
| United Arab Emirates, 4.951%, 7/07/2052 (n) | &nbsp;&nbsp;2155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131364 |
| United Mexican States, 7.75%, 5/29/2031 | 24900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172948 |
| United Mexican States, 4.875%, 5/19/2033 | $&nbsp;&nbsp;2261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123624 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| United Mexican States, 3.5%, 2/12/2034 | $1435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1189138 |
| United Mexican States, 4.28%, 8/14/2041 | &nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781309 |
| United Mexican States, 4.5%, 1/31/2050 | 2754000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198981 |
| United Mexican States, 4.4%, 2/12/2052 | 1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795573 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$167312374 |
| Energy - Independent – 0.7% | Energy - Independent – 0.7% | Energy - Independent – 0.7% |
| Energean PLC, 6.5%, 4/30/2027 (n) | $1565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1431474 |
| EQT Corp., 3.625%, 5/15/2031 (n) | 2977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575199 |
| Hess Corp., 5.8%, 4/01/2047 | 2385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316733 |
| Leviathan Bond Ltd., 6.75%, 6/30/2030 (n) | 2841000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683324 |
| Medco Bell Pte. Ltd., 6.375%, 1/30/2027 (n) | 1146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017979 |
| Medco Laurel Tree Pte. Ltd., 6.95%, 11/12/2028 (n) | 1636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434193 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030 | 2149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717178 |
| Sierracol Energy Andina LLC, 6%, 6/15/2028 (n) | 2195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638019 |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n) | 2119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801150 |
| Tengizchevroil Finance Co. International Ltd., 3.25%, 8/15/2030 (n) | 4736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19930449 |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| BP Capital Markets America, Inc., 1.749%, 8/10/2030 | $1672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1351294 |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052 | 1301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888008 |
| Eni S.p.A., 4.75%, 9/12/2028 (n) | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757794 |
| Eni S.p.A., 4.25%, 5/09/2029 (n) | &nbsp;&nbsp;&nbsp;976000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905771 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4902867 |
| Financial Institutions – 0.5% | Financial Institutions – 0.5% | Financial Institutions – 0.5% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.65%, 7/21/2027 | $1425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1289329 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.3%, 1/30/2032 | 2323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851361 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.85%, 10/29/2041 | 1591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167094 |
| Air Lease Corp., 2.875%, 1/15/2032 | 4076000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221193 |
| Avolon Holdings Funding Ltd., 4.25%, 4/15/2026 (n) | &nbsp;&nbsp;&nbsp;909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824746 |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | &nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777204 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | 1636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317177 |
| Muthoot Finance Ltd., 4.4%, 9/02/2023 (n) | 2255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208772 |
| Shriram Transport Finance Co. Ltd., 4.4%, 3/13/2024 (n) | 2049000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972470 |
| Sunac China Holdings Ltd., 7.5%, 2/01/2024 (a) | 1792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200655 |
| Times China Holdings Ltd., 6.75%, 7/08/2025 | 1256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105595 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14935596 |
| Food & Beverages – 0.8% | Food & Beverages – 0.8% | Food & Beverages – 0.8% |
| Agrosuper S.A., 4.6%, 1/20/2032 (n) | $&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$515450 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049 | 1364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396500 |
| Aragvi Finance International DAC, 8.45%, 4/29/2026 (n) | 1588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126477 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937524 |
| Central America Bottling Co., 5.25%, 4/27/2029 (n) | 2121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912209 |
| Compania Cervecerias Unidas S.A., 3.35%, 1/19/2032 (n) | 1439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208760 |
| Constellation Brands, Inc., 2.25%, 8/01/2031 | 1839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471520 |
| Constellation Brands, Inc., 4.1%, 2/15/2048 | 3081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510479 |
| Grupo Bimbo S.A.B. de C.V., 5.95%, 4/17/2059 | 1248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236394 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029 (n) | 1065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893348 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032 (n) | 1557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284525 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.75%, 4/01/2033 (n) | &nbsp;&nbsp;&nbsp;894000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866045 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049 | &nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734742 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050 | 1419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399745 |
| PT Indofood CBP Sukses Makmur Tbk, 3.398%, 6/09/2031 | 1243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003765 |
| PT Indofood CBP Sukses Makmur Tbk, 4.805%, 4/27/2052 | 1637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207954 |
| SYSCO Corp., 2.45%, 12/14/2031 | 2369000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928504 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Food & Beverages – continued | Food & Beverages – continued | Food & Beverages – continued |
| SYSCO Corp., 4.45%, 3/15/2048 | $1219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1023655 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22657596 |
| Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% |
| GENM Capital Labuan Ltd., 3.882%, 4/19/2031 (n) | $1716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1275862 |
| Marriott International, Inc., 2.85%, 4/15/2031 | 2566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096580 |
| Marriott International, Inc., 3.5%, 10/15/2032 | 2052000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727761 |
| VICI Properties LP / VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | &nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245568 |
| VICI Properties LP / VICI Note Co., Inc., 4.125%, 8/15/2030 (n) | &nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456623 |
| VICI Properties LP, REIT, 4.75%, 2/15/2028 | 1316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7042934 |
| Industrial – 0.2% | Industrial – 0.2% | Industrial – 0.2% |
| Dar Al-Arkan Sukuk Co. Ltd., 6.875%, 2/26/2027 | $1811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1685585 |
| GEMS Menasa Cayman Ltd./GEMS Education Delaware LLC, 7.125%, 7/31/2026 (n) | &nbsp;&nbsp;&nbsp;627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598532 |
| Howard University, Washington D.C., AGM, 2.416%, 10/01/2024 | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217147 |
| Howard University, Washington D.C., AGM, 2.516%, 10/01/2025 | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266030 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050 | 2127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360043 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4127337 |
| Insurance – 0.2% | Insurance – 0.2% | Insurance – 0.2% |
| AIA Group Ltd., 5.625%, 10/25/2027 (n) | $&nbsp;&nbsp;&nbsp;896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$916932 |
| Corebridge Financial, Inc., 3.9%, 4/05/2032 (n) | 2080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834157 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042 (n) | 2580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112319 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4863408 |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| Humana, Inc., 2.15%, 2/03/2032 | $1951000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1538396 |
| Humana, Inc., 4.95%, 10/01/2044 | 2242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076909 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030 | 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254729 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031 | 1986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659294 |
| UnitedHealth Group, Inc., 4.625%, 7/15/2035 | 1234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211357 |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053 | 1279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415396 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9156081 |
| Insurance - Property & Casualty – 0.2% | Insurance - Property & Casualty – 0.2% | Insurance - Property & Casualty – 0.2% |
| Aon Corp./Aon Global Holdings PLC, 2.05%, 8/23/2031 | $3843000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3011677 |
| Aon Corp./Aon Global Holdings PLC, 2.6%, 12/02/2031 | &nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153081 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032 (n) | 3206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012999 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6177757 |
| International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% |
| Israel Electric Corp. Ltd., 3.75%, 2/22/2032 (n) | $1246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1084982 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | 1158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1988643 |
| International Market Sovereign – 0.2% | International Market Sovereign – 0.2% | International Market Sovereign – 0.2% |
| Government of Bermuda, 5%, 7/15/2032 (n) | $3115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2998371 |
| Government of Bermuda, 3.375%, 8/20/2050 (n) | 2322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558504 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4556875 |
| Machinery & Tools – 0.1% | Machinery & Tools – 0.1% | Machinery & Tools – 0.1% |
| CNH Industrial Capital LLC, 3.85%, 11/15/2027 | $3018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2827310 |
| Major Banks – 3.8% | Major Banks – 3.8% | Major Banks – 3.8% |
| ABQ Finance Ltd., 2%, 7/06/2026 | $&nbsp;&nbsp;&nbsp;961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$846881 |
| Australia and New Zealand Banking Group Ltd., 2.57% to 11/25/2030, FLR (CMT - 5yr. + 1.7%) to 11/25/2035 (n) | 4383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196770 |
| Banco Mercantil del Norte S.A., 6.625%, 1/24/2171 | 1055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852440 |
| Bank of America Corp., 3.366% to 1/23/2025, FLR (LIBOR - 3mo. + 0.81%) to 1/23/2026 | 3238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096653 |

---

------

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 |
| Bank of America Corp., 3.419% to 12/20/2027, FLR (LIBOR - 3mo. + 1.04%) to 12/20/2028 | $3227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2942550 |
| Bank of America Corp., 2.496% to 2/13/2030, FLR (LIBOR - 3mo. + 0.99%) to 2/13/2031 | &nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781567 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032 | 4771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865175 |
| Bank of America Corp., 3.311% to 4/22/2041, FLR (SOFR - 1 day + 1.58%) to 4/22/2042 | 1479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119831 |
| Bank of New York Mellon Corp., 5.802% to 10/25/2027, FLR (SOFR - 1 day + 1.802%) to 10/25/2028 | 1707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770849 |
| Bank of New York Mellon Corp., 5.834% to 10/25/2032, FLR (SOFR - 1 day + 2.074%) to 10/25/2033 | 1281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349037 |
| Barclays PLC, 2.894% to 11/24/2031, FLR (CMT - 1yr. + 1.3%) to 11/24/2032 | 3578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732835 |
| Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n) | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493168 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 2801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905913 |
| Credit Agricole S.A., 1.247% to 1/26/2026, FLR (SOFR - 1 day + 0.89162%) to 1/26/2027 (n) | 3272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851362 |
| Goldman Sachs Group, Inc., 2.64% to 2/24/2027, FLR (SOFR - 1 day + 1.114%) to 2/24/2028 | 3267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914612 |
| Goldman Sachs Group, Inc., 2.65% to 10/21/2031, FLR (SOFR - 1 day + 1.264%) to 10/21/2032 | 2804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251917 |
| Goldman Sachs Group, Inc., 3.102% to 2/24/2032, FLR (SOFR - 1 day + 1.41%) to 2/24/2033 | 3323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759798 |
| HSBC Holdings PLC, 2.099% to 6/04/2025, FLR (SOFR - 1 day + 1.929%) to 6/04/2026 | 3837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478459 |
| HSBC Holdings PLC, 2.357% to 8/18/2030, FLR (SOFR - 1 day + 1.947%) to 8/18/2031 | 3604000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750047 |
| JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR (LIBOR - 3mo. + 1.337%) to 2/01/2028 | 2435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294657 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032 | 5987000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791675 |
| JPMorgan Chase & Co., 3.109% to 4/22/2040, FLR (SOFR - 1 day + 2.46%) to 4/22/2041 | 2419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811946 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027 | 2438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107201 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032 | 6270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958625 |
| Morgan Stanley, 3.125%, 7/27/2026 | 4414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140243 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031 | 4129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679591 |
| Morgan Stanley, 3.217% to 4/22/2041, FLR (SOFR - 1 day + 1.485%) to 4/22/2042 | 2137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609209 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 5136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887284 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 3606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118405 |
| Oversea-Chinese Banking Corp. Ltd., 1.832% to 9/10/2025, FLR (CMT - 1yr. + 1.58%) to 9/10/2030 (n) | &nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645697 |
| Oversea-Chinese Banking Corp. Ltd., 4.602%, 6/15/2032 | &nbsp;&nbsp;&nbsp;671000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642904 |
| Royal Bank of Canada, 2.3%, 11/03/2031 | 5630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536766 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031 | 2461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858003 |
| Toronto Dominion Bank, 4.108%, 6/08/2027 | 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665732 |
| Toronto Dominion Bank, 2%, 9/10/2031 | 2381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874494 |
| Toronto Dominion Bank, 4.456%, 6/08/2032 | &nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362537 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027 | 1665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647745 |
| UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n) | 3775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565441 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539898 |
| UniCredit S.p.A., 1.982% to 6/03/2026, FLR (CMT - 1yr. + 1.2%) to 6/03/2027 (n) | &nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238945 |
| Wells Fargo & Co., 3.908% to 4/25/2025, FLR (SOFR - 1 day + 1.32%) to 4/25/2026 | 1496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449500 |
| Wells Fargo & Co., 4.54% to 8/15/2025, FLR (SOFR - 1 day + 1.56%) to 8/15/2026 | 2350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302377 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033 | 6341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424249 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$102112988 |
| Medical & Health Technology & Services – 0.5% | Medical & Health Technology & Services – 0.5% | Medical & Health Technology & Services – 0.5% |
| Alcon Finance Corp., 5.375%, 12/06/2032 (n) | $&nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$510690 |
| Alcon, Inc., 2.75%, 9/23/2026 (n) | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666296 |
| Alcon, Inc., 2.6%, 5/27/2030 (n) | 3159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654070 |
| Becton, Dickinson and Co., 2.823%, 5/20/2030 | 1871000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629746 |
| Becton, Dickinson and Co., 4.298%, 8/22/2032 | 3123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973359 |
| ProMedica Toledo Hospital, "B", AGM, 5.325%, 11/15/2028 | 1721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715543 |
| Thermo Fisher Scientific, Inc., 2%, 10/15/2031 | 1930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583359 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041 | 1197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900851 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13633914 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Danaher Corp., 2.6%, 10/01/2050 | $4299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2834310 |
| Metals & Mining – 0.5% | Metals & Mining – 0.5% | Metals & Mining – 0.5% |
| Anglo American Capital PLC, 4.5%, 3/15/2028 (n) | $1778000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1666096 |
| Anglo American Capital PLC, 2.875%, 3/17/2031 (n) | 3799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112216 |
| Antofagasta PLC, 5.625%, 5/13/2032 (n) | 1059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024265 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Metals & Mining – continued | Metals & Mining – continued | Metals & Mining – continued |
| Ero Copper Corp., 6.5%, 2/15/2030 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$469460 |
| First Quantum Minerals Ltd., 6.875%, 10/15/2027 (n) | &nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177316 |
| Glencore Funding LLC, 2.5%, 9/01/2030 (n) | &nbsp;&nbsp;1745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416021 |
| Glencore Funding LLC, 2.85%, 4/27/2031 (n) | &nbsp;&nbsp;2177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792828 |
| Petra Diamonds US$ Treasury PLC, 10.5% PIK to 12/31/2022, 10.5% PIK/9.75% Cash to 6/30/2023, 9.75% Cash to 3/08/2026 (n) | &nbsp;&nbsp;1610217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610217 |
| Prumo Participacoes e Investimentos S.A., 7.5%, 12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;784992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728395 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12996814 |
| Midstream – 0.8% | Midstream – 0.8% | Midstream – 0.8% |
| Cheniere Corpus Christi Holdings LLC, 3.7%, 11/15/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$749845 |
| Enbridge, Inc., 3.4%, 8/01/2051 | &nbsp;&nbsp;1735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223136 |
| Energy Transfer LP, 4%, 10/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837945 |
| Energy Transfer LP, 3.75%, 5/15/2030 | &nbsp;&nbsp;1147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016687 |
| Energy Transfer Partners LP, 5.15%, 3/15/2045 | &nbsp;&nbsp;1963000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676748 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | &nbsp;&nbsp;2330411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152975 |
| Galaxy Pipeline Assets Bidco Ltd., 2.625%, 3/31/2036 (n) | &nbsp;&nbsp;1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804226 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/2040 (n) | &nbsp;&nbsp;1719457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371568 |
| Galaxy Pipeline Assets Bidco Ltd., 3.25%, 9/30/2040 (n) | &nbsp;&nbsp;1589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217970 |
| Peru LNG, 5.375%, 3/22/2030 | &nbsp;&nbsp;1254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036117 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.55%, 12/15/2029 | &nbsp;&nbsp;1827000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592150 |
| Plains All American Pipeline LP/PAA Finance Corp., 4.3%, 1/31/2043 | &nbsp;&nbsp;1810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318327 |
| Sabine Pass Liquefaction LLC, 4.2%, 3/15/2028 | &nbsp;&nbsp;3055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884263 |
| Sabine Pass Liquefaction LLC, 4.5%, 5/15/2030 | &nbsp;&nbsp;1798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698890 |
| Targa Resources Corp., 4.2%, 2/01/2033 | &nbsp;&nbsp;1437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256627 |
| Targa Resources Corp., 4.95%, 4/15/2052 | &nbsp;&nbsp;2512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22879299 |
| Mortgage-Backed – 7.4% | Mortgage-Backed – 7.4% |  |
| Fannie Mae, 4.5%, 1/01/2023 - 11/01/2042 | $&nbsp;&nbsp;1413565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1417039 |
| Fannie Mae, 5%, 7/01/2023 - 3/01/2042 | &nbsp;&nbsp;2753848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816431 |
| Fannie Mae, 3%, 11/01/2028 - 9/01/2046 | &nbsp;&nbsp;5234822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947210 |
| Fannie Mae, 2.5%, 11/01/2031 - 10/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;593504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528349 |
| Fannie Mae, 3.5%, 12/25/2031 - 2/25/2036 (i) | &nbsp;&nbsp;&nbsp;&nbsp;502466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48966 |
| Fannie Mae, 6.5%, 1/01/2033 - 10/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41205 |
| Fannie Mae, 3%, 2/25/2033 (i) | &nbsp;&nbsp;&nbsp;&nbsp;668373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62104 |
| Fannie Mae, 5.5%, 5/01/2033 - 5/01/2044 | &nbsp;&nbsp;2664028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793496 |
| Fannie Mae, 6%, 8/01/2034 - 6/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;139527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144736 |
| Fannie Mae, 3.5%, 4/25/2040 - 12/01/2047 | &nbsp;&nbsp;2374944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243805 |
| Fannie Mae, 4%, 9/01/2040 - 7/01/2043 | &nbsp;&nbsp;3517863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428536 |
| Fannie Mae, 2%, 10/25/2040 - 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;146788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141858 |
| Fannie Mae, UMBS, 2.5%, 11/01/2036 - 8/01/2052 | 30445780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26368066 |
| Fannie Mae, UMBS, 2%, 5/01/2037 - 9/01/2052 | 28239274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23648881 |
| Fannie Mae, UMBS, 1.5%, 2/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33677 |
| Fannie Mae, UMBS, 5.5%, 5/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;429619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451060 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049 - 7/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;805533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747989 |
| Fannie Mae, UMBS, 3%, 7/01/2050 - 11/01/2052 | &nbsp;&nbsp;5913250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245596 |
| Fannie Mae, UMBS, 4%, 5/01/2052 - 9/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;510117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486001 |
| Fannie Mae, UMBS, 4.5%, 7/01/2052 - 9/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;493731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482601 |
| Fannie Mae, UMBS, 5%, 8/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;424559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422718 |
| Freddie Mac, 5%, 4/01/2023 - 12/01/2044 | &nbsp;&nbsp;1464586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500813 |
| Freddie Mac, 1.038%, 4/25/2024 (i) | 14034760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140661 |
| Freddie Mac, 0.725%, 7/25/2024 (i) | 20345095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142983 |
| Freddie Mac, 4.5%, 9/01/2024 - 5/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;890673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892618 |
| Freddie Mac, 4%, 7/01/2025 - 4/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;990638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967445 |
| Freddie Mac, 3.5%, 1/15/2027 - 10/25/2058 | &nbsp;&nbsp;3753873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525932 |
| Freddie Mac, 1.482%, 3/25/2027 (i) | &nbsp;&nbsp;2188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109662 |
| Freddie Mac, 0.71%, 7/25/2027 (i) | 44761553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987404 |
| Freddie Mac, 0.557%, 8/25/2027 (i) | 33831877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575649 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, 0.429%, 1/25/2028 (i) | $60753596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$844554 |
| Freddie Mac, 0.436%, 1/25/2028 (i) | 26144948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374354 |
| Freddie Mac, 0.271%, 2/25/2028 (i) | 78055575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568752 |
| Freddie Mac, 2.5%, 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;130226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128865 |
| Freddie Mac, 0.264%, 4/25/2028 (i) | 50312344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347175 |
| Freddie Mac, 3%, 6/15/2028 - 6/25/2055 | &nbsp;&nbsp;6075480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5521756 |
| Freddie Mac, 3.78%, 10/25/2028 | &nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304501 |
| Freddie Mac, 4.06%, 10/25/2028 | &nbsp;&nbsp;2474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425725 |
| Freddie Mac, 1.22%, 7/25/2029 (i) | &nbsp;&nbsp;8092298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468695 |
| Freddie Mac, 1.268%, 8/25/2029 (i) | 14186296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859368 |
| Freddie Mac, 1.917%, 4/25/2030 (i) | &nbsp;&nbsp;3344437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358066 |
| Freddie Mac, 1.985%, 4/25/2030 (i) | &nbsp;&nbsp;8166315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884389 |
| Freddie Mac, 1.768%, 5/25/2030 (i) | &nbsp;&nbsp;4373949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438145 |
| Freddie Mac, 1.907%, 5/25/2030 (i) | &nbsp;&nbsp;9928903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070227 |
| Freddie Mac, 5.5%, 6/01/2030 - 9/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;875537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918772 |
| Freddie Mac, 1.436%, 6/25/2030 (i) | &nbsp;&nbsp;3957955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325342 |
| Freddie Mac, 1.704%, 8/25/2030 (i) | &nbsp;&nbsp;3506241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348947 |
| Freddie Mac, 1.263%, 9/25/2030 (i) | &nbsp;&nbsp;2193674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160547 |
| Freddie Mac, 0.422%, 1/25/2031 (i) | 12724313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257994 |
| Freddie Mac, 0.873%, 1/25/2031 (i) | &nbsp;&nbsp;4987462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253584 |
| Freddie Mac, 3.71%, 9/25/2032 (i) | &nbsp;&nbsp;2529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392201 |
| Freddie Mac, 6%, 8/01/2034 - 10/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;171313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179450 |
| Freddie Mac, 5.5%, 2/15/2036 (i) | &nbsp;&nbsp;&nbsp;&nbsp;160823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26516 |
| Freddie Mac, 6.5%, 5/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6332 |
| Freddie Mac, 4.5%, 12/15/2040 (i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
| Freddie Mac, 2.92%, 6/25/2054 | &nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686851 |
| Freddie Mac, 2.58%, 6/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;752286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647830 |
| Freddie Mac, 3.25%, 11/25/2061 | &nbsp;&nbsp;1249128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138163 |
| Freddie Mac, UMBS, 2%, 4/01/2037 - 6/01/2052 | 12982128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11060970 |
| Freddie Mac, UMBS, 2.5%, 4/01/2037 - 10/01/2052 | 14980437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12857060 |
| Freddie Mac, UMBS, 3%, 3/01/2047 - 7/01/2052 | &nbsp;&nbsp;6653959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922796 |
| Freddie Mac, UMBS, 3.5%, 5/01/2052 - 9/01/2052 | &nbsp;&nbsp;6951681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367294 |
| Freddie Mac, UMBS, 4%, 5/01/2052 - 6/01/2052 | &nbsp;&nbsp;1468443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392475 |
| Freddie Mac, UMBS, 5%, 9/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;147205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146592 |
| Ginnie Mae, 5.5%, 5/15/2033 - 1/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;138620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146199 |
| Ginnie Mae, 4.5%, 7/20/2033 - 10/20/2052 | &nbsp;&nbsp;7598018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7497269 |
| Ginnie Mae, 5.683%, 8/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;426796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438068 |
| Ginnie Mae, 4%, 5/16/2039 - 10/20/2052 | &nbsp;&nbsp;4849360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652650 |
| Ginnie Mae, 3.5%, 10/20/2041 (i) | &nbsp;&nbsp;&nbsp;&nbsp;221223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11855 |
| Ginnie Mae, 3.5%, 12/15/2041 - 11/20/2052 | &nbsp;&nbsp;6255197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874948 |
| Ginnie Mae, 2.5%, 6/20/2042 - 7/20/2052 | &nbsp;&nbsp;7598505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6688094 |
| Ginnie Mae, 4%, 8/16/2042 (i) | &nbsp;&nbsp;&nbsp;&nbsp;292706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43593 |
| Ginnie Mae, 3%, 4/20/2045 - 10/20/2052 | &nbsp;&nbsp;8057835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7322349 |
| Ginnie Mae, 5%, 5/20/2049 - 11/20/2052 | &nbsp;&nbsp;3371251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370330 |
| Ginnie Mae, 2%, 1/20/2052 | &nbsp;&nbsp;1704026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453243 |
| Ginnie Mae, 0.586%, 2/16/2059 (i) | &nbsp;&nbsp;1032894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36492 |
| Ginnie Mae, TBA, 2.5%, 12/15/2052 | &nbsp;&nbsp;2350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065063 |
| Ginnie Mae, TBA, 4.5%, 12/15/2052 | &nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028385 |
| Ginnie Mae, TBA, 5.5%, 12/15/2052 | &nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593679 |
| Ginnie Mae, TBA, 2%, 12/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446742 |
| Ginnie Mae, TBA, 6%, 12/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459243 |
| UMBS, TBA, 4.5%, 12/13/2052 | &nbsp;&nbsp;1975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922230 |
| UMBS, TBA, 1.5%, 12/25/2052 | &nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226839 |
| UMBS, TBA, 4%, 12/25/2052 | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418379 |
| UMBS, TBA, 5%, 12/25/2052 | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293500 |
| UMBS, TBA, 5.5%, 12/25/2052 | &nbsp;&nbsp;3675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3716719 |
| UMBS, TBA, 6%, 12/25/2052 | &nbsp;&nbsp;1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$201731941 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Municipals – 0.2% | Municipals – 0.2% | Municipals – 0.2% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034 | $&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$682870 |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 3%, 6/01/2046 | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675078 |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B-1", 1.85%, 6/01/2031 | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152537 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.682%, 7/01/2027 | &nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228545 |
| Michigan Finance Authority Tobacco Settlement Asset-Backed Rev., Taxable (2006 Sold Tobacco Receipts), "A-1", 2.326%, 6/01/2030 | &nbsp;&nbsp;&nbsp;390762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354826 |
| Philadelphia, PA, School District, Taxable, "A", AGM, 5.995%, 9/01/2030 | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280590 |
| State of Florida, Taxable, "A", 2.154%, 7/01/2030 | &nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755307 |
| West Virginia Tobacco Settlement Financing Authority Asset-Backed Refunding, Taxable, "A-1", 1.497%, 6/01/2024 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197182 |
| West Virginia Tobacco Settlement Financing Authority Asset-Backed Refunding, Taxable, "A-1", 1.647%, 6/01/2025 | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159051 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4485986 |
| Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% |
| NiSource, Inc., 5.65%, 2/01/2045 | $&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$290705 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APT Pipelines Ltd., 5%, 3/23/2035 (n) | $1605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1458551 |
| Network & Telecom – 0.1% | Network & Telecom – 0.1% | Network & Telecom – 0.1% |
| AT&T, Inc., 2.75%, 6/01/2031 | $1364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1146548 |
| AT&T, Inc., 3.55%, 9/15/2055 | 1259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883074 |
| Total Play Telecomunicaciones S.A. de C.V., 6.375%, 9/20/2028 (n) | 1574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3155032 |
| Oil Services – 0.1% | Oil Services – 0.1% | Oil Services – 0.1% |
| Acu Petroleo Luxembourg S.à r.l., 7.5%, 1/13/2032 (n) | $&nbsp;&nbsp;&nbsp;629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$536404 |
| MV24 Capital B.V., 6.748%, 6/01/2034 | 1107569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981936 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1518340 |
| Oils – 0.0% | Oils – 0.0% | Oils – 0.0% |
| Puma International Financing S.A., 5%, 1/24/2026 | $1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1064800 |
| Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% | Other Banks & Diversified Financials – 0.7% |
| American Express Co., 4.989% to 5/26/2032, FLR (SOFR - 1 day + 2.255%) to 5/26/2033 | $2417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2329882 |
| Banco Continental S.A.E.C.A., 2.75%, 12/10/2025 (n) | 1239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079479 |
| Banco GNB Sudameris S.A., 7.5% to 4/16/2026, FLR (CMT - 5yr. + 6.66%) to 4/16/2031 (n) | 1456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030120 |
| Banco Industrial S.A., 4.875% to 1/29/2026, FLR (CMT - 5yr. + 4.442%) to 1/29/2031 (n) | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973560 |
| Bangkok Bank Public Co. Ltd., 3.466% to 9/23/2031, FLR (CMT - 5yr. + 2.15%) to 9/23/2036 (n) | 2084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631142 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 3.733% to 9/25/2029, FLR (CMT - 5yr. + 1.9%) to 9/25/2034 | 1004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815041 |
| Bank Hapoalim B.M., 3.255% to 1/21/2027, FLR (CMT - 5yr. + 2.155%) to 1/21/2032 (n) | 1974000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684256 |
| Commercial Bank PSQC, 4.5% to 9/03/2026, FLR (CMT - 5yr. + 3.874%) to 9/03/2169 | 2148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914512 |
| Mizrahi Tefahot Bank Ltd., 3.077% to 4/07/2026, FLR (CMT - 5yr. + 2.25%) to 4/07/2031 (n) | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590750 |
| United Overseas Bank Ltd., 2% to 10/14/2026, FLR (CMT - 5yr. + 1.23%) to 10/14/2031 (n) | 1677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465232 |
| United Overseas Bank Ltd., 3.863%, 10/07/2032 (n) | &nbsp;&nbsp;&nbsp;934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866626 |
| Uzbek Industrial and Construction Bank, 5.75%, 12/02/2024 | 3783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470903 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18851503 |
| Pharmaceuticals – 0.1% | Pharmaceuticals – 0.1% | Pharmaceuticals – 0.1% |
| AstraZeneca PLC, 1.375%, 8/06/2030 | $&nbsp;&nbsp;&nbsp;913000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$730359 |
| Merck & Co., Inc., 2.75%, 12/10/2051 | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571589 |
| Pfizer, Inc., 2.55%, 5/28/2040 | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1916446 |
| Pollution Control – 0.0% | Pollution Control – 0.0% | Pollution Control – 0.0% |
| Waste Connections, Inc., 4.2%, 1/15/2033 | $1344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1269290 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% | Railroad & Shipping – 0.0% |
| Canadian Pacific Railway Co., 3%, 12/02/2041 | $&nbsp;&nbsp;&nbsp;323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$243129 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051 | &nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337469 |
| Wabtec Transportation Netherlands B.V., 1.25%, 12/03/2027 | &nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273983 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$854581 |
| Real Estate - Apartment – 0.0% | Real Estate - Apartment – 0.0% | Real Estate - Apartment – 0.0% |
| American Homes 4 Rent LP, REIT, 2.375%, 7/15/2031 | $1118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$869014 |
| American Homes 4 Rent LP, REIT, 3.375%, 7/15/2051 | &nbsp;&nbsp;&nbsp;577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368832 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1237846 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |
| Corporate Office Property LP, REIT, 2%, 1/15/2029 | $2124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1643795 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031 | 1544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166615 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2810410 |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| EPR Properties, REIT, 3.6%, 11/15/2031 | $&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$543298 |
| Lexington Realty Trust Co., 2.7%, 9/15/2030 | 1082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865798 |
| Lexington Realty Trust Co., 2.375%, 10/01/2031 | &nbsp;&nbsp;&nbsp;641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487803 |
| W.P. Carey, Inc., REIT, 2.45%, 2/01/2032 | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429881 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2326780 |
| Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% |
| Brixmor Operating Partnership LP, REIT, 2.5%, 8/16/2031 | $&nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$452449 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030 | 2605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031390 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2483839 |
| Retailers – 0.3% | Retailers – 0.3% | Retailers – 0.3% |
| Alimentation Couche-Tard, Inc., 3.8%, 1/25/2050 (n) | $&nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$667991 |
| Amazon.com, Inc., 3.6%, 4/13/2032 | 3809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549367 |
| AutoZone, Inc., 4.75%, 8/01/2032 | 2321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276264 |
| Grupo Axo S.A.P.I. de C.V., 5.75%, 6/08/2026 (n) | 1154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941589 |
| Home Depot, Inc., 3.9%, 6/15/2047 | 1785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506595 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8941806 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 2.3%, 11/01/2030 (n) | $2328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1829892 |
| International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 (n) | 1208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878266 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2708158 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 3.15%, 1/15/2032 | $&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$724263 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052 | 2272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540118 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2264381 |
| Supranational – 0.0% | Supranational – 0.0% | Supranational – 0.0% |
| West African Development Bank, 4.7%, 10/22/2031 (n) | $1355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1111777 |
| Telecommunications - Wireless – 0.6% | Telecommunications - Wireless – 0.6% | Telecommunications - Wireless – 0.6% |
| Crown Castle, Inc., REIT, 4.45%, 2/15/2026 | $1267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1238584 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026 | 3355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195613 |
| CT Trust, 5.125%, 2/03/2032 (n) | &nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801277 |
| Millicom International Cellular S.A., 4.5%, 4/27/2031 (n) | 1406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153052 |
| Rogers Communications, Inc., 3.8%, 3/15/2032 (n) | &nbsp;&nbsp;&nbsp;764000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676362 |
| Rogers Communications, Inc., 4.5%, 3/15/2042 (n) | 2401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021449 |
| Rogers Communications, Inc., 3.7%, 11/15/2049 | 1709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209297 |
| Telefonica Celular del Paraguay S.A., 5.875%, 4/15/2027 (n) | 1846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756672 |
| Telefonica Celular del Paraguay S.A., 5.875%, 4/15/2027 | 1203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144787 |
| T-Mobile USA, Inc., 3.5%, 4/15/2025 | 2182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112625 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Telecommunications - Wireless – continued | Telecommunications - Wireless – continued | Telecommunications - Wireless – continued |
| VEON Holdings B.V., 4%, 4/09/2025 (n) | $&nbsp;&nbsp;1444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1155200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16464918 |
| Tobacco – 0.0% | Tobacco – 0.0% | Tobacco – 0.0% |
| Philip Morris International, Inc., 5.625%, 11/17/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$615257 |
| Transportation – 0.0% | Transportation – 0.0% | Transportation – 0.0% |
| Hidrovias International Finance S.à r.l., 4.95%, 2/08/2031 | $&nbsp;&nbsp;1410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1095147 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Adani Ports & Special Economic Zone Ltd., 5%, 8/02/2041 (n) | $&nbsp;&nbsp;1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1218528 |
| Cliffton Ltd., 6.25%, 10/25/2025 (n) | &nbsp;&nbsp;2561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418969 |
| ERAC USA Finance LLC, 3.3%, 12/01/2026 | &nbsp;&nbsp;2463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281796 |
| GMR Hyderabad International Airport Ltd., 4.25%, 10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355488 |
| ICTSI Treasury B.V., 3.5%, 11/16/2031 | &nbsp;&nbsp;1309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002485 |
| JSW Infrastructure Ltd., 4.95%, 1/21/2029 (n) | &nbsp;&nbsp;1065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902229 |
| Royal Capital B.V., 5% to 5/05/2026, FLR (CMT - 5yr. + 7.396%) to 7/31/2070 | &nbsp;&nbsp;&nbsp;&nbsp;914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9025402 |
| 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, 5.16%, 2/01/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17025 |
| Small Business Administration, 2.21%, 2/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;101933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92933 |
| Small Business Administration, 2.22%, 3/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;163695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149041 |
| Small Business Administration, 3.15%, 7/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;195299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185822 |
| Small Business Administration, 3.16%, 8/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234736 |
| Small Business Administration, 3.62%, 9/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;183227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177426 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$856983 |
| U.S. Treasury Obligations – 4.7% | U.S. Treasury Obligations – 4.7% | U.S. Treasury Obligations – 4.7% |
| U.S. Treasury Bonds, 6.375%, 8/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$117093 |
| U.S. Treasury Bonds, 5.25%, 2/15/2029 | &nbsp;&nbsp;2965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188070 |
| U.S. Treasury Bonds, 1.625%, 5/15/2031 | &nbsp;&nbsp;4940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222542 |
| U.S. Treasury Bonds, 1.125%, 8/15/2040 | &nbsp;&nbsp;4402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795786 |
| U.S. Treasury Bonds, 1.375%, 11/15/2040 | &nbsp;&nbsp;5929000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931900 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 | &nbsp;&nbsp;6879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5351378 |
| U.S. Treasury Bonds, 2.875%, 5/15/2043 | &nbsp;&nbsp;6853400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730353 |
| U.S. Treasury Bonds, 2.5%, 2/15/2046 | &nbsp;&nbsp;3581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743662 |
| U.S. Treasury Bonds, 2.875%, 11/15/2046 (f) | &nbsp;&nbsp;7328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026421 |
| U.S. Treasury Bonds, 2.875%, 5/15/2052 | &nbsp;&nbsp;2359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960919 |
| U.S. Treasury Notes, 0.125%, 7/15/2023 | &nbsp;&nbsp;2180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118943 |
| U.S. Treasury Notes, 2.5%, 8/15/2023 | &nbsp;&nbsp;7225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7113238 |
| U.S. Treasury Notes, 0.375%, 10/31/2023 | 11653300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11197638 |
| U.S. Treasury Notes, 0.875%, 1/31/2024 | &nbsp;&nbsp;7753600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7422860 |
| U.S. Treasury Notes, 2.75%, 2/15/2024 | &nbsp;&nbsp;7855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680717 |
| U.S. Treasury Notes, 2.5%, 5/15/2024 | &nbsp;&nbsp;4680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4541611 |
| U.S. Treasury Notes, 3%, 6/30/2024 | 12564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12267568 |
| U.S. Treasury Notes, 2.625%, 4/15/2025 | &nbsp;&nbsp;6492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255143 |
| U.S. Treasury Notes, 0.875%, 9/30/2026 | &nbsp;&nbsp;5600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988594 |
| U.S. Treasury Notes, 2.25%, 8/15/2027 | &nbsp;&nbsp;8936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322348 |
| U.S. Treasury Notes, 4.125%, 9/30/2027 | &nbsp;&nbsp;3140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178269 |
| U.S. Treasury Notes, 2.375%, 5/15/2029 | &nbsp;&nbsp;8149500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7497858 |
| U.S. Treasury Notes, 1.875%, 2/15/2032 | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458203 |
| U.S. Treasury Notes, 3.25%, 5/15/2042 | &nbsp;&nbsp;1714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539654 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$126650768 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Utilities - Electric Power – 2.4% | Utilities - Electric Power – 2.4% | Utilities - Electric Power – 2.4% |
| Adani Green Energy (UP) Ltd./Prayatna Developers Private Ltd., 6.25%, 12/10/2024 (n) | $3526000 | &nbsp;&nbsp;&nbsp;$3371914 |
| Adani Transmission Ltd., 4.25%, 5/21/2036 (n) | 2640625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943175 |
| AES Gener S.A., 7.125% to 7/06/2024, FLR (Swap Rate - 5yr. + 4.644%) to 7/06/2029, FLR (Swap Rate - 5yr. + 4.894%) to 7/06/2044, FLR (Swap Rate - 5yr. + 5.644%) to 3/26/2079 | 1802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667628 |
| AES Gener S.A., 6.35% to 4/07/2025, FLR (CMT - 5yr. + 4.917%) to 4/07/2030, FLR (CMT - 5yr. + 5.167%) to 4/07/2045, FLR (CMT - 5yr. + 5.917%) to 10/07/2079 (n) | 1885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696500 |
| AES Panama Generation Holdings SRL, 4.375%, 5/31/2030 (n) | 1897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586477 |
| Alabama Power Co., 3.45%, 10/01/2049 | 2366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740070 |
| Alfa Desarrollo S.p.A., 4.55%, 9/27/2051 (n) | 1027242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753071 |
| American Electric Power Co., Inc., 2.3%, 3/01/2030 | 1879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546784 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249065 |
| Azure Power Energy Ltd., 3.575%, 8/19/2026 (n) | 1093337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828203 |
| CenterPoint Energy, Inc., 2.65%, 6/01/2031 | &nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772556 |
| Clean Renewable Power, 4.25%, 3/25/2027 (n) | 1475475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262065 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032 | 3193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736668 |
| Duke Energy Corp., 3.3%, 6/15/2041 | 3820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836357 |
| Electricidad Firme de Mexico, 4.9%, 11/20/2026 (n) | 1619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353839 |
| Empresa Generadora de Electricidad Haina S.A., 5.625%, 11/08/2028 (n) | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252713 |
| Enel Finance International N.V., 4.625%, 6/15/2027 (n) | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027942 |
| Enel Finance International N.V., 2.25%, 7/12/2031 (n) | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493616 |
| Enel Finance International N.V., 7.75%, 10/14/2052 (n) | 1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126449 |
| Energuate Trust, 5.875%, 5/03/2027 | 1613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470491 |
| EnfraGen Energia Sur S.A., 5.375%, 12/30/2030 (n) | 1426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944994 |
| ENGIE Energía Chile S.A., 3.4%, 1/28/2030 | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044420 |
| Evergy, Inc., 2.9%, 9/15/2029 | 2162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866336 |
| FirstEnergy Corp., 2.65%, 3/01/2030 | 1863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540254 |
| Florida Power & Light Co., 2.85%, 4/01/2025 | 3623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477045 |
| Florida Power & Light Co., 2.45%, 2/03/2032 | 2139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794708 |
| Florida Power & Light Co., 3.95%, 3/01/2048 | 1629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367119 |
| Georgia Power Co., 4.7%, 5/15/2032 | 2379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312747 |
| Investment Energy Resources Ltd., 6.25%, 4/26/2029 (n) | 1219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108528 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 3045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476214 |
| Mercury Chile Holdco LLC, 6.5%, 1/24/2027 (n) | 1039000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918902 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032 | 1197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974962 |
| NextEra Energy Capital Holdings, Inc., 3.8% to 3/15/2027, FLR (CMT - 5yr. + 2.547%) to 3/15/2082 | 1583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241063 |
| Pacific Gas & Electric Co., 3.25%, 2/16/2024 | &nbsp;&nbsp;&nbsp;654000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634184 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031 | 1645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290052 |
| ReNew Wind Energy AP2/ReNew Power Private Ltd., 4.5%, 7/14/2028 (n) | 1249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059287 |
| Southern California Edison Co., 4.5%, 9/01/2040 | &nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393794 |
| Southern California Edison Co., 3.65%, 2/01/2050 | 1473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099100 |
| Star Energy Geothermal (Salak-Darajat) B.V., 4.85%, 10/14/2038 (n) | 1119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906427 |
| TermoCandelaria Power Ltd., 7.875%, 1/30/2029 (n) | 2120750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932427 |
| Transelec S.A., 3.875%, 1/12/2029 (n) | 1886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695043 |
| Virginia Electric & Power Co., 2.875%, 7/15/2029 | 2899000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575460 |
| Xcel Energy, Inc., 4.6%, 6/01/2032 | 1907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$64201781 |
| Utilities - Water – 0.1% | Utilities - Water – 0.1% | Utilities - Water – 0.1% |
| Aegea Finance S.à r.l., 6.75%, 5/20/2029 (n) | $1634000 | &nbsp;&nbsp;&nbsp;$1572193 |
| **Total Bonds** |  | &nbsp;&nbsp;**$1124571356** |
| Common Stocks – 31.1% | Common Stocks – 31.1% | Common Stocks – 31.1% |
| Aerospace & Defense – 0.7% | Aerospace & Defense – 0.7% |  |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63303 | $15977044 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719731 |
| Thales S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461503 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20158278 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Alcoholic Beverages – 0.1% | Alcoholic Beverages – 0.1% |  |
| Kirin Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3927816 |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |  |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2499200 |
| Automotive – 0.4% | Automotive – 0.4% |  |
| Magna International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5684707 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038861 |
| Stellantis N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838018 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10561586 |
| Biotechnology – 0.3% | Biotechnology – 0.3% |  |
| Biogen, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1516695 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541403 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8058098 |
| Business Services – 0.1% | Business Services – 0.1% |  |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3895533 |
| Chemicals – 0.1% | Chemicals – 0.1% |  |
| Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1353917 |
| Computer Software – 0.3% | Computer Software – 0.3% |  |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8502540 |
| Computer Software - Systems – 0.6% | Computer Software - Systems – 0.6% |  |
| Hitachi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3896205 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;1568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149010 |
| Lenovo Group Ltd. | &nbsp;&nbsp;&nbsp;3064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639051 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988178 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16948650 |
| Construction – 1.6% | Construction – 1.6% |  |
| American Homes 4 Rent, "A", REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10178847 |
| Anhui Conch Cement Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568398 |
| AvalonBay Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16146418 |
| Essex Property Trust, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13572984 |
| ICA Tenedora S.A. de C.V. (u) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493434 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$42960081 |
| Consumer Products – 0.8% | Consumer Products – 0.8% |  |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9277068 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13239115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22516183 |
| Electronics – 0.9% | Electronics – 0.9% |  |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4899056 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18378047 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23277103 |
| Energy - Integrated – 0.6% | Energy - Integrated – 0.6% |  |
| China Petroleum & Chemical Corp. | &nbsp;&nbsp;16708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7932421 |
| Eni S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6623016 |
| LUKOIL PJSC (u) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667828 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16223265 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Food & Beverages – 1.2% | Food & Beverages – 1.2% |  |
| Archer Daniels Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5846295 |
| Coca-Cola FEMSA S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966577 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16386301 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532629 |
| Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519669 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$32251471 |
| Food & Drug Stores – 0.5% | Food & Drug Stores – 0.5% |  |
| Albertsons Cos., Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;134076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2808892 |
| BIM Birlesik Magazalar A.S. | &nbsp;&nbsp;&nbsp;&nbsp;543834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937803 |
| Tesco PLC | &nbsp;&nbsp;1956384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429883 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12176578 |
| Forest & Paper Products – 0.9% | Forest & Paper Products – 0.9% |  |
| Rayonier, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;309566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11107228 |
| Weyerhaeuser Co., REIT | &nbsp;&nbsp;&nbsp;&nbsp;403784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13207775 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24315003 |
| Insurance – 1.6% | Insurance – 1.6% |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8133978 |
| Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562937 |
| Hartford Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410979 |
| Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;643141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11584809 |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826008 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434867 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979513 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43933091 |
| Leisure & Toys – 0.2% | Leisure & Toys – 0.2% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1913173 |
| Nintendo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057107 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976318 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5946598 |
| Machinery & Tools – 0.4% | Machinery & Tools – 0.4% |  |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2250707 |
| GEA Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709595 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941330 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231104 |
| Volvo Group | &nbsp;&nbsp;&nbsp;&nbsp;250351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654603 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11787339 |
| Major Banks – 1.2% | Major Banks – 1.2% |  |
| BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;177011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10021478 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;611700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15905117 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637486 |
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874358 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;140622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263837 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$32702276 |
| Medical & Health Technology & Services – 1.5% | Medical & Health Technology & Services – 1.5% |  |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;208276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12179980 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10821773 |
| Welltower, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;244216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17346663 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40348416 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Metals & Mining – 1.0% | Metals & Mining – 1.0% |  |
| Fortescue Metals Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$686499 |
| Glencore PLC | &nbsp;&nbsp;&nbsp;&nbsp;393090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659300 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;242743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16490660 |
| Vale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;379600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269671 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26106130 |
| Natural Gas - Pipeline – 0.0% | Natural Gas - Pipeline – 0.0% |  |
| Plains GP Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1295640 |
| Network & Telecom – 1.2% | Network & Telecom – 1.2% |  |
| Equinix, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31255366 |
| Other Banks & Diversified Financials – 0.4% | Other Banks & Diversified Financials – 0.4% |  |
| China Construction Bank Corp. | &nbsp;&nbsp;6081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3693982 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354974 |
| Sberbank of Russia PJSC (a)(u) | &nbsp;&nbsp;1738404 | &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;216191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774695 |
| Tisco Financial Group PCL | &nbsp;&nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821991 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10645642 |
| Pharmaceuticals – 3.2% | Pharmaceuticals – 3.2% |  |
| Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;155972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9016510 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16575716 |
| Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27729427 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;330083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8588760 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202592 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17592335 |
| Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324121 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$88029461 |
| Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% |  |
| A.P. Moller-Maersk A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1025484 |
| Nippon Yusen KK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192478 |
| Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4107035 |
| Real Estate – 7.6% | Real Estate – 7.6% |  |
| Alexandria Real Estate Equities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12522870 |
| Boston Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;100928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7274890 |
| Brixmor Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;714507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16562272 |
| Douglas Emmett, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;209998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637165 |
| Equity Lifestyle Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;256002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17003653 |
| Extra Space Storage, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;139504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22416898 |
| Farmland Partners, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;149064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979570 |
| National Retail Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;358633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16626226 |
| Phillips Edison & Co., REIT | &nbsp;&nbsp;&nbsp;&nbsp;407532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13134756 |
| Prologis, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;295714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34832152 |
| Simon Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;239958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28660584 |
| Sun Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;110343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16209387 |
| Urban Edge Properties, REIT | &nbsp;&nbsp;&nbsp;&nbsp;767623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12074710 |
| W.P. Carey, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594411 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$205529544 |
| Restaurants – 0.1% | Restaurants – 0.1% |  |
| Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1507324 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3550932 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |  |
| Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1440534 |
| Telecommunications - Wireless – 1.4% | Telecommunications - Wireless – 1.4% |  |
| American Tower Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10845454 |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11959746 |
| PT Telekom Indonesia | &nbsp;&nbsp;&nbsp;7338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884469 |
| SBA Communications Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10803533 |
| Vodafone Group PLC | &nbsp;&nbsp;&nbsp;2266286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518126 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38011328 |
| Telephone Services – 0.3% | Telephone Services – 0.3% |  |
| AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2645910 |
| France Telecom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704685 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491034 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7841629 |
| Tobacco – 0.7% | Tobacco – 0.7% |  |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10680074 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510367 |
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534497 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18724938 |
| Utilities - Electric Power – 0.8% | Utilities - Electric Power – 0.8% |  |
| American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2474692 |
| E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587195 |
| Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6116722 |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025467 |
| Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955802 |
| Transmissora Alianca de Energia Eletrica S.A., IEU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100486 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316983 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22577347 |
| **Total Common Stocks** |  | &nbsp;&nbsp;**$843458548** |
| Preferred Stocks – 0.2% | Preferred Stocks – 0.2% | Preferred Stocks – 0.2% |
| Computer Software - Systems – 0.0% |  |  |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1715708 |
| Metals & Mining – 0.2% |  |  |
| Gerdau S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4497616 |
| **Total Preferred Stocks** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6213324** |
| Short-Term Investment – 0.2% | Short-Term Investment – 0.2% | Short-Term Investment – 0.2% |
| Pharmaceuticals – 0.2% | Pharmaceuticals – 0.2% | Pharmaceuticals – 0.2% |
| Sanofi, 3.56%, 12/29/2022 | $&nbsp;&nbsp;5784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5765088 |
| 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;30481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3432465 |
| Investment Companies (h) – 27.0% | Investment Companies (h) – 27.0% | Investment Companies (h) – 27.0% |
| Bond Funds – 21.9% | Bond Funds – 21.9% | Bond Funds – 21.9% |
| MFS High Yield Pooled Portfolio (v) | 75503889 | &nbsp;&nbsp;&nbsp;&nbsp;$594970645 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Investment Companies (h) – continued | Investment Companies (h) – continued | Investment Companies (h) – continued |
| Money Market Funds – 5.1% | Money Market Funds – 5.1% |  |
| MFS Institutional Money Market Portfolio, 3.67% (v) | 137321757 | &nbsp;&nbsp;&nbsp;$137321757 |
| **Total Investment Companies** | **Total Investment Companies** | &nbsp;&nbsp;&nbsp;**$732292402** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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 – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% |  |
| Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% |  |
| S&P 500 Index – June 2023 @ $3,000 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$122403300 | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;$993000 |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – (0.2)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4471391) |
| **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;**$2712254792** |

---

(a) Non-income producing security.

(d) In default.

(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 $732,292,402 and $1,984,433,781, 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.

(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 $297,836,988, representing 11.0% 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.

(w) When-issued security.

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

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp;**Acquisition<br> Date** | &nbsp;&nbsp;**Cost** | &nbsp;&nbsp;**Value** |
| ReadyCap Commercial Mortgage Trust, 2021-FL5, "A", FLR, 5.044% (LIBOR - 1mo. + 1%), 4/25/2038 | &nbsp;&nbsp;2/14/2022 | &nbsp;&nbsp;$565465 | &nbsp;&nbsp;$551080 |
| % of Net assets |  |  | &nbsp;&nbsp;0.0% |

---

---

| | |
|:---|:---|
| 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 |
| 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. |
| IEU | International Equity Unit |
| LIBOR | London Interbank Offered Rate |
| PCL | Public Company Limited |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise 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: |
| BRL | Brazilian Real |
| CLP | Chilean Peso |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |

---

------

Portfolio of Investments (unaudited) – continued

---

| | |
|:---|:---|
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| PLN | Polish Zloty |
| THB | Thai Baht |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** | **Derivative Contracts at 11/30/22** |
| **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** |
| CLP | &nbsp;&nbsp;1832463439 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956670 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$70307 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30702358 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306354 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258513 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252598 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62447 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320534 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333962 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527469 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456803 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363880 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475028 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482686 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58600 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860940 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993062 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46399 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;317567855 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743602 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52391 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26193746 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329086 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16543 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260722 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021548 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65074 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673318 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792276 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72984519 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012270 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;1/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80879 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;$838366 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159280 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166491 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(56) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20838155 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202533 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1983) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698860 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828732 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30007) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413062 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18441799 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97662) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989111 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;1896597000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108808) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181412 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54775248 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(154095) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20326603 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20629862 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;(1229951) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204389 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180406 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13426) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763831 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680534 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57816) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783244 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;317567855 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12749) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913217 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18587776 | &nbsp;&nbsp;Morgan Stanley Capital Services, Inc. | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41677) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025549 | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260722 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61073) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754762 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673318 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;1/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55655) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(1864958) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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*** |  |  |
| U.S. Treasury Bond | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;$11811000 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;$44703 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;474 | &nbsp;&nbsp;53799000 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;212642 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;173 | &nbsp;&nbsp;35527172 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74880 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;207 | &nbsp;&nbsp;22474055 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;109234 |
| U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;212 | &nbsp;&nbsp;28891625 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;126763 |
|  |  |  |  |  |  | &nbsp;&nbsp;$568222 |

---

------

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*** |  |  |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;552 | &nbsp;&nbsp;$66050250 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;$(112376) |

---

At November 30, 2022, the fund had cash collateral of $1,480,000 and other liquid securities with an aggregate value of $2,464,673 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
11/30/22 (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

The investments of the fund and the MFS High Yield Pooled Portfolio are valued as described below.

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. 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 and forward foreign currency exchange contracts. The following is a summary of the levels used as of November 30, 2022 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;&nbsp;$605101467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$605101467 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &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;37778043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37778043 |
| &nbsp;&nbsp;&nbsp;Japan | &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;28543719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28543719 |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17592335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25590717 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20291261 | &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;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20291261 |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16833852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17722925 |
| &nbsp;&nbsp;&nbsp;Germany | &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;17352161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17352161 |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15050284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16511787 |
| &nbsp;&nbsp;&nbsp;Singapore | &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;15905117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15905117 |
| &nbsp;&nbsp;&nbsp;Other Countries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24108909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44697797 | &nbsp;&nbsp;&nbsp;&nbsp;493434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69300140 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127507751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127507751 |
| 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;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261596052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261596052 |
| Municipal Bonds | &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;&nbsp;&nbsp;4485986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485986 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286781471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286781471 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201731941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201731941 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100352 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14381745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14381745 |
| Foreign Bonds | &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;217986058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217986058 |
| Short-Term Securities | &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;&nbsp;&nbsp;5765088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765088 |
| Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732292402 | &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;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732292402 |
| Total | &nbsp;&nbsp;&nbsp;$1401736950 | &nbsp;&nbsp;&nbsp;$1314495799 | &nbsp;&nbsp;&nbsp;$493434 | &nbsp;&nbsp;&nbsp;$2716726183 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$568222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$568222 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112376) | &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;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112376) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838366 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1864958) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1864958) |

---

For further information regarding security characteristics, see the Portfolio of Investments. Please refer to the MFS High Yield Pooled Portfolio's shareholder report for further information regarding the levels used in valuing its assets and liabilities.

The following is a reconciliation of level 3 assets for which significant unobservable inputs were used to determine fair value. The table presents the activity of level 3 securities held at the beginning and the end of the period.

---

| | | | |
|:---|:---|:---|:---|
|  | **Equity<br> Securities** | &nbsp;&nbsp;**Fixed Income<br> Securities** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 2/28/22 | $464837 | &nbsp;&nbsp;&nbsp;$7687618 | &nbsp;&nbsp;$8152455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued discounts/premiums | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30769) | &nbsp;&nbsp;(30769) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(5881891) | &nbsp;&nbsp;(5881891) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Change in unrealized appreciation or depreciation | &nbsp;&nbsp;&nbsp;28597 | &nbsp;&nbsp;&nbsp;&nbsp;6126311 | &nbsp;&nbsp;6154908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sales | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(3719697) | &nbsp;&nbsp;(3719697) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers into level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers out of level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(4181572) | &nbsp;&nbsp;(4181572) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 11/30/22 | $493434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$493434 |

---

The net change in unrealized appreciation or depreciation from investments held as level 3 at November 30, 2022 is $28,597. At November 30, 2022, the fund held three level 3 securities.

------

Supplemental Information (unaudited) – continued

(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 High Yield Pooled Portfolio | &nbsp;&nbsp;$809235637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$35131045 | &nbsp;&nbsp;&nbsp;&nbsp;$170937967 | &nbsp;&nbsp;$(17503213) | &nbsp;&nbsp;$(60954857) | &nbsp;&nbsp;$594970645 |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;106862112 | &nbsp;&nbsp;&nbsp;&nbsp;1080462763 | &nbsp;&nbsp;&nbsp;&nbsp;1050006880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8634) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12396 | &nbsp;&nbsp;&nbsp;&nbsp;137321757 |
|  | &nbsp;&nbsp;$916097749 | &nbsp;&nbsp;$1115593808 | &nbsp;&nbsp;$1220944847 | &nbsp;&nbsp;$(17511847) | &nbsp;&nbsp;$(60942461) | &nbsp;&nbsp;$732292402 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS High Yield Pooled Portfolio | &nbsp;&nbsp;$28787340 | &nbsp;&nbsp;$— |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288047 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  | &nbsp;&nbsp;$31075387 | &nbsp;&nbsp;$— |

---

(3) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of November 30, 2022, are as follows:

---

| | |
|:---|:---|
| United States | 69.4% |
| Canada | 2.5% |
| United Kingdom | 2.4% |
| Japan | 1.4% |
| Switzerland | 1.2% |
| Mexico | 1.2% |
| China | 1.2% |
| France | 1.1% |
| Brazil | 0.9% |
| Other Countries | 18.7% |

---

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 XIII

- **b. Investment Company Act file number:** 811-03327

- **c. CIK number of Registrant:** 0000356349

- **d. LEI of Registrant:** 5493000SCRZM3WD72S74

- **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 Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000012219

- **c. LEI of Series:** 7Z555RPCNKK7AVR16U38

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

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**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:** $2773030529.53

**Total Liabilities:** $60805618.03

**Net Assets:** $2712224911.50

**Delayed Delivery Securities:** $23069315.18

**Cash Not Reported:** $132009.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -554.40147650 | **1-Year:** -17754.94802310 | **5-Year:** -107566.84381790 | **10-Year:** -231955.05790870 | **30-Year:** -115201.59156880

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

- **3-Month:** -491.41044400 | **1-Year:** -12994.23707190 | **5-Year:** -43786.85512950 | **10-Year:** -55806.41330940 | **30-Year:** -34476.16211470

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000068409 | -6.22%               | 2.09%                | 5.35%                |
| Class ID C000068412 | -6.13%               | 2.08%                | 5.52%                |
| Class ID C000068410 | -6.18%               | 2.04%                | 5.49%                |
| Class ID C000033358 | -6.15%               | 2.15%                | 5.41%                |
| Class ID C000033359 | -6.22%               | 1.99%                | 5.45%                |
| Class ID C000033360 | -6.13%               | 2.08%                | 5.53%                |
| Class ID C000068411 | -6.15%               | 2.15%                | 5.41%                |
| Class ID C000117928 | -6.12%               | 2.18%                | 5.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3518791.42             | $-178986149.45                             |
| Month 2  | $-13226426.49            | $63911954.19                               |
| Month 3  | $-3403870.93             | $136685559.46                              |

**Designated Index Information**

- **Index Name:** 25% BBG US HY 2% Issuer Cap, 20% ACWI HDivY, 15% JPM GBI-EM Gbl Div, 15% BBG US Credit, 15% MSCI US REIT, 10% BBG US Gov/Mtge BI

- **Index Identifier:** 25% LF89TRUU, 20% M1ACWIHD, 15% JGENVUUG, 15% LUCRTRUU, 15%, 10% LUMSTRUU

### 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        |    2496767 | PA      | $2200143.28   | 0.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31292JBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1308 | PA      | $1350.17      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oryx Funding Ltd.                                                            | Oryx Funding Ltd.                                                              | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    1210000 | PA      | $1141030.00   | 0.04%             | 2031-02-03      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1750000 | PA      | $1539898.10   | 0.06%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412370 | PA      | $353135.05    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11653300 | PA      | $11197637.79  | 0.41%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                                                                | GCC SAB de CV                                                                  | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    1646000 | PA      | $1362065.00   | 0.05%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $5424248.47   | 0.20%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                 | Nutrien Ltd.                                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      16846 | NS      | $1353916.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1318345 | PA      | $1160088.20   | 0.04%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                               | Corporate Office Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1643795.18   | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                           | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2294657.22   | 0.08%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MDQT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     811789 | PA      | $669677.56    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44767 | PA      | $46999.31     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31385XA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10826 | PA      | $11280.17     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                    | Orange SA                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     167418 | NS      | $1704684.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                           | AES Panama Generation Holdings SRL                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1897000 | PA      | $1586476.56   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp. plc                                                              | Eaton Corp. plc                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      13770 | NS      | $2250706.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                        | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2223000 | PA      | $2124743.40   | 0.08%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36177UCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18016 | PA      | $17564.17     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11652 | PA      | $12201.45     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $1970291.73   | 0.07%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                               | Tapestry, Inc.                                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1207884.38   | 0.04%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                            | Indian Railway Finance Corp. Ltd.                                              | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    2640000 | PA      | $2170411.50   | 0.08%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  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        |    8166315 | PA      | $884389.05    | 0.03%             | 2030-04-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121026 | PA      | $122192.56    | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2068000 | PA      | $607216.50    | 0.02%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                   | Archer-Daniels-Midland Co.                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      59962 | NS      | $5846295.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                       | Perusahaan Penerbit SBSN Indonesia III                                         | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1227000 | PA      | $1212546.79   | 0.04%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Ports Co. PJSC                                                     | Abu Dhabi Ports Co. PJSC                                                       | CUSIP: N/A<br>LEI: 213800F5LEV1NQJ68T87       | Long             | DBT              | CORP              | AE        |     828000 | PA      | $674627.90    | 0.02%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                 | Hasbro, Inc.                                                                   | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1191367.32   | 0.04%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38091 | PA      | $31505.61     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                         | Tobacco Settlement Finance Authority                                           | CUSIP: 88880LAG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     175000 | PA      | $159050.52    | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1975000 | PA      | $1922230.47   | 0.07%             | 2052-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                            | Alabama Power Co.                                                              | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $1740070.39   | 0.06%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                | Equifax, Inc.                                                                  | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $850081.37    | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                    | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $891860.37    | 0.03%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ICTSI Treasury BV                                                            | ICTSI Treasury BV                                                              | CUSIP: N/A<br>LEI: 724500OT4U4QE3XWJH54       | Long             | DBT              | CORP              | NL        |    1309000 | PA      | $1002485.36   | 0.04%             | 2031-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                  | Taiwan Semiconductor Manufacturing Co. Ltd.                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      59039 | NS      | $4899056.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central American Bottling Corp.                                              | Central American Bottling Corp.                                                | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    2121000 | PA      | $1912208.76   | 0.07%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     605000 | PA      | $615257.01    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                          | STORE Capital Corp.                                                            | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2031390.23   | 0.07%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                       | VTR Comunicaciones SpA                                                         | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    1273000 | PA      | $725610.00    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                           | Oversea-Chinese Banking Corp. Ltd.                                             | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |     671000 | PA      | $642903.75    | 0.02%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     567162 | PA      | $488604.36    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4635593 | PA      | $3967595.34   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138WEVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163309 | PA      | $153133.76    | 0.01%             | 2045-06-01      | 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      | $117.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                               | AutoZone, Inc.                                                                 | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2321000 | PA      | $2276263.56   | 0.08%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                           | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2419000 | PA      | $1811946.29   | 0.07%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Royal Capital BV                                                             | Royal Capital BV                                                               | CUSIP: N/A<br>LEI: 72450057BWJ6BYW0TI63       | Long             | DBT              | CORP              | NL        |     914000 | PA      | $845907.00    | 0.03%             | 2026-02-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                             | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     893000 | PA      | $837945.34    | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173844 | PA      | $174383.33    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2485000 | PA      | $2081395.57   | 0.08%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                         | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1506594.73   | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     289530 | PA      | $240055.78    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M5HJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3630 | PA      | $3817.56      | 0.00%             | 2036-06-01      | 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      | $-56.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                   | LAD Auto Receivables Trust, Series 2022-1A, Class A                            | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     423007 | PA      | $415223.92    | 0.02%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                       | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2881000 | PA      | $2537676.99   | 0.09%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262352 | PA      | $275436.62    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3432359 | PA      | $3097374.25   | 0.11%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5600000 | PA      | $4988593.74   | 0.18%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                   | Israel Electric Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |    1246000 | PA      | $1084981.91   | 0.04%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 3845, Class AI                                                   | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160823 | PA      | $26515.62     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1262000 | PA      | $294677.00    | 0.01%             | 2028-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Savings Bank of Ukraine                                                | State Savings Bank of Ukraine                                                  | CUSIP: N/A<br>LEI: 213800X3YF17XQS13O34       | Long             | DBT              | CORP              | GB        |     533000 | PA      | $213200.00    | 0.01%             | 2025-03-20      | Variable      | 9.62%                 | No            |                  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        |    1637000 | PA      | $1207953.81   | 0.04%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                   | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1550000 | PA      | $643250.00    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B2JW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     921303 | PA      | $764349.76    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                             | Bangkok Bank PCL                                                               | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1004000 | PA      | $815041.09    | 0.03%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                            | Uzbekneftegaz JSC                                                              | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    1236000 | PA      | $967479.00    | 0.04%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     572399 | PA      | $577914.47    | 0.02%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                | Polaris, Inc.                                                                  | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      17327 | NS      | $1976317.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6853400 | PA      | $5730352.60   | 0.21%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8610 | PA      | $9015.28      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV                   | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     885210 | PA      | $818121.78    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                            | Galaxy Pipeline Assets Bidco Ltd.                                              | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1010000 | PA      | $804226.34    | 0.03%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68832 | PA      | $70979.15     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                   | Michigan Finance Authority                                                     | CUSIP: 59447TH89<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     390762 | PA      | $354826.43    | 0.01%             | 2030-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                            | Equity LifeStyle Properties, Inc.                                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     256002 | NS      | $17003652.84  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    4016000 | PA      | $1760611.59   | 0.06%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                             | Timken Co. (The)                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      14814 | NS      | $1125567.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201346 | PA      | $200917.86    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    2931000 | PA      | $2419332.72   | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419JS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22090 | PA      | $22367.19     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                          | Alcon Finance Corp.                                                            | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     507000 | PA      | $510689.65    | 0.02%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1704026 | PA      | $1453243.45   | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                                 | Energean plc                                                                   | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |    1565000 | PA      | $1431474.20   | 0.05%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vale SA                                                                      | Vale SA                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     379600 | NS      | $6269670.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                   | Essex Property Trust, Inc.                                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      61589 | NS      | $13572983.82  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                   | Visa, Inc.                                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1791000 | PA      | $1119190.13   | 0.04%             | 2050-08-15      | Fixed         | 2.00%                 | 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        |    3506241 | PA      | $348946.71    | 0.01%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3578000 | PA      | $2732835.11   | 0.10%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security, Inc.                                         | Fortune Brands Home & Security, Inc.                                           | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3331000 | PA      | $2897602.69   | 0.11%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                    | Magna International, Inc.                                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      92319 | NS      | $5684706.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33896 | PA      | $35491.33     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6535 | PA      | $6504.51      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                           | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1400000 | PA      | $1316000.00   | 0.05%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                             | Adani Transmission Step-One Ltd.                                               | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    2640625 | PA      | $1943175.12   | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                        | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1183000 | PA      | $1006385.86   | 0.04%             | 2047-03-29      | 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      | $-1229950.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5645192 | PA      | $4833048.38   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                         | Otis Worldwide Corp.                                                           | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3259436.46   | 0.12%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2016-4, Class LI                                                  | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418089 | PA      | $42623.48     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6492000 | PA      | $6255143.41   | 0.23%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4363, Class B                                                    | CUSIP: 3137BCM47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     220469 | PA      | $213780.33    | 0.01%             | 2040-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4519, Class VA                                                   | CUSIP: 3137BLRJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     345954 | PA      | $343933.14    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | 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        |  136874143 | NS      | $136874143.29 | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     972155 | PA      | $893087.33    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1425000 | PA      | $1289329.37   | 0.05%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412FS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14325 | PA      | $14846.88     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2152 | PA      | $2259.71      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     997000 | PA      | $832930.11    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1624838 | PA      | $1508481.53   | 0.06%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6849 | PA      | $7031.13      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shriram Transport Finance Co. Ltd.                                           | Shriram Transport Finance Co. Ltd.                                             | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    2049000 | PA      | $1972470.30   | 0.07%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42735 | PA      | $39401.79     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475182 | PA      | $452946.79    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                            | Galaxy Pipeline Assets Bidco Ltd.                                              | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    2330411 | PA      | $2152974.79   | 0.08%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                       | Republic of Kazakhstan                                                         | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1930000 | PA      | $2001595.28   | 0.07%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1146548.19   | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2407000 | PA      | $1784188.75   | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Grupo KUO SAB de CV                                                          | Grupo KUO SAB de CV                                                            | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |    1187000 | PA      | $1099674.58   | 0.04%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                | Tengizchevroil Finance Co. International Ltd.                                  | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    2119000 | PA      | $1801150.00   | 0.07%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M4T37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6115 | PA      | $6332.40      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM Smucker Co. (The)                                                         | JM Smucker Co. (The)                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      48910 | NS      | $7532629.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4466 | PA      | $4571.31      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1539064 | PA      | $1355934.30   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3490725 | PA      | $2878176.72   | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp.                                             | Crown Castle International Corp.                                               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1238583.96   | 0.05%             | 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        |    1673000 | PA      | $998837.73    | 0.04%             | 2047-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140N0T62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34935 | PA      | $33053.51     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                | Autoridad del Canal de Panama                                                  | CUSIP: N/A<br>LEI: 549300W1ISP1PW2J2P64       | Long             | DBT              | NUSS              | PA        |    1220000 | PA      | $1113572.09   | 0.04%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PR3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1810 | PA      | $1804.69      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                        | Indonesia Asahan Aluminium Persero PT                                          | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |    1883000 | PA      | $1536662.79   | 0.06%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4612, Class KV                                                   | CUSIP: 3137BRS71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130226 | PA      | $128864.82    | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3518304 | PA      | $3114537.12   | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    6564000 | PA      | $4517077.65   | 0.17%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                | Tengizchevroil Finance Co. International Ltd.                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    4736000 | PA      | $3315200.00   | 0.12%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  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        |    3344437 | PA      | $358066.46    | 0.01%             | 2030-04-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2041825.07   | 0.08%             | 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        |     513052 | PA      | $479642.30    | 0.02%             | 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        |    1907000 | PA      | $1833131.53   | 0.07%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M9ND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167725 | PA      | $176240.41    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1468941 | PA      | $1257704.73   | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PRZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2322 | PA      | $2315.09      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                               | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS      | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     484000 | PA      | $457268.53    | 0.02%             | 2036-11-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                     | MF1 Ltd., Series 2020-FL4, Class A                                             | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1152808 | PA      | $1121063.69   | 0.04%             | 2035-11-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $856129.41    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                          | Alcon Finance Corp.                                                            | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    3159000 | PA      | $2654070.12   | 0.10%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                                      | Prumo Participacoes e Investimentos S/A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     784992 | PA      | $728395.02    | 0.03%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KN6M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     421734 | PA      | $347544.01    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                        | Plains GP Holdings LP, Class A                                                 | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      76882 | NS      | $1017148.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                 | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     909000 | PA      | $824745.67    | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8145090 | PA      | $6715571.19   | 0.25%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Seazen Group Ltd.                                                            | Seazen Group Ltd.                                                              | CUSIP: N/A<br>LEI: 5493006M8GRAQRCSCD67       | Long             | DBT              | CORP              | KY        |    1614000 | PA      | $904485.60    | 0.03%             | 2025-07-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                 | Biogen, Inc.                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       4970 | NS      | $1516694.90   | 0.06%             |  |  |  | No            |                  1 | 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        |    1568000 | NS      | $5149010.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                  | AREIT Trust, Series 2022-CRE6, Class AS                                        | CUSIP: 04002VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     946500 | PA      | $889041.77    | 0.03%             | 2037-01-16      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59392 | PA      | $60736.75     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                               | WP Carey, Inc.                                                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      32924 | NS      | $2594411.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        748 | PA      | $784.88       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                            | National Central Cooling Co. PJSC                                              | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |     957000 | PA      | $831240.63    | 0.03%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                                 | SAN Miguel Industrias Pet SA                                                   | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $1679000.78   | 0.06%             | 2028-08-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1  | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8092298 | PA      | $468695.37    | 0.02%             | 2029-07-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                       | Sanofi                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      36793 | NS      | $3324120.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      36096 | NS      | $10803532.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QNEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324999 | PA      | $267813.47    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1  | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12724313 | PA      | $257994.36    | 0.01%             | 2031-01-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42260 | PA      | $44695.49     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4153 | PA      | $4174.55      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd.                                                  | Fortescue Metals Group Ltd.                                                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      51579 | NS      | $686499.49    | 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        |      13130 | NS      | $1507324.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd.                                                         | Muthoot Finance Ltd.                                                           | CUSIP: 62828L2B8<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    2255000 | PA      | $2208772.50   | 0.08%             | 2023-09-02      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LXP Industrial Trust                                                         | LXP Industrial Trust                                                           | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     641000 | PA      | $487803.26    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd.                                                        | Everest Re Group Ltd.                                                          | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       7584 | NS      | $2562936.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213942 | PA      | $200128.83    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354943 | PA      | $355841.45    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1  | CUSIP: 3137F4X98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78055575 | PA      | $568751.95    | 0.02%             | 2028-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15839 | PA      | $16332.39     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                          | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2624000 | PA      | $2409048.53   | 0.09%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     955556 | PA      | $840751.16    | 0.03%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adani Green Energy UP Ltd.                                                   | Adani Green Energy UP Ltd.                                                     | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    3526000 | PA      | $3371913.80   | 0.12%             | 2024-12-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| British American Tobacco plc                                                 | British American Tobacco plc                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     260266 | NS      | $10680073.59  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                              | Antofagasta plc                                                                | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1059000 | PA      | $1024264.80   | 0.04%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97409 | PA      | $91900.89     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                 | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1583358.91   | 0.06%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13300 | PA      | $13692.82     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31411VFL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7073 | PA      | $7286.61      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3140000 | PA      | $3178268.75   | 0.12%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31292LSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     513382 | PA      | $484806.66    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5442 | PA      | $5611.53      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                              | Puma International Financing SA                                                | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |    1210000 | PA      | $1064800.00   | 0.04%             | 2026-01-24      | 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      | $36874.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                             | Brixmor Operating Partnership LP                                               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     597000 | PA      | $452449.25    | 0.02%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3775000 | PA      | $2565441.34   | 0.09%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9482 | PA      | $9933.36      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341415 | PA      | $320142.32    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     976052 | PA      | $879760.04    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     379000 | PA      | $362536.82    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                      | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3193000 | PA      | $2736668.03   | 0.10%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                         | LXP Industrial Trust                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $865797.36    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                      | Kirin Holdings Co. Ltd.                                                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     200100 | NS      | $3157718.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                   | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2112318.68   | 0.08%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74194 | PA      | $70430.87     | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Republic of Senegal                                                            | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1061000 | PA      | $765543.33    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26712 | PA      | $27930.57     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141499 | PA      | $132624.05    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                        | Sun Communities, Inc.                                                          | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     110343 | NS      | $16209386.70  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                             | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1963000 | PA      | $1676747.70   | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                    | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     934000 | PA      | $866625.91    | 0.03%             | 2032-10-07      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5278873 | PA      | $5173203.88   | 0.19%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                        | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1618000 | PA      | $1703223.30   | 0.06%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1050000 | PA      | $1028384.76   | 0.04%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1449999 | PA      | $1241371.68   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5686 | PA      | $5363.29      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                  | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    2149000 | PA      | $1717178.35   | 0.06%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                          | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     808000 | PA      | $635542.11    | 0.02%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    2266286 | NS      | $2518126.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PEN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    2048000 | PA      | $1840640.00   | 0.07%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     866643 | PA      | $784440.17    | 0.03%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MV                   | CUSIP: 35563PKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675937 | PA      | $622439.25    | 0.02%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     613000 | PA      | $405544.35    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2012-108, Class KI                                                | CUSIP: 38378HQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292706 | PA      | $43593.35     | 0.00%             | 2042-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12440 | PA      | $11821.16     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The)                                                     | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1797000 | PA      | $1422554.92   | 0.05%             | 2031-12-01      | Fixed         | 1.95%                 | 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        |        470 | NS      | $1025484.27   | 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        |      30353 | NS      | $2038861.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc., Class A                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     134076 | NS      | $2808892.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7711 | PA      | $7864.86      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                                    | Tisco Financial Group PCL                                                      | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |     659000 | NS      | $1821990.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| India Airport Infra                                                          | India Airport Infra                                                            | CUSIP: 18684LAA6<br>LEI: 254900N1JEUJFV1S3E87 | Long             | DBT              | CORP              | MU        |    2561000 | PA      | $2418968.66   | 0.09%             | 2025-10-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                 | Marriott International, Inc., Series GG                                        | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $1727760.71   | 0.06%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                      | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3843000 | PA      | $3011676.71   | 0.11%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                              | Energuate Trust                                                                | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |    1613000 | PA      | $1470491.45   | 0.05%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PRZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2976 | PA      | $2966.25      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                         | ERAC USA Finance LLC                                                           | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2463000 | PA      | $2281795.71   | 0.08%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                    | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2381000 | PA      | $1874494.47   | 0.07%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                           | Aegea Finance SARL                                                             | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1634000 | PA      | $1572193.25   | 0.06%             | 2029-05-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $974962.23    | 0.04%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                          | Leviathan Bond Ltd.                                                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    2841000 | PA      | $2683324.50   | 0.10%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147205 | PA      | $146592.04    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                               | Alimentation Couche-Tard, Inc.                                                 | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     936000 | PA      | $667991.04    | 0.02%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QMQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2906080 | PA      | $2693528.84   | 0.10%             | 2036-11-01      | Fixed         | 2.50%                 | 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        |    6689751 | PA      | $414439.46    | 0.02%             | 2054-03-15      | Variable      | 1.27%                 | 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      | $66.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                | Empresa Nacional del Petroleo                                                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     895000 | PA      | $626222.31    | 0.02%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      91760 | NS      | $6116721.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                      | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1016000 | PA      | $608374.53    | 0.02%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B0G80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     583455 | PA      | $500600.25    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                    | Golden State Tobacco Securitization Corp.                                      | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     855000 | PA      | $682870.12    | 0.03%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3105 | PA      | $3235.90      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                            | Johnson & Johnson                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      93122 | NS      | $16575716.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20739 | PA      | $20054.45     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3946 | PA      | $4125.78      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     251811 | NS      | $27729427.32  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Generadora de Electricidad Haina SA                                  | Empresa Generadora de Electricidad Haina SA                                    | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |    1480000 | PA      | $1252713.22   | 0.05%             | 2028-11-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                       | Banco GNB Sudameris SA                                                         | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    1456000 | PA      | $1030120.00   | 0.04%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     137236 | NS      | $2645910.08   | 0.10%             |  |  |  | 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        |    1383931 | PA      | $1293248.87   | 0.05%             | 2038-04-14      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                        | American Homes 4 Rent, Class A                                                 | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     307797 | NS      | $10178846.79  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     788654 | PA      | $675277.57    | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  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        |    1243000 | PA      | $1003764.51   | 0.04%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ED98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292085 | PA      | $262856.14    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                     | Equitable Holdings, Inc.                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     256269 | NS      | $8133978.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MPWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     996218 | PA      | $821602.89    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     103782 | NS      | $5202591.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     177011 | NS      | $10021478.06  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2550000 | PA      | $2549251.37   | 0.09%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     318160 | PA      | $298750.70    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                  | First Quantum Minerals Ltd.                                                    | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1236000 | PA      | $1177315.97   | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank Financial Leasing Co. Ltd.                            | China Development Bank Financial Leasing Co. Ltd.                              | CUSIP: N/A<br>LEI: 3003001Y2JXAVQAIZ618       | Long             | DBT              | CORP              | CN        |     753000 | PA      | $689537.16    | 0.03%             | 2030-09-28      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3036 | PA      | $3201.19      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10658 | PA      | $11189.67     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                    | Golden State Tobacco Securitization Corp.                                      | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     730000 | PA      | $675077.50    | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1337000 | PA      | $844079.39    | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     810819 | PA      | $750885.67    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                        | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1207380.05   | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3675000 | PA      | $3716719.22   | 0.14%             | 2052-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Notas do Tesouro Nacional                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    4068000 | PA      | $717510.53    | 0.03%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467862 | PA      | $418999.50    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Republic of Angola                                                             | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    2905000 | PA      | $2420591.25   | 0.09%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $6458203.13   | 0.24%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194202 | PA      | $183077.14    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | 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        |    4373949 | PA      | $438145.03    | 0.02%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128LXE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2288 | PA      | $2362.39      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                              | United Group BV                                                                | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     367000 | PA      | $290675.70    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DP World Salaam                                                              | DP World Salaam                                                                | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    1464000 | PA      | $1446074.78   | 0.05%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     826000 | PA      | $614497.63    | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                             | Greenko Dutch BV                                                               | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    1139315 | PA      | $979810.90    | 0.04%             | 2026-03-29      | Fixed         | 3.85%                 | 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      | $-108808.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     318921 | PA      | $274748.93    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes SA                                                                   | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1885000 | PA      | $1696500.00   | 0.06%             | 2079-10-07      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA               | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    5394268 | PA      | $231252.83    | 0.01%             | 2052-01-15      | Variable      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp.                                                      | Regions Financial Corp.                                                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     140622 | NS      | $3263836.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                                                     | American Homes 4 Rent LP                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $869014.02    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                         | Cheniere Corpus Christi Holdings LLC                                           | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     822000 | PA      | $749845.24    | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K085, Class A2  | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2474000 | PA      | $2425724.59   | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4940000 | PA      | $4222542.16   | 0.16%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Empresa de Transmision Electrica SA                                          | Empresa de Transmision Electrica SA                                            | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    1694000 | PA      | $1304380.00   | 0.05%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     669461 | PA      | $573833.90    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290398 | PA      | $283035.60    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1159000 | PA      | $1070482.53   | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                  | United States Small Business Administration, Series 2013-20B, Class 1          | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101933 | PA      | $92933.38     | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                               | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1366000 | PA      | $1015013.42   | 0.04%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     785364 | PA      | $691969.26    | 0.03%             | 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        |     998500 | PA      | $919524.64    | 0.03%             | 2035-12-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     247542 | PA      | $229030.93    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31335B7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     564645 | PA      | $593328.62    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125906 | PA      | $132132.59    | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                                  | Brookfield Finance I UK plc                                                    | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    1462000 | PA      | $1136405.41   | 0.04%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106300 | PA      | $106568.61    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7855000 | PA      | $7680717.19   | 0.28%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2015-3, Class PC                                                  | CUSIP: 3136AMNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     350063 | PA      | $335278.76    | 0.01%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                    | Thales SA                                                                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      11498 | NS      | $1461502.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2013-53, Class CB                                                 | CUSIP: 3136AEEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37360 | PA      | $36773.56     | 0.00%             | 2040-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Bonos de la Tesoreria de la Republica en pesos                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        | 1015000000 | PA      | $1110021.33   | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     384094 | PA      | $352346.28    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                   | Simon Property Group, Inc.                                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     239958 | NS      | $28660583.52  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                         | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     958000 | PA      | $901957.00    | 0.03%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   89988000 | PA      | $1952615.08   | 0.07%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                     | GMR Hyderabad International Airport Ltd.                                       | CUSIP: N/A<br>LEI: 335800NSPGIN89SVOU83       | Long             | DBT              | CORP              | IN        |     420000 | PA      | $355488.00    | 0.01%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     446164 | NS      | $6623015.77   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133AFX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296582 | PA      | $255004.37    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                             | Dua Capital Ltd.                                                               | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |    2643000 | PA      | $2093308.86   | 0.08%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    4941000 | PA      | $1975152.10   | 0.07%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                       | Total Play Telecomunicaciones SA de CV                                         | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1574000 | PA      | $1125410.00   | 0.04%             | 2028-09-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    2282000 | PA      | $1691532.50   | 0.06%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1135023 | PA      | $1083977.12   | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1241000 | PA      | $900999.04    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Equifax, Inc.                                                                | Equifax, Inc.                                                                  | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1528054.87   | 0.06%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                        | Greenko Power II Ltd.                                                          | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    1176910 | PA      | $1013260.66   | 0.04%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1150000 | PA      | $834930.62    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                         | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1492000 | PA      | $961599.97    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| State Savings Bank of Ukraine                                                | State Savings Bank of Ukraine                                                  | CUSIP: N/A<br>LEI: 213800X3YF17XQS13O34       | Long             | DBT              | CORP              | GB        |     294700 | PA      | $206989.91    | 0.01%             | 2023-03-10      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584947 | PA      | $500794.88    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                            | Star Energy Geothermal Darajat II                                              | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1119000 | PA      | $906427.42    | 0.03%             | 2038-10-14      | Fixed         | 4.85%                 | Yes           |                  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        |      57758 | NS      | $4410978.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                         | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1396000 | PA      | $1144175.56   | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K-150, Class A2 | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2529000 | PA      | $2392200.57   | 0.09%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     662000 | PA      | $493616.13    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Glencore plc                                                                 | Glencore plc                                                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     393090 | NS      | $2659299.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584898 | PA      | $521445.80    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                         | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     767000 | PA      | $528648.78    | 0.02%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K146, Class A2  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1686851.16   | 0.06%             | 2054-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                           | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    2372000 | PA      | $2020944.00   | 0.07%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG (Registered)                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     155972 | NS      | $9016510.14   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M6HH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3136 | PA      | $3212.98      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                        | Saudi Arabian Oil Co.                                                          | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    3601000 | PA      | $2482529.40   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QNHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $330346.89    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                       | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9729989 | PA      | $360925.17    | 0.01%             | 2051-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                          | General Mills, Inc.                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     192102 | NS      | $16386300.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31297V6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4568 | PA      | $4788.75      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     817098 | PA      | $816904.41    | 0.03%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                 | Pacific Gas and Electric Co.                                                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1290051.49   | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65683 | PA      | $57902.42     | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                      | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3623000 | PA      | $3477044.76   | 0.13%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9446 | PA      | $9659.67      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3549367.21   | 0.13%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133ANBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95845 | PA      | $82358.01     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $46399.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    3089000 | PA      | $640581.38    | 0.02%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522741 | PA      | $460579.46    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2012-77, Class MY                                                 | CUSIP: 38375GBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120000 | PA      | $103426.57    | 0.00%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B4JE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338982 | PA      | $280953.53    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                             | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1038000 | PA      | $1094467.20   | 0.04%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                            | UAE International Government Bond                                              | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    2155000 | PA      | $2131363.96   | 0.08%             | 2052-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                         | SA Global Sukuk Ltd.                                                           | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     593000 | PA      | $507015.00    | 0.02%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Petra Diamonds US Treasury plc                                               | Petra Diamonds US Treasury plc                                                 | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    1610217 | PA      | $1610216.78   | 0.06%             | 2026-03-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2273388.65   | 0.08%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1032000 | PA      | $1013283.95   | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                    | Clean Renewable Power Mauritius Pte. Ltd.                                      | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    1475475 | PA      | $1262064.55   | 0.05%             | 2027-03-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     638206 | PA      | $542144.99    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                             | Weyerhaeuser Co.                                                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     403784 | NS      | $13207774.64  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                          | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     972000 | PA      | $781308.69    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2917787 | PA      | $2786563.60   | 0.10%             | 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        |    2566000 | PA      | $2096580.37   | 0.08%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                          | Alcon Finance Corp.                                                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1666295.92   | 0.06%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                                 | Peru LNG Srl                                                                   | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    1254000 | PA      | $1036117.50   | 0.04%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        938 | PA      | $942.67       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                      | Eskom Holdings SOC Ltd.                                                        | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     863000 | PA      | $792846.73    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | 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        |    6506087 | PA      | $324629.64    | 0.01%             | 2054-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                 | Hitachi Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      72500 | NS      | $3896204.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6910 | PA      | $7133.24      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                             | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1016686.59   | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3139 | PA      | $3295.76      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                  | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2423629.77   | 0.09%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                           | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5630000 | PA      | $4536765.76   | 0.17%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419EJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79009 | PA      | $80795.02     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                            | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3229000 | PA      | $2064717.40   | 0.08%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     893896 | PA      | $767501.62    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co. PJSC                                                    | Sweihan PV Power Co. PJSC                                                      | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    1018040 | PA      | $804506.31    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                      | Republic of Cameroon                                                           | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1136000 | PA      | $869048.52    | 0.03%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   24900000 | PA      | $1172948.22   | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        474 | NC      | $212642.57    | 0.01%             |  |  |  | No            |                  1 | 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        |    6517605 | PA      | $388592.64    | 0.01%             | 2054-11-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1390000 | PA      | $1334004.81   | 0.05%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                | Massachusetts Educational Financing Authority                                  | CUSIP: 57563RRA9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     255000 | PA      | $228544.95    | 0.01%             | 2027-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                        | Toledo Hospital (The)                                                          | CUSIP: 889184AF4<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1715543.09   | 0.06%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1592149.60   | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5043 | PA      | $5141.58      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                        | Petronas Capital Ltd.                                                          | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1343000 | PA      | $949154.96    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3123000 | PA      | $2973359.02   | 0.11%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                             | Bank Hapoalim BM                                                               | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    1974000 | PA      | $1684256.28   | 0.06%             | 2032-01-21      | Variable      | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     882000 | PA      | $682482.52    | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                        | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    3863000 | PA      | $3447418.46   | 0.13%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                             | Trustees of the University of Pennsylvania (The), Series 2020                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $1360042.87   | 0.05%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                               | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     932000 | PA      | $813633.28    | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                     | American Homes 4 Rent LP                                                       | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     577000 | PA      | $368832.09    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9947 | PA      | $10428.49     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128LXC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5780 | PA      | $5938.34      | 0.00%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     974795 | PA      | $877249.57    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                       | Perusahaan Penerbit SBSN Indonesia III                                         | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1232000 | PA      | $1213371.38   | 0.04%             | 2027-06-06      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp.                                                       | General Dynamics Corp.                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      63303 | NS      | $15977044.17  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Oman Government International Bond                                           | Sultanate of Oman Government Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    4130000 | PA      | $3778594.82   | 0.14%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                 | GEA Group AG                                                                   | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      42349 | NS      | $1709595.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp.                                                              | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1540253.88   | 0.06%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                  | SierraCol Energy Andina LLC                                                    | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1638018.75   | 0.06%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41196 | PA      | $33677.15     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                 | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     454000 | PA      | $393793.86    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2350000 | PA      | $2065062.52   | 0.08%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140JAGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418372 | PA      | $439248.27    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                         | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                 | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353699 | PA      | $338799.64    | 0.01%             | 2036-11-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2020-1A, Class A2                      | CUSIP: 69701EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1308942 | PA      | $1281954.23   | 0.05%             | 2028-02-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163686 | PA      | $159888.45    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                           | Sultanate of Oman Government Bond                                              | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    3249000 | PA      | $3030023.90   | 0.11%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189437 | PA      | $174550.39    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                      | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    2892000 | PA      | $887258.69    | 0.03%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                            | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1794406 | PA      | $786666.33    | 0.03%             | 2035-07-31      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                       | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1871000 | PA      | $1629746.39   | 0.06%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                    | Tesco plc                                                                      | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    1956384 | NS      | $5429883.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                 | Iberdrola SA                                                                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     261139 | NS      | $2955802.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                  | Cie Financiere Richemont SA (Registered)                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      18788 | NS      | $2499199.67   | 0.09%             |  |  |  | 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        |     750000 | PA      | $695407.43    | 0.03%             | 2036-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2021-BN32, Class XA                                               | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4823410 | PA      | $212773.15    | 0.01%             | 2054-04-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                               | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1391000 | PA      | $1032122.00   | 0.04%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                     | Mercury Chile Holdco LLC                                                       | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1039000 | PA      | $918901.99    | 0.03%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RPM International, Inc.                                                      | RPM International, Inc.                                                        | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1283253.68   | 0.05%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1783 | PA      | $1876.27      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                        | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     852000 | PA      | $696177.63    | 0.03%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  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        |     163695 | PA      | $149040.38    | 0.01%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                    | Cia Cervecerias Unidas SA                                                      | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    1439000 | PA      | $1208760.00   | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Electricidad Firme de Mexico Holdings SA de CV                               | Electricidad Firme de Mexico Holdings SA de CV                                 | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |    1619000 | PA      | $1353838.80   | 0.05%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77138 | PA      | $72797.31     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic                                                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    7243000 | PA      | $2167360.19   | 0.08%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                              | Brunswick Corp.                                                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      25784 | NS      | $1913172.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152072 | PA      | $156811.35    | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                    | KREF Ltd., Series 2021-FL2, Class A                                            | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     478500 | PA      | $461952.03    | 0.02%             | 2039-02-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $2112625.10   | 0.08%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-57816.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417YSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13676 | PA      | $13985.78     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20240 | PA      | $20291.60     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Industrial SA                                                          | Banco Industrial SA                                                            | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    1050000 | PA      | $973560.00    | 0.04%             | 2031-01-29      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                    | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1796000 | PA      | $1473776.39   | 0.05%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                   | Constellation Brands, Inc.                                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $1471520.19   | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2180000 | PA      | $2118942.97   | 0.08%             | 2023-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2005 | PA      | $2030.08      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                                                   | ACREC Ltd., Series 2021-FL1, Class A                                           | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1091500 | PA      | $1043689.03   | 0.04%             | 2036-10-16      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA, Series X-R                                                            | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1818000 | PA      | $1757794.46   | 0.06%             | 2028-09-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2924998 | PA      | $2644778.80   | 0.10%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC                                                           | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1416021.52   | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                             | Aragvi Finance International DAC                                               | CUSIP: 03851RAB0<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    1588000 | PA      | $1126477.37   | 0.04%             | 2026-04-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| State Oil Co. of the Azerbaijan Republic                                     | State Oil Co. of the Azerbaijan Republic                                       | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |    3263000 | PA      | $3301529.50   | 0.12%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2884263.17   | 0.11%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1624838 | PA      | $1391138.53   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                     | International Flavors & Fragrances, Inc.                                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2328000 | PA      | $1829891.85   | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                     | MF1 Ltd., Series 2022-FL8, Class A                                             | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1430921 | PA      | $1368621.56   | 0.05%             | 2037-02-19      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                               | WP Carey, Inc.                                                                 | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     555000 | PA      | $429880.95    | 0.02%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2022-B36, Class XA                            | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6962076 | PA      | $344145.86    | 0.01%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                      | Meituan                                                                        | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    1511000 | PA      | $1135558.02   | 0.04%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     208276 | NS      | $12179980.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2022-C18, Class XA                                | CUSIP: 054975AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4293073 | PA      | $168944.87    | 0.01%             | 2055-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1080617 | PA      | $917980.11    | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34079 | PA      | $28146.87     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Genm Capital Labuan Ltd.                                                     | Genm Capital Labuan Ltd.                                                       | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    1716000 | PA      | $1275861.84   | 0.05%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49116 | PA      | $46334.21     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                  | Export-Import Bank of Korea                                                    | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     631000 | PA      | $621991.52    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31371LQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21518 | PA      | $22537.40     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Investment Energy Resources Ltd.                                             | Investment Energy Resources Ltd.                                               | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    1219000 | PA      | $1108528.36   | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133GHAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     679564 | PA      | $613328.63    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                              | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1785000 | PA      | $1402260.30   | 0.05%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                          | Japan Tobacco, Inc.                                                            | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     220400 | NS      | $4510366.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                         | Vulcan Materials Co.                                                           | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     325000 | PA      | $274900.17    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                  | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1023000 | PA      | $1126448.60   | 0.04%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2137000 | PA      | $1609208.93   | 0.06%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                               | State of Qatar                                                                 | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |     619000 | PA      | $600430.00    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21899 | PA      | $22986.58     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2010-116, Class BM                                                | CUSIP: 31398NQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165435 | PA      | $160563.55    | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670695 | PA      | $578135.69    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                              | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1449499.94   | 0.05%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                    | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    3663000 | PA      | $3065747.85   | 0.11%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2013-1, Class YI                                                  | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     668373 | PA      | $62104.14     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                  | Sysco Corp.                                                                    | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2369000 | PA      | $1928504.16   | 0.07%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     644000 | PA      | $635950.00    | 0.02%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10513 | PA      | $10930.71     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                   | Constellation Brands, Inc.                                                     | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $2510479.40   | 0.09%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PR3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2221 | PA      | $2229.21      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                               | McKesson Corp.                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      28353 | NS      | $10821773.04  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                | Notas do Tesouro Nacional                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   14946000 | PA      | $2870543.71   | 0.11%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd.                                                      | JSW Infrastructure Ltd.                                                        | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    1065000 | PA      | $902228.57    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Ltd.                                                               | AIA Group Ltd.                                                                 | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     896000 | PA      | $916931.96    | 0.03%             | 2027-10-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                             | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     264000 | PA      | $245567.71    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3531 | PA      | $3714.74      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2495 | PA      | $2568.97      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                  | Amdocs Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |      43839 | NS      | $3895533.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1418378.90   | 0.05%             | 2052-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc.                                              | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1546784.31   | 0.06%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2011-4, Class AP                                                  | CUSIP: 31397QLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53743 | PA      | $52952.44     | 0.00%             | 2040-04-25      | Fixed         | 3.50%                 | 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        |     985000 | PA      | $931757.80    | 0.03%             | 2036-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                             | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3272000 | PA      | $2851361.76   | 0.11%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                             | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |    1539000 | PA      | $1216771.88   | 0.04%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374478 | PA      | $350296.73    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133D3L45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     261749 | PA      | $232577.72    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1590925 | PA      | $1361957.99   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1481259 | PA      | $1410367.89   | 0.05%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23852 | PA      | $19691.59     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                      | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     881000 | PA      | $693708.21    | 0.03%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                      | APA Infrastructure Ltd.                                                        | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1605000 | PA      | $1458551.20   | 0.05%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132D6CC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2648666 | PA      | $2390199.81   | 0.09%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1029000 | PA      | $627803.22    | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41067 | PA      | $33981.19     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                       | Engie Energia Chile SA                                                         | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |    1300000 | PA      | $1044420.00   | 0.04%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31406V2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3621 | PA      | $3733.66      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Nigeria Government Bond                                                        | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1457000 | PA      | $1118247.50   | 0.04%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K726, Class X1  | CUSIP: 3137BYPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14034760 | PA      | $140660.57    | 0.01%             | 2024-04-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                          | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2754000 | PA      | $2198981.48   | 0.08%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4127 | PA      | $4336.23      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-97661.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                    | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3416000 | PA      | $3145421.78   | 0.12%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                          | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1473000 | PA      | $1281510.00   | 0.05%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132461 | PA      | $129101.70    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138AA5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43240 | PA      | $43349.16     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICA Tenedora SA de CV                                                        | ICA Tenedora SA de CV                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     560019 | NS      | $493434.38    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199176 | PA      | $194127.99    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                               | State of Qatar                                                                 | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1236000 | PA      | $1198920.00   | 0.04%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M6WA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111838 | PA      | $117792.65    | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                 | Qatar Energy                                                                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    1997000 | PA      | $1514664.59   | 0.06%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                 | KazMunayGas National Co. JSC                                                   | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1109000 | PA      | $835853.30    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $42823.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                              | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    2325000 | PA      | $805984.50    | 0.03%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                            | Lenovo Group Ltd.                                                              | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    3064000 | NS      | $2639050.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     468904 | PA      | $401532.69    | 0.01%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                               | JBS USA LUX SA                                                                 | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $893347.52    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                             | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     795000 | PA      | $771794.24    | 0.03%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304253 | PA      | $305022.95    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      35462 | NS      | $3534497.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                      | Eskom Holdings SOC Ltd.                                                        | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |    2885000 | PA      | $2701081.25   | 0.10%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU                  | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     705146 | PA      | $657934.27    | 0.02%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36297H6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2838 | PA      | $2827.23      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28735 | PA      | $29260.23     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30007.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67223 | PA      | $69745.07     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                      | DBS Group Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     611700 | NS      | $15905116.60  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6255 | PA      | $6314.67      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC (The)                                                   | Commercial Bank PSQC (The)                                                     | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | DBT              | CORP              | QA        |    2148000 | PA      | $1914512.40   | 0.07%             | 2026-03-03      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QNNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1017692 | PA      | $838670.47    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Farmland Partners, Inc.                                                      | Farmland Partners, Inc.                                                        | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     149064 | NS      | $1979569.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Overseas International Ltd.                                           | Orient Overseas International Ltd.                                             | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |      47500 | NS      | $889072.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                                      | Arrow Electronics, Inc.                                                        | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    3044000 | PA      | $2797977.31   | 0.10%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                            | Ipoteka-Bank ATIB                                                              | CUSIP: N/A<br>LEI: 213800UWVX5JSNXJS434       | Long             | DBT              | CORP              | UZ        |    1553000 | PA      | $1327815.00   | 0.05%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA                                                                        | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     976000 | PA      | $905771.44    | 0.03%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                                            | Georgia Power Co.                                                              | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2312747.16   | 0.09%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Republic of Paraguay                                                           | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     612000 | PA      | $529380.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                          | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $1772374.32   | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31416XV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30316 | PA      | $30919.02     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5987000 | PA      | $4791675.03   | 0.18%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                          | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2391000 | PA      | $2328746.70   | 0.09%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7535 | PA      | $7649.50      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569124 | PA      | $513514.14    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1318326.64   | 0.05%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1192591.92   | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                   | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $693597.91    | 0.03%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485346 | PA      | $466471.06    | 0.02%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132JADZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     316956 | PA      | $291181.14    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58320 | PA      | $55074.00     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3606000 | PA      | $3118404.51   | 0.11%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MHSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171683 | PA      | $142745.53    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     504231 | PA      | $435957.98    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                      | Bermuda Government Bond                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    3115000 | PA      | $2998370.66   | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                         | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     876000 | PA      | $853411.87    | 0.03%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473503 | PA      | $391487.50    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                               | State of Qatar                                                                 | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     652000 | PA      | $595778.04    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | 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      | $58393.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                            | Indian Railway Finance Corp. Ltd.                                              | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     738000 | PA      | $635122.80    | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Evergy, Inc.                                                                 | Evergy, Inc.                                                                   | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $1866336.40   | 0.07%             | 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        |    3045000 | PA      | $2476213.52   | 0.09%             | 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        |      47800 | NS      | $2057107.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Notas do Tesouro Nacional                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    3577000 | PA      | $653162.23    | 0.02%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     874913 | PA      | $774623.29    | 0.03%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172080 | PA      | $167717.36    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2015-90, Class UQ                                                 | CUSIP: 3136AQVJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256191 | PA      | $245645.62    | 0.01%             | 2045-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $1792827.55   | 0.07%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1103000 | PA      | $869320.50    | 0.03%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIII Ltd.                                               | Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2                     | CUSIP: 55818MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2390920 | PA      | $2328557.63   | 0.09%             | 2030-04-19      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                                                  | Sysco Corp.                                                                    | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1023655.48   | 0.04%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128LXAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9221 | PA      | $9619.69      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                     | CenterPoint Energy, Inc.                                                       | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     936000 | PA      | $772556.12    | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2011-52, Class GT                                                 | CUSIP: 38377VGJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     275121 | PA      | $270962.40    | 0.01%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                         | Pertamina Persero PT                                                           | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |     957000 | PA      | $898838.84    | 0.03%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                         | Greenko Wind Projects Mauritius Ltd.                                           | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    1322000 | PA      | $1236818.71   | 0.05%             | 2025-04-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5929000 | PA      | $3931899.71   | 0.14%             | 2040-11-15      | 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        |    3957955 | PA      | $325341.53    | 0.01%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                           | Republic of Zambia                                                             | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    1909000 | PA      | $870504.00    | 0.03%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7093000 | PA      | $4884866.47   | 0.18%             | 2050-06-01      | Fixed         | 2.52%                 | 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      | $-28629.15    | -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        |    1364000 | PA      | $1396499.85   | 0.05%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                        | Grupo Bimbo SAB de CV                                                          | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    1248000 | PA      | $1236393.60   | 0.05%             | 2023-04-17      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic                                                                 | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   26830000 | PA      | $1009394.95   | 0.04%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                               | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1459000 | PA      | $1023358.66   | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                   | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5136000 | PA      | $3887283.70   | 0.14%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7142 | PA      | $7504.87      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Urban Edge Properties                                                        | Urban Edge Properties                                                          | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     767623 | NS      | $12074709.79  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                           | Republic of Angola                                                             | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1899000 | PA      | $1707314.94   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1086081 | PA      | $984409.46    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140N0CU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     995952 | PA      | $821162.65    | 0.03%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                 | Bacardi Ltd.                                                                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1036000 | PA      | $937523.80    | 0.03%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      80476 | NS      | $12522870.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7225000 | PA      | $7113238.28   | 0.26%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3640448 | PA      | $3221837.28   | 0.12%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $888007.59    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                | Stellantis NV                                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     181551 | NS      | $2838018.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                           | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2329882.40   | 0.09%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1435000 | PA      | $1189137.55   | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1415396.00   | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | 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        |    1158000 | PA      | $903661.19    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294397 | PA      | $253181.35    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10115 | PA      | $10590.67     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K147, Class A2  | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2250000 | PA      | $2010839.40   | 0.07%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1724000 | PA      | $1408285.62   | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp.                                                                   | Hess Corp.                                                                     | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2316733.31   | 0.09%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61600 | PA      | $60171.42     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Continental SAECA                                                      | Banco Continental SAECA                                                        | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    1239000 | PA      | $1079478.75   | 0.04%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                | Empresa Nacional del Petroleo                                                  | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    1391000 | PA      | $1162776.52   | 0.04%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31335AZE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     707934 | PA      | $640895.55    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6270000 | PA      | $4958624.61   | 0.18%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430663 | PA      | $451066.20    | 0.02%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $905.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PPZS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2293 | PA      | $2297.89      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                      | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1227000 | PA      | $915973.75    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Qatar Energy                                                                 | Qatar Energy                                                                   | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    1053000 | PA      | $766478.70    | 0.03%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1  | CUSIP: 3137FEZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50312344 | PA      | $347175.30    | 0.01%             | 2028-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     602000 | PA      | $448686.01    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                            | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2358000 | PA      | $1934893.71   | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                          | Huntington Ingalls Industries, Inc.                                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      11725 | NS      | $2719731.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144615 | PA      | $140947.99    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                          | Erste Group Bank AG                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      52014 | NS      | $1637486.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1725000 | PA      | $1665732.19   | 0.06%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1359000 | PA      | $1032840.00   | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74827 | PA      | $72960.14     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | 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        |      28327 | NS      | $4434867.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                       | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1596000 | PA      | $1211833.22   | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                 | Bulgarian Energy Holding EAD                                                   | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |    1694000 | PA      | $1355776.02   | 0.05%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                           | Ooredoo International Finance Ltd.                                             | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    1614000 | PA      | $1383291.61   | 0.05%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                        | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2723000 | PA      | $2389432.50   | 0.09%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                         | Ready Capital Mortgage Financing LLC, Series 2021-FL5, Class A                 | CUSIP: 75574YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570232 | PA      | $551079.58    | 0.02%             | 2038-04-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69708 | PA      | $59684.42     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     742737 | PA      | $779313.77    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31405PNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8489 | PA      | $8904.82      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140M9KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393493 | PA      | $324669.73    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEON Holdings BV                                                             | VEON Holdings BV                                                               | CUSIP: 92334VAA3<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    1444000 | PA      | $1155200.00   | 0.04%             | 2025-04-09      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21567 | PA      | $22240.83     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KKVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25571 | PA      | $21154.13     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2017-94                                                           | CUSIP: 38379RD34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1032894 | PA      | $36492.44     | 0.00%             | 2059-02-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6879000 | PA      | $5351378.34   | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                          | Alfa Desarrollo SpA                                                            | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    1027242 | PA      | $753070.85    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                      | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1149000 | PA      | $701214.45    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                           | Chemours Co. (The)                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      46394 | NS      | $1440533.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                        | Colgate-Palmolive Co.                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     119735 | NS      | $9277067.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                   | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1504000 | PA      | $551968.00    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG                                                             | Roche Holding AG                                                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      54083 | NS      | $17592335.43  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87754 | PA      | $76424.98     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202FSD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52255 | PA      | $50945.93     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39483 | PA      | $42133.57     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1  | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26144948 | PA      | $374353.82    | 0.01%             | 2028-01-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Huarong Finance 2019 Co. Ltd.                                                | Huarong Finance 2019 Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    2684000 | PA      | $2417264.08   | 0.09%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                               | QUALCOMM, Inc.                                                                 | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     876000 | PA      | $836738.01    | 0.03%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27176 | PA      | $25823.29     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4525 | PA      | $4665.91      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      97304 | NS      | $4025466.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Nigeria Government Bond                                                        | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1839000 | PA      | $1343223.99   | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2011-123, Class MA                                                | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     430419 | PA      | $422582.55    | 0.02%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Federative Republic of Brazil                                                  | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1053000 | PA      | $765554.96    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     728378 | PA      | $692264.81    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                       | Aeropuerto Internacional de Tocumen SA                                         | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |     530000 | PA      | $395204.47    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KDDI Corp.                                                                   | KDDI Corp.                                                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     399600 | NS      | $11959746.14  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1659294.32   | 0.06%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3572000 | PA      | $2267371.29   | 0.08%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                   | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1834156.92   | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $2308342.90   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79005 | PA      | $74523.76     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39200 | PA      | $39375.37     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                              | AstraZeneca plc                                                                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     913000 | PA      | $730359.18    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hidrovias International Finance SARL                                         | Hidrovias International Finance SARL                                           | CUSIP: N/A<br>LEI: 222100RBWNBUZOTA9381       | Long             | DBT              | CORP              | LU        |    1410000 | PA      | $1095147.00   | 0.04%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4129000 | PA      | $3679591.26   | 0.14%             | 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        |      24093 | NS      | $1276206.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 3620AFWD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6013 | PA      | $6023.25      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2359000 | PA      | $1960918.75   | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     364486 | PA      | $341689.45    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1  | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44761553 | PA      | $987404.04    | 0.04%             | 2027-07-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M9LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167553 | PA      | $158227.39    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132JAJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165790 | PA      | $152304.79    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     598000 | PA      | $124570.88    | 0.00%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                           | Telefonica Celular del Paraguay SA                                             | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |    1203000 | PA      | $1144786.83   | 0.04%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XCDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     391932 | PA      | $323385.39    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                      | Sberbank of Russia PJSC                                                        | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    1738404 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc.                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      25565 | NS      | $2474692.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138ERQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462252 | PA      | $444394.82    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                              | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3837000 | PA      | $3478459.36   | 0.13%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473884 | PA      | $443303.51    | 0.02%             | 2047-12-01      | 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      | $-154094.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                   | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1300000 | PA      | $1246300.77   | 0.05%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                          | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1081506.60   | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1556000 | PA      | $1174386.62   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                         | Tobacco Settlement Finance Authority                                           | CUSIP: 88880LAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     210000 | PA      | $197182.36    | 0.01%             | 2024-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2013-81, Class PI                                                 | CUSIP: 38378TKC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     221223 | PA      | $11854.83     | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     481987 | NS      | $4587195.11   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                          | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     816000 | PA      | $734742.48    | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316619 | PA      | $290013.63    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                           | TSMC Arizona Corp.                                                             | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     834000 | PA      | $805039.37    | 0.03%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                          | Krung Thai Bank PCL                                                            | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |    1612000 | PA      | $1378260.00   | 0.05%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133BGRR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     740065 | PA      | $700209.59    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M9DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68317 | PA      | $68528.79     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128PRY29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1463 | PA      | $1466.01      | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31405VJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23923 | PA      | $24582.56     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36297GLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21098 | PA      | $21168.53     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394179 | PA      | $413016.95    | 0.02%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                              | Nippon Yusen KK                                                                | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      98700 | NS      | $2192478.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                  | United States Small Business Administration, Series 2013-20G, Class 1          | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195299 | PA      | $185822.16    | 0.01%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                 | Vistra Corp.                                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      54130 | NS      | $1316982.90   | 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        |        212 | NC      | $126762.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                         | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1617000 | PA      | $1026795.00   | 0.04%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                         | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1645658.31   | 0.06%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                         | Wabtec Transportation Netherlands BV                                           | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |     473000 | PA      | $426295.75    | 0.02%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                        | ReNew Wind Energy AP2                                                          | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    1249000 | PA      | $1059287.09   | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     967639 | PA      | $821991.27    | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14454 | PA      | $15061.44     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1575000 | PA      | $1593679.47   | 0.06%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38967 | PA      | $39065.93     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     318914 | PA      | $274209.10    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418QV75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3390 | PA      | $3430.52      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     875633 | PA      | $722625.11    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PDZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1663000 | PA      | $1598558.75   | 0.06%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4771000 | PA      | $3865175.27   | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128MBVM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1899 | PA      | $1924.26      | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                  | Dar Al-Arkan Sukuk Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    1811000 | PA      | $1685584.63   | 0.06%             | 2027-02-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                | Organon & Co.                                                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     330083 | NS      | $8588759.66   | 0.32%             |  |  |  | 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      | $28199.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4076000 | PA      | $3221192.65   | 0.12%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 2 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        173 | NC      | $74880.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                   | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4383000 | PA      | $3196770.11   | 0.12%             | 2035-11-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                             | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1240540.56   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     307273 | PA      | $299807.49    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Termocandelaria Power Ltd.                                                   | Termocandelaria Power Ltd.                                                     | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |    2120750 | PA      | $1932427.40   | 0.07%             | 2029-01-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                   | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2008419.47   | 0.07%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410K6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1877 | PA      | $1899.89      | 0.00%             | 2024-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23862 | PA      | $25052.73     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120331 | PA      | $117538.79    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B5N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     176665 | PA      | $146325.97    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                   | Southern Gas Corridor CJSC                                                     | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | AZ        |    5170000 | PA      | $5285808.00   | 0.19%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3131025 | PA      | $2680547.47   | 0.10%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31408GSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5843 | PA      | $5979.35      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31409WVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7469 | PA      | $7691.44      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                     | KB Financial Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      33735 | NS      | $1354974.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                  | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1040320.57   | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-55655.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     372670 | PA      | $374018.44    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                      | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1602000 | PA      | $1299028.17   | 0.05%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4987462 | PA      | $253584.01    | 0.01%             | 2031-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                              | Welltower, Inc.                                                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     244216 | NS      | $17346662.48  | 0.64%             |  |  |  | No            |                  1 | 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        |    2694815 | PA      | $189111.58    | 0.01%             | 2054-05-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     649021 | PA      | $595558.89    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1211356.52   | 0.04%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                   | Anglo American Capital plc                                                     | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1778000 | PA      | $1666096.06   | 0.06%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                              | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     826000 | PA      | $571588.87    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular SA                                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1406000 | PA      | $1153051.70   | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp.                                                                | Danaher Corp.                                                                  | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    4299000 | PA      | $2834309.55   | 0.10%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Howard University                                                            | Howard University, Series 2020                                                 | CUSIP: 442851AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $266030.32    | 0.01%             | 2025-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                  | AvalonBay Communities, Inc.                                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      92318 | NS      | $16146418.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1186000 | PA      | $1171797.22   | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Socialist Republic of Vietnam                                                | Socialist Republic of Vietnam                                                  | CUSIP: N/A<br>LEI: 5493008AE7RS4XK4BZ08       | Long             | DBT              | NUSS              | VN        |    1088000 | PA      | $1061927.29   | 0.04%             | 2024-11-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1  | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14186296 | PA      | $859367.53    | 0.03%             | 2029-08-25      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 3113, Class QE                                                   | CUSIP: 31396HE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     247162 | PA      | $250265.13    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                   | Anglo American Capital plc                                                     | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3799000 | PA      | $3112216.40   | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | 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        |   16708000 | NS      | $7932421.37   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35062 | PA      | $33099.56     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2010-103, Class WA                                                | CUSIP: 38377DSY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     426796 | PA      | $438067.67    | 0.02%             | 2034-08-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                    | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2401000 | PA      | $2021449.32   | 0.07%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                     | Manulife Financial Corp.                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     662334 | NS      | $11930530.29  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                   | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     323000 | PA      | $243129.10    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2261000 | PA      | $2123624.24   | 0.08%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                      | EnfraGen Energia Sur SA                                                        | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    1426000 | PA      | $944993.93    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                    | Zurich Insurance Group AG                                                      | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      10283 | NS      | $4979513.36   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3129456R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     488016 | PA      | $499591.15    | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                       | General Dynamics Corp.                                                         | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $1286854.48   | 0.05%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                         | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2842000 | PA      | $1948469.52   | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13096 | PA      | $13705.09     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                   | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     480000 | PA      | $337468.71    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                  | United States Small Business Administration, Series 2008-20B, Class 1          | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17501 | PA      | $17025.11     | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                 | KazMunayGas National Co. JSC                                                   | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1070000 | PA      | $855982.88    | 0.03%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                              | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2302376.47   | 0.08%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                               | EPR Properties                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     741000 | PA      | $543298.31    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2022-BNK43, Class XA                                              | CUSIP: 06541QBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7997443 | PA      | $508403.05    | 0.02%             | 2055-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4471, Class PI                                                   | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50657 | PA      | $4582.44      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                    | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    1677000 | PA      | $1465231.93   | 0.05%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132GEV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143567 | PA      | $146581.72    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | 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        |    6081000 | NS      | $3693982.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Transelec SA                                                                 | Transelec SA                                                                   | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    1886000 | PA      | $1695042.50   | 0.06%             | 2029-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | Commonwealth Bank of Australia                                                 | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1818000 | PA      | $1493168.45   | 0.06%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1665032 | PA      | $1702695.86   | 0.06%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138A4XB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     527502 | PA      | $537999.75    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA                                                                         | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    2245000 | PA      | $1620414.06   | 0.06%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16563 | PA      | $16622.89     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2991000 | PA      | $1927711.46   | 0.07%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                           | Telefonica Celular del Paraguay SA                                             | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    1846000 | PA      | $1756672.06   | 0.06%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $2759797.76   | 0.10%             | 2033-02-24      | Variable      | 3.10%                 | 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        |    2188000 | PA      | $109661.68    | 0.00%             | 2027-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                    | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    1242000 | PA      | $1274850.90   | 0.05%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                     | Adani Ports & Special Economic Zone Ltd.                                       | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    1694000 | PA      | $1218528.44   | 0.04%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                | MetLife, Inc.                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     102034 | NS      | $7826007.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15205 | PA      | $15351.80     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    3326765 | PA      | $1329865.79   | 0.05%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury Long Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         93 | NC      | $44702.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K727, Class X1  | CUSIP: 3137FARG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20345095 | PA      | $142983.30    | 0.01%             | 2024-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4414000 | PA      | $4140242.57   | 0.15%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                 | Fiserv, Inc.                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1609678.87   | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     891902 | PA      | $898816.91    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     389849 | PA      | $367885.41    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                         | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS                | CUSIP: 75575WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109000 | PA      | $102472.10    | 0.00%             | 2036-11-25      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140LQC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3680317 | PA      | $3156921.29   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties, Inc.                                             | National Retail Properties, Inc.                                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     358633 | NS      | $16626225.88  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138ERQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1845954 | PA      | $1774699.36   | 0.07%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                               | VeriSign, Inc.                                                                 | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2134549.42   | 0.08%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                   | Uzbek Industrial and Construction Bank ATB                                     | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | CORP              | UZ        |    3783000 | PA      | $3470902.50   | 0.13%             | 2024-12-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                            | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1770848.82   | 0.07%             | 2028-10-25      | Variable      | 5.80%                 | 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        |    2193674 | PA      | $160547.32    | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9514 | PA      | $9954.96      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                  | Medco Laurel Tree Pte. Ltd.                                                    | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    1636000 | PA      | $1434193.05   | 0.05%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     950000 | PA      | $781567.19    | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1241062.98   | 0.05%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                   | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1729000 | PA      | $1877825.75   | 0.07%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                           | Sultanate of Oman Government Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    3459000 | PA      | $3225870.32   | 0.12%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1714000 | PA      | $1569659.76   | 0.06%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $58599.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620644 | PA      | $539254.92    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $62447.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167130 | PA      | $145549.05    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                             | ERO Copper Corp.                                                               | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     613000 | PA      | $469459.73    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31415QRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        333 | PA      | $337.54       | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                       | Sanofi                                                                         | CUSIP: 8010M3MV9<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |    5784000 | PA      | $5765087.77   | 0.21%             | 2022-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      33325 | NS      | $8502540.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co.                                              | Virginia Electric and Power Co., Series A                                      | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2899000 | PA      | $2575459.95   | 0.09%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA, Series 2012-12, Class KN                                                 | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     284444 | PA      | $278942.08    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                        | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1031000 | PA      | $990584.80    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488914 | PA      | $457975.23    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                      | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1367118.77   | 0.05%             | 2048-03-01      | Fixed         | 3.95%                 | 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        |       -552 | NC      | $-112376.10   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                             | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1762000 | PA      | $1203551.72   | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     883682 | PA      | $798795.03    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                              | Fairfax Financial Holdings Ltd.                                                | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3206000 | PA      | $3012999.70   | 0.11%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     826571 | PA      | $733851.13    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                              | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    2864000 | PA      | $2499699.20   | 0.09%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32186 | PA      | $33791.27     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36290VHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3257.26      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $883073.73    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                            | Gabonese Republic                                                              | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1694000 | PA      | $1400904.12   | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis, Inc.                                                               | Prologis, Inc.                                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     295714 | NS      | $34832152.06  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                | Rio Tinto plc                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     242743 | NS      | $16490660.24  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                              | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3604000 | PA      | $2750046.94   | 0.10%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6799 | PA      | $6956.44      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                         | Kimberly-Clark Corp.                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      97612 | NS      | $13239115.56  | 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      | $23800.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                          | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1018000 | PA      | $832215.00    | 0.03%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                 | Banco Mercantil del Norte SA                                                   | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |    1055000 | PA      | $852440.00    | 0.03%             | 2032-01-24      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140MA2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31104 | PA      | $26629.84     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140QPCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246199 | PA      | $210779.58    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                 | Mattel, Inc.                                                                   | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1018404.21   | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class A2  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     752286 | PA      | $647829.96    | 0.02%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3227000 | PA      | $2942550.31   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                 | Pacific Gas and Electric Co.                                                   | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     654000 | PA      | $634183.56    | 0.02%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12564000 | PA      | $12267568.13  | 0.45%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6209 | PA      | $6219.97      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes SA                                                                   | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    1802000 | PA      | $1667628.00   | 0.06%             | 2079-03-26      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                    | Golden State Tobacco Securitization Corp.                                      | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     155000 | PA      | $152537.02    | 0.01%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                          | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $3096653.30   | 0.11%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3244 | PA      | $3397.30      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     764000 | PA      | $676362.35    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                  | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2133334.61   | 0.08%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                      | Banque Ouest Africaine de Developpement                                        | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    1355000 | PA      | $1111777.50   | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13030 | PA      | $13358.94     | 0.00%             | 2039-08-01      | 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      | $-12749.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                      | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    4379000 | PA      | $1403251.64   | 0.05%             | 2025-06-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                                               | Rayonier, Inc.                                                                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     309566 | NS      | $11107228.08  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21589 | PA      | $21543.74     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                     | Volvo AB, Class B                                                              | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     250351 | NS      | $4654603.22   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                           | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2140068.28   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                         | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1207000 | PA      | $1124320.50   | 0.04%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84867 | PA      | $74002.27     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27366.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1591000 | PA      | $1167093.59   | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31411GNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8289 | PA      | $8536.11      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA Cayman Ltd.                                                      | GEMS MENASA Cayman Ltd.                                                        | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     627000 | PA      | $598532.23    | 0.02%             | 2026-07-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417NCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8193 | PA      | $8386.35      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Republic of Paraguay                                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1944000 | PA      | $1632960.00   | 0.06%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1225984.90   | 0.05%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                             | Telkom Indonesia Persero Tbk. PT                                               | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |    7338000 | NS      | $1884468.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302674 | PA      | $285239.85    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                  | Dick's Sporting Goods, Inc.                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $1540117.73   | 0.06%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 5 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        207 | NC      | $109233.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2017-30, Class VH                                                 | CUSIP: 3136AWQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412883 | PA      | $393161.62    | 0.01%             | 2030-06-25      | 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      | $-32443.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                                                      | Boston Properties, Inc.                                                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     100928 | NS      | $7274890.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                     | Power Finance Corp. Ltd.                                                       | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1228000 | PA      | $1079370.28   | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     521268 | PA      | $522588.55    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418904 | PA      | $409641.02    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                    | Nestle SA (Registered)                                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       4367 | NS      | $519669.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398926 | PA      | $388811.78    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174728 | PA      | $150797.59    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                   | Visa, Inc.                                                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3387980.59   | 0.12%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4680000 | PA      | $4541610.95   | 0.17%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522262 | PA      | $450668.41    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                 | Humana, Inc.                                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $2076908.54   | 0.08%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                           | Sultanate of Oman Government Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    2434000 | PA      | $2168840.04   | 0.08%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                            | Galaxy Pipeline Assets Bidco Ltd.                                              | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1719457 | PA      | $1371568.05   | 0.05%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8936000 | PA      | $8322348.08   | 0.31%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                 | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1735000 | PA      | $1223135.82   | 0.05%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1  | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33831877 | PA      | $575649.38    | 0.02%             | 2027-08-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                  | Dick's Sporting Goods, Inc.                                                    | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     910000 | PA      | $724262.89    | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                              | Starbucks Corp.                                                                | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     309000 | PA      | $268105.04    | 0.01%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1787143.21   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7711 | PA      | $8093.87      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     943628 | PA      | $829648.41    | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1001 | PA      | $1015.74      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                      | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     187000 | PA      | $153080.86    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                 | Qatar Energy                                                                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    1397000 | PA      | $1163522.18   | 0.04%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                 | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1123723.75   | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1324 | PA      | $1390.87      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                    | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    2432000 | PA      | $2163896.32   | 0.08%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                 | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     855000 | PA      | $777203.95    | 0.03%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467273 | PA      | $415989.91    | 0.02%             | 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        |     275932 | NS      | $1836586.72   | 0.07%             |  |  |  | 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        |    7596859 | PA      | $544101.47    | 0.02%             | 2054-07-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1798000 | PA      | $1698889.76   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179884 | PA      | $169518.18    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3581000 | PA      | $2743661.50   | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2012-44, Class IK                                                 | CUSIP: 3136A5C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84377 | PA      | $6343.31      | 0.00%             | 2031-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4533, Class GA                                                   | CUSIP: 3137BMFL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125392 | PA      | $121529.03    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic                                                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5747000 | PA      | $1557874.46   | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                    | Sunac China Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    1792000 | PA      | $200654.92    | 0.01%             | 2024-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                              | MV24 Capital BV                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    1107569 | PA      | $981935.47    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                               | JBS USA LUX SA                                                                 | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1284525.00   | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                         | Douglas Emmett, Inc.                                                           | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     209998 | NS      | $3637165.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                         | Korea Hydro & Nuclear Power Co. Ltd.                                           | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    2119000 | PA      | $2023008.35   | 0.07%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1621753 | PA      | $1506300.43   | 0.06%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87308 | PA      | $82961.82     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Axo SAPI de CV                                                         | Grupo Axo SAPI de CV                                                           | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |    1154000 | PA      | $941589.13    | 0.03%             | 2026-06-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132J8ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94997 | PA      | $87273.72     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1200257.37   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                                                 | PACCAR, Inc.                                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      18330 | NS      | $1941330.30   | 0.07%             |  |  |  | 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        |     707000 | NS      | $2568398.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6406111 | PA      | $5278811.03   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABQ Finance Ltd.                                                             | ABQ Finance Ltd.                                                               | CUSIP: N/A<br>LEI: 549300EKNBMBS9DNYE37       | Long             | DBT              | CORP              | KY        |     961000 | PA      | $846881.25    | 0.03%             | 2026-07-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA                                                                         | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    2448000 | PA      | $2215665.22   | 0.08%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                             | Mastercard, Inc.                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $883705.43    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31414BKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        782 | PA      | $781.21       | 0.00%             | 2023-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                 | Agrosuper SA                                                                   | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |     610000 | PA      | $515450.00    | 0.02%             | 2032-01-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413620 | PA      | $358831.09    | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                | Autoridad del Canal de Panama                                                  | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | NUSS              | PA        |     281000 | PA      | $256486.69    | 0.01%             | 2035-07-29      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2193000 | PA      | $1740093.38   | 0.06%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K084, Class A2  | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1350000 | PA      | $1304501.09   | 0.05%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                      | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2977000 | PA      | $2575198.51   | 0.09%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7753600 | PA      | $7422860.50   | 0.27%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0126C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1575000 | PA      | $1226838.86   | 0.05%             | 2052-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2438000 | PA      | $2107201.34   | 0.08%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                          | Cisco Systems, Inc.                                                            | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     745000 | PA      | $782768.56    | 0.03%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4768 | PA      | $4857.47      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                          | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1036000 | PA      | $795573.09    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                            | CNH Industrial NV                                                              | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    3018000 | PA      | $2827310.08   | 0.10%             | 2027-11-15      | Fixed         | 3.85%                 | 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        |    3538027 | PA      | $325396.99    | 0.01%             | 2054-02-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31297CW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33541 | PA      | $34578.38     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        798 | PA      | $815.61       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        784 | PA      | $792.86       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                                         | Medco Bell Pte. Ltd.                                                           | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    1146000 | PA      | $1017978.87   | 0.04%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                    | Republic of Serbia                                                             | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     954000 | PA      | $598681.18    | 0.02%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                        | Bank Negara Indonesia Persero Tbk. PT                                          | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    1838000 | PA      | $1658484.51   | 0.06%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8897.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      74478 | NS      | $6541402.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                   | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |      86642 | NS      | $1874358.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     738420 | PA      | $614326.65    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                    | KREF Ltd., Series 2021-FL2, Class AS                                           | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     526000 | PA      | $488462.01    | 0.02%             | 2039-02-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2466 | PA      | $2545.52      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                          | Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU                  | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543982 | PA      | $480229.30    | 0.02%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B6DQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258307 | PA      | $223245.00    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106000 | PA      | $117092.73    | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                    | Westinghouse Air Brake Technologies Corp.                                      | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $2754879.77   | 0.10%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135124 | PA      | $131346.39    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Howard University                                                            | Howard University, Series 2020                                                 | CUSIP: 442851AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $217147.25    | 0.01%             | 2024-10-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                           | TSMC Arizona Corp.                                                             | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1269482.48   | 0.05%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54177 | PA      | $54383.37     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                          | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1564000 | PA      | $1446700.00   | 0.05%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2301000 | PA      | $2350045.54   | 0.09%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                  | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1080000 | PA      | $1027942.24   | 0.04%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                        | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2103000 | PA      | $1517108.41   | 0.06%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7328000 | PA      | $6026421.23   | 0.22%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                        | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2461000 | PA      | $1858003.39   | 0.07%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Republic of Angola                                                             | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    3425000 | PA      | $2817062.50   | 0.10%             | 2049-11-26      | Fixed         | 9.12%                 | 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        |      28789 | NS      | $1966576.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2015-61, Class PA                                                 | CUSIP: 3136APK43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109428 | PA      | $105083.92    | 0.00%             | 2044-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                            | Galaxy Pipeline Assets Bidco Ltd.                                              | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1589000 | PA      | $1217970.14   | 0.04%             | 2040-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                                 | Acu Petroleo Luxembourg SARL                                                   | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     629000 | PA      | $536404.40    | 0.02%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2707 | PA      | $2744.34      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199658 | PA      | $194918.38    | 0.01%             | 2042-10-01      | 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      | $-13425.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                              | MFS High Yield Pooled Portfolio                                                | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |   75206631 | NS      | $592628255.11 | 21.85%            |  |  |  | No            |                  1 | On Loan: No      |
| School District of Philadelphia (The)                                        | School District of Philadelphia (The)                                          | CUSIP: 717883UB6<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    1210000 | PA      | $1280589.59   | 0.05%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418TKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1983 | PA      | $1984.89      | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1609370 | PA      | $1455737.17   | 0.05%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conservation Fund A Nonprofit Corp. (The)                                    | Conservation Fund A Nonprofit Corp. (The), Series 2019                         | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1031000 | PA      | $896800.58    | 0.03%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419HBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16311 | PA      | $16424.80     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                            | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8149500 | PA      | $7497858.32   | 0.28%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     538912 | PA      | $526976.79    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                      | RPM International, Inc.                                                        | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     110000 | PA      | $83371.48     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1293500.00   | 0.05%             | 2052-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd. (Preference)                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      39879 | NS      | $1715708.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10369 | PA      | $10885.73     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1982.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1950000 | PA      | $1993711.41   | 0.07%             | 2052-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     701000 | PA      | $736094.11    | 0.03%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                 | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1636000 | PA      | $1317177.04   | 0.05%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1082000 | PA      | $815184.01    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Phillips Edison & Co., Inc.                                                  | Phillips Edison & Co., Inc.                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     407532 | NS      | $13134756.36  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                                        | Texas Roadhouse, Inc.                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      20576 | NS      | $2043608.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NPC Ukrenergo                                                                | NPC Ukrenergo                                                                  | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | NUSS              | UA        |     905000 | PA      | $162900.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                 | NBK SPC Ltd.                                                                   | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    1664000 | PA      | $1443520.00   | 0.05%             | 2027-09-15      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133ATXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     631991 | PA      | $541037.32    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, Series 2016-30, Class PA                                                 | CUSIP: 3136AR2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     444085 | PA      | $413364.85    | 0.02%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244814 | PA      | $213082.07    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                           | Oversea-Chinese Banking Corp. Ltd.                                             | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     723000 | PA      | $645696.84    | 0.02%             | 2030-09-10      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                          | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1399745.13   | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                     | PFP Ltd., Series 2021-8, Class AS                                              | CUSIP: 69357XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1010000 | PA      | $947565.84    | 0.03%             | 2037-08-09      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31406LYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2417 | PA      | $2503.11      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9928903 | PA      | $1070226.53   | 0.04%             | 2030-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159462 | PA      | $140201.16    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1714000 | PA      | $1539654.06   | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1665000 | PA      | $1647744.97   | 0.06%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2251916.71   | 0.08%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                  | United States Small Business Administration, Series 2013-20I, Class 1          | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183227 | PA      | $177425.85    | 0.01%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     525000 | PA      | $446742.19    | 0.02%             | 2052-12-15      | 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        |      30481 | NS      | $3432465.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     225976 | PA      | $221452.41    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                  | State Board of Administration Finance Corp.                                    | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     936000 | PA      | $755307.07    | 0.03%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                     | International Flavors & Fragrances, Inc.                                       | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $878265.81    | 0.03%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3267000 | PA      | $2914611.78   | 0.11%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                    | Gerdau SA (Preference)                                                         | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |     596300 | NS      | $3627658.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecomunicaciones Digitales SA                                              | Telecomunicaciones Digitales SA                                                | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    1326000 | PA      | $1112116.20   | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1074000 | PA      | $216256.45    | 0.01%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1081000 | PA      | $1124257.24   | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                          | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     907000 | PA      | $869186.25    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     642961 | PA      | $546181.31    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                             | QNB Finance Ltd.                                                               | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1129000 | PA      | $1022648.20   | 0.04%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                 | Humana, Inc.                                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1538395.85   | 0.06%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70014 | PA      | $70686.40     | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140XGFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3281689 | PA      | $2816341.11   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1605 | PA      | $1642.31      | 0.00%             | 2039-08-01      | 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      | $314417.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417N4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20655 | PA      | $21122.39     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424559 | PA      | $422717.88    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                                  | LUKOIL PJSC                                                                    | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |      17902 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13273 | PA      | $12519.71     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                             | Bangkok Bank PCL                                                               | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    2084000 | PA      | $1631141.97   | 0.06%             | 2036-09-23      | Variable      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2323000 | PA      | $1851360.57   | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp.                                             | Crown Castle International Corp.                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3195612.77   | 0.12%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120120 | PA      | $113433.57    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | Commonwealth Bank of Australia                                                 | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2801000 | PA      | $1905912.94   | 0.07%             | 2041-03-11      | Fixed         | 3.31%                 | 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      | $-41676.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                          | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    3018000 | PA      | $2839832.07   | 0.10%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                     | PFP Ltd., Series 2021-8, Class A                                               | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     829812 | PA      | $795801.32    | 0.03%             | 2037-08-09      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1  | CUSIP: 3137F4D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60753596 | PA      | $844553.97    | 0.03%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38382 | PA      | $36471.54     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5006 | PA      | $5161.70      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                             | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     988000 | PA      | $813325.28    | 0.03%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2965000 | PA      | $3188069.94   | 0.12%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 31335B7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     543036 | PA      | $560578.19    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                          | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2767000 | PA      | $2364975.32   | 0.09%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      49019 | NS      | $10845453.75  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1351294.05   | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4402000 | PA      | $2795785.87   | 0.10%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                               | State of Qatar                                                                 | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    2326000 | PA      | $2334815.54   | 0.09%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                            | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1349037.00   | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6762244 | PA      | $6192744.50   | 0.23%             | 2052-09-01      | 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      | $24188.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130552 | PA      | $111987.19    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                  | Hellenic Telecommunications Organization SA                                    | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     227446 | NS      | $3491034.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36202EDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5365 | PA      | $5570.57      | 0.00%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $2985088.77   | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                              | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     982000 | PA      | $363340.00    | 0.01%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429619 | PA      | $451060.29    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                           | MDGH GMTN RSC Ltd.                                                             | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1206000 | PA      | $1265697.00   | 0.05%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $900851.42    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                      | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $1794708.40   | 0.07%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     324214 | PA      | $296246.23    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     449745 | PA      | $438342.63    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                          | Suncor Energy, Inc.                                                            | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      50723 | NS      | $1667827.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                                                 | Brixmor Property Group, Inc.                                                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     714507 | NS      | $16562272.26  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                      | Waste Connections, Inc.                                                        | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    1344000 | PA      | $1269289.73   | 0.05%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                         | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     835000 | PA      | $673611.20    | 0.02%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     602000 | PA      | $363348.43    | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                          | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1119830.75   | 0.04%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     656649 | PA      | $567738.94    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | S&P 500 Index                                                                  | CUSIP: 00P8SDVK0<br>LEI: N/A                  | N/A              | DE               |  | US        |        300 | NC      | $993000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326212 | PA      | $318584.94    | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                          | MEGlobal Canada ULC                                                            | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |     910000 | PA      | $898413.88    | 0.03%             | 2030-05-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1043881 | PA      | $993969.07    | 0.04%             | 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        |     101840 | NS      | $18378046.40  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                             | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     527000 | PA      | $456623.36    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1256627.57   | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19553 | PA      | $20549.80     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                      | Bermuda Government Bond                                                        | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2322000 | PA      | $1558504.04   | 0.06%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46335 | PA      | $48617.00     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     295000 | PA      | $290705.22    | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140L1Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453721 | PA      | $377047.56    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                          | DAE Sukuk Difc Ltd.                                                            | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    1258000 | PA      | $1176230.00   | 0.04%             | 2026-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                    | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     969000 | PA      | $678106.20    | 0.03%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34667 | PA      | $28609.67     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                           | Republic of Turkey                                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2106000 | PA      | $1432248.48   | 0.05%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18141.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27551 | PA      | $27329.51     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp.                                                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     216191 | NS      | $3774694.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     545288 | PA      | $488274.00    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC, Series 4474, Class HJ                                                   | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135706 | PA      | $126456.43    | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                                    | Extra Space Storage, Inc.                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     139504 | NS      | $22416897.76  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CT Trust                                                                     | CT Trust                                                                       | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     925000 | PA      | $801277.06    | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                    | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1709000 | PA      | $1209296.45   | 0.04%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                  | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9417864 | PA      | $422880.94    | 0.02%             | 2072-12-15      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                               | Corporate Office Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1166614.45   | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                   | Visa, Inc.                                                                     | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1416594.20   | 0.05%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                       | Santander Drive Auto Receivables Trust, Series 2022-6, Class A2                | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $178921.01    | 0.01%             | 2025-05-15      | Fixed         | 4.37%                 | 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      | $52391.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd.                                                                     | BDS Ltd., Series 2021-FL7, Class B                                             | CUSIP: 05493FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     431500 | PA      | $403430.49    | 0.01%             | 2036-06-16      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                                                   | BIM Birlesik Magazalar A/S                                                     | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |     543834 | NS      | $3937802.29   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                          | American Transmission Systems, Inc.                                            | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $249065.11    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5882 | PA      | $6035.69      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552660 | PA      | $537425.26    | 0.02%             | 2043-01-01      | 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      | $7645.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC                                                                          | CUSIP: 3132GLGN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12343 | PA      | $11656.01     | 0.00%             | 2041-12-01      | 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      | $22484.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azure Power Energy Ltd.                                                      | Azure Power Energy Ltd.                                                        | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |    1093338 | PA      | $828203.16    | 0.03%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           |                  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        |    1241000 | PA      | $1172892.43   | 0.04%             | 2036-07-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1254729.42   | 0.05%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                             | Abu Dhabi Crude Oil Pipeline LLC                                               | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |     870000 | PA      | $778650.00    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                  | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     282000 | PA      | $238944.96    | 0.01%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $2836357.03   | 0.10%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     445941 | PA      | $402953.80    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                      | Eskom Holdings SOC Ltd.                                                        | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     843000 | PA      | $790590.69    | 0.03%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133B2S75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96476 | PA      | $85560.26     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      83046 | NS      | $3988177.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31404GYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18653 | PA      | $19208.23     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3138EPS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140880 | PA      | $137360.06    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                  | United States Small Business Administration, Series 2013-20H, Class 1          | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     245765 | PA      | $234735.80    | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                    | Mizrahi Tefahot Bank Ltd.                                                      | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |    1818000 | PA      | $1590750.00   | 0.06%             | 2031-04-07      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      45255 | NS      | $31255365.75  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3133KNQU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     911332 | PA      | $750874.87    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462530 | PA      | $404671.97    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                               | Tapestry, Inc.                                                                 | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     667000 | PA      | $620487.46    | 0.02%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                               | JBS USA LUX SA                                                                 | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     894000 | PA      | $866044.62    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Ltd.                                                    | Times China Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    1256000 | PA      | $105595.42    | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                    | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3247929.06   | 0.12%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                             | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1002000 | PA      | $763433.82    | 0.03%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                         | NAK Naftogaz Ukraine                                                           | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    3111000 | PA      | $559980.00    | 0.02%             | 2026-11-08      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Huarong Finance 2017 Co. Ltd.                                                | Huarong Finance 2017 Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    1496000 | PA      | $1215500.00   | 0.04%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                        | Westlake Automobile Receivables Trust, Series 2022-3A, Class A2                | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $844091.99    | 0.03%             | 2025-07-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                   | UMBS                                                                           | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     520676 | PA      | $429227.77    | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                         | Vulcan Materials Co.                                                           | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     360000 | PA      | $320721.59    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31406PDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5471 | PA      | $5619.64      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                       | Santander Drive Auto Receivables Trust, Series 2022-5, Class A2                | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $536029.27    | 0.02%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                         | GNMA                                                                           | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     450000 | PA      | $459243.50    | 0.02%             | 2052-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | UMBS                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1336550 | PA      | $1144256.47   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA   | CUSIP: N/A<br>LEI: 549300CKQT0JZ2EGNC56       | Long             | DBT              | NUSS              | DO        |    1500000 | PA      | $1496250.00   | 0.06%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer