# EDGAR Filing Document

**Accession Number:** 0000915845
**File Stem:** 0001410368-26-032468
**Filing Date:** 2026-3
**Character Count:** 709207
**Document Hash:** 4fae23ba5dd026bb9490d7632b08cf13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032468.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032468

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000915845

**ORGANIZATION NAME:**
- **EIN:** 133747683
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08188
- **FILM NUMBER:** 26798459

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN HIGH INCOME FUND INC
- **DATE OF NAME CHANGE:** 20080130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 19931207

## Series and Classes Contracts Data

### AB HIGH INCOME FUND INC (Series ID: S000009981)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000027601 | Class A       | AGDAX           |
| C000027603 | Class C       | AGDCX           |
| C000068506 | Advisor Class | AGDYX           |
| C000068509 | Class I       | AGDIX           |
| C000135461 | Class Z       | AGDZX           |

## Nport-Ex

**AB High Income Fund** 

**Portfolio of Investments** 

**January 31, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 61.7%** | **CORPORATES - NON-INVESTMENT GRADE – 61.7%** | **CORPORATES - NON-INVESTMENT GRADE – 61.7%** | **CORPORATES - NON-INVESTMENT GRADE – 61.7%** |
|  **Industrial – 54.2%** | **Industrial – 54.2%** | **Industrial – 54.2%** | **Industrial – 54.2%** |
|  **Basic – 3.2%** | **Basic – 3.2%** | **Basic – 3.2%** | **Basic – 3.2%** |
|  Alcoa Nederland Holding BV<br>4.125%, 03/31/2029<sup>(a)</sup> | U.S.$| 675 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 03/15/2031<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 | 3222871 |
|  Alumina Pty Ltd.<br>6.125%, 03/15/2030<sup>(a)</sup> |  | 4042 | 4176497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/2032<sup>(a)</sup> |  | 3059 | 3179027 |
|  ASP Unifrax Holdings, Inc.<br>7.10% (7.10% Cash or 5.85% Cash and 1.25%PIK), 09/30/2029<sup>(a) (b)</sup> |  | 8012 | 580832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.175% (10.425% Cash or 11.175% PIK or 6.425% Cash and 4.75% PIK), 09/30/2029<sup>(a) (b) (c)</sup> |  | 12193 | 9336557 |
|  Celanese US Holdings LLC<br>6.50%, 04/15/2030 |  | 631 | 641348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2033<sup>(d)</sup> |  | 2104 | 2130909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2031 |  | 1814 | 1857169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/15/2034 |  | 3832 | 3900931 |
|  Champion Iron Canada, Inc.<br>7.875%, 07/15/2032<sup>(a)</sup> |  | 2678 | 2865782 |
|  Cleveland-Cliffs, Inc.<br>7.50%, 09/15/2031<sup>(a)</sup> |  | 5190 | 5473698 |
|  Commercial Metals Co.<br>5.75%, 11/15/2033<sup>(a)</sup> |  | 1921 | 1952973 |
|  Constellium SE<br>3.75%, 04/15/2029<sup>(a)</sup> |  | 2400 | 2321334 |
|  CVR Partners LP/CVR Nitrogen Finance Corp.<br>6.125%, 06/15/2028<sup>(a)</sup> |  | 3051 | 3057134 |
|  Element Solutions, Inc.<br>3.875%, 09/01/2028<sup>(a)</sup> |  | 8518 | 8307842 |
|  Fortescue Treasury Pty Ltd.<br>4.375%, 04/01/2031<sup>(a)</sup> |  | 3197 | 3086996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/2027<sup>(a)</sup> |  | 2160 | 2155764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/2030<sup>(a)</sup> |  | 154 | 158334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/2032<sup>(a)</sup> |  | 5645 | 5884328 |
|  Graphic Packaging International LLC<br>3.50%, 03/15/2028<sup>(a)</sup> |  | 4696 | 4551001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/2029<sup>(a)</sup> |  | 1508 | 1438597 |
|  INEOS Finance PLC<br>6.375%, 04/15/2029<sup>(a)</sup> | EUR | 3266 | 3330439 |
|  INEOS Quattro Finance 2 PLC<br>8.50%, 03/15/2029<sup>(a)</sup> |  | 4761 | 4561078 |
|  INEOS Styrolution Ludwigshafen GmbH<br>2.25%, 01/16/2027<sup>(a)</sup> |  | 111 | 128212 |
|  Ingevity Corp.<br>3.875%, 11/01/2028<sup>(a)</sup> | U.S.$| 3288 | 3195849 |
|  Inversion Escrow Issuer LLC<br>6.75%, 08/01/2032<sup>(a)</sup> |  | 4778 | 4734527 |
|  Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023<sup>(e) (f) (g) (h) (i)</sup> |  | 16121 | 0 |
|  Novelis Corp.<br>4.75%, 01/30/2030<sup>(a)</sup> |  | 3950 | 3827314 |
|  Vibrantz Technologies, Inc.<br>9.00%, 02/15/2030<sup>(a)</sup> |  | 1996 | 750996 |
|  WR Grace Holdings LLC<br>4.875%, 06/15/2027<sup>(a)</sup> |  | 2569 | 2569000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/2029<sup>(a)</sup> |  | 763 | 729757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 08/15/2032<sup>(a)</sup> |  | 2506 | 2493814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/01/2033<sup>(a)</sup> |  | 1779 | 1781372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/01/2031<sup>(a)</sup> |  | 761 | 776691 |
|  |  |  | 99823677 |
|  **Capital Goods – 5.0%** |  |  |  |
|  Arcosa, Inc.<br>4.375%, 04/15/2029<sup>(a)</sup> |  | 1337 | 1312502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 08/15/2032<sup>(a)</sup> |  | 1073 | 1131093 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC<br>5.00%, 01/30/2031<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/30/2031<sup>(a)</sup> | U.S.$| 1116 | 1146690 |
|  Axon Enterprise, Inc.<br>6.125%, 03/15/2030<sup>(a)</sup> |  | 7031 | 7247587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2033<sup>(a)</sup> |  | 4357 | 4512737 |
|  Biffa Group Holdings Ltd.<br>5.25%, 06/15/2031<sup>(a)</sup> | EUR | 2211 | 2618777 |
|  Bombardier, Inc.<br>6.00%, 02/15/2028<sup>(a)</sup> | U.S.$| 685 | 685894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/2033<sup>(a)</sup> |  | 1496 | 1572438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 07/01/2031<sup>(a)</sup> |  | 3007 | 3192718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 05/01/2034<sup>(a)</sup> |  | 5150 | 5769798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 11/15/2030<sup>(a)</sup> |  | 5839 | 6254598 |
|  Calderys Financing LLC<br>11.25%, 06/01/2028<sup>(a)</sup> |  | 6939 | 7233437 |
|  Camelot Return Merger Sub, Inc.<br>8.75%, 08/01/2028<sup>(a)</sup> |  | 4752 | 3689101 |
|  Columbus McKinnon Corp./NY<br>7.125%, 02/01/2033<sup>(a)</sup> |  | 2663 | 2676735 |
|  Cornerstone Building Brands, Inc.<br>9.50%, 08/15/2029<sup>(a)</sup> |  | 2647 | 1999874 |
|  Efesto Bidco SpA Efesto US LLC<br>Series XR<br>7.50%, 02/15/2032<sup>(a)</sup> |  | 8360 | 8512099 |
|  EnerSys<br>4.375%, 12/15/2027<sup>(a)</sup> |  | 5050 | 5025600 |
|  Entegris, Inc.<br>5.95%, 06/15/2030<sup>(a)</sup> |  | 2924 | 2981504 |
|  Enviri Corp.<br>5.75%, 07/31/2027<sup>(a)</sup> |  | 1147 | 1147973 |
|  GFL Environmental, Inc.<br>4.375%, 08/15/2029<sup>(a)</sup> |  | 685 | 670976 |
|  Goat Holdco LLC<br>6.75%, 02/01/2032<sup>(a)</sup> |  | 1805 | 1855380 |
|  Griffon Corp.<br>5.75%, 03/01/2028 |  | 300 | 299853 |
|  IMA Industria Macchine Automatiche SpA<br>5.77% (EURIBOR 3 Month + 3.75%), 04/15/2029<sup>(a) (j)</sup> | EUR | 2560 | 3044086 |
|  LSB Industries, Inc.<br>6.25%, 10/15/2028<sup>(a) (c)</sup> | U.S.$| 5922 | 5928753 |
|  Luna 2 5SARL<br>5.50%, 07/01/2032<sup>(a)</sup> | EUR | 730 | 881696 |
|  Madison IAQ LLC<br>5.875%, 06/30/2029<sup>(a)</sup> | U.S.$| 7940 | 7930075 |
|  Maxam Prill SARL<br>7.75%, 07/15/2030<sup>(a)</sup> |  | 4183 | 4365016 |
|  Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC<br>6.75%, 04/01/2032<sup>(a)</sup> |  | 1314 | 1349561 |
|  MIWD Holdco II LLC/MIWD Finance Corp.<br>5.50%, 02/01/2030<sup>(a)</sup> |  | 9795 | 9503551 |
|  Mueller Water Products, Inc.<br>4.00%, 06/15/2029<sup>(a)</sup> |  | 533 | 518607 |
|  Quikrete Holdings, Inc.<br>6.375%, 03/01/2032<sup>(a)</sup> |  | 3800 | 3941234 |
|  TransDigm, Inc.<br>4.625%, 01/15/2029 |  | 3591 | 3571578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/2029 |  | 3750 | 3741095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/31/2034<sup>(a)</sup> |  | 5224 | 5401933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/01/2029<sup>(a)</sup> |  | 1372 | 1411494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/31/2033<sup>(a)</sup> |  | 8340 | 8492018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/01/2032<sup>(a)</sup> |  | 2376 | 2461123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(a)</sup> |  | 13090 | 13321848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 12/15/2030<sup>(a)</sup> |  | 4009 | 4174020 |
|  Trinity Industries, Inc.<br>7.75%, 07/15/2028<sup>(a)</sup> |  | 3072 | 3170956 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Waste Pro USA, Inc.<br>7.00%, 02/01/2033<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750124 |
|  |  |  | 159094794 |
|  **Communications - Media – 5.6%** |  |  |  |
|  AMC Networks, Inc.<br>10.25%, 01/15/2029<sup>(a)</sup> |  | 1384 | 1443123 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 02/01/2031<sup>(a)</sup> |  | 2542 | 2329233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(a)</sup> |  | 16819 | 15827766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/2030<sup>(a)</sup> |  | 1939 | 1853673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2028<sup>(a)</sup> |  | 1008 | 1001951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/2029<sup>(a)</sup> |  | 3993 | 4032939 |
|  Clear Channel Outdoor Holdings, Inc.<br>7.125%, 02/15/2031<sup>(a)</sup> |  | 3485 | 3632750 |
|  CSC Holdings LLC<br>4.625%, 12/01/2030<sup>(a)</sup> |  | 2824 | 1051531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2031<sup>(a)</sup> |  | 330 | 122838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/2028<sup>(a)</sup> |  | 6664 | 4993437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2027<sup>(a)</sup> |  | 4961 | 4372606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2030<sup>(a)</sup> |  | 2983 | 1166304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/2028<sup>(a)</sup> |  | 2183 | 1302110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 05/15/2028<sup>(a)</sup> |  | 2417 | 1930410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.75%, 01/31/2029<sup>(a)</sup> |  | 2095 | 1529192 |
|  DIRECTV Financing LLC<br>8.875%, 02/01/2030<sup>(a)</sup> |  | 3468 | 3513897 |
|  DIRECTV Financing LLC/Directv Financing Co-Obligor, Inc.<br>5.875%, 08/15/2027<sup>(a)</sup> |  | 2722 | 2735012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 02/15/2031<sup>(a)</sup> |  | 4361 | 4492796 |
|  Discovery Communications LLC<br>3.625%, 05/15/2030 |  | 4172 | 3857065 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(a)</sup> |  | 8369 | 8125559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 6716 | 6497637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/2028 |  | 3736 | 3585506 |
|  EW Scripps Co. (The)<br>9.875%, 08/15/2030<sup>(a)</sup> |  | 2999 | 2986499 |
|  Gray Media, Inc.<br>5.375%, 11/15/2031<sup>(a)</sup> |  | 2960 | 2191581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 08/15/2033<sup>(a)</sup> |  | 1222 | 1250977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 07/15/2032<sup>(a)</sup> |  | 2822 | 2908531 |
|  iHeartCommunications, Inc.<br>7.75%, 08/15/2030<sup>(a)</sup> |  | 138 | 117845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.125%, 05/01/2029<sup>(a)</sup> |  | 552 | 521633 |
|  LCPR Senior Secured Financing DAC<br>5.125%, 07/15/2029<sup>(a)</sup> |  | 5026 | 3370473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/15/2027<sup>(a)</sup> |  | 8724 | 6093969 |
|  McGraw-Hill Education, Inc.<br>5.75%, 08/01/2028<sup>(a)</sup> |  | 2707 | 2718782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/2029<sup>(a)</sup> |  | 869 | 876907 |
|  Millennium Escrow Corp.<br>6.625%, 08/01/2026<sup>(a)</sup> |  | 13793 | 13491773 |
|  Paramount Global<br>6.25%, 02/28/2057 |  | 1211 | 1101595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/2062 |  | 4680 | 4398924 |
|  Sinclair Television Group, Inc.<br>5.50%, 03/01/2030<sup>(a)</sup> |  | 1549 | 1354154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 02/15/2033<sup>(a)</sup> |  | 3657 | 3783092 |
|  Sirius XM Radio LLC<br>4.00%, 07/15/2028<sup>(a)</sup> |  | 9128 | 8918892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/2030<sup>(a)</sup> |  | 1261 | 1192150 |
|  Snap, Inc.<br>6.875%, 03/01/2033<sup>(a)</sup> |  | 5488 | 5630449 |
|  Summer BC Holdco B SARL<br>5.875%, 02/15/2030<sup>(a)</sup> | EUR | 541 | 596165 |
|  TEGNA, Inc.<br>4.625%, 03/15/2028 | U.S.$| 2362 | 2344489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/2029 |  | 925 | 918425 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Univision Communications, Inc.<br>7.375%, 06/30/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513527 |
|  Versant Media Group, Inc.<br>7.25%, 01/30/2031<sup>(a)</sup> |  | 9112 | 9336193 |
|  Virgin Media Secured Finance PLC<br>4.50%, 08/15/2030<sup>(a)</sup> |  | 3049 | 2819931 |
|  VZ Secured Financing BV<br>5.00%, 01/15/2032<sup>(a)</sup> |  | 5761 | 5218515 |
|  Warnermedia Holdings, Inc.<br>5.05%, 03/15/2042 |  | 13079 | 9240077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 03/15/2052 |  | 1604 | 1063256 |
|  Ziggo Bond Co. BV<br>5.125%, 02/28/2030<sup>(a)</sup> |  | 1796 | 1589543 |
|  |  |  | 175945682 |
|  **Communications - Telecommunications – 2.7%** |  |  |  |
|  Altice Financing SA<br>5.75%, 08/15/2029<sup>(a)</sup> |  | 4443 | 3190148 |
|  Altice France Lux 3/Altice Holdings 1<br>10.00%, 01/15/2033<sup>(f)</sup> |  | 2487 | 2404062 |
|  Altice France SA<br>6.50%, 10/15/2031<sup>(a)</sup> |  | 925 | 903726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/2032<sup>(a)</sup> |  | 2283 | 2230733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/15/2030<sup>(a)</sup> |  | 2983 | 2919748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/15/2032<sup>(a)</sup> |  | 5684 | 5546419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2029<sup>(a)</sup> |  | 1500 | 1539196 |
|  Connect Finco SARL/Connect US Finco LLC<br>9.00%, 09/15/2029<sup>(a)</sup> |  | 1556 | 1650138 |
|  EchoStar Corp.<br>6.75% (6.75% Cash or 6.75% PIK), 11/30/2030<sup>(b) (c)</sup> |  | 10093 | 10259018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 11/30/2029 |  | 7197 | 7888676 |
|  Fibercop SpA<br>7.20%, 07/18/2036<sup>(a)</sup> |  | 820 | 832815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.72%, 06/04/2038<sup>(a)</sup> |  | 6199 | 6378566 |
|  Telecom Italia Capital SA<br>7.72%, 06/04/2038 |  | 2280 | 2539967 |
|  United Group BV<br>3.625%, 02/15/2028<sup>(a)</sup> | EUR | 752 | 889283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/2028<sup>(a)</sup> |  | 663 | 788919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/31/2032<sup>(a)</sup> |  | 270 | 326744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2031<sup>(a)</sup> |  | 2127 | 2605267 |
|  Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC<br>8.625%, 06/15/2032<sup>(a)</sup> | U.S.$| 3310 | 3341826 |
|  Viasat, Inc.<br>6.50%, 07/15/2028<sup>(a)</sup> |  | 190 | 187653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/30/2031<sup>(a)</sup> |  | 1079 | 1047125 |
|  Vmed O2 UK Financing I PLC<br>4.25%, 01/31/2031<sup>(a)</sup> |  | 1405 | 1277306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/2031<sup>(a)</sup> |  | 12630 | 11555559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/15/2032<sup>(a)</sup> |  | 9196 | 9457020 |
|  Windstream Services LLC/Windstream Escrow Finance Corp.<br>8.25%, 10/01/2031<sup>(a)</sup> |  | 4218 | 4419681 |
|  |  |  | 84179595 |
|  **Consumer Cyclical - Automotive – 2.8%** |  |  |  |
|  Adient Global Holdings Ltd.<br>7.50%, 02/15/2033<sup>(a)</sup> |  | 1362 | 1415459 |
|  Allison Transmission, Inc.<br>3.75%, 01/30/2031<sup>(a)</sup> |  | 3049 | 2873316 |
|  Aston Martin Capital Holdings Ltd.<br>10.00%, 03/31/2029<sup>(a)</sup> |  | 8311 | 7438467 |
|  Clarios Global LP/Clarios US Finance Co.<br>4.75%, 06/15/2031<sup>(a)</sup> | EUR | 2475 | 2978349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/2032<sup>(a)</sup> | U.S.$| 4307 | 4452577 |
|  Exide Technologies (Exchange Priority)<br>11.00%, 10/31/2024<sup>(e) (f) (g) (h) (i) (k)</sup> |  | 18493 | 0 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Exide Technologies (First Lien)<br>11.00%, 10/31/2024<sup>(e) (f) (g) (h) (i) (k)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
|  Goodyear Tire & Rubber Co. (The)<br>5.25%, 04/30/2031 |  | 3340 | 3214555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/2031 |  | 5957 | 5676675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/15/2030 |  | 4137 | 4230748 |
|  IHO Verwaltungs GmbH<br>6.375% (6.375% Cash or 7.125% PIK), 05/15/2029<sup>(a) (b)</sup> |  | 200 | 202371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75% (6.75% Cash or 7.50% PIK), 11/15/2029<sup>(a) (b)</sup> | EUR | 2189 | 2739012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75% (7.75% Cash or 8.50% PIK), 11/15/2030<sup>(a) (b)</sup> | U.S.$| 3195 | 3363864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00% (8.00% Cash or 8.75% PIK), 11/15/2032<sup>(a) (b)</sup> |  | 1030 | 1096825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75% (8.75% Cash or 9.50% PIK), 05/15/2028<sup>(a) (b)</sup> | EUR | 1751 | 2151516 |
|  Nissan Motor Acceptance Co. LLC<br>2.45%, 09/15/2028<sup>(a)</sup> | U.S.$| 3310 | 3069508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/09/2028<sup>(a)</sup> |  | 5326 | 5064449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/30/2030<sup>(a)</sup> |  | 1425 | 1421089 |
|  Nissan Motor Co., Ltd.<br>8.125%, 07/17/2035<sup>(a)</sup> |  | 7985 | 8535983 |
|  PM General Purchaser LLC<br>9.50%, 10/01/2028<sup>(a)</sup> |  | 7115 | 6577392 |
|  Qnity Electronics, Inc.<br>6.25%, 08/15/2033<sup>(a)</sup> |  | 2051 | 2117971 |
|  Tenneco, Inc.<br>8.00%, 11/17/2028<sup>(a)</sup> |  | 8316 | 8362148 |
|  Titan International, Inc.<br>7.00%, 04/30/2028 |  | 6965 | 6992202 |
|  ZF Finance GmbH<br>Series E<br>3.75%, 09/21/2028<sup>(a)</sup> | EUR | 100 | 117964 |
|  ZF North America Capital, Inc.<br>6.75%, 04/23/2030<sup>(a)</sup> | U.S.$| 1482 | 1485265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/14/2028<sup>(a)</sup> |  | 1440 | 1485479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 04/14/2030<sup>(a)</sup> |  | 1539 | 1572039 |
|  |  |  | 88635223 |
|  **Consumer Cyclical - Entertainment – 1.2%** |  |  |  |
|  Boyne USA, Inc.<br>4.75%, 05/15/2029<sup>(a)</sup> |  | 1527 | 1507283 |
|  Lindblad Expeditions LLC<br>7.00%, 09/15/2030<sup>(a)</sup> |  | 3102 | 3238578 |
|  NCL Corp., Ltd.<br>5.875%, 01/15/2031<sup>(a)</sup> |  | 5106 | 5118050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/2033<sup>(a)</sup> |  | 1710 | 1719737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/2032<sup>(a)</sup> |  | 2161 | 2215351 |
|  NCL Finance Ltd.<br>6.125%, 03/15/2028<sup>(a)</sup> |  | 324 | 332710 |
|  Patrick Industries, Inc.<br>4.75%, 05/01/2029<sup>(a)</sup> |  | 150 | 148414 |
|  SeaWorld Parks & Entertainment, Inc.<br>5.25%, 08/15/2029<sup>(a)</sup> |  | 5583 | 5458366 |
|  Six Flags Entertainment Corp.<br>7.25%, 05/15/2031<sup>(a) (d)</sup> |  | 8346 | 8239722 |
|  Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp.<br>5.25%, 07/15/2029 |  | 30 | 28796 |
|  Viking Cruises Ltd.<br>5.875%, 10/15/2033<sup>(a)</sup> |  | 8413 | 8529994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.125%, 07/15/2031<sup>(a)</sup> |  | 1377 | 1468174 |
|  |  |  | 38005175 |
|  **Consumer Cyclical - Other – 5.1%** |  |  |  |
|  Allwyn Entertainment Financing UK PLC<br>7.25%, 04/30/2030<sup>(a)</sup> | EUR | 1431 | 1774554 |
|  AmeriTex HoldCo Intermediate LLC<br>7.625%, 08/15/2033<sup>(a)</sup> | U.S.$| 4957 | 5214198 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Betclic Everest Group SAS<br>5.125%, 12/10/2031<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299701 |
|  Brightstar Lottery PLC/Brightstar Global Solutions Corp.<br>5.75%, 01/15/2033<sup>(a)</sup> | U.S.$| 3778 | 3755100 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC<br>4.875%, 02/15/2030<sup>(a)</sup> |  | 5889 | 5494998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/2027<sup>(a)</sup> |  | 4404 | 4403533 |
|  Builders FirstSource, Inc.<br>4.25%, 02/01/2032<sup>(a)</sup> |  | 1954 | 1861557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/01/2034<sup>(a)</sup> |  | 5168 | 5350141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/15/2035<sup>(a)</sup> |  | 2975 | 3126353 |
|  CD&R Smokey Buyer, Inc./Radio Systems Corp.<br>9.50%, 10/15/2029<sup>(a)</sup> |  | 1629 | 1436823 |
|  Churchill Downs, Inc.<br>4.75%, 01/15/2028<sup>(a)</sup> |  | 2523 | 2514550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2030<sup>(a)</sup> |  | 2035 | 2046209 |
|  Great Canadian Gaming Corp./Raptor LLC<br>8.75%, 11/15/2029<sup>(a)</sup> |  | 3567 | 3623233 |
|  Hilton Domestic Operating Co., Inc.<br>3.625%, 02/15/2032<sup>(a)</sup> |  | 6167 | 5713336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2031<sup>(a)</sup> |  | 1651 | 1576243 |
|  Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.<br>4.875%, 07/01/2031<sup>(a)</sup> |  | 964 | 900131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(a)</sup> |  | 9171 | 8905369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/2032<sup>(a)</sup> |  | 3497 | 3575695 |
|  Installed Building Products, Inc.<br>5.625%, 02/01/2034<sup>(a)</sup> |  | 950 | 956878 |
|  K Hovnanian Enterprises, Inc.<br>8.00%, 04/01/2031<sup>(a)</sup> |  | 2083 | 2134451 |
|  LGI Homes, Inc.<br>7.00%, 11/15/2032<sup>(a)</sup> |  | 2559 | 2494965 |
|  Lottomatica Group SpA<br>4.875%, 01/31/2031<sup>(a)</sup> | EUR | 1181 | 1439572 |
|  Marriott Ownership Resorts, Inc.<br>4.50%, 06/15/2029<sup>(a)</sup> | U.S.$| 1338 | 1275149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2033<sup>(a)</sup> |  | 7300 | 6941591 |
|  Masterbrand, Inc.<br>7.00%, 07/15/2032<sup>(a)</sup> |  | 3662 | 3799034 |
|  Mattamy Group Corp.<br>4.625%, 03/01/2030<sup>(a)</sup> |  | 5478 | 5335091 |
|  MGM Resorts International<br>6.125%, 09/15/2029 |  | 2400 | 2453723 |
|  Miller Homes Group Finco PLC<br>6.31% (EURIBOR 3 Month + 4.25%), 10/15/2030<sup>(a) (j)</sup> | EUR | 1541 | 1843556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/15/2029<sup>(a)</sup> | GBP | 2900 | 3997469 |
|  Mohegan Tribal Gaming Authority/MS Digital Entertainment Holdings LLC<br>8.25%, 04/15/2030<sup>(a)</sup> | U.S.$| 2744 | 2858634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.875%, 04/15/2031<sup>(a)</sup> |  | 3907 | 4108410 |
|  Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp.<br>6.625%, 02/01/2033<sup>(a)</sup> |  | 2631 | 2677581 |
|  Shea Homes LP/Shea Homes Funding Corp.<br>4.75%, 02/15/2028 |  | 3292 | 3278850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/2029 |  | 4530 | 4472808 |
|  Standard Building Solutions, Inc.<br>5.875%, 03/15/2034<sup>(a)</sup> |  | 2796 | 2793414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/01/2033<sup>(a)</sup> |  | 5412 | 5531392 |
|  Standard Industries, Inc./NY<br>3.375%, 01/15/2031<sup>(a)</sup> |  | 2584 | 2384316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/15/2030<sup>(a)</sup> |  | 6380 | 6161267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028<sup>(a)</sup> |  | 1356 | 1349724 |
|  Station Casinos LLC<br>4.50%, 02/15/2028<sup>(a)</sup> |  | 1517 | 1509371 |
|  Taylor Morrison Communities, Inc.<br>5.125%, 08/01/2030<sup>(a)</sup> |  | 212 | 213319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2028<sup>(a)</sup> |  | 989 | 1007871 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Thor Industries, Inc.<br>4.00%, 10/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487207 |
|  Travel & Leisure Co.<br>4.50%, 12/01/2029<sup>(a)</sup> |  | 5268 | 5132551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/2030<sup>(a)</sup> |  | 10068 | 9822803 |
|  Wyndham Hotels & Resorts, Inc.<br>4.375%, 08/15/2028<sup>(a)</sup> |  | 4394 | 4344640 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.<br>5.25%, 05/15/2027<sup>(a)</sup> |  | 2353 | 2365997 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.<br>5.125%, 10/01/2029<sup>(a)</sup> |  | 2217 | 2229139 |
|  |  |  | 161972497 |
|  **Consumer Cyclical - Restaurants – 0.3%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>4.00%, 10/15/2030<sup>(a)</sup> |  | 6521 | 6224066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028<sup>(a)</sup> |  | 3132 | 3109803 |
|  |  |  | 9333869 |
|  **Consumer Cyclical - Retailers – 5.3%** |  |  |  |
|  Advance Auto Parts, Inc.<br>7.00%, 08/01/2030<sup>(a)</sup> |  | 14604 | 14834642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 08/01/2033<sup>(a)</sup> |  | 2757 | 2794010 |
|  Arko Corp.<br>5.125%, 11/15/2029<sup>(a)</sup> |  | 4612 | 4015946 |
|  Asbury Automotive Group, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 6598 | 6491839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(a)</sup> |  | 340 | 330393 |
|  Bath & Body Works, Inc.<br>6.75%, 07/01/2036 |  | 1479 | 1474769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | 6475 | 6549041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.60%, 07/15/2037 |  | 360 | 358523 |
|  Beach Acquisition Bidco LLC<br>5.25%, 07/15/2032<sup>(a)</sup> | EUR | 2585 | 3136903 |
|  Boots Group Finco LP<br>5.375%, 08/31/2032<sup>(a)</sup> |  | 3756 | 4593951 |
|  Carvana Co.<br>5.50%, 04/15/2027<sup>(a)</sup> | U.S.$| 1469 | 1433880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/2030<sup>(a) (b) (c)</sup> |  | 7229 | 7539102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/2031<sup>(a) (b) (c)</sup> |  | 3962 | 4361847 |
|  Cougar JV Subsidiary LLC<br>8.00%, 05/15/2032<sup>(a)</sup> |  | 7797 | 8330186 |
|  CT Investment GmbH<br>6.375%, 04/15/2030<sup>(a)</sup> | EUR | 1681 | 2057038 |
|  FirstCash, Inc.<br>5.625%, 01/01/2030<sup>(a)</sup> | U.S.$| 320 | 321291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/01/2032<sup>(a)</sup> |  | 3145 | 3269182 |
|  Gap, Inc. (The)<br>3.625%, 10/01/2029<sup>(a)</sup> |  | 2058 | 1956770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/01/2031<sup>(a)</sup> |  | 998 | 924643 |
|  Global Auto Holdings Ltd./AAG FH UK Ltd.<br>8.375%, 01/15/2029<sup>(a)</sup> |  | 5739 | 5707171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 01/15/2032<sup>(a)</sup> |  | 4115 | 3979761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 08/15/2029<sup>(a)</sup> |  | 1470 | 1558450 |
|  Group 1 Automotive, Inc.<br>4.00%, 08/15/2028<sup>(a)</sup> |  | 4361 | 4271346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2030<sup>(a)</sup> |  | 945 | 970908 |
|  Kontoor Brands, Inc.<br>4.125%, 11/15/2029<sup>(a)</sup> |  | 3898 | 3697718 |
|  LCM Investments Holdings II LLC<br>4.875%, 05/01/2029<sup>(a)</sup> |  | 6569 | 6473419 |
|  Lithia Motors, Inc.<br>3.875%, 06/01/2029<sup>(a)</sup> |  | 2932 | 2835830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/2027<sup>(a)</sup> |  | 685 | 684159 |
|  Michaels Cos., Inc. (The)<br>5.25%, 05/01/2028<sup>(a)</sup> |  | 1510 | 1494539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/01/2029<sup>(a)</sup> |  | 3047 | 2970423 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Murphy Oil USA, Inc.<br>3.75%, 02/15/2031<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314070 |
|  Nordstrom, Inc.<br>5.00%, 01/15/2044 |  | 2170 | 1623728 |
|  Park River Holdings, Inc.<br>8.00%, 03/15/2031<sup>(a)</sup> |  | 1302 | 1340481 |
|  Penske Automotive Group, Inc.<br>3.75%, 06/15/2029 |  | 521 | 503519 |
|  Petco Health & Wellness Co., Inc.<br>8.25%, 02/01/2031<sup>(a)</sup> |  | 2319 | 2324650 |
|  PetSmart LLC/PetSmart Finance Corp.<br>7.50%, 09/15/2032<sup>(a)</sup> |  | 2933 | 3007710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 09/15/2033<sup>(a)</sup> |  | 3315 | 3448838 |
|  QXO Building Products, Inc.<br>6.75%, 04/30/2032<sup>(a)</sup> |  | 4745 | 4893934 |
|  Sonic Automotive, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 9865 | 9687327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2031<sup>(a)</sup> |  | 790 | 761668 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp.<br>7.75%, 10/15/2029<sup>(a)</sup> |  | 3703 | 3687443 |
|  Staples, Inc.<br>10.75%, 09/01/2029<sup>(a)</sup> |  | 9996 | 9821294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.75%, 01/15/2030<sup>(a)</sup> |  | 2487 | 2038017 |
|  VF Corp.<br>2.95%, 04/23/2030 |  | 7097 | 6464239 |
|  White Cap Supply Holdings LLC<br>7.375%, 11/15/2030<sup>(a)</sup> |  | 1759 | 1827279 |
|  William Carter Co. (The)<br>7.375%, 02/15/2031<sup>(a)</sup> |  | 3388 | 3503772 |
|  |  |  | 165665649 |
|  **Consumer Non-Cyclical – 8.5%** |  |  |  |
|  Acadia Healthcare Co., Inc.<br>5.00%, 04/15/2029<sup>(a)</sup> |  | 1227 | 1178052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/15/2033<sup>(a) (d)</sup> |  | 4574 | 4517972 |
|  Accendra Health, Inc.<br>4.50%, 03/31/2029<sup>(a)</sup> |  | 14 | 9210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 04/01/2030<sup>(a) (d)</sup> |  | 866 | 484933 |
|  AdaptHealth LLC<br>4.625%, 08/01/2029<sup>(a)</sup> |  | 2068 | 1999782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/01/2030<sup>(a)</sup> |  | 2000 | 1942772 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.50%, 03/15/2029<sup>(a)</sup> |  | 1018 | 977419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/31/2031<sup>(a)</sup> |  | 4486 | 4502280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/31/2034<sup>(a)</sup> |  | 2975 | 2925002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/2028<sup>(a)</sup> |  | 4998 | 5079182 |
|  Amneal Pharmaceuticals LLC<br>6.875%, 08/01/2032<sup>(a)</sup> |  | 1902 | 2003053 |
|  Bausch & Lomb Corp.<br>8.375%, 10/01/2028<sup>(a)</sup> |  | 11521 | 12021888 |
|  Bausch Health Cos., Inc.<br>4.875%, 06/01/2028<sup>(a)</sup> |  | 1282 | 1190393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 09/30/2028<sup>(a)</sup> |  | 6382 | 6631034 |
|  BioMarin Pharmaceutical, Inc.<br>5.50%, 02/15/2034<sup>(a)</sup> |  | 1288 | 1293210 |
|  CAB SELAS<br>3.375%, 02/01/2028<sup>(a)</sup> | EUR | 2809 | 3252113 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 1291 | 1158347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2029<sup>(a)</sup> |  | 11502 | 11478472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2030<sup>(a)</sup> |  | 7452 | 6147695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 01/15/2034<sup>(a)</sup> |  | 2817 | 2937007 |
|  CVS Health Corp.<br>6.75%, 12/10/2054 |  | 548 | 569516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 |  | 9105 | 9520240 |
|  DaVita, Inc.<br>3.75%, 02/15/2031<sup>(a)</sup> |  | 1867 | 1715663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2030<sup>(a)</sup> |  | 18628 | 17947208 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Elanco Animal Health, Inc.<br>6.65%, 08/28/2028<sup>(c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181558 |
|  Embecta Corp.<br>5.00%, 02/15/2030<sup>(a)</sup> |  | 6608 | 6190235 |
|  Emergent BioSolutions, Inc.<br>3.875%, 08/15/2028<sup>(a)</sup> |  | 7811 | 6967538 |
|  Encompass Health Corp.<br>4.50%, 02/01/2028 |  | 682 | 678740 |
|  Fortrea Holdings, Inc.<br>7.50%, 07/01/2030<sup>(a)</sup> |  | 1176 | 1196238 |
|  Genmab A/S/Genmab Finance LLC<br>6.25%, 12/15/2032<sup>(a)</sup> |  | 5260 | 5393394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 12/15/2033<sup>(a)</sup> |  | 2191 | 2314134 |
|  Global Medical Response, Inc.<br>7.375%, 10/01/2032<sup>(a)</sup> |  | 2526 | 2610936 |
|  Grifols SA<br>3.875%, 10/15/2028<sup>(a)</sup> | EUR | 8212 | 9625477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/01/2030<sup>(a)</sup> |  | 1900 | 2354564 |
|  Gruenenthal GmbH<br>6.75%, 05/15/2030<sup>(a)</sup> |  | 3233 | 3995569 |
|  Gruppo San Donato SpA<br>6.50%, 10/31/2031<sup>(a)</sup> |  | 3315 | 3981745 |
|  Iceland Bondco PLC<br>10.875%, 12/15/2027<sup>(a)</sup> | GBP | 414 | 599192 |
|  LifePoint Health, Inc.<br>8.375%, 02/15/2032<sup>(a)</sup> | U.S.$| 3840 | 4171799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 10/15/2030<sup>(a)</sup> |  | 5388 | 5881243 |
|  Mehilainen Yhtiot Oy<br>5.125%, 06/30/2032<sup>(a)</sup> | EUR | 1619 | 1948053 |
|  ModivCare, Inc.<br>5.00%, 10/01/2029<sup>(c) (f) (h) (i) (l)</sup> | U.S.$| 3342 | 4345 |
|  MPH Acquisition Holdings LLC<br>5.75%, 12/31/2030<sup>(a)</sup> |  | 3146 | 2700275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75% (6.00% Cash and 0.75% PIK), 03/31/2031<sup>(a) (b) (c)</sup> |  | 3512 | 2998907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50% (6.50% Cash and 5.00% PIK), 12/31/2030<sup>(a) (b) (c)</sup> |  | 2933 | 3079971 |
|  Neogen Food Safety Corp.<br>8.625%, 07/20/2030<sup>(a)</sup> |  | 3395 | 3619582 |
|  Neopharmed Gentili SpA<br>7.125%, 04/08/2030<sup>(a)</sup> | EUR | 1890 | 2329733 |
|  Newell Brands, Inc.<br>6.375%, 09/15/2027 | U.S.$| 1203 | 1216950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 06/01/2028<sup>(a)</sup> |  | 3080 | 3231282 |
|  Opal Bidco SAS<br>5.50%, 03/31/2032<sup>(a)</sup> | EUR | 3589 | 4371329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/31/2032<sup>(a)</sup> | U.S.$| 1270 | 1298600 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<br>4.125%, 04/30/2028<sup>(a)</sup> |  | 12011 | 11780055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/30/2031<sup>(a)</sup> |  | 6156 | 5588441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/15/2034<sup>(a)</sup> |  | 714 | 671403 |
|  Perrigo Finance Unlimited Co.<br>5.15%, 06/15/2030<sup>(c)</sup> |  | 2664 | 2577625 |
|  Post Holdings, Inc.<br>4.50%, 09/15/2031<sup>(a)</sup> |  | 5969 | 5651441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/2030<sup>(a)</sup> |  | 414 | 404013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/01/2033<sup>(a)</sup> |  | 945 | 952779 |
|  Primo Water Holdings, Inc./Triton Water Holdings, Inc.<br>4.375%, 04/30/2029<sup>(a)</sup> |  | 9327 | 9108935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/01/2029<sup>(a)</sup> |  | 3651 | 3650525 |
|  Select Medical Corp.<br>6.25%, 12/01/2032<sup>(a)</sup> |  | 2664 | 2585912 |
|  Somnigroup International, Inc.<br>4.00%, 04/15/2029<sup>(a)</sup> |  | 685 | 664648 |
|  Sotera Health Holdings LLC<br>7.375%, 06/01/2031<sup>(a)</sup> |  | 4478 | 4720155 |
|  Surgery Center Holdings, Inc.<br>7.25%, 04/15/2032<sup>(a)</sup> |  | 6455 | 6506417 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Tenet Healthcare Corp.<br>5.50%, 11/15/2032<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12781 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12919137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/2033<sup>(a)</sup> |  | 4097 | 4214831 |
|  Whirlpool Corp.<br>4.70%, 05/14/2032 |  | 842 | 768563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2030 |  | 3064 | 3074949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/2033 |  | 625 | 616500 |
|  |  |  | 266880161 |
|  **Energy – 6.4%** |  |  |  |
|  Archrock Services LP/Archrock Partners Finance Corp.<br>6.00%, 02/01/2034<sup>(a)</sup> |  | 911 | 910282 |
|  Ascent Resources Utica Holdings LLC/ARU Finance Corp.<br>5.875%, 06/30/2029<sup>(a)</sup> |  | 785 | 789925 |
|  Buckeye Partners LP<br>4.50%, 03/01/2028<sup>(a)</sup> |  | 840 | 835338 |
|  Chord Energy Corp.<br>6.00%, 10/01/2030<sup>(a)</sup> |  | 2159 | 2202076 |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(a)</sup> |  | 4714 | 4743127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/01/2032<sup>(a)</sup> |  | 3043 | 3184909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/2031<sup>(a)</sup> |  | 350 | 362701 |
|  CQP Holdco LP/BIP-V Chinook Holdco LLC<br>5.50%, 06/15/2031<sup>(a)</sup> |  | 2664 | 2649088 |
|  Crescent Energy Finance LLC<br>7.375%, 01/15/2033<sup>(a)</sup> |  | 705 | 681576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 04/01/2032<sup>(a)</sup> |  | 1871 | 1857363 |
|  CVR Energy, Inc.<br>7.50%, 02/15/2031<sup>(a)</sup> |  | 2059 | 2056306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/15/2034<sup>(a)</sup> |  | 1371 | 1360287 |
|  Delek Logistics Partners LP/Delek Logistics Finance Corp.<br>7.375%, 06/30/2033<sup>(a)</sup> |  | 6652 | 6847081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 03/15/2029<sup>(a)</sup> |  | 1310 | 1370389 |
|  Excelerate Energy LP<br>8.00%, 05/15/2030<sup>(a)</sup> |  | 4482 | 4794418 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>7.75%, 02/01/2028 |  | 3000 | 3009654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/15/2032 |  | 4501 | 4697381 |
|  Global Partners LP/GLP Finance Corp.<br>6.875%, 01/15/2029 |  | 4575 | 4636240 |
|  Gulfport Energy Operating Corp.<br>6.75%, 09/01/2029<sup>(a)</sup> |  | 1454 | 1500743 |
|  Harvest Midstream I LP<br>7.50%, 05/15/2032<sup>(a)</sup> |  | 1240 | 1295548 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<br>5.75%, 02/01/2029<sup>(a)</sup> |  | 1498 | 1498067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2031<sup>(a)</sup> |  | 1772 | 1711280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/2032<sup>(a)</sup> |  | 318 | 305466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/15/2035<sup>(a)</sup> |  | 4398 | 4254492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 11/01/2033<sup>(a)</sup> |  | 5423 | 5627891 |
|  Howard Midstream Energy Partners LLC<br>6.625%, 01/15/2034<sup>(a)</sup> |  | 2804 | 2876030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/15/2032<sup>(a)</sup> |  | 1180 | 1246540 |
|  ITT Holdings LLC<br>6.50%, 08/01/2029<sup>(a)</sup> |  | 3021 | 2912706 |
|  Kodiak Gas Services LLC<br>7.25%, 02/15/2029<sup>(a)</sup> |  | 6018 | 6244513 |
|  Matador Resources Co.<br>6.50%, 04/15/2032<sup>(a)</sup> |  | 445 | 453218 |
|  Moss Creek Resources Holdings, Inc.<br>8.25%, 09/01/2031<sup>(a)</sup> |  | 1731 | 1682944 |
|  Murphy Oil Corp.<br>6.00%, 10/01/2032<sup>(d)</sup> |  | 2101 | 2097248 |
|  NFE Financing LLC<br>12.00%, 11/15/2029<sup>(a) (i) (l)</sup> |  | 21139 | 7476456 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  NGL Energy Operating LLC/NGL Energy Finance Corp.<br>8.125%, 02/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 02/15/2032<sup>(a)</sup> |  | 4424 | 4629276 |
|  NuStar Logistics LP<br>5.625%, 04/28/2027 |  | 3349 | 3382178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/2026 |  | 300 | 300374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 10/01/2030 |  | 1164 | 1219488 |
|  PBF Holding Co. LLC/PBF Finance Corp.<br>6.00%, 02/15/2028 |  | 900 | 898318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/15/2030<sup>(a)</sup> |  | 2774 | 2778213 |
|  Rockies Express Pipeline LLC<br>4.95%, 07/15/2029<sup>(a)</sup> |  | 945 | 942422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2033<sup>(a)</sup> |  | 192 | 202676 |
|  SM Energy Co.<br>6.75%, 08/01/2029<sup>(a)</sup> |  | 3827 | 3870709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 07/01/2028<sup>(a)</sup> |  | 5582 | 5771985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 07/01/2031<sup>(a)</sup> |  | 2386 | 2506482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 06/15/2033<sup>(a)</sup> |  | 3545 | 3876466 |
|  Summit Midstream Holdings LLC<br>8.625%, 10/31/2029<sup>(a)</sup> |  | 3768 | 3935450 |
|  Sunoco LP<br>4.50%, 10/01/2029<sup>(a)</sup> |  | 1060 | 1039755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 03/15/2031<sup>(a)</sup> |  | 1725 | 1735484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/01/2029<sup>(a)</sup> |  | 7155 | 7437423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/18/2030<sup>(a) (m)</sup> |  | 4787 | 4938057 |
|  Sunoco LP/Sunoco Finance Corp.<br>4.50%, 05/15/2029 |  | 2908 | 2860436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 09/15/2028<sup>(a)</sup> |  | 283 | 292043 |
|  Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.<br>6.00%, 09/01/2031<sup>(a)</sup> | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.<br>6.00%, 09/01/2031<sup>(a)</sup> | 278 | 279850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/15/2029<sup>(a)</sup> |  | 3345 | 3466683 |
|  Talos Production, Inc.<br>9.00%, 02/01/2029<sup>(a)</sup> |  | 2371 | 2469798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 02/01/2031<sup>(a)</sup> |  | 3423 | 3624815 |
|  TransMontaigne Partners LLC<br>8.50%, 06/15/2030<sup>(a)</sup> |  | 2203 | 2285485 |
|  Transocean Aquila Ltd.<br>8.00%, 09/30/2028<sup>(a)</sup> |  | 2826 | 2904012 |
|  Transocean International Ltd.<br>7.875%, 10/15/2032<sup>(a)</sup> |  | 320 | 337658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 02/15/2030<sup>(a)</sup> |  | 3050 | 3180673 |
|  Venture Global LNG, Inc.<br>8.125%, 06/01/2028<sup>(a)</sup> |  | 6837 | 6999921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 06/01/2031<sup>(a)</sup> |  | 2811 | 2875381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 09/30/2029<sup>(a) (m)</sup> |  | 5422 | 4774898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/01/2029<sup>(a)</sup> |  | 2769 | 2949995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 02/01/2032<sup>(a)</sup> |  | 4355 | 4609731 |
|  Venture Global Plaquemines LNG LLC<br>6.125%, 12/15/2030<sup>(a)</sup> |  | 2781 | 2862709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/2034<sup>(a)</sup> |  | 4623 | 4791218 |
|  Vermilion Energy, Inc.<br>6.875%, 05/01/2030<sup>(a)</sup> |  | 675 | 674949 |
|  WBI Operating LLC<br>6.25%, 10/15/2030<sup>(a)</sup> |  | 2871 | 2902892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/2033<sup>(a)</sup> |  | 2205 | 2225641 |
|  Weatherford International Ltd.<br>6.75%, 10/15/2033<sup>(a)</sup> |  | 2759 | 2856964 |
|  |  |  | 201985685 |
|  **Other Industrial – 0.8%** |  |  |  |
|  American Builders & Contractors Supply Co., Inc.<br>3.875%, 11/15/2029<sup>(a)</sup> | American Builders & Contractors Supply Co., Inc.<br>3.875%, 11/15/2029<sup>(a)</sup> | 337 | 325468 |
|  Dealer Tire LLC/DT Issuer LLC<br>8.00%, 02/01/2028<sup>(a)</sup> |  | 6371 | 6346383 |
|  Gates Corp./DE<br>6.875%, 07/01/2029<sup>(a)</sup> |  | 1249 | 1297948 |
|  Lsf12 Helix Parent LLC<br>7.125%, 02/01/2033<sup>(a)</sup> |  | 1231 | 1236894 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Multiversity SpA<br>7.125%, 05/17/2031<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236540 |
|  Resideo Funding, Inc.<br>4.00%, 09/01/2029<sup>(a)</sup> | U.S.$| 651 | 627311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/2032<sup>(a)</sup> |  | 2220 | 2256646 |
|  Stena International SA<br>7.25%, 01/15/2031<sup>(a)</sup> |  | 293 | 299863 |
|  Velocity Vehicle Group LLC<br>8.00%, 06/01/2029<sup>(a)</sup> |  | 9685 | 9489862 |
|  |  |  | 25116915 |
|  **Services – 2.9%** |  |  |  |
|  ADT Security Corp. (The)<br>4.125%, 08/01/2029<sup>(a)</sup> |  | 2530 | 2463766 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<br>6.00%, 06/01/2029<sup>(a)</sup> |  | 1397 | 1385268 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL<br>3.625%, 06/01/2028<sup>(a)</sup> | EUR | 1105 | 1302230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2028<sup>(a)</sup> | U.S.$| 11262 | 11116244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2028<sup>(a)</sup> | GBP | 3580 | 4822219 |
|  ANGI Group LLC<br>3.875%, 08/15/2028<sup>(a)</sup> | U.S.$| 8847 | 8151100 |
|  APCOA GmbH<br>6.00%, 04/15/2031<sup>(a)</sup> | EUR | 3023 | 3635845 |
|  Aramark International Finance SARL<br>4.375%, 04/15/2033<sup>(a)</sup> |  | 486 | 572594 |
|  Aramark Services, Inc.<br>5.00%, 02/01/2028<sup>(a)</sup> | U.S.$| 3832 | 3831476 |
|  Belron UK Finance PLC<br>5.75%, 10/15/2029<sup>(a)</sup> |  | 4372 | 4455555 |
|  Cars.com, Inc.<br>6.375%, 11/01/2028<sup>(a)</sup> |  | 4403 | 4396313 |
|  Clarivate Science Holdings Corp.<br>3.875%, 07/01/2028<sup>(a)</sup> |  | 6221 | 5872510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 07/01/2029<sup>(a)</sup> |  | 3277 | 2813716 |
|  Deepocean Ltd.<br>6.00%, 04/08/2031<sup>(a)</sup> | EUR | 1002 | 1230627 |
|  Engineering - Ingegneria Informatica - SpA<br>7.77% (EURIBOR 3 Month + 5.75%), 02/15/2030<sup>(a) (j)</sup> |  | 787 | 933120 |
|  Garda World Security Corp.<br>6.00%, 06/01/2029<sup>(a)</sup> | U.S.$| 3875 | 3819369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/2031<sup>(a)</sup> |  | 1902 | 1950009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/2028<sup>(a)</sup> |  | 2493 | 2545870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 08/01/2032<sup>(a)</sup> |  | 3046 | 3114359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 11/15/2032<sup>(a)</sup> |  | 2884 | 2959498 |
|  Korn Ferry<br>4.625%, 12/15/2027<sup>(a)</sup> |  | 2404 | 2396345 |
|  Match Group Holdings II LLC<br>4.625%, 06/01/2028<sup>(a)</sup> |  | 685 | 678544 |
|  Monitronics International, Inc.<br>9.125%, 04/01/2020<sup>(e) (g) (h) (i) (k)</sup> |  | 6914 | 0 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup> |  | 760 | 744645 |
|  Raven Acquisition Holdings LLC<br>6.875%, 11/15/2031<sup>(a)</sup> |  | 4351 | 4361922 |
|  Sabre GLBL, Inc.<br>10.75%, 11/15/2029<sup>(a)</sup> |  | 378 | 308229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 03/15/2030<sup>(a)</sup> |  | 481 | 386133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.125%, 07/15/2030<sup>(a)</sup> |  | 7716 | 6245036 |
|  Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.<br>5.50%, 05/15/2033<sup>(a)</sup> | EUR | 3854 | 4652897 |
|  |  |  | 91145439 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Technology – 2.4%** |  |  |  |
|  Almaviva-The Italian Innovation Co. SpA<br>5.00%, 10/30/2030<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010306 |
|  Amentum Holdings, Inc.<br>7.25%, 08/01/2032<sup>(a)</sup> | U.S.$| 5020 | 5291935 |
|  Amkor Technology, Inc.<br>5.875%, 10/01/2033<sup>(a)</sup> |  | 1881 | 1920400 |
|  AthenaHealth Group, Inc.<br>6.50%, 02/15/2030<sup>(a)</sup> |  | 4979 | 4830514 |
|  Cloud Software Group, Inc.<br>6.625%, 08/15/2033<sup>(a)</sup> |  | 931 | 892374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 06/30/2032<sup>(a)</sup> |  | 1847 | 1879608 |
|  CoreWeave, Inc.<br>9.25%, 06/01/2030<sup>(a)</sup> |  | 6528 | 6427536 |
|  Diebold Nixdorf, Inc.<br>7.75%, 03/31/2030<sup>(a)</sup> |  | 2614 | 2771137 |
|  Ellucian Holdings, Inc.<br>6.50%, 12/01/2029<sup>(a)</sup> |  | 1627 | 1608120 |
|  Fortress Intermediate 3, Inc.<br>7.50%, 06/01/2031<sup>(a)</sup> |  | 3778 | 3854086 |
|  GoTo Group, Inc.<br>5.50%, 05/01/2028<sup>(a)</sup> |  | 4547 | 2479449 |
|  IPD 3 BV<br>5.50%, 06/15/2031<sup>(a)</sup> | EUR | 2533 | 2995481 |
|  Kioxia Holdings Corp.<br>6.25%, 07/24/2030<sup>(a)</sup> | U.S.$| 4842 | 5005388 |
|  MKS, Inc.<br>4.25%, 02/15/2034<sup>(a)</sup> | EUR | 2787 | 3301324 |
|  Playtika Holding Corp.<br>4.25%, 03/15/2029<sup>(a)</sup> | U.S.$| 8255 | 7183310 |
|  Rackspace Finance LLC<br>3.50%, 05/15/2028<sup>(a)</sup> |  | 11101 | 2875088 |
|  Rocket Software, Inc.<br>9.00%, 11/28/2028<sup>(a)</sup> |  | 5861 | 5851748 |
|  TeamSystem SpA<br>5.00%, 07/01/2031<sup>(a)</sup> | EUR | 3109 | 3648259 |
|  Virtusa Corp.<br>7.125%, 12/15/2028<sup>(a)</sup> | U.S.$| 3521 | 3454688 |
|  WULF Compute LLC<br>7.75%, 10/15/2030<sup>(a)</sup> |  | 2998 | 3126504 |
|  |  |  | 74407255 |
|  **Transportation - Airlines – 0.5%** |  |  |  |
|  Allegiant Travel Co.<br>7.25%, 08/15/2027<sup>(a)</sup> |  | 2833 | 2864084 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(a)</sup> |  | 897 | 897768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(a)</sup> |  | 11510 | 11630025 |
|  |  |  | 15391877 |
|  **Transportation - Services – 1.5%** |  |  |  |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc.<br>5.375%, 05/21/2030<sup>(a)</sup> | EUR | 513 | 627829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/21/2030<sup>(a)</sup> | U.S.$| 1397 | 1455811 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>4.75%, 04/01/2028<sup>(a)</sup> |  | 14896 | 14572664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2029<sup>(a)</sup> |  | 2823 | 2752631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(a)</sup> |  | 424 | 423630 |
|  Avis Budget Finance PLC<br>7.25%, 07/31/2030<sup>(a)</sup> | EUR | 568 | 691110 |
|  BCP V Modular Services Finance PLC<br>6.75%, 11/30/2029<sup>(a)</sup> |  | 5428 | 5269861 |
|  BCP V Modular Services Finance II PLC<br>4.75%, 11/30/2028<sup>(a)</sup> |  | 538 | 615479 |
|  Beacon Mobility Corp.<br>7.25%, 08/01/2030<sup>(a)</sup> | U.S.$| 4262 | 4465737 |
|  Boels Topholding BV<br>5.75%, 05/15/2030<sup>(a)</sup> | EUR | 1872 | 2286386 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Dcli Bidco LLC<br>7.75%, 11/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851454 |
|  Edge Finco PLC<br>8.125%, 08/15/2031<sup>(a)</sup> | GBP | 1631 | 2375723 |
|  Hertz Corp. (The)<br>4.625%, 12/01/2026<sup>(a)</sup> | U.S.$| 1564 | 1478230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.625%, 07/15/2029<sup>(a)</sup> |  | 1219 | 1227427 |
|  Kapla Holding SAS<br>5.00%, 04/30/2031<sup>(a)</sup> | EUR | 3189 | 3831375 |
|  PROG Holdings, Inc.<br>6.00%, 11/15/2029<sup>(a)</sup> | U.S.$| 5075 | 5021695 |
|  |  |  | 48947042 |
|  |  |  | 1706530535 |
|  **Financial Institutions – 6.7%** |  |  |  |
|  **Banking – 0.4%** |  |  |  |
|  Ally Financial, Inc.<br>Series C<br>4.70%, 05/15/2028<sup>(m)</sup> |  | 993 | 952006 |
|  Armor Holdco, Inc.<br>8.50%, 11/15/2029<sup>(a)</sup> |  | 8586 | 8641609 |
|  Bread Financial Holdings, Inc.<br>6.75%, 05/15/2031<sup>(a)</sup> |  | 2224 | 2288380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 06/15/2035<sup>(a)</sup> |  | 2189 | 2246911 |
|  |  |  | 14128906 |
|  **Brokerage – 1.0%** |  |  |  |
|  Aretec Group, Inc.<br>7.50%, 04/01/2029<sup>(a)</sup> |  | 2319 | 2319084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 08/15/2030<sup>(a)</sup> |  | 6063 | 6538580 |
|  Focus Financial Partners LLC<br>6.75%, 09/15/2031<sup>(a)</sup> |  | 941 | 963503 |
|  Hightower Holding LLC<br>9.125%, 01/31/2030<sup>(a)</sup> |  | 5609 | 5948353 |
|  Jane Street Group/JSG Finance, Inc.<br>4.50%, 11/15/2029<sup>(a)</sup> |  | 2400 | 2359350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/2033<sup>(a)</sup> |  | 3643 | 3787816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 04/30/2031<sup>(a)</sup> |  | 2664 | 2799962 |
|  Osaic Holdings, Inc.<br>8.00%, 08/01/2033<sup>(a)</sup> |  | 379 | 392832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series JAN<br>6.75%, 08/01/2032<sup>(a)</sup> |  | 1511 | 1565075 |
|  VFH Parent LLC/Valor Co-Issuer, Inc.<br>7.50%, 06/15/2031<sup>(a)</sup> |  | 3852 | 4035818 |
|  |  |  | 30710373 |
|  **Finance – 2.6%** |  |  |  |
|  CNG Holdings, Inc.<br>16.50% (16.50% Cash or 17.50% PIK), 06/30/2031<sup>(a) (b) (e) (h)</sup> |  | 4617 | 3924684 |
|  Compass Group Diversified Holdings LLC<br>5.25%, 04/15/2029<sup>(a)</sup> |  | 7450 | 6947968 |
|  Curo SPV LLC<br>13.00%, 08/02/2027<sup>(e) (h)</sup> |  | 9510 | 9081669 |
|  Enova International, Inc.<br>9.125%, 08/01/2029<sup>(a)</sup> |  | 5072 | 5360168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2028<sup>(a)</sup> |  | 2594 | 2745812 |
|  Freedom Mortgage Holdings LLC<br>8.375%, 04/01/2032<sup>(a)</sup> |  | 4804 | 5022724 |
|  GGAM Finance Ltd.<br>8.00%, 02/15/2027<sup>(a)</sup> |  | 4139 | 4204703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 06/15/2028<sup>(a)</sup> |  | 3918 | 4125961 |
|  goeasy Ltd.<br>7.625%, 07/01/2029<sup>(a)</sup> |  | 1862 | 1844004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 12/01/2028<sup>(a)</sup> |  | 2614 | 2689203 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp.<br>5.00%, 08/15/2028<sup>(a)</sup> |  | 7413 | 7186064 |
|  Navient Corp.<br>4.875%, 03/15/2028 |  | 6959 | 6819553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/2027 |  | 1148 | 1139939 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/2029 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/01/2033 |  | 1834 | 1598207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 07/25/2030 |  | 1549 | 1667717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 03/15/2031 |  | 3049 | 3320293 |
|  OneMain Finance Corp.<br>6.625%, 05/15/2029 |  | 723 | 746498 |
|  Phoenix Aviation Capital Ltd.<br>9.25%, 07/15/2030<sup>(a)</sup> |  | 3150 | 3309549 |
|  Rfna LP<br>7.875%, 02/15/2030<sup>(a)</sup> |  | 3691 | 3715445 |
|  SLM Corp.<br>3.125%, 11/02/2026 |  | 1440 | 1419284 |
|  Stonebriar ABF Issuer LLC<br>8.125%, 12/15/2030<sup>(a)</sup> |  | 4311 | 4473847 |
|  Terawulf, Inc.<br>Zero Coupon, 05/01/2032<sup>(a) (n)</sup> |  | 169 | 160781 |
|  |  |  | 82691869 |
|  **Financial Services – 1.3%** |  |  |  |
|  1261229 BC Ltd.<br>10.00%, 04/15/2032<sup>(a)</sup> |  | 17575 | 18038278 |
|  Asurion LLC & Asurion Co-Issuer, Inc.<br>8.00%, 12/31/2032<sup>(a)</sup> |  | 1992 | 2082477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 02/01/2034<sup>(a)</sup> |  | 923 | 933454 |
|  Cipher Compute LLC<br>7.125%, 11/15/2030<sup>(a)</sup> |  | 5107 | 5261436 |
|  Encore Capital Group, Inc.<br>6.625%, 04/15/2031<sup>(a)</sup> |  | 2758 | 2783853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 05/15/2030<sup>(a)</sup> |  | 3148 | 3375614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/01/2029<sup>(a)</sup> |  | 5103 | 5366805 |
|  Herc Holdings, Inc.<br>7.00%, 06/15/2030<sup>(a)</sup> |  | 2117 | 2220996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/2033<sup>(a)</sup> |  | 519 | 549237 |
|  Titanium 2l Bondco SARL<br>6.25%, 01/14/2031<sup>(b)</sup> | EUR | 1310 | 277524 |
|  |  |  | 40889674 |
|  **Insurance – 0.8%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc.<br>6.00%, 08/01/2029<sup>(a)</sup> | U.S.$| 1262 | 1248298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/06/2030<sup>(a)</sup> |  | 1502 | 1555443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2029<sup>(a)</sup> |  | 3788 | 3929033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 06/15/2029<sup>(a)</sup> |  | 2552 | 2671072 |
|  Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer<br>6.50%, 10/01/2031<sup>(a)</sup> |  | 1448 | 1489384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2028<sup>(a)</sup> |  | 1165 | 1185259 |
|  APH Somerset Investor 2 LLC/APH2 Somerset Investor 2 LLC/APH3 Somerset Inves<br>7.875%, 11/01/2029<sup>(a)</sup> |  | 1097 | 1113180 |
|  Ardonagh Finco Ltd.<br>6.875%, 02/15/2031<sup>(a)</sup> | EUR | 1299 | 1580400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 2171 | 2244679 |
|  Ardonagh Group Finance Ltd.<br>8.875%, 02/15/2032<sup>(a)</sup> |  | 4366 | 4499554 |
|  Howden UK Refinance PLC/Howden UK Refinance 2 PLC/Howden US Refinance LLC<br>8.125%, 02/15/2032<sup>(a)</sup> |  | 3428 | 3492916 |
|  |  |  | 25009218 |
|  **REITs – 0.6%** |  |  |  |
|  Brandywine Operating Partnership LP<br>8.875%, 04/12/2029 |  | 939 | 1008288 |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(a)</sup> |  | 1820 | 1795178 |
|  Five Point Operating Co. LP<br>8.00%, 10/01/2030<sup>(a)</sup> |  | 2690 | 2796573 |
|  Iron Mountain, Inc.<br>4.75%, 01/15/2034<sup>(a)</sup> | EUR | 5000 | 5779195 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  MPT Operating Partnership LP/MPT Finance Corp.<br>7.00%, 02/15/2032<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/15/2032<sup>(a)</sup> | U.S.$| 1534 | 1642994 |
|  RLJ Lodging Trust LP<br>4.00%, 09/15/2029<sup>(a)</sup> |  | 1492 | 1416960 |
|  Service Properties Trust<br>8.375%, 06/15/2029 |  | 3582 | 3624567 |
|  Vivion Investments SARL Series E<br>6.50%, 02/28/2029<sup>(a) (b) (c)</sup> | EUR | 17 | 20358 |
|  |  |  | 18560636 |
|  |  |  | 211990676 |
|  **Utility – 0.8%** |  |  |  |
|  **Electric – 0.8%** |  |  |  |
|  NRG Energy, Inc.<br>3.375%, 02/15/2029<sup>(a)</sup> | U.S.$| 3924 | 3761528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/2029<sup>(a)</sup> |  | 300 | 300847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2029<sup>(a)</sup> |  | 7963 | 7991438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 03/15/2028<sup>(a) (m)</sup> |  | 3572 | 3924860 |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(a) (m)</sup> |  | 3713 | 3767793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(a) (m)</sup> |  | 4495 | 4577436 |
|  Vistra Operations Co. LLC<br>5.00%, 07/31/2027<sup>(a)</sup> |  | 300 | 300196 |
|  |  |  | 24624098 |
|  Total Corporates - Non-Investment Grade<br>(cost $1,968,350,496) |  |  | 1943145309 |
|  **CORPORATES - INVESTMENT GRADE – 14.3%** |  |  |  |
|  **Industrial – 7.9%** |  |  |  |
|  **Basic – 0.7%** |  |  |  |
|  Freeport Indonesia PT<br>4.76%, 04/14/2027<sup>(a)</sup> |  | 696 | 697670 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(a)</sup> |  | 2433 | 2645096 |
|  OCP SA<br>6.75%, 05/02/2034<sup>(a)</sup> |  | 1492 | 1598365 |
|  Olin Corp.<br>5.625%, 08/01/2029 |  | 889 | 892443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 04/01/2033<sup>(a)</sup> |  | 2599 | 2547428 |
|  Orbia Advance Corp. SAB de CV<br>7.50%, 05/13/2035<sup>(a)</sup> |  | 4882 | 4889323 |
|  SNF Group SACA<br>3.125%, 03/15/2027<sup>(a)</sup> |  | 1487 | 1463644 |
|  Sociedad Quimica y Minera de Chile SA<br>4.25%, 05/07/2029<sup>(a)</sup> |  | 764 | 762395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/22/2056<sup>(a)</sup> |  | 1285 | 1283201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(a)</sup> |  | 1223 | 1326833 |
|  Suzano Austria GmbH<br>6.00%, 01/15/2029 |  | 4519 | 4666771 |
|  |  |  | 22773169 |
|  **Capital Goods – 0.0%** |  |  |  |
|  Textron Financial Corp.<br>5.85% (CME Term SOFR 3 Month + 2.00%), 02/15/2042<sup>(a) (j)</sup> |  | 125 | 112640 |
|  **Communications - Media – 0.6%** |  |  |  |
|  Grupo Televisa SAB<br>6.625%, 01/15/2040 |  | 1482 | 1327131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 03/11/2032 |  | 1027 | 1118423 |
|  Meta Platforms, Inc.<br>5.50%, 11/15/2045 |  | 4527 | 4353410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 4672 | 4417266 |
|  Prosus NV<br>3.06%, 07/13/2031<sup>(a)</sup> |  | 6509 | 5949226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 08/03/2050<sup>(a)</sup> |  | 1341 | 934979 |
|  |  |  | 18100435 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  TELUS Corp.<br>6.625%, 10/15/2055 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/09/2056 |  | 2253 | 2263087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 3827 | 4002259 |
|  |  |  | 6647677 |
|  **Consumer Cyclical - Automotive – 0.9%** |  |  |  |
|  Adient Global Holdings Ltd.<br>7.00%, 04/15/2028<sup>(a)</sup> |  | 685 | 700743 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 14888 | 13260064 |
|  Ford Motor Credit Co. LLC<br>6.80%, 05/12/2028 |  | 4854 | 5078157 |
|  General Motors Financial Co., Inc.<br>5.45%, 01/08/2036 |  | 1017 | 1020874 |
|  Jaguar Land Rover Automotive PLC<br>5.875%, 01/15/2028<sup>(a)</sup> |  | 4095 | 4093631 |
|  Phinia, Inc.<br>6.75%, 04/15/2029<sup>(a)</sup> |  | 2060 | 2132667 |
|  Qnity Electronics, Inc.<br>5.75%, 08/15/2032<sup>(a)</sup> |  | 1828 | 1861327 |
|  |  |  | 28147463 |
|  **Consumer Cyclical - Entertainment – 0.4%** |  |  |  |
|  Carnival Corp.<br>5.125%, 05/01/2029<sup>(a)</sup> |  | 5556 | 5618300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/2030<sup>(a)</sup> |  | 1724 | 1773220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/2031<sup>(a)</sup> |  | 4896 | 5061240 |
|  |  |  | 12452760 |
|  **Consumer Cyclical - Other – 1.3%** |  |  |  |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup> | EUR | 4016 | 4750069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 1325 | 1346347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/04/2031<sup>(a)</sup> | GBP | 1466 | 2039742 |
|  GENM Capital Labuan Ltd.<br>3.88%, 04/19/2031<sup>(a)</sup> | U.S.$| 2056 | 1897791 |
|  Genting New York LLC/GENNY Capital, Inc.<br>7.25%, 10/01/2029<sup>(a)</sup> |  | 1312 | 1354547 |
|  JH North America Holdings, Inc.<br>5.875%, 01/31/2031<sup>(a)</sup> |  | 767 | 780445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 07/31/2032<sup>(a)</sup> |  | 3500 | 3573368 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc.<br>4.625%, 04/06/2031<sup>(a)</sup> |  | 3700 | 3168499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.45%, 07/27/2030<sup>(a)</sup> |  | 600 | 610141 |
|  Sands China Ltd.<br>3.25%, 08/08/2031<sup>(c)</sup> |  | 675 | 623531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/18/2030<sup>(c)</sup> |  | 1740 | 1711478 |
|  Sekisui House US, Inc.<br>6.00%, 01/15/2043 |  | 9963 | 9387813 |
|  Voyager Parent LLC<br>9.25%, 07/01/2032<sup>(a)</sup> |  | 8591 | 9133196 |
|  |  |  | 40376967 |
|  **Consumer Cyclical - Restaurants – 0.3%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>3.875%, 01/15/2028<sup>(a)</sup> |  | 5650 | 5566460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2029<sup>(a)</sup> |  | 5000 | 5126662 |
|  |  |  | 10693122 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  Falabella SA<br>3.375%, 01/15/2032<sup>(a)</sup> |  | 1767 | 1588621 |
|  Levi Strauss & Co.<br>3.50%, 03/01/2031<sup>(a)</sup> |  | 858 | 802280 |
|  Macy's Retail Holdings LLC<br>5.875%, 03/15/2030<sup>(a)</sup> |  | 1365 | 1373303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(a)</sup> |  | 2121 | 2143752 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Zhongsheng Group Holdings Ltd.<br>5.98%, 01/30/2028<sup>(a)</sup> | U.S.$| 1570 | $1582496 |
|  |  |  | 7490452 |
|  **Consumer Non-Cyclical – 0.8%** |  |  |  |
|  Cencosud SA<br>5.95%, 05/28/2031<sup>(a)</sup> |  | 675 | 708115 |
|  Charles River Laboratories International, Inc.<br>3.75%, 03/15/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614 | 4452722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/2031<sup>(a)</sup> |  | 1993 | 1889205 |
|  Jazz Securities DAC<br>4.375%, 01/15/2029<sup>(a)</sup> |  | 7888 | 7760664 |
|  Medline Borrower LP<br>5.25%, 10/01/2029<sup>(a)</sup> |  | 9369 | 9384387 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24195093 |
|  **Energy – 1.8%** |  |  |  |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp.<br>5.375%, 06/15/2029<sup>(a)</sup> |  | 3000 | 3004590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/15/2033<sup>(a)</sup> |  | 1600 | 1615902 |
|  Energy Transfer LP<br>8.00%, 05/15/2054 |  | 4164 | 4444691 |
|  Harbour Energy PLC<br>6.33%, 04/01/2035<sup>(a)</sup> |  | 1499 | 1531681 |
|  Hess Midstream Operations LP<br>4.25%, 02/15/2030<sup>(a)</sup> |  | 2128 | 2078453 |
|  MV24 Capital BV<br>6.75%, 06/01/2034<sup>(a)</sup> |  | 2203 | 2225541 |
|  Permian Resources Operating LLC<br>6.25%, 02/01/2033<sup>(a)</sup> |  | 3429 | 3536714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2032<sup>(a)</sup> |  | 2400 | 2513551 |
|  Raizen Fuels Finance SA<br>5.70%, 01/17/2035<sup>(a)</sup> |  | 2804 | 2167957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/08/2032<sup>(a)</sup> |  | 3643 | 3062148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(a)</sup> |  | 2075 | 1703163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(a)</sup> |  | 2505 | 2034729 |
|  Tengizchevroil Finance Co. International Ltd.<br>3.25%, 08/15/2030<sup>(a)</sup> |  | 3441 | 3188302 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(a)</sup> |  | 2768 | 2878862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/22/2035<sup>(a)</sup> |  | 1249 | 1321077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 4260 | 4881952 |
|  Venture Global Calcasieu Pass LLC<br>3.875%, 08/15/2029<sup>(a)</sup> |  | 2732 | 2595961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/2030<sup>(a)</sup> |  | 3905 | 4002356 |
|  Western Midstream Operating LP<br>7.25%, 04/01/2030<sup>(a)</sup> |  | 3101 | 3301951 |
|  Woodside Finance Ltd.<br>6.00%, 05/19/2035 |  | 5613 | 5834598 |
|  |  |  | 57924179 |
|  **Other Industrial – 0.0%** |  |  |  |
|  American Builders & Contractors Supply Co., Inc.<br>4.00%, 01/15/2028<sup>(a)</sup> |  | 701 | 692032 |
|  **Technology – 0.4%** |  |  |  |
|  Lenovo Group Ltd.<br>5.83%, 01/27/2028<sup>(a)</sup> |  | 2591 | 2669274 |
|  Oracle Corp.<br>5.375%, 09/27/2054 |  | 4129 | 3315918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 |  | 6054 | 5332730 |
|  |  |  | 11317922 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  United Airlines, Inc.<br>4.625%, 04/15/2029<sup>(a)</sup> |  | 1888 | 1886148 |
|  **Transportation - Railroads – 0.0%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 1469 | 1421560 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Services – 0.2%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd.<br>3.10%, 02/02/2031<sup>(a)</sup> | U.S.$| 745 | $667669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 02/02/2032<sup>(a)</sup> |  | 1700 | 1541900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/03/2029<sup>(a)</sup> |  | 2296 | 2234306 |
|  JSW Infrastructure Ltd.<br>4.95%, 01/21/2029<sup>(a)</sup> |  | 564 | 565763 |
|  |  |  | 5009638 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249241257 |
|  **Financial Institutions – 5.4%** |  |  |  |
|  **Banking – 3.2%** |  |  |  |
|  Ally Financial, Inc.<br>5.54%, 01/17/2031 |  | 496 | 507421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/14/2033 |  | 3049 | 3176166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>4.70%, 05/15/2026<sup>(m)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10614 | 10557026 |
|  Banco Santander SA<br>6.35%, 03/14/2034<sup>(d)</sup> |  | 2200 | 2360906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 08/08/2033 |  | 7200 | 7948757 |
|  Bank Leumi Le-Israel BM<br>7.13%, 07/18/2033<sup>(a)</sup> |  | 1500 | 1564347 |
|  Barclays PLC<br>7.12%, 06/27/2034 |  | 2695 | 3008455 |
|  BNP Paribas SA<br>4.625%, 02/25/2031<sup>(a) (m)</sup> |  | 6256 | 5836055 |
|  BPCE SA<br>6.51%, 01/18/2035<sup>(a)</sup> |  | 1434 | 1517305 |
|  CaixaBank SA<br>5.58%, 07/03/2036<sup>(a)</sup> |  | 1742 | 1789486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.84%, 09/13/2034<sup>(a)</sup> |  | 3306 | 3685850 |
|  Citigroup, Inc.<br>6.625%, 02/15/2031<sup>(m)</sup> |  | 3715 | 3779719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AA<br>7.625%, 11/15/2028<sup>(m)</sup> |  | 1231 | 1290833 |
|  Deutsche Bank AG/New York NY<br>3.73%, 01/14/2032 |  | 5208 | 4938095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 02/10/2034 |  | 1397 | 1535117 |
|  HSBC Holdings PLC<br>4.60%, 12/17/2030<sup>(m)</sup> |  | 986 | 930556 |
|  Intesa Sanpaolo SpA<br>4.20%, 06/01/2032<sup>(a)</sup> |  | 3439 | 3295049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/2042<sup>(a)</sup> |  | 1000 | 879092 |
|  Lloyds Banking Group PLC<br>6.07%, 06/13/2036 |  | 838 | 879229 |
|  Nationwide Building Society<br>5.54%, 07/14/2036<sup>(a)</sup> |  | 1150 | 1178981 |
|  Societe Generale SA<br>5.40%, 04/10/2037<sup>(a)</sup> |  | 7844 | 7805819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 05/22/2031<sup>(a)</sup> |  | 4538 | 4684893 |
|  Standard Chartered PLC<br>5.44% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (j) (m)</sup> |  | 3500 | 3396290 |
|  Synchrony Financial<br>5.935%, 08/02/2030 |  | 2928 | 3032785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/02/2033 |  | 9869 | 10489223 |
|  UBS Group AG<br>3.875%, 06/02/2026<sup>(a) (m)</sup> |  | 1016 | 1011524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/10/2034<sup>(a) (m)</sup> |  | 2442 | 2500405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/13/2028<sup>(a) (m)</sup> |  | 692 | 756209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series .14A<br>6.625%, 01/08/2031<sup>(a) (m)</sup> |  | 2027 | 2037143 |
|  UniCredit SpA<br>5.86%, 06/19/2032<sup>(a)</sup> |  | 3049 | 3098845 |
|  |  |  | 99471581 |
|  **Finance – 0.5%** |  |  |  |
|  Air Lease Corp.<br>Series B<br>4.65%, 06/15/2026<sup>(m)</sup> |  | 5818 | 5778190 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Aircastle Ltd. 5.25%,<br>06/15/2026<sup>(a) (m)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | $2700446 |
|  CFAMC II Co., Ltd.<br>Series E<br>4.625%, 06/03/2026<sup>(a)</sup> |  | 2519 | 2520562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/22/2026<sup>(a)</sup> |  | 310 | 311286 |
|  CFAMC III Co., Ltd.<br>4.75%, 04/27/2027<sup>(a)</sup> |  | 1151 | 1154062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 11/07/2027<sup>(a)</sup> |  | 270 | 268839 |
|  ILFC E-Capital Trust II<br>6.60% (CME Term SOFR 3 Month + 2.06%), 12/21/2065<sup>(a) (j)</sup> |  | 1500 | 1313674 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp.<br>6.625%, 10/15/2031<sup>(a)</sup> |  | 2594 | 2570930 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16617989 |
|  **Insurance – 1.0%** |  |  |  |
|  Centene Corp.<br>2.50%, 03/01/2031 |  | 2409 | 2082781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 08/01/2031 |  | 2052 | 1763037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/2030 |  | 3995 | 3576619 |
|  Liberty Mutual Group, Inc.<br>7.80%, 03/15/2037<sup>(a)</sup> |  | 12355 | 14153544 |
|  MetLife Capital Trust IV<br>7.875% (CME Term SOFR 3 Month + 3.96%), 12/15/2037<sup>(a) (j)</sup> |  | 8479 | 9394881 |
|  MetLife, Inc.<br>10.75% (CME Term SOFR 3 Month + 0.00%), 08/01/2039 |  | 942 | 1254029 |
|  |  |  | 32224891 |
|  **REITs – 0.7%** |  |  |  |
|  GLP Capital LP/GLP Financing II, Inc.<br>5.75%, 11/01/2037 |  | 2100 | 2083931 |
|  Highwoods Realty LP<br>5.35%, 01/15/2033 |  | 1836 | 1841896 |
|  InRetail Shopping Malls<br>5.65%, 10/16/2032<sup>(a)</sup> |  | 1135 | 1133156 |
|  Newmark Group, Inc.<br>7.50%, 01/12/2029 |  | 8300 | 8864415 |
|  Omega Healthcare Investors, Inc.<br>5.20%, 07/01/2030 |  | 2016 | 2051532 |
|  Trust Fibra Uno<br>4.87%, 01/15/2030<sup>(a) (d)</sup> |  | 1770 | 1729945 |
|  Trust 2401<br>4.87%, 01/15/2030<sup>(a)</sup> |  | 3431 | 3371644 |
|  |  |  | 21076519 |
|  |  |  | 169390980 |
|  **Utility – 1.0%** |  |  |  |
|  **Electric – 1.0%** |  |  |  |
|  Adani Electricity Mumbai Ltd.<br>3.87%, 07/22/2031<sup>(a)</sup> |  | 357 | 324870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/12/2030<sup>(a)</sup> |  | 2485 | 2329688 |
|  AES Andes SA<br>6.30%, 03/15/2029<sup>(a)</sup> |  | 1849 | 1909093 |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 |  | 1329 | 1425051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>6.05%, 03/15/2056 |  | 929 | 922438 |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup> |  | 1414 | 1547003 |
|  Cometa Energia SA de CV<br>6.375%, 04/24/2035<sup>(a)</sup> |  | 886 | 928019 |
|  Constellation Energy Generation LLC<br>4.625%, 02/01/2029<sup>(a)</sup> |  | 686 | 686161 |
|  Electricite de France SA<br>9.125%, 03/15/2033<sup>(a) (m)</sup> |  | 1365 | 1611529 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Empresas Publicas de Medellin ESP<br>4.25%, 07/18/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114 | $4817388 |
|  Engie Energia Chile SA<br>6.375%, 04/17/2034<sup>(a)</sup> |  | 2849 | 3038629 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple<br>7.25%, 01/31/2041<sup>(a)</sup> |  | 468 | 486272 |
|  Israel Electric Corp., Ltd.<br>Series G<br>4.25%, 08/14/2028<sup>(a)</sup> |  | 4664 | 4615914 |
|  LLPL Capital Pte. Ltd.<br>6.875%, 02/04/2039<sup>(a)</sup> |  | 799 | 830283 |
|  Minejesa Capital BV<br>4.625%, 08/10/2030<sup>(a)</sup> |  | 2662 | 2650497 |
|  Niagara Energy SAC<br>5.75%, 10/03/2034<sup>(a)</sup> |  | 1563 | 1588211 |
|  |  |  | 29711046 |
|  **Other Utility – 0.0%** |  |  |  |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup> |  | 540 | 591149 |
|  |  |  | 30302195 |
|  Total Corporates - Investment Grade<br>(cost $437,189,701) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448934432 |
|  **BANK LOANS – 5.8%** |  |  |  |
|  **Industrial – 4.9%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  Ineos Quattro Holdings UK Ltd.<br>7.52% (CME Term SOFR 1 Month + 3.75%), 03/14/2030<sup>(o)</sup> |  | 434 | 280510 |
|  INEOS US Petrochem LLC<br>8.02% (CME Term SOFR 1 Month + 4.25%), 04/02/2029<sup>(o)</sup> |  | 2167 | 1497363 |
|  |  |  | 1777873 |
|  **Capital Goods – 0.1%** |  |  |  |
|  ACProducts Holdings, Inc.<br>8.18% (CME Term SOFR 3 Month + 4.25%), 05/17/2028<sup>(o)</sup> |  | 5074 | 4329512 |
|  **Communications - Media – 1.2%** |  |  |  |
|  DIRECTV Financing LLC<br>9.18% (CME Term SOFR 3 Month + 5.25%), 08/02/2029<sup>(o)</sup> |  | 2917 | 2917196 |
|  Gray Television, Inc.<br>6.81% (CME Term SOFR 1 Month + 3.00%), 12/01/2028<sup>(o)</sup> |  | 4410 | 4387227 |
|  iHeartCommunications, Inc.<br>9.56% (CME Term SOFR 1 Month + 5.78%), 05/01/2029<sup>(o)</sup> |  | 4223 | 3856260 |
|  Inizio Group Ltd.<br>8.02% (CME Term SOFR 3 Month + 4.25%), 08/19/2028<sup>(e) (h) (o)</sup> |  | 4669 | 4307153 |
|  MH Sub I LLC (Micro Holding Corp.)<br>05/03/2028<sup>(p)</sup> |  | 5447 | 4925379 |
|  MJH Healthcare Holdings LLC<br>7.42% (CME Term SOFR 1 Month + 3.75%), 01/28/2029<sup>(e) (h) (o)</sup> |  | 5210 | 4975550 |
|  Neptune Bidco US, Inc.<br>01/28/2033<sup>(p)</sup> |  | 8000 | 7866640 |
|  Radiate Holdco LLC<br>1.50% (PIK Interest 12 + 1.50%), 09/25/2029<sup>(o)</sup> |  | 2462 | 2110971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.29% (CME Term SOFR 1 Month + 3.50%), 09/25/2029<sup>(o)</sup> |  | 2462 | 2110971 |
|  |  |  | 37457347 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Communications - Telecommunications – 0.5%** | **Communications - Telecommunications – 0.5%** |  |  |
|  Crown Subsea Communications Holding, Inc.<br>7.17% (CME Term SOFR 1 Month + 3.50%), 01/30/2031<sup>(o)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 | $6851572 |
|  MH Sub I LLC<br>9.92% (CME Term SOFR 1 Month + 6.25%), 02/23/2029<sup>(o)</sup> |  | 1420 | 1221882 |
|  Zacapa S.a r.l.<br>7.42% (CME Term SOFR 3 Month + 3.75%), 03/22/2029<sup>(o)</sup> |  | 7417 | 7389270 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15462724 |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |
|  RealTruck Group, Inc.<br>8.79% (CME Term SOFR 1 Month + 5.00%), 01/31/2028<sup>(o)</sup> |  | 3524 | 2729016 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  CP Atlas Buyer, Inc.<br>8.92% (CME Term SOFR 1 Month + 5.25%), 07/08/2030<sup>(o)</sup> |  | 1476 | 1447571 |
|  PHRG Intermediate LLC<br>7.67% (CME Term SOFR 3 Month + 4.00%), 02/20/2032<sup>(o)</sup> |  | 2905 | 2837617 |
|  |  |  | 4285188 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Specialty Building Products Holdings LLC/SBP Finance Corp.<br>7.52% (CME Term SOFR 1 Month + 3.75%), 10/16/2028<sup>(o)</sup> |  | 3102 | 2937292 |
|  **Consumer Non-Cyclical – 0.7%** |  |  |  |
|  Agiliti Health, Inc.<br>6.58% (CME Term SOFR 6 Month + 3.00%), 05/01/2030<sup>(e) (h) (o)</sup> |  | 4659 | 4391500 |
|  Hertz Corp. (The)<br>06/30/2028<sup>(p)</sup> |  | 2028 | 1723432 |
|  ModivCare Buyer LLC<br>8.69% (CME Term SOFR 3 Month + 5.00%), 12/29/2030<sup>(o)</sup> |  | 2147 | 1977661 |
|  MPH Acquisition Holdings LLC<br>7.42% (CME Term SOFR 3 Month + 3.75%), 12/31/2030<sup>(o)</sup> |  | 662 | 659076 |
|  Neptune Bidco US, Inc.<br>8.77% (CME Term SOFR 3 Month + 5.00%), 04/11/2029<sup>(o)</sup> |  | 7639 | 7632297 |
|  Opal US LLC<br>6.69% (CME Term SOFR 3 Month + 3.00%), 04/28/2032<sup>(o)</sup> |  | 3142 | 3140177 |
|  Weber-Stephen Products LLC<br>7.41% (CME Term SOFR 3 Month + 3.75%), 10/01/2032<sup>(o)</sup> |  | 2230 | 2227213 |
|  |  |  | 21751356 |
|  **Other Industrial – 0.1%** |  |  |  |
|  Liberty Tire Recycling LLC<br>7.425% (CME Term SOFR 1 Month + 3.75%), 12/17/2032<sup>(o)</sup> |  | 3990 | 3988324 |
|  **Technology – 1.6%** |  |  |  |
|  Boxer Parent Co., Inc.<br>6.82% (CME Term SOFR 3 Month + 3.00%), 07/30/2031<sup>(o)</sup> |  | 5403 | 5186429 |
|  Clover Holdings 2 LLC<br>7.75% (FIXED 4 + 7.75%), 12/09/2031<sup>(e) (h)</sup> |  | 8058 | 7886873 |
|  Cyberswift US Finco, LLC<br>7.65% (CME Term SOFR 3 Month + 4.00%), 10/08/2032<sup>(e) (h) (o)</sup> |  | 1000 | 967500 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Icon Parent Inc.<br>6.445% (CME Term SOFR 3 Month + 2.75%), 11/13/2031<sup>(o)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637 | $4555586 |
|  Loyalty Ventures, Inc.<br>14.00% (PRIME 3 Month + 5.50%), 11/03/2027<sup>(e) (h) (i) (l) (o)</sup> |  | 5905 | 44284 |
|  Metropolis Technologies, Inc.<br>8.98% (CME Term SOFR 6 Month + 5.25%), 11/03/2032<sup>(o)</sup> |  | 6202 | 6135307 |
|  Peraton Corp.<br>7.52% (CME Term SOFR 3 Month + 3.75%), 02/01/2028<sup>(o)</sup> |  | 6329 | 5836638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.67% (CME Term SOFR 3 Month + 7.75%), 02/01/2029<sup>(o)</sup> |  | 5974 | 4517513 |
|  Ping Identity Holding Corp.<br>6.59% (CME Term SOFR 3 Month + 2.75%), 11/15/2032<sup>(o)</sup> |  | 2910 | 2882122 |
|  Polaris Newco LLC<br>7.68% (CME Term SOFR 3 Month + 3.75%), 06/02/2028<sup>(o)</sup> |  | 7663 | 7047527 |
|  Project Alpha Intermediate Holdings, Inc.<br>8.67% (CME Term SOFR 3 Month + 5.00%), 05/09/2033<sup>(e) (h) (o)</sup> |  | 4500 | 3555000 |
|  |  |  | 48614779 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  JetBlue Airways Corp.<br>8.445% (CME Term SOFR 3 Month + 4.75%), 08/27/2029<sup>(o)</sup> |  | 3637 | 3480490 |
|  **Transportation - Services – 0.2%** |  |  |  |
|  Third Coast Infrastructure LLC<br>7.42% (CME Term SOFR 1 Month + 3.75%), 09/25/2030<sup>(e) (h) (o)</sup> |  | 6066 | 6070269 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152884170 |
|  **Financial Institutions – 0.9%** |  |  |  |
|  **Banking – 0.0%** |  |  |  |
|  Orbit Private Holdings I Ltd.<br>7.55% (CME Term SOFR 6 Month + 3.75%), 12/10/2031<sup>(o)</sup> |  | 864 | 866674 |
|  **Brokerage – 0.2%** |  |  |  |
|  Jane Street Group LLC<br>5.82% (CME Term SOFR 3 Month + 2.00%), 12/15/2031<sup>(o)</sup> |  | 5498 | 5450932 |
|  **Finance – 0.2%** |  |  |  |
|  Nexus Buyer LLC<br>9.42% (CME Term SOFR 1 Month + 5.75%), 02/16/2032<sup>(o)</sup> |  | 5140 | 5031700 |
|  **Financial Services – 0.2%** |  |  |  |
|  Coller Credit Backed Loans & Notes II Ltd.<br>6.86% (CME Term SOFR 3 Month + 3.20%), 10/30/2036<sup>(e) (h) (o)</sup> |  | 2800 | 2803159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.84% (CME Term SOFR 3 Month + 4.00%), 10/30/2036<sup>(e) (h) (o)</sup> |  | 1332 | 1610191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.44% (CME Term SOFR 3 Month + 5.60%), 10/30/2036<sup>(e) (h) (o)</sup> |  | 1000 | 1000968 |
|  Colossus Acquireco LLC<br>5.41% (SOFR 4 + 1.75%), 07/30/2032<sup>(o)</sup> |  | 2484 | 2473417 |
|  |  |  | 7887735 |
|  **Insurance – 0.3%** |  |  |  |
|  Asurion LLC<br>8.02% (CME Term SOFR 1 Month + 4.25%), 08/19/2028<sup>(o)</sup> |  | 6059 | 6065279 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.)<br>6.17% (CME Term SOFR 1 Month + 2.50%), 07/31/2031<sup>(o)</sup> | U.S.$| 4572 | $4551586 |
|  |  |  | 10616865 |
|  |  |  | 29853906 |
|  Total Bank Loans<br>(cost $192,018,066) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182738076 |
|  **EMERGING MARKETS - CORPORATE BONDS – 5.5%** | **EMERGING MARKETS - CORPORATE BONDS – 5.5%** |  |  |
|  **Industrial – 4.4%** |  |  |  |
|  **Basic – 1.6%** |  |  |  |
|  Aris Mining Corp.<br>8.00%, 10/31/2029<sup>(a)</sup> |  | 532 | 557000 |
|  Braskem Idesa SAPI<br>7.45%, 11/15/2029<sup>(a) (i) (l)</sup> |  | 5657 | 3681293 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11647 | 5287738 |
|  Cia de Minas Buenaventura SAA<br>6.80%, 02/04/2032<sup>(a)</sup> |  | 1612 | 1678737 |
|  CSN Inova Ventures<br>6.75%, 01/28/2028<sup>(a)</sup> |  | 10378 | 9935897 |
|  First Quantum Minerals Ltd.<br>8.00%, 03/01/2033<sup>(a)</sup> |  | 4036 | 4328731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 03/01/2029<sup>(a)</sup> |  | 859 | 901554 |
|  Indika Energy Tbk PT<br>8.75%, 05/07/2029<sup>(a)</sup> |  | 1148 | 1146852 |
|  Inversiones CMPC SA<br>6.70%, 12/09/2057<sup>(a)</sup> |  | 1057 | 1063897 |
|  Nickel Industries Ltd.<br>9.00%, 09/30/2030<sup>(</sup><sup>a)</sup> |  | 1022 | 1070772 |
|  Sasol Financing USA LLC<br>8.75%, 05/03/2029<sup>(a)</sup> |  | 7421 | 7618524 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup> |  | 4291 | 4258817 |
|  UPL Corp., Ltd.<br>4.625%, 06/16/2030<sup>(a)</sup> |  | 1579 | 1503998 |
|  Vedanta Resources Finance II PLC<br>9.85%, 04/24/2033<sup>(a)</sup> |  | 1293 | 1392876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 06/03/2028<sup>(a)</sup> |  | 1550 | 1606661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.875%, 09/17/2029<sup>(a)</sup> |  | 3000 | 3212197 |
|  Volcan Cia Minera SAA<br>8.50%, 10/28/2032<sup>(a)</sup> |  | 1851 | 1915785 |
|  |  |  | 51161329 |
|  **Capital Goods – 0.2%** |  |  |  |
|  Ambipar Lux SARL<br>10.875%, 02/05/2033<sup>(a) (i) (l)</sup> |  | 3765 | 546339 |
|  IHS Holding Ltd.<br>6.25%, 11/29/2028<sup>(a)</sup> |  | 537 | 534315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/29/2030<sup>(a)</sup> |  | 1845 | 1896584 |
|  IRB Infrastructure Developers Ltd.<br>7.11%, 03/11/2032<sup>(a)</sup> |  | 1480 | 1542722 |
|  |  |  | 4519960 |
|  **Communications - Media – 0.0%** |  |  |  |
|  Telecomunicaciones Digitales SA<br>4.50%, 01/30/2030<sup>(a)</sup> |  | 219 | 208767 |
|  **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** |  |  |
|  CT Trust<br>5.125%, 02/03/2032<sup>(a)</sup> |  | 1688 | 1610757 |
|  Digicel Group Holdings Ltd.<br>Zero Coupon, 12/31/2030<sup>(e) (f) (h)</sup> |  | 681 | 6815 |
|  Millicom International Cellular SA<br>7.375%, 04/02/2032<sup>(a)</sup> |  | 1244 | 1293029 |
|  Sable International Finance Ltd.<br>7.125%, 10/15/2032<sup>(a)</sup> |  | 2467 | 2493010 |
|  Telecommunications co Telekom Srbija AD Belgrade<br>7.00%, 10/28/2029<sup>(a)</sup> |  | 623 | 625187 |
|  |  |  | 6028798 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Other – 0.9%** |  |  |  |
|  Celestial Dynasty Ltd.<br>4.25%, 06/27/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 | $1557187 |
|  Melco Resorts Finance Ltd.<br>5.375%, 12/04/2029<sup>(a)</sup> |  | 6251 | 6183489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/17/2027<sup>(a)</sup> |  | 3599 | 3595401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/21/2028<sup>(a)</sup> |  | 3277 | 3273297 |
|  MGM China Holdings Ltd.<br>4.75%, 02/01/2027<sup>(a)</sup> |  | 5324 | 5304035 |
|  Studio City Co., Ltd.<br>7.00%, 02/15/2027<sup>(a)</sup> |  | 1338 | 1339338 |
|  Wynn Macau Ltd.<br>5.125%, 12/15/2029<sup>(a)</sup> |  | 2333 | 2313403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/2027<sup>(a)</sup> |  | 1100 | 1097811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/26/2028<sup>(a)</sup> |  | 2442 | 2437580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2034<sup>(a)</sup> |  | 1928 | 1953410 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29054951 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K201640219 South Africa Ltd.<br>Zero Coupon, 06/25/2023<sup>(e) (g) (h) (i)</sup> | ZAR | 230 | 0 |
|  K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022<sup>(e) (f) (g) (h) (i)</sup> | U.S.$| 5622 | 0 |
|  K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022<sup>(e) (f) (g) (h) (i)</sup> |  | 3942 | 0 |
|  |  |  | 0 |
|  **Consumer Non-Cyclical – 0.5%** |  |  |  |
|  Anadolu Efes Biracilik Ve Malt Sanayii AS<br>3.375%, 06/29/2028<sup>(a)</sup> |  | 1008 | 941895 |
|  Biocon Biologics Global PLC<br>6.67%, 10/09/2029<sup>(a)</sup> |  | 2529 | 2563986 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL<br>5.25%, 04/27/2029<sup>(a)</sup> |  | 1500 | 1491000 |
|  MARB BondCo PLC<br>3.95%, 01/29/2031<sup>(a)</sup> |  | 3232 | 2936272 |
|  Natura &Co Luxembourg Holdings SARL<br>4.125%, 05/03/2028<sup>(a)</sup> |  | 2624 | 2481878 |
|  Rede D'or Finance SARL<br>4.50%, 01/22/2030<sup>(a)</sup> |  | 604 | 587381 |
|  Teva Pharmaceutical Finance Netherlands III BV<br>4.75%, 05/09/2027 |  | 1363 | 1361296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/09/2029<sup>(d)</sup> |  | 2251 | 2273510 |
|  |  |  | 14637218 |
|  **Energy – 0.9%** |  |  |  |
|  Acu Petroleo Luxembourg SARL<br>7.50%, 01/13/2032<sup>(a)</sup> |  | 1809 | 1849998 |
|  Azure Power Energy Ltd.<br>3.575%, 08/19/2026<sup>(a)</sup> |  | 2216 | 2205064 |
|  Cosan Luxembourg SA<br>5.50%, 09/20/2029<sup>(a)</sup> |  | 432 | 438480 |
|  Ecopetrol SA<br>5.875%, 05/28/2045 |  | 1604 | 1209175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 01/19/2036 |  | 1116 | 1154335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 5777 | 6188611 |
|  Gran Tierra Energy, Inc.<br>9.50%, 10/15/2029<sup>(a)</sup> |  | 2145 | 1710637 |
|  Greenko Wind Projects Mauritius Ltd.<br>7.25%, 09/27/2028<sup>(a)</sup> |  | 3113 | 3180770 |
|  Leviathan Bond Ltd.<br>6.50%, 06/30/2027<sup>(a)</sup> |  | 3495 | 3527093 |
|  Medco Cypress Tree Pte. Ltd.<br>8.625%, 05/19/2030<sup>(a)</sup> |  | 271 | 286013 |
|  Medco Maple Tree Pte. Ltd.<br>8.96%, 04/27/2029<sup>(a)</sup> |  | 2371 | 2474139 |
|  Oleoducto Central SA<br>4.00%, 07/14/2027<sup>(a)</sup> |  | 239 | 235640 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development<br>9.00%, 11/14/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | $1336893 |
|  Threelands Energy Ltd. SARL<br>7.45%, 10/20/2035<sup>(a)</sup> |  | 750 | 759639 |
|  Transportadora de Gas del Sur SA<br>7.75%, 11/20/2035<sup>(a)</sup> |  | 1180 | 1182950 |
|  YPF SA<br>8.75%, 09/11/2031<sup>(a)</sup> |  | 1338 | 1382057 |
|  |  |  | 29121494 |
|  **Services – 0.0%** |  |  |  |
|  Bidvest Group UK PLC (The)<br>3.625%, 09/23/2026<sup>(a)</sup> |  | 666 | 659340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/17/2032<sup>(a)</sup> |  | 320 | 325892 |
|  |  |  | 985232 |
|  **Transportation - Services – 0.1%** |  |  |  |
|  Kingston Airport Revenue Finance Ltd.<br>6.75%, 12/15/2036<sup>(a)</sup> |  | 1545 | 1578218 |
|  TAV Havalimanlari Holding AS<br>8.50%, 12/07/2028<sup>(a)</sup> |  | 1470 | 1521450 |
|  |  |  | 3099668 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138817417 |
|  **Utility – 0.8%** |  |  |  |
|  **Electric – 0.6%** |  |  |  |
|  AES Andes SA<br>8.15%, 06/10/2055<sup>(a)</sup> |  | 3015 | 3203246 |
|  Continuum Energy Aura Pte. Ltd.<br>9.50%, 02/24/2027<sup>(a)</sup> |  | 1107 | 1124989 |
|  Continuum Green Energy India Pvt./Co-Issuers<br>7.50%, 06/26/2033<sup>(a)</sup> |  | 1172 | 1223164 |
|  India Clean Energy Holdings<br>4.50%, 04/18/2027<sup>(a)</sup> |  | 1261 | 1241076 |
|  Investment Energy Resources Ltd.<br>6.25%, 04/26/2029<sup>(a)</sup> |  | 1731 | 1737491 |
|  JSW Hydro Energy Ltd.<br>4.125%, 05/18/2031<sup>(a)</sup> |  | 797 | 749335 |
|  Limak Yenilenebilir Enerji AS<br>9.625%, 08/12/2030<sup>(a)</sup> |  | 1514 | 1498860 |
|  Orazul Energy Peru SA<br>6.25%, 09/17/2032<sup>(a)</sup> |  | 784 | 792349 |
|  Renew Treasury Ifsc Pvt. Ltd.<br>6.50%, 02/02/2031<sup>(a)</sup> |  | 1580 | 1586320 |
|  Saavi Energia SARL<br>8.875%, 02/10/2035<sup>(a)</sup> |  | 1605 | 1735796 |
|  Sorik Marapi Geothermal Power PT<br>7.75%, 08/05/2031<sup>(a)</sup> |  | 1460 | 1495053 |
|  Zorlu Enerji Elektrik Uretim AS<br>11.00%, 04/23/2030<sup>(a)</sup> |  | 3431 | 3185478 |
|  |  |  | 19573157 |
|  **Other Utility – 0.2%** |  |  |  |
|  Aegea Finance SARL<br>6.75%, 05/20/2029<sup>(a)</sup> |  | 275 | 278599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 01/20/2036<sup>(a)</sup> |  | 2135 | 2086239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 01/20/2031<sup>(a)</sup> |  | 1033 | 1095625 |
|  Energuate Trust 2 0<br>6.35%, 09/15/2035<sup>(a)</sup> |  | 548 | 547462 |
|  |  |  | 4007925 |
|  |  |  | 23581082 |
|  **Financial Institutions – 0.3%** |  |  |  |
|  **Banking – 0.2%** |  |  |  |
|  Akbank TAS<br>7.50%, 01/20/2030<sup>(a)</sup> |  | 1051 | 1111222 |
|  Turkiye Vakiflar Bankasi TAO<br>9.00%, 10/12/2028<sup>(a)</sup> |  | 1411 | 1531570 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Uzbek Industrial & Construction Bank ATB<br>8.95%, 07/24/2029<sup>(a)</sup> | U.S.$| 224 | $243908 |
|  Yapi ve Kredi Bankasi AS<br>7.25%, 03/03/2030<sup>(a)</sup> |  | 3090 | 3200823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 10/16/2028<sup>(a)</sup> |  | 1500 | 1633500 |
|  |  |  | 7721023 |
|  **Finance – 0.0%** |  |  |  |
|  Sammaan Capital Ltd.<br>7.50%, 10/16/2030<sup>(a)</sup> |  | 1376 | 1385027 |
|  **REITs – 0.1%** |  |  |  |
|  Mobiliare Latam SA/Mobiliare Latam Mexico SA de CV<br>6.75%, 11/10/2032<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 | 1553529 |
|  Port Of Spain Waterfront Development<br>7.875%, 02/19/2040<sup>(a)</sup> |  | 241 | 241903 |
|  |  |  | 1795432 |
|  |  |  | 10901482 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $186,876,851) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173299981 |
|  **EMERGING MARKETS - SOVEREIGNS – 3.8%** |  |  |  |
|  **Angola – 0.2%** |  |  |  |
|  Angolan Government International Bond<br>8.00%, 11/26/2029<sup>(a)</sup> |  | 5340 | 5238220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/26/2029<sup>(a) (d)</sup> |  | 1110 | 1088843 |
|  **Argentina – 0.3%** |  |  |  |
|  Argentine Republic Government International Bond<br>0.75%, 07/09/2030<sup>(c)</sup> |  | 6999 | 5935527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/09/2035<sup>(c)</sup> |  | 4460 | 3461118 |
|  |  |  | 9396645 |
|  **Bahrain – 0.1%** |  |  |  |
|  Bahrain Government International Bond<br>5.45%, 09/16/2032<sup>(a)</sup> |  | 468 | 443725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/20/2029<sup>(a)</sup> |  | 1973 | 2019247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/12/2028<sup>(a)</sup> |  | 1673 | 1727791 |
|  |  |  | 4190763 |
|  **Costa Rica – 0.3%** |  |  |  |
|  Costa Rica Government International Bond<br>5.50%, 11/21/2030<sup>(a)</sup> | EUR | 7750 | 9539458 |
|  **Cote D'Ivoire – 0.2%** |  |  |  |
|  Ivory Coast Government International Bond<br>4.875%, 01/30/2032<sup>(a)</sup> |  | 2308 | 2683293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/31/2032<sup>(a) (c)</sup> | U.S.$| 1362 | 1360797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(a)</sup> |  | 1891 | 1915252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/22/2048<sup>(a)</sup> | EUR | 732 | 800993 |
|  |  |  | 6760335 |
|  **Dominican Republic – 0.3%** |  |  |  |
|  Dominican Republic International Bond<br>8.625%, 04/20/2027<sup>(a)</sup> | U.S.$| 8497 | 8726762 |
|  **Ecuador – 0.3%** |  |  |  |
|  Ecuador Government International Bond<br>5.00%, 07/31/2040<sup>(a) (c)</sup> |  | 2271 | 1875539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 07/31/2035<sup>(a) (c)</sup> |  | 4553 | 4165946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 01/29/2034<sup>(a)</sup> |  | 1862 | 1881514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/29/2039<sup>(a)</sup> |  | 1404 | 1442610 |
|  |  |  | 9365609 |
|  **Egypt – 0.3%** |  |  |  |
|  Egypt Government International Bond<br>5.875%, 02/16/2031<sup>(a)</sup> |  | 3704 | 3603992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.70%, 03/01/2049<sup>(a)</sup> |  | 5153 | 5039634 |
|  |  |  | 8643626 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **El Salvador – 0.2%** |  |  |  |
|  Comision Ejecutiva Hidroelectrica del Rio Lempa<br>8.65%, 01/24/2033<sup>(a)</sup> | U.S.$| 2811 | $3000742 |
|  El Salvador Government International Bond<br>8.625%, 02/28/2029<sup>(a)</sup> |  | 3166 | 3389203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/17/2030<sup>(a)</sup> |  | 1067 | 1157695 |
|  |  |  | 7547640 |
|  **Guatemala – 0.1%** |  |  |  |
|  Guatemala Government Bond<br>6.05%, 08/06/2031<sup>(a)</sup> |  | 1520 | 1576240 |
|  **Kenya – 0.2%** |  |  |  |
|  Republic of Kenya Government International Bond<br>7.875%, 10/09/2033<sup>(a)</sup> |  | 3150 | 3167325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.80%, 10/09/2038<sup>(a)</sup> |  | 1600 | 1620800 |
|  |  |  | 4788125 |
|  **Nigeria – 0.5%** |  |  |  |
|  Nigeria Government International Bond<br>6.125%, 09/28/2028<sup>(a)</sup> |  | 8562 | 8609091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/28/2027<sup>(a)</sup> |  | 1300 | 1317875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.14%, 02/23/2030<sup>(a)</sup> |  | 5188 | 5338296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 03/24/2029<sup>(a)</sup> |  | 1035 | 1101240 |
|  |  |  | 16366502 |
|  **Senegal – 0.3%** |  |  |  |
|  Senegal Government International Bond<br>Series 7Y<br>7.75%, 06/10/2031<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11448 | 6900998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/13/2028<sup>(a)</sup> | EUR | 1709 | 1490212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/23/2033<sup>(a)</sup> | U.S.$| 395 | 227048 |
|  |  |  | 8618258 |
|  **South Africa – 0.1%** |  |  |  |
|  Republic of South Africa Government International Bond<br>7.25%, 12/11/2055<sup>(a)</sup> |  | 240 | 232980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 11/19/2054<sup>(a)</sup> |  | 3450 | 3616687 |
|  |  |  | 3849667 |
|  **Turkey – 0.3%** |  |  |  |
|  Hazine Mustesarligi Varlik Kiralama AS<br>6.75%, 09/01/2030<sup>(a)</sup> |  | 4067 | 4246421 |
|  Turkiye Government International Bond<br>Series 10Y<br>5.95%, 01/15/2031 |  | 1471 | 1470971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 09/16/2035 |  | 2058 | 2084363 |
|  |  |  | 7801755 |
|  **Ukraine – 0.0%** |  |  |  |
|  Ukraine Government International Bond<br>4.50%, 02/01/2029<sup>(a) (c)</sup> |  | 702 | 544803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2035<sup>(a) (c)</sup> |  | 449 | 276884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2036<sup>(a) (c)</sup> |  | 437 | 265218 |
|  |  |  | 1086905 |
|  **Uzbekistan – 0.1%** |  |  |  |
|  Republic of Uzbekistan International Bond<br>5.375%, 02/20/2029<sup>(a)</sup> |  | 426 | 428186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 05/25/2032<sup>(a)</sup> |  | 3095 | 3336874 |
|  |  |  | 3765060 |
|  Total Emerging Markets – Sovereigns<br>(cost $114,343,464) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118350413 |
|  **QUASI-SOVEREIGNS – 1.1%** |  |  |  |
|  **Quasi-Sovereign Bonds – 1.1%** |  |  |  |
|  **Azerbaijan – 0.1%** |  |  |  |
|  Southern Gas Corridor CJSC<br>6.875%, 03/24/2026<sup>(a)</sup> |  | 3785 | 3800481 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Brazil – 0.0%** |  |  |  |
|  Caixa Economica Federal<br>5.625%, 05/13/2030<sup>(a)</sup> | U.S.$| 1550 | $1572289 |
|  **Mexico – 0.6%** |  |  |  |
|  Comision Federal de Electricidad<br>4.69%, 05/15/2029<sup>(a)</sup> |  | 5319 | 5304107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/23/2027<sup>(a)</sup> |  | 434 | 435918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 832 | 848432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/28/2051<sup>(a)</sup> |  | 2090 | 2098360 |
|  Petroleos Mexicanos<br>5.50%, 06/27/2044 |  | 4678 | 3576845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 01/23/2046 |  | 3985 | 3019076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/23/2045 |  | 2872 | 2337521 |
|  |  |  | 17620259 |
|  **South Africa – 0.2%** |  |  |  |
|  Transnet/South Africa<br>8.25%, 02/06/2028<sup>(a)</sup> |  | 5900 | 6224500 |
|  **Trinidad and Tobago – 0.0%** |  |  |  |
|  Trinidad Generation UnLtd.<br>7.75%, 06/16/2033<sup>(a)</sup> |  | 999 | 1049450 |
|  **Turkey – 0.2%** |  |  |  |
|  TC Ziraat Bankasi AS<br>7.25%, 02/04/2030<sup>(a)</sup> |  | 2616 | 2711641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/16/2029<sup>(a)</sup> |  | 1389 | 1474256 |
|  Turkiye Ihracat Kredi Bankasi AS<br>6.875%, 07/03/2028<sup>(a)</sup> |  | 1400 | 1446812 |
|  |  |  | 5632709 |
|  Total Quasi-Sovereigns<br>(cost $33,874,551) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35899688 |
|  **GOVERNMENTS - TREASURIES – 0.9%** |  |  |  |
|  **United States – 0.9%** |  |  |  |
|  U.S. Treasury Bonds<br>6.125%, 11/15/2027<sup>(q)</sup> |  | 9763 | 10174390 |
|  U.S. Treasury Notes<br>3.125%, 11/15/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12054 | 11905482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/29/2028<sup>(q)</sup> |  | 4978 | 5023315 |
|  Total Governments - Treasuries<br>(cost $27,566,363) |  |  | 27103187 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.8%** |  |  |  |
|  **Colombia – 0.3%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 1508 | 1309849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/26/2034 | EUR | 551 | 634109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/21/2033 | U.S.$| 532 | 528542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/26/2038 | EUR | 669 | 777734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 04/25/2030 | U.S.$| 3612 | 3794406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/14/2035 |  | 992 | 1062680 |
|  |  |  | 8107320 |
|  **Mexico – 0.1%** |  |  |  |
|  Mexico Government International Bond<br>5.375%, 03/22/2033 |  | 1870 | 1849430 |
|  **Panama – 0.1%** |  |  |  |
|  Panama Government International Bond<br>7.50%, 03/01/2031 |  | 1416 | 1563972 |
|  Panama Notas del Tesoro<br>3.75%, 04/17/2026 |  | 1503 | 1497123 |
|  |  |  | 3061095 |
|  **Romania – 0.3%** |  |  |  |
|  Romanian Government International Bond<br>5.75%, 09/16/2030<sup>(a)</sup> |  | 4664 | 4806439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/24/2035<sup>(a)</sup> |  | 4562 | 4527785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/30/2034<sup>(a)</sup> |  | 1114 | 1158905 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10493129 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Trinidad and Tobago – 0.0%** |  |  |  |
|  Trinidad & Tobago Government International Bond<br>6.50%, 01/28/2036<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575070 |
|  Total Governments - Sovereign Bonds<br>(cost $24,441,238) |  |  | 25086044 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.7%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.7%** |  |  |
|  **Risk Share Floating Rate – 0.3%** |  |  |  |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2016-C01, Class 1B<br>15.56% (CME Term SOFR + 11.86%), 08/25/2028<sup>(j)</sup> |  | 3963 | 3987575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1B<br>16.06% (CME Term SOFR + 12.36%), 09/25/2028<sup>(j)</sup> |  | 2862 | 2906071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C03, Class 2B<br>16.56% (CME Term SOFR + 12.86%), 10/25/2028<sup>(j)</sup> |  | 3914 | 4011508 |
|  |  |  | 10905154 |
|  **Non-Agency Fixed Rate – 0.3%** |  |  |  |
|  Alternative Loan Trust<br>Series 2006-HY12, Class A5<br>4.10%, 08/25/2036 |  | 1452 | 1360605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-42, Class 1A6<br>6.00%, 01/25/2047 |  | 791 | 418271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A15<br>5.75%, 08/25/2036 |  | 1799 | 886691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A16<br>5.75%, 08/25/2036 |  | 344 | 169529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A6<br>6.25%, 09/25/2036 |  | 185 | 84174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A8<br>6.25%, 09/25/2036 |  | 698 | 318084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A10<br>5.50%, 02/25/2036 |  | 578 | 384870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J5, Class 1A1<br>6.50%, 09/25/2036 |  | 565 | 273847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15CB, Class A19<br>5.75%, 07/25/2037 |  | 331 | 183911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-16CB, Class 1A7<br>6.00%, 08/25/2037 |  | 300 | 216521 |
|  Bear Stearns ARM Trust<br>Series 2007-3, Class 1A1<br>4.20%, 05/25/2047 |  | 252 | 226710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-4, Class 22A1<br>4.24%, 06/25/2047 |  | 1136 | 1019371 |
|  ChaseFlex Trust<br>Series 2007-1, Class 1A3<br>6.50%, 02/25/2037 |  | 459 | 151501 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-HY4, Class 1A1<br>4.53%, 09/25/2047 |  | 280 | 252606 |
|  Citigroup Mortgage Loan Trust<br>Series 2007-AR4, Class 1A1A<br>4.57%, 03/25/2037 |  | 182 | 157328 |
|  CitiMortgage Alternative Loan Trust<br>Series 2007-A3, Class 1A4<br>5.75%, 03/25/2037 |  | 421 | 372264 |
|  First Horizon Alternative Mortgage Securities Trust<br>Series 2006-AA3, Class A1<br>5.00%, 06/25/2036 | First Horizon Alternative Mortgage Securities Trust<br>Series 2006-AA3, Class A1<br>5.00%, 06/25/2036 | 199 | 155950 |
|  Residential Accredit Loans, Inc. Trust<br>Series 2005-QA10, Class A31<br>5.03%, 09/25/2035 |  | 1019 | 669165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-QS14, Class 3A1<br>6.00%, 09/25/2035 |  | 548 | 483799 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Residential Asset Securitization Trust<br>Series 2006-A8, Class 3A4<br>6.00%, 08/25/2036 | U.S.$| 495 | $203057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A1, Class A8<br>6.00%, 03/25/2037 |  | 861 | 261041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A5, Class 2A3<br>6.00%, 05/25/2037 |  | 207 | 100586 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Trust<br>Series 2006-9, Class A4<br>4.12%, 10/25/2036 |  | 1506 | 399596 |
|  Wells Fargo Mortgage Backed Securities Trust<br>Series 2007-AR7, Class A1<br>6.01%, 12/28/2037 |  | 754 | 682787 |
|  |  |  | 9432264 |
|  **Non-Agency Floating Rate - 0.1%** |  |  |  |
|  Alternative Loan Trust<br>Series 2007-7T2, Class A3<br>4.39% (CME Term SOFR 1 Month + 0.71%), 04/25/2037<sup>(j)</sup> |  | 2002 | 619726 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-13, Class A7<br>4.39% (CME Term SOFR 1 Month + 0.71%), 08/25/2037<sup>(j)</sup> |  | 300 | 102173 |
|  First Horizon Alternative Mortgage Securities Trust<br>Series 2007-FA2, Class 1A10<br>4.04% (CME Term SOFR 1 Month + 0.36%), 04/25/2037<sup>(j)</sup> |  | 900 | 198395 |
|  Lehman Mortgage Trust<br>Series 2007-1, Class 3A1<br>4.04% (CME Term SOFR 1 Month + 0.36%), 02/25/2037<sup>(j)</sup> |  | 2838 | 365786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 3A2<br>3.46% (7.14% - CME Term SOFR 1 Month), 02/25/2037<sup>(j) (r)</sup> |  | 2838 | 299583 |
|  Lehman XS Trust<br>Series 2007-16N, Class 2A2<br>5.49% (CME Term SOFR 1 Month + 1.81%), 09/25/2047<sup>(j)</sup> |  | 278 | 256708 |
|  PHH Alternative Mortgage Trust<br>Series 2007-1, Class 1A1<br>4.17% (CME Term SOFR 1 Month + 0.43%), 02/25/2037<sup>(j)</sup> |  | 270 | 197468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-2, Class 1A3<br>4.45% (CME Term SOFR 1 Month + 0.77%), 05/25/2037<sup>(j)</sup> |  | 144 | 130537 |
|  |  |  | 2170376 |
|  Total Collateralized Mortgage Obligations<br>(cost $30,588,111) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22507794 |
|  **INFLATION-LINKED SECURITIES – 0.5%** |  |  |  |
|  **Colombia – 0.5%** |  |  |  |
|  Fideicomiso PA Pacifico Tres<br>7.00%, 01/15/2035<sup>(f)</sup><br>(cost $17,601,185) |  | 61921506 | 15870266 |
|  **ASSET-BACKED SECURITIES – 0.5%** |  |  |  |
|  **Other ABS - Fixed Rate – 0.3%** |  |  |  |
|  Short Term Consumer Receivables Issuer Trust<br>Series 2025-1B, Class INV<br>Zero Coupon, 11/20/2035<sup>(e) (f) (h)</sup> |  | 9231 | 9600983 |
|  **Other ABS - Floating Rate – 0.1%** |  |  |  |
|  Pagaya AI Debt Grantor Trust<br>Series 2024-S1, Class ABC<br>7.30%, 09/15/2031<sup>(e) (f) (h)</sup> |  | 2955 | 2971025 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Autos - Fixed Rate – 0.1%** |  |  |  |
|  Tricolor Auto Securitization Trust<br>Series 2024-3A, Class A<br>5.22%, 06/15/2028<sup>(e) (f) (h) (i) (l)</sup> | U.S.$| 3075 | $2675084 |
|  Total Asset-Backed Securities<br>(cost $15,330,517) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15247092 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS - 0.5%** |  |  |  |
|  **Communication Services – 0.2%** |  |  |  |
|  **Diversified Telecommunication Services – 0.2%** |  |  |  |
|  Altice France SA/LuxCo3<sup>(e) (h) (i)</sup> |  | 288132 | 5515827 |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Financial Services – 0.1%** |  |  |  |
|  Curo Group Holdings LLC<sup>(i)</sup> |  | 610655 | 4987219 |
|  **Industrials – 0.1%** |  |  |  |
|  **Electrical Equipment – 0.1%** |  |  |  |
|  Exide Technologies<sup>(e) (h) (i)</sup> |  | 4045 | 2022500 |
|  **Transportation Infrastructure – 0.0%** |  |  |  |
|  Spirit Aviation Holdings, Inc.<sup>(i)</sup> |  | 184617 | 55385 |
|  |  |  | 2077885 |
|  **Health Care – 0.1%** |  |  |  |
|  **Health Care Providers & Services – 0.1%** |  |  |  |
|  ModivCare Topco LLC<sup>(e) (h) (i)</sup> |  | 317880 | 1907280 |
|  **Consumer Discretionary – 0.0%** |  |  |  |
|  **Broadline Retail – 0.0%** |  |  |  |
|  K201640219 South Africa Ltd. - Class A<sup>(e) (h) (i)</sup> |  | 64873855 | 65 |
|  K201640219 South Africa Ltd. - Class B<sup>(e) (h) (i)</sup> |  | 10275684 | 10 |
|  |  |  | 75 |
|  **Diversified Consumer Services – 0.0%** |  |  |  |
|  AG Tracker<sup>(e) (h) (i)</sup> |  | 251120 | 0 |
|  Paysafe Ltd.<sup>(i)</sup> |  | 46899 | 321727 |
|  |  |  | 321727 |
|  **Leisure Products – 0.0%** |  |  |  |
|  New Cotai LLC/New Cotai Capital Corp.<sup>(e) (h) (i)</sup> |  | 14 | 0 |
|  |  |  | 321802 |
|  **Energy – 0.0%** |  |  |  |
|  **Energy Equipment & Services – 0.0%** |  |  |  |
|  BIS Industries Holdings Ltd.<sup>(e) (h) (i)</sup> |  | 5004988 | 5 |
|  CHC Group LLC<sup>(h) (i)</sup> |  | 104383 | 10 |
|  |  |  | 15 |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |
|  Battalion Oil Corp.<sup>(i)</sup> |  | 135 | 515 |
|  New Fortress Energy, Inc.<sup>(h) (i)</sup> |  | 157134 | 208988 |
|  |  |  | 209503 |
|  |  |  | 209518 |
|  **Consumer Staples – 0.0%** |  |  |  |
|  **Household Products – 0.0%** |  |  |  |
|  Southeastern Grocers, Inc.<sup>(e) (h) (i) (k)</sup> |  | 508189 | 20328 |
|  Total Common Stocks<br>(cost $63,132,075) |  |  | 15039859 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.4%** |  |  |  |
|  **United States – 0.4%** |  |  |  |
|  State of California<br>Series 2010<br>7.60%, 11/01/2040 | U.S.$| 1200 | $1456529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2040 |  | 1250 | 1493814 |
|  State of Illinois<br>Series 2010<br>7.35%, 07/01/2035 |  | 2943 | 3185229 |
|  Wisconsin Public Finance Authority<br>Series 2021<br>5.75%, 07/25/2041<sup>(f)</sup> |  | 7240 | 6691895 |
|  Total Local Governments - US Municipal Bonds<br>(cost $12,675,218) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12827467 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.3%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.3%** |  |  |  |
|  Commercial Mortgage Trust<br>Series 2012-CR3, Class F<br>4.29%, 10/15/2045<sup>(a)</sup> |  | 242 | 14119 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class C<br>5.14%, 08/10/2044<sup>(a)</sup> |  | 7937 | 7304884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC13, Class D<br>3.86%, 07/10/2046<sup>(a)</sup> |  | 1500 | 1111938 |
|  WFRBS Commercial Mortgage Trust<br>Series 2011-C4, Class D<br>5.00%, 06/15/2044<sup>(a)</sup> |  | 1568 | 1541797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C20, Class D<br>3.99%, 05/15/2047<sup>(a)</sup> |  | 2481 | 99300 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $12,654,325) |  |  | 10072038 |
|  **EMERGING MARKETS - TREASURIES – 0.3%** |  |  |  |
|  **Brazil – 0.3%** |  |  |  |
|  Brazil Notas do Tesouro Nacional<br>Series F<br>10.00%, 01/01/2035<br>(cost $7,649,537) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56885 | 9030356 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.1%** |  |  |  |
|  **CLO - Floating Rate – 0.1%** |  |  |  |
|  LCM 28 Ltd.<br>Series 28A, Class D<br>6.88% (CME Term SOFR 3 Month + 3.21%), 10/20/2030<sup>(a) (j)</sup> |  | 500 | 494300 |
|  Rad CLO 10 Ltd.<br>Series 2021-10A, Class E<br>9.78% (CME Term SOFR 3 Month + 6.11%), 04/23/2034<sup>(a) (j)</sup> |  | 3793 | 3713708 |
|  Total Collateralized Loan Obligations<br>(cost $4,285,308) |  |  | 4208008 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.0%** |  |  |  |
|  **Industrials – 0.0%** |  |  |  |
|  **Other Industrial – 0.0%** |  |  |  |
|  Asphalt ATD Holdco - Class A<sup>(e) (h) (i)</sup> |  | 12070 | 299457 |
|  **Technology – 0.0%** |  |  |  |
|  Veritas US, Inc.<sup>(e) (f) (h) (i)</sup> |  | 30322 | 676701 |
|  Total Preferred Stocks<br>(cost $884,105) |  |  | 976158 |
|  **RIGHTS – 0.0%** |  |  |  |
|  Altice France SA(CVR)<br>expiring 12/31/2049<sup>(e) (f) (h) (i)</sup> |  | 9218 | 150240 |
| &nbsp;&nbsp;&nbsp;&nbsp; expiring 10/01/2099<sup>(e) (f) (h) (i)</sup> |  | 1181 | 19249 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  Vistra Corp., expiring 12/31/2049<sup>(e) (h) (i)</sup> |  | 45881 | $56204 |
|  Total Rights<br>(cost $0) |  |  | 225693 |
|  **SHORT-TERM INVESTMENTS – 2.9%** |  |  |  |
|  **Investment Companies – 2.3%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.54%<sup>(s) (t) (u)</sup><br>(cost $73,352,248) |  | 73352248 | 73352248 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **Time Deposits – 0.6%** |  |  |  |
|  BBH, New York<br>1.05%, 02/02/2026 | CAD | 3943 | 2895506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 02/02/2026 | NOK | 6483 | 673132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 02/02/2026 | ZAR | 6362 | 393862 |
|  Citibank, London<br>0.83%, 02/02/2026 | EUR | 1988 | 2356194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 02/02/2026 | GBP | 432 | 591309 |
|  Citibank, New York<br>2.98%, 02/02/2026 | U.S.$| 10622 | 10622291 |
|  Total Time Deposits<br>(cost $17,532,294) |  |  | 17532294 |
|  Total Short-Term Investments<br>(cost $90,884,542) |  |  | 90884542 |
|  **Total Investments – 100.1%**<br> (cost $3,240,345,653)<sup>(v)</sup> |  |  | 3151446403 |
|  Other assets less liabilities – (0.1)% |  |  | (2609096) |
|  **Net Assets – 100.0%** |  |  | $**3148837307** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| U.S. T-Note 5 Yr (CBT) Futures | 1515 | March 2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165028477 | $(645249) |
| U.S. Ultra Bond (CBT) Futures | 140 | March 2026 | 16441250 | (488805) |
| **Sold Contracts** |  |  |  |  |
| U.S. Long Bond (CBT) Futures | 153 | March 2026 | 17614125 | 262969 |
| U.S. T-Note 10 Yr (CBT) Futures | 982 | March 2026 | 109815219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350250 |
|  |  |  |  | $479165 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Barclays Bank PLC | COP | 58782067 | USD | 15234 | 03/13/2026 | $(551062) |
| Citibank NA | BRL | 47277 | USD | 8422 | 02/03/2026 | (561080) |
| Citibank NA | USD | 9039 | BRL | 47277 | 02/03/2026 | (56080) |
| Deutsche Bank AG | GBP | 13390 | USD | 17828 | 02/26/2026 | (493722) |
| Deutsche Bank AG | USD | 5907 | GBP | 4436 | 02/26/2026 | 163586 |
| HSBC Bank USA | BRL | 47277 | USD | 9039 | 02/03/2026 | 56080 |
| HSBC Bank USA | USD | 9088 | BRL | 47277 | 02/03/2026 | (104384) |
| HSBC Bank USA | BRL | 47277 | USD | 9031 | 03/03/2026 | 101144 |
| Morgan Stanley Capital Services LLC | EUR | 141887 | USD | 170235 | 04/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464938 |
| Morgan Stanley Capital Services LLC | USD | 16511 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13761 | 04/16/2026 | (142931) |
|  |  |  |  |  |  | $(123511) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2026** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; United Mexican States, 4.150%, 03/28/2027, 12/20/2030\* | 1.00% | Quarterly | 0.89% | USD | 7980 | $(49772) | $23225 | $(72997) |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, 12/20/2030\* | 5.00 | Quarterly | 2.96 | USD | 33195 | 2974988 | 2373623 | 601365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hertz Corp. (The), 5.000%, 12/01/2029, 06/20/2029\* | 5.00 | Quarterly | 20.29 | USD | 1300 | (438555) | (126878) | (311677) |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx XOVER Series 44, 5 Year Index, 12/20/2030\* | 5.00 | Quarterly | 2.47 | EUR | 37210 | 4994511 | 4275688 | 718823 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481172 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545658 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935514 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| BRL | 381993 | 01/02/2029 | 1 Day CDI | 12.716% | Maturity | $79107 | $-0- | $79107 |
| BRL | 121160 | 01/02/2029 | 1 Day CDI | 12.618% | Maturity | (16036) | -0- | (16036) |
| BRL | 52540 | 01/02/2029 | 1 Day CDI | 12.682% | Maturity | 5007 | -0- | 5007 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68078 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68078 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $**<br> **Value at**<br> **January 31,**<br> **2026** |
| Barclays Capital, Inc.† | USD | 2067 | 0.25% |  | $2069764 |
| Barclays Capital, Inc.† | USD | 556 | 0.50 |  | 557274 |
| Barclays Capital, Inc.† | USD | 305 | 2.25 |  | 309473 |
| Barclays Capital, Inc.† | USD | 4075 | 2.75 |  | 4100469 |
| Barclays Capital, Inc.† | USD | 2425 | 3.00 |  | 2430456 |
| Barclays Capital, Inc.† | USD | 3586 | 3.00 |  | 3612546 |
| Clear Street LLC† | USD | 843 | 2.75 |  | 846021 |
| Clear Street LLC† | USD | 2387 | 3.25 |  | 2408814 |
| Jefferies LLC | USD | 1088 | 3.35 | 2/02/2026 | 1088306 |
| Standard Chartered Bank† | USD | 512 | 3.00 |  | 514462 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17937585 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on January 31, 2026.* 

------

The type of underlying collateral and the remaining maturity of open reverse repurchase agreements on statements of assets and liabilities is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than<br>90 Days** | **Total** |
| Corporates - Non-Investment Grade | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13616530 | $-0- | $-0- | $-0- | $13616530 |
| Corporates - Investment Grade | 2923276 | -0- | -0- | -0- | 2923276 |
| Emerging Markets - Corporate Bonds | 309473 | -0- | -0- | -0- | 309473 |
| Emerging Markets - Sovereigns | -0- | 1088306 | -0- | -0- | 1088306 |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16849279 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088306 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17937585 |

---

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2026, the aggregate market value of these securities amounted to $2,358,167,960 or 74.89% of net assets.* 

*(b)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at January 31, 2026.* 

*(c)* *Coupon rate adjusts periodically based upon a predetermined schedule. Stated interest rate in effect at January 31, 2026.* 

*(d)* *Position, or a portion thereof, has been segregated to collateralize reverse repurchase agreements.* 

*(e)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 1.30% of net assets as of January 31, 2026, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Altice France Lux 3/Altice Holdings<br>1 10.00%, 01/15/2033* | *10/01/2025* | $*2271472* | | $*2404062* | | *0.08%* |
|  *Altice France SA(CVR)<br>Zero Coupon, 12/31/2049* | *10/01/2025* | *-0-* | | *150240* | | *0.00%* |
|  *Altice France SA(CVR)<br>Zero Coupon, 10/01/2099* | *10/01/2025* | *-0-* | | *19249* | | *0.00%* |
|  *Digicel Group Holdings Ltd.<br>Zero Coupon, 12/31/2030* | *11/14/2023* | *116687* | | *6815* | | *0.00%* |
|  *Exide Technologies (Exchange Priority)<br>11.00%, 10/31/2024* | *10/29/2020* | *-0-* | | *-0-* | | *0.00%* |
|  *Exide Technologies (First Lien)<br>11.00%, 10/31/2024* | *10/29/2020* | *-0-* | | *-0-* | | *0.00%* |
|  *Fideicomiso PA Pacifico Tres<br>7.00%, 01/15/2035* | *03/04/2016* | *17601185* | | *15870266* | | *0.50%* |
|  *K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022* | *01/31/2017 - 06/30/2022* | *5622018* | | *-0-* | | *0.00%* |
|  *K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022* | *01/31/2017 - 06/30/2022* | *3941905* | | *-0-* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023* | *05/15/2013 - 02/19/2015* | *12955188* | | *-0-* | | *0.00%* |
|  *ModivCare, Inc.<br>5.00%, 10/01/2029* | *11/06/2023 - 04/01/2025* | *2802445* | | *4345* | | *0.00%* |
|  *Pagaya AI Debt Grantor Trust<br>Series 2024-S1, Class ABC<br>7.30%, 09/15/2031* | *04/24/2024* | *2954866* | | *2971025* | | *0.09%* |
|  *Short Term Consumer Receivables Issuer Trust<br>Series 2025-1B, Class INV<br>Zero Coupon, 11/20/2035* | *12/02/2025 - 01/20/2026* | *9488553* | | *9600983* | | *0.31%* |
|  *Tricolor Auto Securitization Trust<br>Series 2024-3A, Class A<br>5.22%, 06/15/2028* | *09/18/2025* | *2887098* | | *2675084* | | *0.09%* |
|  *Veritas US, Inc.* | *12/09/2024* | *584608* | | *676701* | | *0.02%* |
|  *Wisconsin Public Finance Authority<br>Series 2021<br>5.75%, 07/25/2041* | *08/03/2021* | *7240000* | | *6691895* | | *0.21%* |

---

*(g)* *Defaulted matured security.* 

*(h)* *Fair valued by the Adviser.* 

*(i)* *Non-income producing security.* 

*(j)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2026.* 

*(k)* *Escrow Shares.* 

*(l)* *Defaulted.* 

*(m)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(n)* *Convertible security.* 

*(o)* *The stated coupon rate represents the greater of the SOFR or an alternate base rate such as the PRIME or the SOFR/PRIME floor rate plus a spread at January 31, 2026.* 

*(p)* *This position or a portion of this position represents an unsettled loan purchase. The coupon rate will be determined at the time of settlement and will be based upon the SOFR plus a premium which was determined at the time of purchase.* 

------

*(q)* *Position, or a portion thereof, has been segregated to collateralize margin requirements for open centrally cleared swaps.* 

*(r)* *Inverse interest only security.* 

*(s)* *The rate shown represents the 7-day yield as of period end.* 

*(t)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(u)* *Affiliated investments.* 

*(v)* *As of January 31, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $95,655,435 and gross unrealized depreciation of investments was $(183,195,439), resulting in net unrealized depreciation of $(87,540,004).* 

*Currency Abbreviations:* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*COP – Colombian Peso* 

*EUR – Euro* 

*GBP – Great British Pound* 

*NOK – Norwegian Krone* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*CBT – Chicago Board of Trade* 

*CDI – Brazil CETIP Interbank Deposit Rate* 

*CDX-NAHY – North American High Yield Credit Default Swap Index* 

*CJSC – Closed Joint Stock Company* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*CVR – Contingent Value Right* 

*EURIBOR – Euro Interbank Offered Rate* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

**COUNTRY BREAKDOWN<sup>1</sup>** 

**January 31, 2026 (unaudited)** 

66.0 % United States

3.2 % United Kingdom

3.0 % Canada

2.1 % France

1.7 % Brazil

1.6 % Italy

1.3 % Colombia

1.3 % Mexico

1.0 % India

1.0 % Germany

0.9 % Turkey

0.9 % Spain

0.8 % Luxembourg

12.3 % Other

2.9 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.7% or less in the following: Angola, Argentina, Australia, Azerbaijan, Bahrain, Chile, China, Costa Rica, Cote D'Ivoire, Denmark, Dominican Republic, Ecuador, Egypt, El Salvador, Finland, Guatemala, Hong Kong, Indonesia, Ireland, Israel, Jamaica, Japan, Jersey (Channel Islands), Kazakhstan, Kenya, Macau, Malaysia, Morocco, Netherlands, Nigeria, Norway, Panama, Peru, Puerto Rico, Romania, Senegal, Serbia, Slovenia, South Africa, Sweden, Switzerland, Trinidad and Tobago, Ukraine, Uzbekistan and Zambia. 

------

**AB High Income Fund** 

**January 31, 2026 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which are then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

Valuations of mortgage-backed or other asset-backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset-backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

Bank loan prices are provided by third party pricing services and consist of a composite of the quotes received by the vendor into a consensus price. Certain bank loans are classified as Level 3, as a significant input used in the fair value measurement of these instruments is the market quotes that are received by the vendor and these inputs are not observable.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2026:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| **Assets:** |  |  |  |  |  |
| Corporates - Non-Investment Grade | $-0- | $1930138956 | $13006353 | <sup>#</sup> | $1943145309 |
| Corporates - Investment Grade | -0- | 448934432 | -0- |  | 448934432 |
| Bank Loans | -0- | 145125629 | 37612447 |  | 182738076 |
| Emerging Markets - Corporate Bonds | -0- | 173293166 | 6815 | <sup>#</sup> | 173299981 |
| Emerging Markets - Sovereigns | -0- | 118350413 | -0- |  | 118350413 |
| Quasi-Sovereigns | -0- | 35899688 | -0- |  | 35899688 |
| Governments - Treasuries | -0- | 27103187 | -0- |  | 27103187 |
| Governments - Sovereign Bonds | -0- | 25086044 | -0- |  | 25086044 |
| Collateralized Mortgage Obligations | -0- | 22507794 | -0- |  | 22507794 |
| Inflation-Linked Securities | -0- | 15870266 | -0- |  | 15870266 |
| Asset-Backed Securities | -0- | -0- | 15247092 |  | 15247092 |
| Common Stocks | 586615 | 4987229 | 9466015 | <sup>#</sup> | 15039859 |
| Local Governments - US Municipal Bonds | -0- | 12827467 | -0- |  | 12827467 |
| Commercial Mortgage-Backed Securities | -0- | 10072038 | -0- |  | 10072038 |
| Emerging Markets - Treasuries | -0- | 9030356 | -0- |  | 9030356 |
| Collateralized Loan Obligations | -0- | 4208008 | -0- |  | 4208008 |
| Preferred Stocks | -0- | -0- | 976158 |  | 976158 |
| Rights | -0- | -0- | 225693 |  | 225693 |
| Short-Term Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 73352248 | -0- | -0- |  | 73352248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | 17532294 | -0- | -0- |  | 17532294 |
| Total Investments in Securities | 91471157 | 2983434673 | 76540573 |  | 3151446403 |
| **Other Financial Instruments\*:** |  |  |  |  |  |
| **Assets** |  |  |  |  |  |
| Futures | 1613219 | -0- | -0- |  | 1613219 |
| Forward Currency Exchange Contracts | -0- | 1785748 | -0- |  | 1785748 |
| Centrally Cleared Credit Default Swaps | -0- | 7969499 | -0- |  | 7969499 |
| Centrally Cleared Interest Rate Swaps | -0- | 84114 | -0- |  | 84114 |
| **Liabilities** |  |  |  |  |  |
| Futures | (1134054) | -0- | -0- |  | (1134054) |
| Forward Currency Exchange Contracts | -0- | (1909259) | -0- |  | (1909259) |
| Centrally Cleared Credit Default Swaps | -0- | (488327) | -0- |  | (488327) |
| Centrally Cleared Interest Rate Swaps | -0- | (16036) | -0- |  | (16036) |
| **Total** | $**91950322** | $**2990860412** | $**76540573** |  | $**3159351307** |

---

*#* *The Fund held securities with zero market value at period end.* 

*\** *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

------

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Corporates - Non-<br>Investment Grade#** | **Bank Loans** | **Emerging Markets -<br>Corporate Bonds#** | **Asset-Backed<br>Securities** |
| **Balance as of 10/31/25** | $**20197388** | $**54628263** | $**6815** | $**3598683** |
| Accrued discounts/(premiums) | 88246 | -0- | 10880 | 31133 |
| Realized gain (loss) | -0- | 63730 | (1867408) | (44629) |
| Change in unrealized appreciation (depreciation) | (525639) | (1113957) | 1856528 | 13487 |
| Purchases/Payups | 320111 | 1275395 | -0- | 10661724 |
| Sales/Paydowns | (7073753) | (1526858) | -0- | (1734512) |
| Transfers into Level 3\* | -0- | -0- | -0- | 2721206 |
| Transfers out of Level 3^ | -0- | (15714126) | -0- | -0- |
| **Balance as of 01/31/26** | $**13006353** | $**37612447** | $**6815** | $**15247092** |
| Net change in unrealized appreciation (depreciation) from investments held as of 01/31/26 | $(634515) | $(1055968) | $(10101) | $13487 |
|  | **Common Stocks#** | **Preferred Stocks** | **Rights** | **Total** |
| **Balance as of 10/31/25** | $**11102159** | $**1012024** | $**215024** | $**90760356** |
| Accrued discounts/(premiums) | -0- | -0- | -0- | 130259 |
| Realized gain (loss) | -0- | -0- | -0- | (1848307) |
| Change in unrealized appreciation (depreciation) | 1990231 | (35866) | 10669 | 2195453 |
| Purchases/Payups | 1106222 | -0- | -0- | 13363452 |
| Sales/Paydowns | -0- | -0- | -0- | (10335123) |
| Transfers into Level 3\* | -0- | -0- | -0- | 2721206 |
| Transfers out of Level 3^ | (4732597) | -0- | -0- | (20446723) |
| **Balance as of 01/31/26** | $**9466015** | $**976158** | $**225693** | $**76540573** |
| Net change in unrealized appreciation (depreciation) from investments held as of 01/31/26 | $1990231 | $(35866) | $10669 | $277937 |

---

*#* *The Fund held securities with zero market value that were sold/expired/written off during the reporting period.* 

*\** *Amounts were transferred into Level 3 as the observability of price inputs has decreased during the reporting period.* 

---

| | |
|:---|:---|
| *^* | *Amounts were transferred out of Level 3 as the observability of price inputs has increased during the reporting period.*  |

---

------

The following presents information about significant unobservable inputs related to the Fund's Level 3 investments at January 31, 2026. Securities priced (i) by third party vendors, (ii) by brokers or (iii) using prior transaction prices, which approximates fair value, are excluded from the following table.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** | **Quantitative Information about Level 3 Fair Value Measurements** |
| | **Fair Value at<br>01/31/26** | **Valuation Technique** | **Unobservable Input** | **Input** |
| Corporates - Non-Investment Grade | $-0- | Qualitative Assessment |  | $0.00 |
| Bank Loans | $2803159 | Discounted Cash Flow | Discount Rate | 6.52% to 7.05% |
|  | $1610191 | Discounted Cash Flow | Discount Rate | 18.20% to 19.20% |
|  | $1000968 | Discounted Cash Flow | Discount Rate | 9.07% to 9.60% |
|  | $5414318 |  |  |  |
| Emerging Markets - Corporate Bonds | $-0- | Qualitative Assessment |  | $0.00 |
|  | $-0- | Qualitative Assessment |  | $0.00 |
|  | $-0- |  |  |  |
| Common Stocks | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022500 | Guideline Public Company, | Asset Value | $500.00 |
|  |  | Discounted Cash Flow, and |  |  |
|  |  | Optional Value |  |  |
|  | $5 | Qualitative Assessment |  | $0.00 |
|  | $-0- | Qualitative Assessment |  | $0.00 |
|  | $2022505 |  |  |  |
| Preferred Stocks | $299457 | Intrinsic Calculation | Asset Value | $24.81 |

---

*Generally, a change in the assumptions used in any input in isolation may be accompanied by a change in another input. Significant changes in any of the unobservable inputs may significantly impact the fair value measurement. Significant increases (decreases) in Asset Value in isolation would be expected to result in a significantly higher (lower) fair value measurement. Significant increases (decreases) in Discount Rate in isolation would be expected to result in a significantly lower (higher) fair value measurement.* 

A summary of the Fund's transactions in AB mutual funds for three months ended January 31, 2026 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/25**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **1/31/26**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75929 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194767 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197344 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73352 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB HIGH INCOME FUND INC

- **b. Investment Company Act file number:** 811-08188

- **c. CIK number of Registrant:** 0000915845

- **d. LEI of Registrant:** 2NEZ4DLQSXZQH9D3RU96

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB HIGH INCOME FUND INC

- **b. EDGAR series identifier (if any):** S000009981

- **c. LEI of Series:** 2NEZ4DLQSXZQH9D3RU96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3225686547.76

**Total Liabilities:** $86213310.93

**Net Assets:** $3139473236.83

**Delayed Delivery Securities:** $22393445.32

**Cash Not Reported:** $11261625.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -685.68000000 | **1-Year:** -18288.82000000 | **5-Year:** -75232.55000000 | **10-Year:** -70290.40000000 | **30-Year:** -23631.01000000

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

- **3-Month:** -12850.82000000 | **1-Year:** -223524.28000000 | **5-Year:** -464015.80000000 | **10-Year:** -120573.16000000 | **30-Year:** -16217.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027601 | 0.40%                | 0.55%                | 0.69%                |
| Class ID C000027603 | 0.47%                | 0.48%                | 0.61%                |
| Class ID C000068506 | 0.42%                | 0.57%                | 0.71%                |
| Class ID C000068509 | 0.28%                | 0.57%                | 0.70%                |
| Class ID C000135461 | 0.43%                | 0.58%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-275391.04              | $-5869899.57                               |
| Month 2  | $-10604003.07            | $10891586.04                               |
| Month 3  | $-3272153.81             | $9000180.23                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield Hedged in USD

- **Index Identifier:** LG30TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5739000 | PA      | $5707171.45   | 0.18%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4115000 | PA      | $3979760.90   | 0.13%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1558450.44   | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2463765.94   | 0.08%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1808758 | PA      | $1849997.73   | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      991000 | PA      | $1023207.50   | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1654000 | PA      | $1757270.04   | 0.06%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1443122.69   | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8847000 | PA      | $8151100.20   | 0.26%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                        | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1097000 | PA      | $1113180.16   | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP UNIFRAX HLDGS INC                                                                                                                                | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    12192803 | PA      | $9336556.96   | 0.30%             | 2029-09-30      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP Unifrax Holdings Inc                                                                                                                             | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     8011736 | PA      | $580831.63    | 0.02%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      896564 | PA      | $897768.32    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    11509707 | PA      | $11630024.64  | 0.37%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1227000 | PA      | $1178051.95   | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     4574000 | PA      | $4517971.52   | 0.14%             | 2033-03-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1248297.91   | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3788000 | PA      | $3929032.51   | 0.13%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1555443.41   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2671072.44   | 0.09%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                                      | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2068000 | PA      | $1999781.58   | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1942772.24   | 0.06%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      685000 | PA      | $700743.00    | 0.02%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1362000 | PA      | $1415459.34   | 0.05%             | 2033-01-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    14604000 | PA      | $14834641.85  | 0.47%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2757000 | PA      | $2794010.13   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      284000 | PA      | $301217.25    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1270309.43   | 0.04%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      379000 | PA      | $392832.42    | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1565074.53   | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5818000 | PA      | $5778190.04   | 0.18%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2705000 | PA      | $2700446.02   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                    | Akbank TAS                                                                                                                                           | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1051000 | PA      | $1111222.30   | 0.04%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $977419.39    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     4998000 | PA      | $5079181.61   | 0.16%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     4486000 | PA      | $4502279.87   | 0.14%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2925002.12   | 0.09%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1397000 | PA      | $1455811.16   | 0.05%             | 2030-05-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      675000 | PA      | $664704.38    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     3049000 | PA      | $3222871.42   | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     2833000 | PA      | $2864084.38   | 0.09%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2246911.48   | 0.07%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $2288380.11   | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    73352248 | NS      | $73352248.06  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1185258.45   | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1489383.81   | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1397000 | PA      | $1385267.59   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5360000 | PA      | $5287615.72   | 0.17%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2873316.04   | 0.09%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    10614000 | PA      | $10557026.28  | 0.34%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      993000 | PA      | $952005.61    | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3176165.98   | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      496000 | PA      | $507421.43    | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1499999 | PA      | $1539195.73   | 0.05%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2983231 | PA      | $2919747.64   | 0.09%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      925304 | PA      | $903726.18    | 0.03%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2283373 | PA      | $2230733.51   | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     5684450 | PA      | $5546419.45   | 0.18%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                                      | Altice France Lux 3 / Altice Holdings 1                                                                                                              | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2487062 | PA      | $2404062.22   | 0.08%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-HY12                                                                                                                     | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1451767 | PA      | $1360604.57   | 0.04%             | 2036-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1799307 | PA      | $886691.53    | 0.03%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAR8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      344015 | PA      | $169529.46    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-7T2                                                                                                                      | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2002301 | PA      | $619725.82    | 0.02%             | 2037-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184618 | PA      | $84173.65     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697653 | PA      | $318083.57    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-42                                                                                                                       | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      791012 | PA      | $418270.85    | 0.01%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-15CB                                                                                                                     | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331356 | PA      | $183911.15    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-16CB                                                                                                                     | CUSIP: 02152AAG4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      300404 | PA      | $216520.77    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     4443000 | PA      | $3190147.93   | 0.10%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     4042000 | PA      | $4176497.11   | 0.13%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     3059000 | PA      | $3179027.18   | 0.10%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                              | Ambipar Lux Sarl                                                                                                                                     | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     3765000 | PA      | $546339.15    | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                          | Amentum Holdings Inc                                                                                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     5020000 | PA      | $5291935.21   | 0.17%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      701000 | PA      | $692031.46    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      337000 | PA      | $325467.74    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1329000 | PA      | $1425050.80   | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      929000 | PA      | $922438.29    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                      | AmeriTex HoldCo Intermediate LLC                                                                                                                     | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4957000 | PA      | $5214197.86   | 0.17%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                          | Amkor Technology Inc                                                                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1920399.86   | 0.06%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                      | Amneal Pharmaceuticals LLC                                                                                                                           | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     1902000 | PA      | $2003053.43   | 0.06%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1110000 | PA      | $1088843.40   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3004590.33   | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1615901.92   | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                          | Aramark Services Inc                                                                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     3832000 | PA      | $3831476.32   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                      | Archrock Services LP / Archrock Partners Finance Corp                                                                                                | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      924000 | PA      | $923271.67    | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1312502.11   | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1131093.23   | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                          | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1116000 | PA      | $1146690.00   | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     2171000 | PA      | $2244679.27   | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                        | Ardonagh Group Finance Ltd                                                                                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     4366000 | PA      | $4499553.93   | 0.14%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6999442 | PA      | $5935526.68   | 0.19%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4460204 | PA      | $3461118.30   | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2319084.23   | 0.07%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     6063000 | PA      | $6538579.84   | 0.21%             | 2030-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                              | Aris Mining Corp                                                                                                                                     | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      532000 | PA      | $556999.66    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                                       | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3301951.50   | 0.11%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4612000 | PA      | $4015945.72   | 0.13%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     6598000 | PA      | $6491839.43   | 0.21%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      340000 | PA      | $330393.21    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                               | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |      785000 | PA      | $789924.59    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                        | Asurion LLC and Asurion Co-Issuer Inc                                                                                                                | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1992000 | PA      | $2082476.98   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                        | Asurion LLC and Asurion Co-Issuer Inc                                                                                                                | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      923000 | PA      | $933454.20    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                      | Aston Martin Capital Holdings Ltd                                                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     8311000 | PA      | $7438467.34   | 0.24%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                                                     | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     8586000 | PA      | $8641608.95   | 0.28%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5902000 | PA      | $5828627.52   | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      424000 | PA      | $423629.63    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2752631.11   | 0.09%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14896000 | PA      | $14572663.85  | 0.46%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     7031000 | PA      | $7247587.21   | 0.23%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $4512737.04   | 0.14%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3445000 | PA      | $3213658.02   | 0.10%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA                                                                                                                                              | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1434000 | PA      | $1517304.92   | 0.05%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1673000 | PA      | $1727790.75   | 0.06%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1973000 | PA      | $2019247.12   | 0.06%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      468000 | PA      | $443724.84    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7200000 | PA      | $7948757.02   | 0.25%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2360906.09   | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      467519 | PA      | $486271.69    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                                         | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2695000 | PA      | $3008454.96   | 0.10%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                                            | Battalion Oil Corp                                                                                                                                   | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         135 | NS      | $514.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                            | Bausch + Lomb Corp                                                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    11521000 | PA      | $12021887.92  | 0.38%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1282000 | PA      | $1190392.46   | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     6382000 | PA      | $6631034.45   | 0.21%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                          | Beacon Mobility Corp                                                                                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     4262000 | PA      | $4465737.28   | 0.14%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-3                                                                                                                        | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251818 | PA      | $226709.83    | 0.01%             | 2047-05-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-4                                                                                                                        | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1135757 | PA      | $1019371.43   | 0.03%             | 2047-06-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                         | Belron UK Finance PLC                                                                                                                                | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     4372000 | PA      | $4455555.43   | 0.14%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $325892.34    | 0.01%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                       | BioMarin Pharmaceutical Inc                                                                                                                          | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1293209.64   | 0.04%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5150000 | PA      | $5769798.48   | 0.18%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $685894.19    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5839000 | PA      | $6254597.72   | 0.20%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3007000 | PA      | $3192717.82   | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1496000 | PA      | $1572438.16   | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |           1 | NC      | $-104384.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                 | Boyne USA Inc                                                                                                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1507282.92   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                      | Brandywine Operating Partnership LP                                                                                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      939000 | PA      | $1008287.83   | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                                      | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                                                             | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3778000 | PA      | $3755100.26   | 0.12%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4404000 | PA      | $4403532.87   | 0.14%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5889000 | PA      | $5494998.34   | 0.18%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1820000 | PA      | $1795177.64   | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      840000 | PA      | $835338.25    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      540237 | PA      | $591148.90    | 0.02%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1861557.28   | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     5168000 | PA      | $5350140.99   | 0.17%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3126352.56   | 0.10%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1008000 | PA      | $1001950.94   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1853672.83   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16819000 | PA      | $15827765.51  | 0.50%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2329233.13   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3993000 | PA      | $4032938.78   | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2046209.06   | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1436822.70   | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    11502000 | PA      | $11478471.51  | 0.37%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1158346.77   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     7452000 | PA      | $6147695.14   | 0.20%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2817000 | PA      | $2937007.44   | 0.09%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                                        | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      104383 | NS      | $10.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                           | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                   | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      421032 | PA      | $372263.98    | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNG HOLDINGS INC                                                              | CNG Holdings Inc                                                                                                                                     | CUSIP: 12612DAP1<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     4617275 | PA      | $3924683.75   | 0.13%             | 2031-06-30      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2012-CCRE3 Mortgage Trust                                                                                                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      241667 | PA      | $14119.37     | 0.00%             | 2045-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4961000 | PA      | $4372606.25   | 0.14%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6664000 | PA      | $4993437.29   | 0.16%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2183000 | PA      | $1302110.27   | 0.04%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2983000 | PA      | $1166303.69   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2824000 | PA      | $1051530.75   | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      330000 | PA      | $122838.14    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $1930410.09   | 0.06%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $1529191.95   | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     4714000 | PA      | $4743126.96   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      350000 | PA      | $362700.65    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     3043000 | PA      | $3184908.91   | 0.10%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                             | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2649087.86   | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                | CVR Energy Inc                                                                                                                                       | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     2059000 | PA      | $2056306.05   | 0.07%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                | CVR Energy Inc                                                                                                                                       | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1360286.50   | 0.04%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3051000 | PA      | $3057133.88   | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      548000 | PA      | $569516.46    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9105000 | PA      | $9520240.26   | 0.30%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J1                                                                                                                       | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577895 | PA      | $384870.21    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J5                                                                                                                       | CUSIP: 12668EAA5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      565483 | PA      | $273846.85    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     3306000 | PA      | $3685849.65   | 0.12%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1742000 | PA      | $1789486.08   | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                       | Caixa Economica Federal                                                                                                                              | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     1550000 | PA      | $1572289.00   | 0.05%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                        | Calderys Financing LLC                                                                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $7233437.45   | 0.23%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1493814.38   | 0.05%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1456528.44   | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                      | Camelot Return Merger Sub Inc                                                                                                                        | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4752000 | PA      | $3689100.53   | 0.12%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1724000 | PA      | $1773220.20   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4896000 | PA      | $5061240.00   | 0.16%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5556000 | PA      | $5618299.98   | 0.18%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                  | Cars.com Inc                                                                                                                                         | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     4403000 | PA      | $4396313.08   | 0.14%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1433879.90   | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2670194 | PA      | $2939473.05   | 0.09%             | 2031-06-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     7228503 | PA      | $7539101.51   | 0.24%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                          | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28795.59     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      631000 | PA      | $641348.20    | 0.02%             | 2030-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2104000 | PA      | $2130908.43   | 0.07%             | 2033-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1814000 | PA      | $1857169.08   | 0.06%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3832000 | PA      | $3900930.71   | 0.12%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                   | Cencosud SA                                                                                                                                          | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      675000 | PA      | $708115.50    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3576618.87   | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2082781.53   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2052000 | PA      | $1763036.62   | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                      | Champion Iron Canada Inc                                                                                                                             | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2678000 | PA      | $2865782.43   | 0.09%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4452721.69   | 0.14%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $1889205.16   | 0.06%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                               | ChaseFlex Trust Series 2007-1                                                                                                                        | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458823 | PA      | $151500.71    | 0.00%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-13                                                                                                              | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300406 | PA      | $102173.57    | 0.00%             | 2037-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                             | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280216 | PA      | $252606.24    | 0.01%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2514550.42   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                            | Cipher Compute LLC                                                                                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5107000 | PA      | $5261436.04   | 0.17%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1290832.77   | 0.04%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3715000 | PA      | $3779718.79   | 0.12%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                             | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                               | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181886 | PA      | $157327.82    | 0.01%             | 2037-03-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     5582000 | PA      | $5771984.71   | 0.18%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     2386000 | PA      | $2506482.31   | 0.08%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3545000 | PA      | $3876466.40   | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                      | Clarios Global LP / Clarios US Finance Co                                                                                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4307000 | PA      | $4452576.60   | 0.14%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6221000 | PA      | $5872510.34   | 0.19%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3277000 | PA      | $2813716.09   | 0.09%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                      | Clear Channel Outdoor Holdings Inc                                                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3632750.20   | 0.12%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5473698.12   | 0.17%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                        | Cloud Software Group Inc                                                                                                                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      922000 | PA      | $938277.62    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                        | Cloud Software Group Inc                                                                                                                             | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      931000 | PA      | $892373.79    | 0.03%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1508000 | PA      | $1309848.80   | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      992000 | PA      | $1062680.00   | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3612000 | PA      | $3794406.00   | 0.12%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                                               | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      532000 | PA      | $528542.00    | 0.02%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                        | Columbus McKinnon Corp/NY                                                                                                                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     2663000 | PA      | $2676734.80   | 0.09%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-551062.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1558000 | PA      | $1663165.00   | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2363000 | PA      | $2356383.60   | 0.08%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2090000 | PA      | $2098360.00   | 0.07%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                          | Commercial Metals Co                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1921000 | PA      | $1952973.07   | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                      | Cia de Minas Buenaventura SAA                                                                                                                        | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1612000 | PA      | $1678736.80   | 0.05%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                      | Compass Group Diversified Holdings LLC                                                                                                               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     7449556 | PA      | $6947968.53   | 0.22%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                      | Connect Finco SARL / Connect US Finco LLC                                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1556000 | PA      | $1650138.00   | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                                                                                                  | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      686000 | PA      | $686160.78    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | Constellium SE                                                                                                                                       | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2321334.26   | 0.07%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                 | CoreWeave Inc                                                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     6528000 | PA      | $6427535.78   | 0.20%             | 2030-05-19      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                          | Cornerstone Building Brands Inc                                                                                                                      | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     2647000 | PA      | $1999873.93   | 0.06%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                           | Cosan Luxembourg SA                                                                                                                                  | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |      432000 | PA      | $438480.00    | 0.01%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                      | Cougar JV Subsidiary LLC                                                                                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7797000 | PA      | $8330185.53   | 0.27%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2442000 | PA      | $2500404.68   | 0.08%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                                          | CURO GROUP HLDGS LLC                                                                                                                                 | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      610655 | NS      | $4987219.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                | Dcli Bidco LLC                                                                                                                                       | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1851453.80   | 0.06%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    18628000 | PA      | $17947207.89  | 0.57%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1715663.00   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                                      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6371000 | PA      | $6346382.71   | 0.20%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1370388.59   | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6652000 | PA      | $6847080.68   | 0.22%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5208000 | PA      | $4938094.98   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1397000 | PA      | $1535117.12   | 0.05%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                           | Diebold Nixdorf Inc                                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2771136.58   | 0.09%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                                           | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      681462 | PA      | $6814.62      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2722000 | PA      | $2735012.30   | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4492796.09   | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                                                                                         | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     4172000 | PA      | $3857064.69   | 0.12%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3736000 | PA      | $3585506.07   | 0.11%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8369000 | PA      | $8125559.10   | 0.26%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6716000 | PA      | $6497636.71   | 0.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                         | Directv Financing LLC                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3468000 | PA      | $3513897.18   | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    10093012 | PA      | $10259017.62  | 0.33%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     7196879 | PA      | $7888675.61   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1604000 | PA      | $1209175.40   | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5777000 | PA      | $6188611.25   | 0.20%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1116000 | PA      | $1154334.60   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     1862000 | PA      | $1881513.76   | 0.06%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     1404000 | PA      | $1442610.00   | 0.05%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                       | Efesto Bidco SpA Efesto US LLC                                                                                                                       | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     8360000 | PA      | $8512099.08   | 0.27%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | Elanco Animal Health Inc                                                                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $6181557.72   | 0.20%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | Electricite de France SA                                                                                                                             | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1365000 | PA      | $1611529.46   | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                                                | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     8518000 | PA      | $8307841.60   | 0.26%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                         | Ellucian Holdings Inc                                                                                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1608119.82   | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                  | Embecta Corp                                                                                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     6608000 | PA      | $6190234.57   | 0.20%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     7811000 | PA      | $6967538.07   | 0.22%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     5103000 | PA      | $5366805.50   | 0.17%             | 2029-03-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     3148000 | PA      | $3375613.50   | 0.11%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2783852.94   | 0.09%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                         | Encompass Health Corp                                                                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      682000 | PA      | $678739.54    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4164000 | PA      | $4444691.45   | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                       | EnerSys                                                                                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5025599.97   | 0.16%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                           | Energuate Trust 2 0                                                                                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      548000 | PA      | $547462.32    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                        | Engie Energia Chile SA                                                                                                                               | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2849000 | PA      | $3038629.44   | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2745812.48   | 0.09%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     5072000 | PA      | $5360167.56   | 0.17%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                  | Entegris Inc                                                                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2924000 | PA      | $2981504.41   | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $101144.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                          | Excelerate Energy LP                                                                                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     4482000 | PA      | $4794417.85   | 0.15%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2160000 | PA      | $2155763.46   | 0.07%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     3197000 | PA      | $3086995.90   | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      154000 | PA      | $158333.92    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     5645000 | PA      | $5884328.07   | 0.19%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     7590102 | PA      | $0.08         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    18493278 | PA      | $0.18         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4527000 | PA      | $4353409.79   | 0.14%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4672000 | PA      | $4417266.39   | 0.14%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      378000 | PA      | $339840.90    | 0.01%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3962776 | PA      | $3987574.67   | 0.13%             | 2028-08-25      | Floating      | 15.56%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2862458 | PA      | $2906071.46   | 0.09%             | 2028-09-25      | Floating      | 16.06%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3913887 | PA      | $4011507.49   | 0.13%             | 2028-10-25      | Floating      | 16.56%                | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                       | Fideicomiso PA Pacifico Tres                                                                                                                         | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 61921506192 | PA      | $15870265.85  | 0.51%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      320000 | PA      | $321290.98    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2006-AA3                                                                                         | CUSIP: 320516AA5<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |      198606 | PA      | $155950.46    | 0.00%             | 2036-06-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      900401 | PA      | $198394.81    | 0.01%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| New Cotai Participation Corp                                                  | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      859000 | PA      | $901553.81    | 0.03%             | 2029-02-21      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     4036000 | PA      | $4328731.12   | 0.14%             | 2033-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $3269181.74   | 0.10%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                       | Five Point Operating Co LP                                                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              |  | US        |     2690000 | PA      | $2796572.96   | 0.09%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2585000 | PA      | $3236539.97   | 0.10%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1325000 | PA      | $1346347.26   | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                      | Focus Financial Partners LLC                                                                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      941000 | PA      | $963503.13    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    14888000 | PA      | $13260064.34  | 0.42%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                                                                                             | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4854000 | PA      | $5078156.94   | 0.16%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| APCOA GROUP GMBH                                                              | APCOA GROUP GMBH /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     3023000 | PA      | $3635845.48   | 0.12%             | 2031-03-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2189000 | PA      | $2739011.55   | 0.09%             | 2029-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                | EDGE FINCO PLC /GBP/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1631000 | PA      | $2375723.38   | 0.08%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       17933 | NS      | $385559.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G-1 PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       12389 | NS      | $291141.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KAPLA HOLDING SAS                                                             | KAPLA HOLDING SAS /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3189000 | PA      | $3831374.91   | 0.12%             | 2031-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      787000 | PA      | $933120.37    | 0.03%             | 2030-01-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | MILLER HOMES GROUP FIN /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1541000 | PA      | $1843555.98   | 0.06%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                             | CLARIOS GLOBAL LP/US FIN /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2475000 | PA      | $2978348.89   | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                          | Fortrea Holdings Inc                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1196237.95   | 0.04%             | 2030-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                         | Fortress Intermediate 3 Inc                                                                                                                          | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3854085.67   | 0.12%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1466000 | PA      | $2039741.57   | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                    | AG TRACKER                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      251120 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAYSAFE LTD                                                                   | PAYSAFE LTD /RESTRICTED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       46899 | NS      | $321727.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $5022723.67   | 0.16%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | ALTICE FRANCE SA 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        9218 | PA      | $150240.15    | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                                           | SAMMAAN CAPITAL LTD REGD 144A P/P                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1376000 | PA      | $1385026.56   | 0.04%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 3.000% 08/20/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -305250 | PA      | $-305250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                      | BIFFA GROUP HOLDINGS LTD /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     2211000 | PA      | $2618777.00   | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE RC BNYMEL 3.000% 12/13/27                                                                                                                    | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -512200 | PA      | $-512200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                       | REVERSE REPO CONTRACT U S_____ THE BANK OF NEW YORK MELLON                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -2067180 | PA      | $-2067180.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Clear Street LLC                                                              | REV RC CLEAR 3.500% 11/07/27                                                                                                                         | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Short            | RA               | CORP              | US        |    -2387000 | PA      | $-2387000.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US ULTRA BOND CBT MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         140 | NC      | $-488804.69   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US LONG BOND(CBT) MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -153 | NC      | $262968.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1515 | NC      | $-645249.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -982 | NC      | $1350250.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                       | REVERSE REPO CONTRACT U S_____________ THE BANK OF NEW YORK MELLON/BA                                                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -4075000 | PA      | $-4075000.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                       | REVERSE REPO CONTRACT U S_____________ THE BANK OF NEW YORK MELLON/BA                                                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |     -556405 | PA      | $-556405.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                       | REVERSE REPO CONTRACT U S_____________ THE BANK OF NEW YORK MELLON/BA                                                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -3586395 | PA      | $-3586395.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                        | ARDAGH METAL PACKAGING /EUR/ REGD 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1347000 | PA      | $1598662.26   | 0.05%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                                                 | REVERSE REPO CONTRACT U S_____ JEFFER                                                                                                                | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |    -1087800 | PA      | $-1087800.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Clear Street LLC                                                              | REV RC CLEAR 2.750% 12/22/27                                                                                                                         | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Short            | RA               | CORP              | US        |     -843315 | PA      | $-843315.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE RC THE BA 3.000% 01/06/28                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -2425000 | PA      | $-2425000.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                                                | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $670975.63    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     3918000 | PA      | $4125960.78   | 0.13%             | 2028-05-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     4139000 | PA      | $4204702.94   | 0.13%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                                                                                                | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     2100000 | PA      | $2083930.97   | 0.07%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2011-GC5                                                                                                                | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7936509 | PA      | $7304883.52   | 0.23%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2013-GC13                                                                                                               | CUSIP: 36198EBB0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1111938.00   | 0.04%             | 2046-07-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2058000 | PA      | $1956770.07   | 0.06%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      998000 | PA      | $924643.30    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3875000 | PA      | $3819369.18   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2493000 | PA      | $2545869.87   | 0.08%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3046000 | PA      | $3114359.43   | 0.10%             | 2032-07-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2884000 | PA      | $2959497.76   | 0.09%             | 2032-10-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1902000 | PA      | $1950008.76   | 0.06%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                         | Neogen Food Safety Corp                                                                                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3395000 | PA      | $3619581.93   | 0.12%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                          | Gates Corp/DE                                                                                                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1297948.32   | 0.04%             | 2029-05-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                                                                                      | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $1020874.11   | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3009653.49   | 0.10%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4501000 | PA      | $4697380.48   | 0.15%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                         | GENMAB A/S/GENMAB FINANCE LLC                                                                                                                        | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     5260000 | PA      | $5393394.28   | 0.17%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                         | GENMAB A/S/GENMAB FINANCE LLC                                                                                                                        | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     2191000 | PA      | $2314134.33   | 0.07%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                      | Genting New York LLC / GENNY Capital Inc                                                                                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1354547.06   | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4636240.31   | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                       | Global Medical Response Inc                                                                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     2526000 | PA      | $2610935.54   | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                               | Goat Holdco LLC                                                                                                                                      | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1855379.72   | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     2614000 | PA      | $2689202.64   | 0.09%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1862000 | PA      | $1844004.05   | 0.06%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3214555.04   | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5957000 | PA      | $5676674.96   | 0.18%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     4137000 | PA      | $4230748.14   | 0.13%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     1909677 | PA      | $1586048.97   | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     2637173 | PA      | $893399.74    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                        | Gran Tierra Energy Inc                                                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $1710637.50   | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     4696000 | PA      | $4551001.00   | 0.14%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1438597.00   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2191581.37   | 0.07%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2822000 | PA      | $2908530.45   | 0.09%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1250977.11   | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                       | Great Canadian Gaming Corp/Raptor LLC                                                                                                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     3567000 | PA      | $3623232.90   | 0.12%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     2455000 | PA      | $2508445.35   | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                           | Griffon Corp                                                                                                                                         | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299852.51    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4271345.95   | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      945000 | PA      | $970907.75    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $163585.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1027000 | PA      | $1118423.54   | 0.04%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1482000 | PA      | $1327131.00   | 0.04%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                         | Guatemala Government Bond                                                                                                                            | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1520000 | PA      | $1576240.00   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                       | Gulfport Energy Operating Corp                                                                                                                       | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     1454000 | PA      | $1500742.89   | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      986000 | PA      | $930555.56    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | Harbour Energy PLC                                                                                                                                   | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     1499000 | PA      | $1531681.17   | 0.05%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                   | Enviri Corp                                                                                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1147973.40   | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                        | Harvest Midstream I LP                                                                                                                               | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1295548.14   | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | Hazine Mustesarligi Varlik Kiralama AS                                                                                                               | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     3292000 | PA      | $3437231.09   | 0.11%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2117000 | PA      | $2220995.87   | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      519000 | PA      | $549236.98    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1564000 | PA      | $1478230.32   | 0.05%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1227426.64   | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2128000 | PA      | $2078452.84   | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                                                | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     5609000 | PA      | $5948352.97   | 0.19%             | 2030-07-23      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | Highwoods Realty LP                                                                                                                                  | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     1836000 | PA      | $1841896.19   | 0.06%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1498066.74   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1711279.94   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      318000 | PA      | $305465.55    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5423000 | PA      | $5627891.08   | 0.18%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4398000 | PA      | $4254491.59   | 0.14%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1576242.85   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     6167000 | PA      | $5713335.99   | 0.18%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3575695.05   | 0.11%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9171000 | PA      | $8905369.41   | 0.28%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      964000 | PA      | $900131.32    | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1246540.05   | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2876030.16   | 0.09%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                      | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                                        | CUSIP: 44287DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3462000 | PA      | $3527559.89   | 0.11%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $202370.95    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     3195000 | PA      | $3363864.03   | 0.11%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1030000 | PA      | $1096825.04   | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $534315.00    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1243000 | PA      | $1277752.44   | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                       | ILFC E-Capital Trust II                                                                                                                              | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     1500000 | PA      | $1313673.53   | 0.04%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     3021000 | PA      | $2912706.48   | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      551926 | PA      | $521632.90    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      137950 | PA      | $117844.77    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     2942857 | PA      | $3185229.10   | 0.10%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1871000 | PA      | $1857363.46   | 0.06%             | 2032-03-19      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      705000 | PA      | $681576.06    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                       | India Clean Energy Holdings                                                                                                                          | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     1261000 | PA      | $1241076.20   | 0.04%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                 | Ingevity Corp                                                                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $3195848.80   | 0.10%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                      | Installed Building Products Inc                                                                                                                      | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      950000 | PA      | $956877.70    | 0.03%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                       | InRetail Shopping Malls                                                                                                                              | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              |  | PE        |     1135000 | PA      | $1133155.63   | 0.04%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3439000 | PA      | $3295048.76   | 0.10%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $879092.26    | 0.03%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                           | Inversiones CMPC SA                                                                                                                                  | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     1057000 | PA      | $1063896.93   | 0.03%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1321000 | PA      | $1325953.75   | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                       | Inversion Escrow Issuer LLC                                                                                                                          | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     4778000 | PA      | $4734527.37   | 0.15%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      767000 | PA      | $780445.36    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3573367.53   | 0.11%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                            | JSW Infrastructure Ltd                                                                                                                               | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      564000 | PA      | $565762.50    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                                                     | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     4095000 | PA      | $4093631.29   | 0.13%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2359349.57   | 0.08%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2799962.30   | 0.09%             | 2031-04-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3643000 | PA      | $3787816.35   | 0.12%             | 2033-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | Jazz Securities DAC                                                                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     7888000 | PA      | $7760663.94   | 0.25%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7413000 | PA      | $7186063.90   | 0.23%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2570930.29   | 0.08%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                       | K Hovnanian Enterprises Inc                                                                                                                          | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2134450.45   | 0.07%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 10 Ltd                                                                                                                                       | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3792710 | PA      | $3713707.85   | 0.12%             | 2034-04-23      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                             | Republic of Kenya Government International Bond                                                                                                      | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3150000 | PA      | $3167325.00   | 0.10%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                             | Republic of Kenya Government International Bond                                                                                                      | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1600000 | PA      | $1620800.00   | 0.05%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                      | Kingston Airport Revenue Finance Ltd                                                                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1545000 | PA      | $1578217.50   | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                          | Kioxia Holdings Corp                                                                                                                                 | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     4842000 | PA      | $5005387.92   | 0.16%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     6018000 | PA      | $6244512.95   | 0.20%             | 2029-02-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                                                   | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     3898000 | PA      | $3697718.07   | 0.12%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                      | Korn Ferry                                                                                                                                           | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2396344.94   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6549040.85   | 0.21%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1474768.79   | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                 | LGI Homes Inc                                                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2494964.89   | 0.08%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                      | LCM Investments Holdings II LLC                                                                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     6569000 | PA      | $6473419.28   | 0.21%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                           | LCM 28 Ltd                                                                                                                                           | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $494300.00    | 0.02%             | 2030-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     8724000 | PA      | $6093969.09   | 0.19%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     5026000 | PA      | $3370473.09   | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     5922000 | PA      | $5928753.21   | 0.19%             | 2028-10-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2837623 | PA      | $365786.62    | 0.01%             | 2037-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2837623 | PA      | $299582.89    | 0.01%             | 2037-02-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                               | Lehman XS Trust Series 2007-16N                                                                                                                      | CUSIP: 52525BAD4<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      278254 | PA      | $256708.23    | 0.01%             | 2047-09-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                             | Levi Strauss & Co                                                                                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      858000 | PA      | $802280.26    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    12355000 | PA      | $14153544.16  | 0.45%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     5388000 | PA      | $5881243.11   | 0.19%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $4171798.81   | 0.13%             | 2032-01-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | Limak Yenilenebilir Enerji AS                                                                                                                        | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      706000 | PA      | $698940.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      360000 | PA      | $358522.59    | 0.01%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                      | Lindblad Expeditions LLC                                                                                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     3102000 | PA      | $3238577.59   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      685000 | PA      | $684158.48    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     2932000 | PA      | $2835830.46   | 0.09%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      838000 | PA      | $879228.85    | 0.03%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                        | Lsf12 Helix Parent LLC                                                                                                                               | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1236894.37   | 0.04%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                              | Sekisui House US Inc                                                                                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9963000 | PA      | $9387812.40   | 0.30%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                              | MGM Resorts International                                                                                                                            | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2453722.56   | 0.08%             | 2029-09-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     5324000 | PA      | $5304035.00   | 0.17%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3498500 | PA      | $2987703.19   | 0.10%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     2861690 | PA      | $3004850.22   | 0.10%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3145999 | PA      | $2700275.40   | 0.09%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                        | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9503550.66   | 0.30%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1534000 | PA      | $1642994.12   | 0.05%             | 2032-01-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                               | MV24 Capital BV                                                                                                                                      | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2202851 | PA      | $2225540.59   | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1373302.56   | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2121000 | PA      | $2143751.67   | 0.07%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $7930075.00   | 0.25%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1604000 | PA      | $1063256.33   | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    13079000 | PA      | $9240076.90   | 0.29%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1494539.47   | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     3047000 | PA      | $2970422.98   | 0.09%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                                                   | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16121000 | PA      | $0.16         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1275149.28   | 0.04%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6941590.73   | 0.22%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                               | Masterbrand Inc                                                                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     3662000 | PA      | $3799034.42   | 0.12%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                          | Matador Resources Co                                                                                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      445000 | PA      | $453218.10    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      685000 | PA      | $678544.47    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5478000 | PA      | $5335090.54   | 0.17%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2718782.08   | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      869000 | PA      | $876907.03    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                              | Maxam Prill Sarl                                                                                                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     4183000 | PA      | $4365016.01   | 0.14%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                                        | Medco Cypress Tree Pte Ltd                                                                                                                           | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      271000 | PA      | $286013.40    | 0.01%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1436000 | PA      | $1498466.00   | 0.05%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3599000 | PA      | $3595401.00   | 0.11%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     6251000 | PA      | $6183489.20   | 0.20%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3277000 | PA      | $3273296.99   | 0.10%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                      | MetLife Capital Trust IV                                                                                                                             | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8479000 | PA      | $9394881.48   | 0.30%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      942000 | PA      | $1254028.70   | 0.04%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13793000 | PA      | $13491773.16  | 0.43%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      931000 | PA      | $967692.74    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | AthenaHealth Group Inc                                                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     4979000 | PA      | $4830513.82   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1349560.78   | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                                                      | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                                                                                 | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              |  | XX        |     1572000 | PA      | $1553529.00   | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                                        | CONTRA GCB144A MODIVCA                                                                                                                               | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     3342150 | PA      | $4344.80      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2744000 | PA      | $2858634.25   | 0.09%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3907000 | PA      | $4108410.03   | 0.13%             | 2031-03-18      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                                       | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |     6914000 | PA      | $0.07         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                      | Moss Creek Resources Holdings Inc                                                                                                                    | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1682943.94   | 0.05%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                        | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      533000 | PA      | $518607.14    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5511182.12   | 0.18%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     9369000 | PA      | $9384386.90   | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2097248.24   | 0.07%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                            | Murphy Oil USA Inc                                                                                                                                   | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1314069.55   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2161000 | PA      | $2215350.64   | 0.07%             | 2032-01-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5106000 | PA      | $5118050.31   | 0.16%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1710000 | PA      | $1719737.54   | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                               | NCL Finance Ltd                                                                                                                                      | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      324000 | PA      | $332710.16    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                             | NFE Financing LLC                                                                                                                                    | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21139357 | PA      | $7476455.53   | 0.24%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     3973000 | PA      | $4123894.02   | 0.13%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     4424000 | PA      | $4629276.39   | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300846.58    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3924000 | PA      | $3761527.49   | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3572000 | PA      | $3924860.13   | 0.13%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7963000 | PA      | $7991438.26   | 0.25%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                       | Nationwide Building Society                                                                                                                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1178980.61   | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      548000 | PA      | $518319.01    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1139939.33   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     6959000 | PA      | $6819553.47   | 0.22%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1187796.37   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1667717.06   | 0.05%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3320292.67   | 0.11%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                       | New Fortress Energy Inc                                                                                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      157134 | NS      | $208988.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1216949.74   | 0.04%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $3231281.93   | 0.10%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | Newmark Group Inc                                                                                                                                    | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     8300000 | PA      | $8864415.02   | 0.28%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                             | Nexa Resources SA                                                                                                                                    | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     2433000 | PA      | $2645095.95   | 0.08%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                            | Niagara Energy SAC                                                                                                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1563000 | PA      | $1588211.19   | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                         | Nickel Industries Ltd                                                                                                                                | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     1022000 | PA      | $1070771.57   | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     5326000 | PA      | $5064449.09   | 0.16%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3069508.47   | 0.10%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1421089.14   | 0.05%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     7985000 | PA      | $8535983.05   | 0.27%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                 | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $1623727.87   | 0.05%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | Novelis Corp                                                                                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3827313.75   | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     3349000 | PA      | $3382178.04   | 0.11%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300373.76    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1219488.18   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1492000 | PA      | $1598364.68   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                             | Chord Energy Corp                                                                                                                                    | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2159000 | PA      | $2202075.96   | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                          | Oleoducto Central SA                                                                                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      239000 | PA      | $235639.66    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      889000 | PA      | $892442.79    | 0.03%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2599000 | PA      | $2547427.84   | 0.08%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     2016000 | PA      | $2051532.60   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5650000 | PA      | $5566459.83   | 0.18%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3132000 | PA      | $3109802.98   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6521000 | PA      | $6224065.81   | 0.20%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5126662.40   | 0.16%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | OneMain Finance Corp                                                                                                                                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      723000 | PA      | $746497.66    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                | 1261229 BC Ltd                                                                                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    17575000 | PA      | $18038278.41  | 0.57%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                    | OPAL BIDCO                                                                                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1270000 | PA      | $1298600.03   | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      820000 | PA      | $832815.39    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     6199000 | PA      | $6378565.94   | 0.20%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                                                                                          | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4129000 | PA      | $3315918.19   | 0.11%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                                                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6054000 | PA      | $5332729.22   | 0.17%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     3878000 | PA      | $3883817.00   | 0.12%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                         | Orazul Energy Peru SA                                                                                                                                | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      784000 | PA      | $792349.60    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      714000 | PA      | $671403.17    | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    12011000 | PA      | $11780054.77  | 0.38%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     6156000 | PA      | $5588441.18   | 0.18%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                           | Accendra Health Inc                                                                                                                                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       14000 | PA      | $9210.28      | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                           | Accendra Health Inc                                                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      866000 | PA      | $484932.70    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $898317.65    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2778213.37   | 0.09%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-1                                                                                                         | CUSIP: 69337BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      269748 | PA      | $197467.64    | 0.01%             | 2037-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-2                                                                                                         | CUSIP: 69337HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144069 | PA      | $130536.93    | 0.00%             | 2037-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                                             | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7115000 | PA      | $6577392.24   | 0.21%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $750996.40    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                                         | Indika Energy Tbk PT                                                                                                                                 | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     1148000 | PA      | $1146852.00   | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                         | Freeport Indonesia PT                                                                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      696000 | PA      | $697670.40    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                  | Pagaya AI Debt Grantor Trust 2024-S1                                                                                                                 | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2954866 | PA      | $2971025.20   | 0.09%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                                                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1416000 | PA      | $1563972.00   | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                       | Park River Holdings Inc                                                                                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1340481.34   | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                        | Patrick Industries Inc                                                                                                                               | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148413.73    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                       | Penske Automotive Group Inc                                                                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      521000 | PA      | $503519.40    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2513550.67   | 0.08%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3429000 | PA      | $3536713.77   | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                      | Perrigo Finance Unlimited Co                                                                                                                         | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     2664000 | PA      | $2577624.52   | 0.08%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                       | Petco Health & Wellness Co Inc                                                                                                                       | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2324649.66   | 0.07%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4678000 | PA      | $3576845.58   | 0.11%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2872000 | PA      | $2337520.80   | 0.07%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $3019075.85   | 0.10%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2933000 | PA      | $3007710.20   | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3448838.25   | 0.11%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                    | Phinia Inc                                                                                                                                           | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2132667.02   | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                      | Phoenix Aviation Capital Ltd                                                                                                                         | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     3150000 | PA      | $3309549.04   | 0.11%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     8255000 | PA      | $7183310.31   | 0.23%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      414000 | PA      | $404013.44    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     5969000 | PA      | $5651441.20   | 0.18%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      945000 | PA      | $952779.45    | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                             | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $744645.09    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9327000 | PA      | $9108934.74   | 0.29%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3651000 | PA      | $3650525.37   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $5021694.84   | 0.16%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1341000 | PA      | $934978.73    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                                          | Sorik Marapi Geothermal Power PT                                                                                                                     | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     1459656 | PA      | $1495052.66   | 0.05%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     7240000 | PA      | $6691895.08   | 0.21%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1861326.43   | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2117970.71   | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                         | QXO Building Products Inc                                                                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4893933.92   | 0.16%             | 2032-04-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | Quikrete Holdings Inc                                                                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3941233.65   | 0.13%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                          | RLJ Lodging Trust LP                                                                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1492000 | PA      | $1416959.92   | 0.05%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                       | Rfna LP                                                                                                                                              | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     3691000 | PA      | $3715444.94   | 0.12%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                         | Rackspace Finance LLC                                                                                                                                | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    11100960 | PA      | $2875088.36   | 0.09%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2075000 | PA      | $1703162.82   | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2505000 | PA      | $2034729.49   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1218000 | PA      | $1023797.88   | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                      | Raven Acquisition Holdings LLC                                                                                                                       | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4351000 | PA      | $4361921.88   | 0.14%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD                                                      | Renew Treasury Ifsc Pvt Ltd                                                                                                                          | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |     1580000 | PA      | $1586320.00   | 0.05%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QA10 Trust                                                                                                                          | CUSIP: 761118GD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1019045 | PA      | $669165.23    | 0.02%             | 2035-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QS14 Trust                                                                                                                          | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547858 | PA      | $483799.47    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2006-A8                                                                                                       | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494810 | PA      | $203056.96    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A1                                                                                                       | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860930 | PA      | $261040.80    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A5                                                                                                       | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207479 | PA      | $100585.56    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      651000 | PA      | $627310.55    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2256646.01   | 0.07%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3168499.37   | 0.10%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $610140.99    | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                                                      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2677580.80   | 0.09%             | 2033-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | Rocket Software Inc                                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5141870.83   | 0.16%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | Rockies Express Pipeline LLC                                                                                                                         | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      945000 | PA      | $942421.58    | 0.03%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | ROCKIES EXPRESS PIPELINE                                                                                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      192000 | PA      | $202675.90    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1114000 | PA      | $1158905.34   | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4562000 | PA      | $4527785.00   | 0.14%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4664000 | PA      | $4806438.56   | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1598206.78   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                      | SLM Corp                                                                                                                                             | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1419284.36   | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $3870709.28   | 0.12%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1487000 | PA      | $1463644.05   | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                            | Saavi Energia Sarl                                                                                                                                   | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1605000 | PA      | $1735795.99   | 0.06%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                        | Sable International Finance Ltd                                                                                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     2467000 | PA      | $2493010.42   | 0.08%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      378000 | PA      | $308228.68    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     7716000 | PA      | $6245035.88   | 0.20%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      481000 | PA      | $386133.31    | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $-142930.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1711477.89   | 0.05%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      810000 | PA      | $771530.39    | 0.02%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $623531.25    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1768000 | PA      | $1815058.71   | 0.06%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                 | EW Scripps Co/The                                                                                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $2986498.61   | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     5583000 | PA      | $5458366.45   | 0.17%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                           | Select Medical Corp                                                                                                                                  | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2585911.63   | 0.08%             | 2032-11-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     3582000 | PA      | $3624566.77   | 0.12%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4530000 | PA      | $4472807.53   | 0.14%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3278850.34   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHORT TERM CONSUMER RECEIVABLE                                                | SHORT TERM CONSUMER RECEIVABLE                                                                                                                       | CUSIP: 82525B109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9230714 | PA      | $9600983.06   | 0.31%             | 2035-11-20      | Variable      | 8.02%                 | No            |                  3 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                      | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development                                                                      | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1342000 | PA      | $1336893.37   | 0.04%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1354154.31   | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3783092.26   | 0.12%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1192149.58   | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     9128000 | PA      | $8918892.12   | 0.28%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                         | Six Flags Entertainment Corp                                                                                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     8346000 | PA      | $8239722.54   | 0.26%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                      | Snap Inc                                                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5630449.11   | 0.18%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1285000 | PA      | $1283201.00   | 0.04%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4538000 | PA      | $4684892.88   | 0.15%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7844000 | PA      | $7805819.09   | 0.25%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9687327.21   | 0.31%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      790000 | PA      | $761668.36    | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                       | Sotera Health Holdings LLC                                                                                                                           | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     4478000 | PA      | $4720154.75   | 0.15%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                                                                                               | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      240000 | PA      | $232980.00    | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                                        | ESC SOUTHEASTERN GROCE                                                                                                                               | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      508189 | NS      | $20327.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                      | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3703000 | PA      | $3687442.73   | 0.12%             | 2029-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                  | Spirit Aviation Holdings Inc                                                                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      184617 | NS      | $55385.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     5412000 | PA      | $5531392.40   | 0.18%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2796000 | PA      | $2793414.29   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | Standard Chartered PLC                                                                                                                               | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3396289.75   | 0.11%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1349724.23   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     6279000 | PA      | $6063729.76   | 0.19%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2384315.87   | 0.08%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     9996000 | PA      | $9821294.41   | 0.31%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2486541 | PA      | $2038016.65   | 0.06%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FIXED / Short: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1300000 | OU      | $-438555.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                           | Station Casinos LLC                                                                                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     1517000 | PA      | $1509371.40   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                        | Stena International SA                                                                                                                               | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      293000 | PA      | $299862.90    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $2015767.50   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                                            | Stonebriar ABF Issuer LLC                                                                                                                            | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4311000 | PA      | $4473846.77   | 0.14%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                            | Studio City Co Ltd                                                                                                                                   | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     1338000 | PA      | $1339338.00   | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                      | Summit Midstream Holdings LLC                                                                                                                        | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3935450.03   | 0.13%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $292043.44    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     7155000 | PA      | $7437422.80   | 0.24%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4787000 | PA      | $4938057.23   | 0.16%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1735484.41   | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1039754.94   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2860435.73   | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                       | Surgery Center Holdings Inc                                                                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     6455000 | PA      | $6506416.79   | 0.21%             | 2032-03-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4519000 | PA      | $4666771.30   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9869000 | PA      | $10489222.54  | 0.33%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2928000 | PA      | $3032785.33   | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $279850.02    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3466683.41   | 0.11%             | 2029-01-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2469797.67   | 0.08%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     3423000 | PA      | $3624815.19   | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      989000 | PA      | $1007871.05   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      212000 | PA      | $213318.49    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      925000 | PA      | $918424.87    | 0.03%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     2362000 | PA      | $2344489.27   | 0.07%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     2280000 | PA      | $2539967.42   | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                      | Telecommunications co Telekom Srbija AD Belgrade                                                                                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      623000 | PA      | $625186.73    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      374000 | PA      | $382330.82    | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     3827000 | PA      | $4002258.80   | 0.13%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     2253000 | PA      | $2263087.24   | 0.07%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                           | Somnigroup International Inc                                                                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      685000 | PA      | $664648.42    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     4097000 | PA      | $4214830.87   | 0.13%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    12781000 | PA      | $12919136.54  | 0.41%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                   | Tenneco Inc                                                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     8316000 | PA      | $8362147.48   | 0.27%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                  | Terawulf Inc                                                                                                                                         | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      169000 | PA      | $160780.88    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1363000 | PA      | $1361296.25   | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2251000 | PA      | $2273510.00   | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORP                                                        | Textron Financial Corp                                                                                                                               | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112640.23    | 0.00%             | 2042-02-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $659340.00    | 0.02%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                               | Thor Industries Inc                                                                                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     3624000 | PA      | $3487206.65   | 0.11%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THREELANDS LTD SA RL                                                          | Threelands Energy Ltd Sarl                                                                                                                           | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      750000 | PA      | $759639.33    | 0.02%             | 2035-10-20      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     6965000 | PA      | $6992201.53   | 0.22%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3571577.54   | 0.11%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3741095.25   | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    13090000 | PA      | $13321848.12  | 0.42%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4009000 | PA      | $4174020.34   | 0.13%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1411493.62   | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2376000 | PA      | $2461123.36   | 0.08%             | 2032-02-12      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8492018.35   | 0.27%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     5224000 | PA      | $5401932.94   | 0.17%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                       | TransMontaigne Partners LLC                                                                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2203000 | PA      | $2285485.25   | 0.07%             | 2030-05-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4870000 | PA      | $5137850.00   | 0.16%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                         | Transocean Aquila Ltd                                                                                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2825785 | PA      | $2904012.44   | 0.09%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      320000 | PA      | $337658.07    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3050250 | PA      | $3180673.26   | 0.10%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                                      | Transportadora de Gas del Sur SA                                                                                                                     | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     1180000 | PA      | $1182950.00   | 0.04%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     5268000 | PA      | $5132550.71   | 0.16%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                            | Tricolor Auto Securitization Trust 2024-3                                                                                                            | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3074809 | PA      | $2675083.53   | 0.09%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| TRINIDAD & TOBAGO                                                             | Trinidad & Tobago Government International Bond                                                                                                      | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1580000 | PA      | $1575070.40   | 0.05%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                      | Continuum Green Energy India Pvt / Co-Issuers                                                                                                        | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1172174 | PA      | $1223164.09   | 0.04%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                            | Trinidad Generation UnLtd                                                                                                                            | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      999000 | PA      | $1049449.50   | 0.03%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                        | Trinity Industries Inc                                                                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     3072000 | PA      | $3170956.28   | 0.10%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | Trust 2401                                                                                                                                           | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |     3431000 | PA      | $3371643.70   | 0.11%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                        | Turkiye Government International Bonds                                                                                                               | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1471000 | PA      | $1470970.58   | 0.05%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                           | Turkiye Government International Bond                                                                                                                | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2058000 | PA      | $2084362.98   | 0.07%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAK7<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     1389000 | PA      | $1474255.97   | 0.05%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2616000 | PA      | $2711640.96   | 0.09%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     1400000 | PA      | $1446812.50   | 0.05%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                      | Turkiye Vakiflar Bankasi TAO                                                                                                                         | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1411000 | PA      | $1531569.95   | 0.05%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      692000 | PA      | $756209.39    | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2027000 | PA      | $2037143.29   | 0.06%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      233968 | PA      | $144124.29    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      436932 | PA      | $265217.72    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FIXED   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7980000 | OU      | $-49771.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1886148.06   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1870000 | PA      | $1849430.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    37210000 | OU      | $4992108.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    33194700 | OU      | $2974987.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9762900 | PA      | $10174390.61  | 0.32%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12053800 | PA      | $11905481.61  | 0.38%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4978200 | PA      | $5023314.94   | 0.16%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                       | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                                      | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3341825.72   | 0.11%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      507000 | PA      | $513527.07    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     7097000 | PA      | $6464239.29   | 0.21%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                          | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3095000 | PA      | $3336874.25   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                         | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                                 | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3852000 | PA      | $4035817.90   | 0.13%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | VZ Secured Financing BV                                                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     5761000 | PA      | $5218515.26   | 0.17%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4260000 | PA      | $4881952.37   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2768000 | PA      | $2878861.97   | 0.09%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1249000 | PA      | $1321076.94   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3212197.47   | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1550000 | PA      | $1606661.03   | 0.05%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $861795.22    | 0.03%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                        | Velocity Vehicle Group LLC                                                                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9685000 | PA      | $9489862.07   | 0.30%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                         | Venture Global Plaquemines LNG LLC                                                                                                                   | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2781000 | PA      | $2862709.15   | 0.09%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                         | Venture Global Plaquemines LNG LLC                                                                                                                   | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     4623000 | PA      | $4791217.98   | 0.15%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2595960.63   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3905000 | PA      | $4002356.34   | 0.13%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6837000 | PA      | $6999920.72   | 0.22%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2811000 | PA      | $2875380.87   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2949994.80   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $4609731.27   | 0.15%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     5422000 | PA      | $4774898.23   | 0.15%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      675000 | PA      | $674949.12    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                       | Versant Media Group Inc                                                                                                                              | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     9112000 | PA      | $9336193.20   | 0.30%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                    | Viasat Inc                                                                                                                                           | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187652.91    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                    | Viasat Inc                                                                                                                                           | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1047125.24   | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1101594.68   | 0.04%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4398923.65   | 0.14%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1377000 | PA      | $1468173.68   | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     8413000 | PA      | $8529993.70   | 0.27%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39PG3   IRS R12.716PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39PG3   IRS PBRL-CDIR12.716 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |   381993000 | OU      | $79106.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39QK4   IRS R12.618PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39QK4   IRS PBRL-CDIR12.618 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |   121160000 | OU      | $-16036.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39RO5   IRS R12.6817PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39RO5   IRS PBRL-CDIPR12.6817 01/02/29 MORGAN STANL FLOAT                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    52540000 | OU      | $5006.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                      | Virgin Media Secured Finance PLC                                                                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     3049000 | PA      | $2819931.44   | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                                         | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $3454688.37   | 0.11%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                            | Vistra Energy Corp Exp 31Dec46                                                                                                                       | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       45881 | NS      | $56204.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4495000 | PA      | $4577436.28   | 0.15%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3767793.22   | 0.12%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300195.41    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1405000 | PA      | $1277305.55   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    12630000 | PA      | $11555559.33  | 0.37%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                        | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     9196000 | PA      | $9457019.54   | 0.30%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     1851000 | PA      | $1915785.00   | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2014-C20                                                                                                             | CUSIP: 92890FAC0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     2481262 | PA      | $99300.10     | 0.00%             | 2047-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                            | Voyager Parent LLC                                                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     8591000 | PA      | $9133196.39   | 0.29%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                              | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1567982 | PA      | $1541797.13   | 0.05%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      763000 | PA      | $729756.71    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2569000 | PA      | $2569000.00   | 0.08%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      761000 | PA      | $776690.72    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2493814.25   | 0.08%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1779000 | PA      | $1781372.26   | 0.06%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                             | WBI Operating LLC                                                                                                                                    | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2871000 | PA      | $2902892.45   | 0.09%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                             | WBI Operating LLC                                                                                                                                    | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2225641.29   | 0.07%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                       | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1505549 | PA      | $399596.06    | 0.01%             | 2036-10-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                             | Waste Pro USA Inc                                                                                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2750124.11   | 0.09%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                      | Weatherford International Ltd                                                                                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     2759000 | PA      | $2856963.81   | 0.09%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                  | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                                | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      754015 | PA      | $682786.68    | 0.02%             | 2037-12-28      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      842000 | PA      | $768563.32    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     3064000 | PA      | $3074949.30   | 0.10%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      625000 | PA      | $616499.63    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                      | White Cap Supply Holdings LLC                                                                                                                        | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     1759000 | PA      | $1827278.80   | 0.06%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                                | William Carter Co/The                                                                                                                                | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $3503771.48   | 0.11%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                      | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4218000 | PA      | $4419681.31   | 0.14%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     2148000 | PA      | $2208351.73   | 0.07%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     5613000 | PA      | $5834598.27   | 0.19%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                              | WULF Compute LLC                                                                                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2998000 | PA      | $3126503.63   | 0.10%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    10068000 | PA      | $9822802.92   | 0.31%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                      | Wyndham Hotels & Resorts Inc                                                                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     4394000 | PA      | $4344639.78   | 0.14%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                       | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                                     | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2353000 | PA      | $2365997.41   | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                      | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2217000 | PA      | $2229138.87   | 0.07%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1097811.00   | 0.03%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2333000 | PA      | $2313402.80   | 0.07%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2442000 | PA      | $2437579.98   | 0.08%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1928000 | PA      | $1953409.92   | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                          | YPF SA                                                                                                                                               | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1338437 | PA      | $1382056.66   | 0.04%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1633500.00   | 0.05%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     3090000 | PA      | $3200822.85   | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1485479.22   | 0.05%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1572038.88   | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1485265.05   | 0.05%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                              | Ziggo Bond Co BV                                                                                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     1796000 | PA      | $1589542.60   | 0.05%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                         | Zorlu Enerji Elektrik Uretim AS                                                                                                                      | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     1770000 | PA      | $1643338.80   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                         | K201640219 SOUTH AFRICA B      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    10275684 | NS      | $10.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                         | K201640219 SOUTH AFRICA A      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    64873855 | NS      | $64.87        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Industries Holdings Ltd                                                       | Industries Holdings Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L6O0HBD3F72080 | Long             | EC               | CORP              | US        |     5004988 | NS      | $5.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXIDE COMMON STOCK                                                            | EXIDE COMMON STOCK                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |        4045 | NS      | $2022500.00   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                         | Southern Gas Corridor CJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3785000 | PA      | $3800480.65   | 0.12%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     5622018 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      732000 | PA      | $800992.76    | 0.03%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     2519000 | PA      | $2520561.78   | 0.08%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UniCredit SpA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3049000 | PA      | $3098845.48   | 0.10%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1709000 | PA      | $1490212.12   | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1317875.00   | 0.04%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5188000 | PA      | $5338296.36   | 0.17%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      270000 | PA      | $268839.00    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                      | Israel Electric Corp Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     4664000 | PA      | $4615914.16   | 0.15%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5153000 | PA      | $5039634.00   | 0.16%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                       | Panama Notas del Tesoro                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1503000 | PA      | $1497123.27   | 0.05%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                        | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      426000 | PA      | $428185.38    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                                                         | Celestial Dynasty Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |     1661000 | PA      | $1557187.50   | 0.05%             | 2029-06-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | Adani Electricity Mumbai Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     2485000 | PA      | $2329687.50   | 0.07%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                      | Empresas Publicas de Medellin ESP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     5114000 | PA      | $4817388.00   | 0.15%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      702066 | PA      | $544803.22    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      215520 | PA      | $132760.32    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5340000 | PA      | $5238219.60   | 0.17%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                   | INEOS Styrolution Ludwigshafen GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |      111000 | PA      | $128212.20    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      752000 | PA      | $889283.09    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                      | Tengizchevroil Finance Co International Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     3441000 | PA      | $3188301.56   | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3704000 | PA      | $3603992.00   | 0.11%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                               | ZF Finance GmbH                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117963.69    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1735000 | PA      | $2033634.09   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                        | BCP V Modular Services Finance PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     5428000 | PA      | $5269861.22   | 0.17%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     3266000 | PA      | $3330438.69   | 0.11%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     6477000 | PA      | $7591843.23   | 0.24%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      410000 | PA      | $411537.50    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAB                                                                           | CAB SELAS                                                                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     2809000 | PA      | $3252113.44   | 0.10%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4552946 | PA      | $4165945.59   | 0.13%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2270629 | PA      | $1875539.55   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     4761000 | PA      | $4561077.82   | 0.15%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     1579000 | PA      | $1503997.50   | 0.05%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      538000 | PA      | $615479.38    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      513000 | PA      | $627828.84    | 0.02%             | 2030-05-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      826000 | PA      | $962581.68    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1482000 | PA      | $1720711.69   | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1105000 | PA      | $1302229.82   | 0.04%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3580000 | PA      | $4822218.60   | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                        | Neopharmed Gentili SPA                                                                                                                               | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |     1890000 | PA      | $2329733.43   | 0.07%             | 2030-04-08      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $788918.84    | 0.03%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     8562000 | PA      | $8609091.00   | 0.27%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1035000 | PA      | $1101240.00   | 0.04%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      669000 | PA      | $777733.90    | 0.02%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      551000 | PA      | $634108.76    | 0.02%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                        | IMA Industria Macchine Automatiche SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     2560000 | PA      | $3044085.66   | 0.10%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | Miller Homes Group Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3997469.26   | 0.13%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                  | Luna 2 5SARL                                                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      730000 | PA      | $881695.76    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      858000 | PA      | $885885.00    | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     2127000 | PA      | $2605267.20   | 0.08%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                          | Bank Leumi Le-Israel BM                                                                                                                              | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     1500000 | PA      | $1564346.58   | 0.05%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1299000 | PA      | $1580399.82   | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                      | TAV Havalimanlari Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     1470000 | PA      | $1521450.00   | 0.05%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1030000 | PA      | $1086650.00   | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | Opal Bidco SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     3589000 | PA      | $4371329.24   | 0.14%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     1872000 | PA      | $2286385.39   | 0.07%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                            | CT Investment GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1681000 | PA      | $2057038.07   | 0.07%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      602000 | PA      | $618831.03    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                          | Aramark International Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      486000 | PA      | $572593.50    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                      | Uzbek Industrial and Construction Bank ATB                                                                                                           | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      224000 | PA      | $243908.00    | 0.01%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                       | IRB Infrastructure Developers Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     1480000 | PA      | $1542722.40   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                                       | Avis Budget Finance Plc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |      568000 | PA      | $691109.87    | 0.02%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                            | Vivion Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |       17170 | PA      | $20358.47     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                              | Gruenenthal GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     3233000 | PA      | $3995569.43   | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1750821 | PA      | $2151515.74   | 0.07%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $2177112.43   | 0.07%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                      | Brazil Notas do Tesouro Nacional Serie F                                                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    56885000 | PA      | $9030355.80   | 0.29%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2354564.10   | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $2416839.41   | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      541000 | PA      | $596165.13    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | Iceland Bondco PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      414000 | PA      | $599191.78    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                       | Titanium 2l Bondco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     1310400 | PA      | $277523.63    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                      | Almaviva-The Italian Innovation Co SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     4266000 | PA      | $5010306.25   | 0.16%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                       | Beach Acquisition Bidco LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $3136902.78   | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     4016000 | PA      | $4750068.90   | 0.15%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                      | IPD 3 BV                                                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     2533000 | PA      | $2995481.44   | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3450000 | PA      | $3616686.75   | 0.12%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2529000 | PA      | $3053237.28   | 0.10%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                         | Costa Rica Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     7750000 | PA      | $9539457.87   | 0.30%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                         | Lottomatica Group Spa                                                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     1181000 | PA      | $1439572.31   | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                      | Betclic Everest Group SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |     1921000 | PA      | $2299700.66   | 0.07%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     5000000 | PA      | $5779195.17   | 0.18%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                       | MKS Inc                                                                                                                                              | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     2549000 | PA      | $3019402.51   | 0.10%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                | TeamSystem SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     3109000 | PA      | $3648258.67   | 0.12%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1599659.71   | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                          | Mehilainen Yhtiot Oy                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     1619000 | PA      | $1948053.03   | 0.06%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                 | Deepocean Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |     1002000 | PA      | $1230626.59   | 0.04%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      270000 | PA      | $326743.82    | 0.01%             | 2032-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA REGS                                                         | ALTICE FRANCE SA REGS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |        1181 | PA      | $19248.60     | 0.00%             | 2174-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1891000 | PA      | $1915252.08   | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                         | Gruppo San Donato SPA                                                                                                                                | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     3315000 | PA      | $3981745.17   | 0.13%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      385000 | PA      | $476523.45    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      310000 | PA      | $311286.50    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     1151000 | PA      | $1154061.66   | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      395000 | PA      | $227047.98    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-493722.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                        | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |      229567 | PA      | $0.00         | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CURO SVP LLC REGD                                                             | CURO SVP LLC REGD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9509601 | PA      | $9081669.01   | 0.29%             | 2027-08-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| ASPHALT ATD HOLDCO (AMERICAN TIRE)                                            | ASPHALT ATD HOLDCO (AMERICAN TIRE)                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12070 | NS      | $299456.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MODIVCARE TOPCO LLC                                                           | MODIVCARE TOPCO LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      317880 | NS      | $1907280.00   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| LUXCO3 SHARES                                                                 | LUXCO3 SHARES /EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      288132 | NS      | $5515826.76   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2811000 | PA      | $2622397.33   | 0.08%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | ALLWYN ENTERTAINMENT FIN /EUR/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1431000 | PA      | $1774554.42   | 0.06%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                       | Biocon Biologics Global PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     2529000 | PA      | $2563985.45   | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1491000.00   | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                                                   | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    10378000 | PA      | $9935897.20   | 0.32%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                      | CT Trust                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1688000 | PA      | $1610757.12   | 0.05%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     1469024 | PA      | $1421560.12   | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                               | MARB BondCo PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     3232000 | PA      | $2936272.00   | 0.09%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                 | ZHONGSHENG GROUP REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     1570000 | PA      | $1582496.21   | 0.05%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      493000 | PA      | $531081.30    | 0.02%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1016000 | PA      | $1011524.39   | 0.03%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $278598.98    | 0.01%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      749000 | PA      | $794407.46    | 0.03%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      835000 | PA      | $815929.52    | 0.03%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      313000 | PA      | $325336.01    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $1453754.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2804000 | PA      | $2167956.59   | 0.07%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2425000 | PA      | $2038349.63   | 0.06%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                        | Rede D'or Finance Sarl                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      604000 | PA      | $587380.94    | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                                               | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     6329106 | PA      | $5836638.45   | 0.19%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC (WebMD Health Corp.)                                            | MH Sub I, LLC (WebMD Health Corp.) 2021 Replacement Term Loan (Second Lien)                                                                          | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1420000 | PA      | $1221881.60   | 0.04%             | 2029-02-23      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B-1 Loan (Second Lien)                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5973571 | PA      | $4517512.74   | 0.14%             | 2029-02-01      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5073668 | PA      | $4329512.70   | 0.14%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Polaris Newco, LLC                                                            | Polaris Newco, LLC Dollar Term Loan (First Lien)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7663437 | PA      | $7047526.97   | 0.22%             | 2028-06-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term B Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1693390 | PA      | $1439381.65   | 0.05%             | 2028-06-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term C Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334177 | PA      | $284050.33    | 0.01%             | 2028-06-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Inizio Group Limited                                                          | Inizio Group Limited Initial Dollar Term Loan (First Lien)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     4669000 | PA      | $4307152.50   | 0.14%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                     | Specialty Building Products Holdings, LLC Initial Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3101943 | PA      | $2937291.87   | 0.09%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. TLB                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     5904518 | PA      | $44283.88     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Gray Television, Inc.                                                         | Gray Television, Inc. Term D Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4410071 | PA      | $4387227.24   | 0.14%             | 2028-12-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                         | Neptune BidCo US Inc. Dollar Term B Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7639172 | PA      | $7632296.93   | 0.24%             | 2029-04-11      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New B-11 Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     6058675 | PA      | $6065278.96   | 0.19%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4572299 | PA      | $4551586.11   | 0.14%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2030 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      433776 | PA      | $280509.62    | 0.01%             | 2030-03-14      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc.                                                          | Agiliti Health, Inc. Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4659417 | PA      | $4391500.19   | 0.14%             | 2030-05-01      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| MH Sub I, LLC (Micro Holding Corp.)                                           | MH Sub I, LLC (Micro Holding Corp.) 2023 May Incremental Term Loan (First Lien)                                                                      | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     5446681 | PA      | $4925379.36   | 0.16%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                         | RealTruck Group, Inc. Second Amendment Incremental Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3524131 | PA      | $2729016.56   | 0.09%             | 2028-01-31      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2029 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2167485 | PA      | $1497363.50   | 0.05%             | 2029-04-02      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2024 Refinancing Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2917195 | PA      | $2917195.47   | 0.09%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                   | JetBlue Airways Corporation Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3637332 | PA      | $3480489.83   | 0.11%             | 2029-08-27      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Seventh Amendment Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     7417084 | PA      | $7389270.38   | 0.24%             | 2029-03-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Clover Holding 2, LLC                                                         | Clover Holding 2, LLC (Fixed) Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8058108 | PA      | $7886872.72   | 0.25%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                      | Project Alpha Intermediate Holding, Inc. Incremental 2nd Lien TL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4500000 | PA      | $3555000.00   | 0.11%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| Jane Street Group, LLC                                                        | Jane Street Group, LLC 1st Lien Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5497662 | PA      | $5450932.22   | 0.17%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) Initial Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4222845 | PA      | $3856259.83   | 0.12%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                     | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5402530 | PA      | $5186428.85   | 0.17%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC Exchange First Out Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      661557 | PA      | $659075.99    | 0.02%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower, LLC                                                         | HP PHRG Borrower, LLC Closing Date Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2905400 | PA      | $2837617.02   | 0.09%             | 2032-02-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Subordinated Notes                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1331786 | PA      | $1610190.68   | 0.05%             | 2036-10-30      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Class A Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     2800217 | PA      | $2803158.72   | 0.09%             | 2036-10-30      | Floating      | 6.86%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Class B Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1000080 | PA      | $1000967.88   | 0.03%             | 2036-10-30      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| Colossus Acquireco LLC                                                        | Colossus Acquireco LLC Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2483775 | PA      | $2473417.66   | 0.08%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                          | CP Atlas Buyer, Inc. 2025 Term B Loan                                                                                                                | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     1476300 | PA      | $1447571.20   | 0.05%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                           | Radiate Holdco, LLC First Out Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4917401 | PA      | $4216671.51   | 0.13%             | 2029-09-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. 2025 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6840900 | PA      | $6851571.80   | 0.22%             | 2031-01-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure, LLC                                               | Third Coast Infrastructure, LLC 2025 Refinancing Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6066447 | PA      | $6070268.90   | 0.19%             | 2030-09-25      | Floating      | 7.42%                 | No            |                  3 | On Loan: No      |
| Nexus Buyer LLC                                                               | Nexus Buyer LLC Amendment No.3 Incremental Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5140000 | PA      | $5031700.20   | 0.16%             | 2032-02-16      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc.                                                            | Icon Parent I Inc. 2025 Term Loan (First Lien)                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4636729 | PA      | $4555586.36   | 0.15%             | 2031-11-13      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2230000 | PA      | $2227212.50   | 0.07%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Nord Security Inc.                                                            | Nord Security Inc. Term Loan B                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $967500.00    | 0.03%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| MJH Healthcare Holdings, LLC                                                  | MJH Healthcare Holdings, LLC 2025-2 Incremental Term B Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5210000 | PA      | $4975550.00   | 0.16%             | 2029-01-28      | Floating      | 7.42%                 | No            |                  3 | On Loan: No      |
| Metropolis Technologies, Inc.                                                 | Metropolis Technologies, Inc. Term Loan B                                                                                                            | CUSIP: 000000000<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |     6202479 | PA      | $6135306.61   | 0.20%             | 2032-11-03      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                   | Opal US LLC Facility B4                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3142125 | PA      | $3140176.88   | 0.10%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                                     | Ping Identity Corporation Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2910000 | PA      | $2882122.20   | 0.09%             | 2032-11-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      864331 | PA      | $866673.60    | 0.03%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| LIBERTY TIRE RECYCL HOLDCO LLC                                                | LIBERTY TIRE RECYCL HOLDCO LLC 2025 TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3990000 | PA      | $3988324.20   | 0.13%             | 2032-12-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Modivcare Buyer, LLC                                                          | Modivcare Buyer, LLC Takeback Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2146715 | PA      | $1977661.44   | 0.06%             | 2030-12-29      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                         | Neptune BidCo US Inc. Term Loan B                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8000000 | PA      | $7866640.00   | 0.25%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII A                                      | ANADOLU EFES BIR REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1008000 | PA      | $941895.36    | 0.03%             | 2028-06-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | HAZINE MUSTESARLIGI VARL REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      775000 | PA      | $809190.19    | 0.03%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     3495424 | PA      | $3527092.54   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | LIMAK YENILENEBILIR REGD                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      808000 | PA      | $799920.00    | 0.03%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-561079.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK REGD                                                    | ZORLU ENERJI ELEKTRIK REGD REG S                                                                                                                     | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     1661000 | PA      | $1542138.84   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    11647000 | PA      | $5287738.00   | 0.17%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     2662478 | PA      | $2650497.25   | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     6509000 | PA      | $5949226.00   | 0.19%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1361000 | PA      | $1445976.13   | 0.05%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                       | El Salvador Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3166000 | PA      | $3389203.00   | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1067000 | PA      | $1157695.00   | 0.04%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     5657000 | PA      | $3681292.75   | 0.12%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1413769 | PA      | $1547002.57   | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                 | Telecomunicaciones Digitales SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      219000 | PA      | $208767.23    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      434000 | PA      | $435918.28    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                             | Cometa Energia SA de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      885675 | PA      | $928019.12    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1253000 | PA      | $1337577.50   | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2956000 | PA      | $2947723.20   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      832000 | PA      | $848432.00    | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8497334 | PA      | $8726761.77   | 0.28%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     1389000 | PA      | $1248780.45   | 0.04%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     2076000 | PA      | $1963558.88   | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                      | Port Of Spain Waterfront Development                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      240700 | PA      | $241903.50    | 0.01%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1004000 | PA      | $1005506.00   | 0.03%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      764000 | PA      | $762395.60    | 0.02%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1223000 | PA      | $1326832.70   | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1770000 | PA      | $1729944.90   | 0.06%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                                                 | Russian Ruble                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |           0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 SA LTD 25% PIK 31/12/2022 USD1'A1'                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |     3941905 | PA      | $0.00         | 0.00%             | 2026-06-30      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     5653000 | PA      | $5803465.45   | 0.18%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2243050.00   | 0.07%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                                                        | Azure Power Energy Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |     2216145 | PA      | $2205063.94   | 0.07%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1362159 | PA      | $1360797.13   | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      658000 | PA      | $672324.66    | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENEGAL                                                                       | REPUBLIC OF SENEGAL REGD REG S SER 7Y                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    11448000 | PA      | $6900997.50   | 0.22%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2296000 | PA      | $2234306.48   | 0.07%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      745000 | PA      | $667669.00    | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1541900.00   | 0.05%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      357000 | PA      | $324870.00    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                                         | Continuum Energy Aura Pte Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     1107000 | PA      | $1124988.75   | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                                           | GENM Capital Labuan Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     2056000 | PA      | $1897790.80   | 0.06%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                          | JSW Hydro Energy Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |      797165 | PA      | $749335.10    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                                          | LLPL Capital Pte Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      799217 | PA      | $830282.98    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                              | Lenovo Group Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     2591000 | PA      | $2669274.11   | 0.09%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      935000 | PA      | $975672.50    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** AB HIGH INCOME FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller