# EDGAR Filing Document

**Accession Number:** 0000915845
**File Stem:** 0001752724-23-070293
**Filing Date:** 2023-3
**Character Count:** 693616
**Document Hash:** cafb5a68671da8ccf54e7ec695f79d98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070293.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070293

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000915845
- **IRS NUMBER:** 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:** 23770488

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**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           |
| C000068507 | Class R       | AGDRX           |
| C000068508 | Class K       | AGDKX           |
| C000068509 | Class I       | AGDIX           |
| C000135461 | Class Z       | AGDZX           |

## Nport-Ex

**AB High Income Fund** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 56.4%** |  |  |  |
|  **Industrial – 50.5%** |  |  |  |
|  **Basic – 3.3%** |  |  |  |
|  Ahlstrom-Munksjo Holding 3 Oy<br>3.625%, 02/04/2028<sup>(a)</sup>  | EUR | 955 | $902691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/04/2028<sup>(a)</sup>  | U.S.$| 4788 | 4102477 |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(a)</sup>  |  | 2645 | 2258899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/30/2029<sup>(a)</sup> <sup>(b)</sup> |  | 4355 | 3151974 |
|  Constellium SE<br>3.125%, 07/15/2029<sup>(a)</sup>  | EUR | 4303 | 3876180 |
|  CVR Partners LP/CVR Nitrogen Finance Corp.<br>6.125%, 06/15/2028<sup>(a)</sup>  | U.S.$| 527 | 478570 |
|  Element Solutions, Inc.<br>3.875%, 09/01/2028<sup>(a)</sup>  |  | 2415 | 2135688 |
|  ERP Iron Ore, LLC<br>9.039%, 12/31/2019<sup>(c)</sup> <sup>(d) (e) (f) (g)</sup> |  | 1355 | 903863 |
|  FMG Resources (August 2006) Pty Ltd.<br>4.375%, 04/01/2031<sup>(a)</sup>  |  | 12055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10637397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/2027<sup>(a)</sup>  |  | 1475 | 1408618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/2032<sup>(a)</sup>  |  | 8381 | 8174135 |
|  Guala Closures SpA<br>3.25%, 06/15/2028<sup>(a)</sup>  | EUR | 1803 | 1692404 |
|  INEOS Quattro Finance 1 PLC<br>3.75%, 07/15/2026<sup>(a)</sup>  |  | 108 | 104257 |
|  INEOS Styrolution Group GmbH<br>2.25%, 01/16/2027<sup>(a)</sup>  |  | 5634 | 5277060 |
|  Ingevity Corp.<br>3.875%, 11/01/2028<sup>(a)</sup>  | U.S.$| 3288 | 2892665 |
|  Intelligent Packaging Holdco Issuer LP<br>9.00% (9.00% Cash or 9.75% PIK), 01/15/2026<sup>(a)</sup> <sup>(g)</sup> |  | 3201 | 2297598 |
|  Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC<br>6.00%, 09/15/2028<sup>(a)</sup>  |  | 4418 | 3940247 |
|  Kleopatra Finco SARL<br>4.25%, 03/01/2026<sup>(a)</sup> <sup>(b)</sup> | EUR | 5384 | 4901817 |
|  Kobe US Midco 2, Inc.<br>9.25% (9.25% Cash or 10.00% PIK), 11/01/2026<sup>(a)</sup> <sup>(g)</sup> | U.S.$| 6077 | 4491794 |
|  Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2018<sup>(c)</sup> <sup>(d) (e) (f) (h)</sup> |  | 16121 | 0 |
|  Mercer International, Inc.<br>5.125%, 02/01/2029 |  | 2306 | 1973123 |
|  Monitchem HoldCo 3 SA<br>5.25%, 03/15/2025<sup>(a)</sup>  | EUR | 524 | 552577 |
|  Olympus Water US Holding Corp.<br>7.125%, 10/01/2027<sup>(a)</sup>  | U.S.$| 2996 | 2933892 |
|  Rimini Bidco SpA<br>7.296% (EURIBOR 3 Month + 5.25%), 12/14/2026<sup>(b)</sup> <sup>(i)</sup> | EUR | 6497 | 6764467 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  SCIL IV LLC/SCIL USA Holdings LLC<br>4.375%, 11/01/2026<sup>(a)</sup> | EUR | 1267 | $1225903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/01/2026<sup>(a)</sup> | U.S.$| 6449 | 5950507 |
|  Sealed Air Corp.<br>6.125%, 02/01/2028<sup>(a)</sup> |  | 1970 | 1988357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/15/2033<sup>(a)</sup> |  | 2036 | 2117485 |
|  SPCM SA <br>3.125%, 03/15/2027<sup>(a)</sup> |  | 1487 | 1311319 |
|  Vibrantz Technologies, Inc. <br>9.00%, 02/15/2030<sup>(a)</sup> |  | 14230 | 11015259 |
|  WR Grace Holdings LLC<br>4.875%, 06/15/2027<sup>(a)</sup> |  | 3382 | 3155446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/2029<sup>(a)</sup> |  | 1965 | 1636779 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104253448 |
|  **Capital Goods – 2.9%** |  |  |  |
|  ARD Finance SA <br>5.00% (5.00% Cash or 5.75% PIK), 06/30/2027<sup>(a) (g)</sup> | EUR | 8856 | 7268743 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC <br>4.00%, 09/01/2029<sup>(a)</sup> | U.S.$| 5355 | 4417875 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.<br>4.125%, 08/15/2026<sup>(a)</sup> |  | 8327 | 7601234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 1966 | 1604256 |
|  Bombardier, Inc. <br>7.875%, 04/15/2027<sup>(a)</sup> |  | 4395 | 4394935 |
|  Chart Industries, Inc. <br>7.50%, 01/01/2030<sup>(a)</sup> |  | 2003 | 2046097 |
|  Clean Harbors, Inc. <br>6.375%, 02/01/2031<sup>(a)</sup> |  | 1891 | 1926326 |
|  Crown Americas LLC <br>5.25%, 04/01/2030 |  | 2890 | 2781612 |
|  Eco Material Technologies, Inc. <br>7.875%, 01/31/2027<sup>(a)</sup> |  | 9472 | 9120781 |
|  EnerSys <br>4.375%, 12/15/2027<sup>(a)</sup> |  | 5050 | 4664938 |
|  F-Brasile SpA/F-Brasile US LLC <br>Series XR <br>7.375%, 08/15/2026<sup>(a)</sup> |  | 5660 | 4639265 |
|  Granite US Holdings Corp. <br>11.00%, 10/01/2027<sup>(a)</sup> |  | 2757 | 2906970 |
|  Harsco Corp. <br>5.75%, 07/31/2027<sup>(a)</sup> |  | 5339 | 4515315 |
|  JELD-WEN, Inc. <br>4.625%, 12/15/2025<sup>(a)</sup> |  | 1036 | 916789 |
|  Madison IAQ LLC <br>5.875%, 06/30/2029<sup>(a)</sup> |  | 1225 | 984212 |
|  Mueller Water Products, Inc. <br>4.00%, 06/15/2029<sup>(a)</sup> |  | 1051 | 938407 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Renk AG/Frankfurt am Main <br>5.75%, 07/15/2025<sup>(a)</sup> | EUR | 7486 | $7917180 |
|  Rolls-Royce PLC <br>3.625%, 10/14/2025<sup>(a)</sup> | U.S.$| 572 | 534795 |
|  Stericycle, Inc. <br>3.875%, 01/15/2029<sup>(a)</sup> |  | 2516 | 2235877 |
|  Titan Holdings II BV <br>5.125%, 07/15/2029<sup>(a)</sup> | EUR | 2767 | 2445090 |
|  TransDigm, Inc.<br>4.625%, 01/15/2029 | U.S.$| 3591 | 3241649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/2029 |  | 3750 | 3391510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 12/15/2025<sup>(a)</sup> |  | 3335 | 3403703 |
|  Triumph Group, Inc.<br>6.25%, 09/15/2024<sup>(a)</sup> |  | 1892 | 1828873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2025<sup>(b)</sup> |  | 2289 | 1947374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(a)</sup> |  | 1533 | 1562217 |
|  Trivium Packaging Finance BV <br>3.75%, 08/15/2026<sup>(a)</sup> | EUR | 132 | 133647 |
|  WESCO Distribution, Inc. <br>7.25%, 06/15/2028<sup>(a)</sup> | U.S.$| 2462 | 2532199 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91901869 |
|  **Communications - Media – 8.0%** |  |  |  |
|  Altice Financing SA<br>5.00%, 01/15/2028<sup>(a)</sup> |  | 1834 | 1554950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/2029<sup>(a)</sup> |  | 22458 | 18839007 |
|  AMC Networks, Inc.<br>4.25%, 02/15/2029 |  | 4017 | 2465140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/2025 |  | 3337 | 2833099 |
|  Arches Buyer, Inc. <br>6.125%, 12/01/2028<sup>(a) (b)</sup> |  | 1056 | 889767 |
|  Banijay Entertainment SASU<br>3.50%, 03/01/2025<sup>(a)</sup> | EUR | 815 | 856099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2025<sup>(a)</sup> | U.S.$| 6993 | 6731744 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 01/15/2034<sup>(a)</sup> |  | 995 | 777702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(a)</sup> |  | 23087 | 19738996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(a)</sup> |  | 13557 | 11015777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/2030<sup>(a)</sup> |  | 1939 | 1695570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(a)</sup> |  | 25422 | 21602557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/2029<sup>(a)</sup> |  | 5119 | 4938920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/01/2031<sup>(a)</sup> |  | 2542 | 2538725 |
|  Clear Channel Outdoor Holdings, Inc. <br>5.125%, 08/15/2027<sup>(a)</sup> |  | 583 | 531067 |
|  CSC Holdings LLC<br>4.50%, 11/15/2031<sup>(a)</sup> |  | 6832 | 5033452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/01/2030<sup>(a)</sup> |  | 5627 | 3327649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2031<sup>(a)</sup> |  | 330 | 197311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/2028<sup>(a)</sup> |  | 4139 | 3476916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2030<sup>(a)</sup> |  | 24815 | 15648505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/2028<sup>(a)</sup> |  | 2326 | 1699242 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  DISH DBS Corp.<br>5.125%, 06/01/2029 | U.S.$| 10639 | $6765823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/2026<sup>(a)</sup> |  | 9108 | 7847942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 9476 | 7771896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2024 |  | 953 | 899856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/2028 |  | 6580 | 4730611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/2026 |  | 3040 | 2466128 |
|  DISH Network Corp. <br>3.375%, 08/15/2026<sup>(j)</sup> |  | 4275 | 2790582 |
|  Gray Escrow II, Inc. <br>5.375%, 11/15/2031<sup>(a)</sup> |  | 8103 | 6231847 |
|  iHeartCommunications, Inc.<br>5.25%, 08/15/2027<sup>(a)</sup> |  | 5920 | 5307507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/01/2026 |  | 1524 | 1460981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 05/01/2027 |  | 1375 | 1232454 |
|  LCPR Senior Secured Financing DAC<br>5.125%, 07/15/2029<sup>(a)</sup> |  | 4643 | 4044885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/15/2027<sup>(a)</sup> |  | 5536 | 5348725 |
|  Liberty Interactive LLC <br>3.75%, 02/15/2030<sup>(j)</sup> |  | 2205 | 764263 |
|  McGraw-Hill Education, Inc. <br>5.75%, 08/01/2028<sup>(a)</sup> |  | 6531 | 5738363 |
|  National CineMedia LLC <br>5.875%, 04/15/2028<sup>(a)</sup> |  | 3387 | 872754 |
|  Radiate Holdco LLC/Radiate Finance, Inc. <br>4.50%, 09/15/2026<sup>(a)</sup> |  | 5030 | 3852893 |
|  Sinclair Television Group, Inc.<br>4.125%, 12/01/2030<sup>(a)</sup> |  | 7439 | 5914401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/2030<sup>(a)</sup> |  | 4371 | 3485631 |
|  Sirius XM Radio, Inc.<br>4.00%, 07/15/2028<sup>(a)</sup> |  | 26374 | 23444742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2029<sup>(a)</sup> |  | 110 | 103138 |
|  Summer BidCo BV <br>9.00% (9.00% Cash or 9.75% PIK), 11/15/2025<sup>(a) (g)</sup> | EUR | 3315 | 2698944 |
|  Univision Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/2029<sup>(a)</sup> | U.S.$| 2116 | 1820207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/30/2030<sup>(a)</sup> |  | 8775 | 8602243 |
|  Urban One, Inc. <br>7.375%, 02/01/2028<sup>(a)</sup> |  | 7907 | 7139403 |
|  Ziggo Bond Co. BV <br>5.125%, 02/28/2030<sup>(a)</sup> |  | 4106 | 3389860 |
|  Ziggo BV <br>4.875%, 01/15/2030<sup>(a)</sup> |  | 900 | 784539 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251902813 |
|  **Communications - Telecommunications – 3.0%** |  |  |  |
|  Altice France SA/France <br>5.125%, 07/15/2029<sup>(a)</sup> |  | 17362 | 13501549 |
|  Connect Finco SARL/Connect US Finco LLC <br>6.75%, 10/01/2026<sup>(a)</sup> |  | 8905 | 8515406 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Consolidated Communications, Inc.<br>5.00%, 10/01/2028<sup>(a)</sup> | U.S.$| 987 | $753741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2028<sup>(a)</sup> |  | 9296 | 7587940 |
|  DKT Finance ApS<br>7.00%, 06/17/2023<sup>(a)</sup> | EUR | 3874 | 4212146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 06/17/2023<sup>(a)</sup> | U.S.$| 3093 | 3094335 |
|  Embarq Corp. <br>7.995%, 06/01/2036 |  | 8721 | 4202650 |
|  Iliad Holding SASU <br>7.00%, 10/15/2028<sup>(a)</sup> |  | 1668 | 1564979 |
|  Intelsat Jackson Holdings SA<br>5.50%, 08/01/2023<sup>(c) (d) (e)</sup> |  | 7915 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/2025<sup>(c) (d) (e) (h)</sup> |  | 1446 | 0 |
|  Kaixo Bondco Telecom SA <br>5.125%, 09/30/2029<sup>(a)</sup> | EUR | 3977 | 3735124 |
|  Level 3 Financing, Inc.<br>3.75%, 07/15/2029<sup>(a)</sup> | U.S.$| 3785 | 2770268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/2028<sup>(a)</sup> |  | 4459 | 3532538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/15/2027<sup>(a)</sup> |  | 3435 | 2913381 |
|  Lorca Telecom Bondco SA <br>4.00%, 09/18/2027<sup>(a)</sup> | EUR | 3690 | 3680911 |
|  Telecom Italia Capital SA<br>7.20%, 07/18/2036 | U.S.$| 5713 | 4867466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.721%, 06/04/2038 |  | 6995 | 6032990 |
|  United Group BV<br>3.625%, 02/15/2028<sup>(a)</sup> | EUR | 752 | 645854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2027<sup>(a)</sup> |  | 1179 | 1022767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/2028<sup>(a)</sup> |  | 825 | 727020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(a)</sup> |  | 689 | 594225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.516% (EURIBOR 3 Month + 4.88%), 02/01/2029<sup>(i)</sup> |  | 5496 | 5350229 |
|  Vmed O2 UK Financing I PLC<br>4.25%, 01/31/2031<sup>(a)</sup> | U.S.$| 900 | 755114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/2031<sup>(a)</sup> |  | 12630 | 10754536 |
|  Zayo Group Holdings, Inc. <br>4.00%, 03/01/2027<sup>(a)</sup> |  | 5505 | 4375498 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95190667 |
|  **Consumer Cyclical - Automotive – 4.2%** |  |  |  |
|  Allison Transmission, Inc. <br>5.875%, 06/01/2029<sup>(a)</sup> |  | 3279 | 3158097 |
|  Aston Martin Capital Holdings Ltd.<br>10.50%, 11/30/2025<sup>(a)</sup> |  | 3901 | 3809833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15.00% (8.89% Cash and 6.11% PIK), 11/30/2026<sup>(a) (g)</sup> |  | 4623 | 4901965 |
|  Clarios Global LP/Clarios US Finance Co. <br>4.375%, 05/15/2026<sup>(a)</sup> | EUR | 1055 | 1091198 |
|  Dana, Inc. <br>4.25%, 09/01/2030 | U.S.$| 3854 | 3267816 |
|  Dealer Tire LLC/DT Issuer LLC <br>8.00%, 02/01/2028<sup>(a)</sup> |  | 8346 | 7728948 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Exide Technologies |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Exchange Priority)<br>11.00%, 10/31/2024<sup>(c) (d) (e) (h)</sup> |  | 18493 | $0 |
| &nbsp;&nbsp;&nbsp;&nbsp; (First Lien)<br>11.00%, 10/31/2024<sup>(c) (d) (e) (h)</sup> |  | 7590 | 0 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 9212 | 7315120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/2032 |  | 17381 | 17055106 |
|  Ford Motor Credit Co. LLC<br>2.70%, 08/10/2026 |  | 388 | 346268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/2027 |  | 6465 | 6205141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 05/03/2029 |  | 1800 | 1705471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/16/2025 |  | 538 | 527263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 14621 | 15333382 |
|  IHO Verwaltungs GmbH<br>4.75% (4.75% Cash or 5.50% PIK), 09/15/2026<sup>(a) (g)</sup> |  | 1575 | 1442204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% (6.00% Cash or 6.75% PIK), 05/15/2027<sup>(a) (g)</sup> |  | 7018 | 6489483 |
|  Jaguar Land Rover Automotive PLC<br>5.50%, 07/15/2029<sup>(a)</sup> |  | 6351 | 4964600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 01/15/2028<sup>(a)</sup> |  | 6393 | 5434932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/15/2025<sup>(a)</sup> |  | 6597 | 6511942 |
|  Mclaren Finance PLC <br>7.50%, 08/01/2026<sup>(a)</sup> |  | 9232 | 6801021 |
|  PM General Purchaser LLC <br>9.50%, 10/01/2028<sup>(a)</sup> |  | 5980 | 4574400 |
|  Real Hero Merger Sub 2, Inc. <br>6.25%, 02/01/2029<sup>(a)</sup> |  | 6620 | 4910695 |
|  Titan International, Inc. <br>7.00%, 04/30/2028 |  | 7168 | 6865672 |
|  ZF Europe Finance BV<br>2.00%, 02/23/2026<sup>(a)</sup> | EUR | 1200 | 1178980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/23/2029<sup>(a)</sup> |  | 1600 | 1429859 |
|  ZF Finance GmbH<br>2.00%, 05/06/2027<sup>(a)</sup> |  | 200 | 186404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/03/2028<sup>(a)</sup> |  | 1200 | 1081950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/21/2028<sup>(a)</sup> |  | 100 | 95952 |
|  ZF North America Capital, Inc. <br>4.75%, 04/29/2025<sup>(a)</sup> | U.S.$| 9312 | 9003707 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133417409 |
|  **Consumer Cyclical - Entertainment – 2.9%** |  |  |  |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(a)</sup> |  | 8433 | 7269836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 5811 | 4823130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2026<sup>(a)</sup> | EUR | 1630 | 1593888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 08/01/2027<sup>(a)</sup> | U.S.$| 5639 | 5794073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 02/01/2026<sup>(a)</sup> | EUR | 1630 | 1841699 |
|  Carnival PLC <br>1.00%, 10/28/2029 |  | 737 | 407985 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op <br>5.50%, 05/01/2025<sup>(a)</sup> | U.S.$| 12465 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12378948 |
|  Cinemark USA, Inc. <br>5.25%, 07/15/2028<sup>(a)</sup> |  | 2584 | 2119007 |
|  Lindblad Expeditions LLC <br>6.75%, 02/15/2027<sup>(a)</sup> |  | 1512 | 1480495 |
|  Motion Bondco DAC <br>4.50%, 11/15/2027<sup>(a)</sup> | EUR | 2973 | 2818828 |
|  NCL Corp. Ltd.<br>5.875%, 03/15/2026<sup>(a)</sup> | U.S.$| 9466 | 8187828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 02/01/2028<sup>(a)</sup> |  | 768 | 780809 |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(a)</sup> |  | 6220 | 5383410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(a)</sup> |  | 5098 | 4537220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(a)</sup> |  | 20172 | 17347920 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(a)</sup> |  | 4065 | 3466432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(a)</sup> |  | 5016 | 4364212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(a)</sup> |  | 2788 | 2957765 |
|  VOC Escrow Ltd. <br>5.00%, 02/15/2028<sup>(a)</sup> |  | 3318 | 2920081 |
|  |  |  | 90473566 |
|  **Consumer Cyclical - Other – 3.8%** |  |  |  |
|  Adams Homes, Inc. <br>7.50%, 02/15/2025<sup>(a)</sup> |  | 3468 | 2991991 |
|  Allwyn Entertainment Financing UK PLC <br>5.887% (EURIBOR 3 Month + 4.12%), 02/15/2028<sup>(i)</sup> | EUR | 3827 | 4129260 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC<br>4.875%, 02/15/2030<sup>(a)</sup> | U.S.$| 5889 | 4580574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/2027<sup>(a)</sup> |  | 7295 | 6500392 |
|  Builders FirstSource, Inc.<br>4.25%, 02/01/2032<sup>(a)</sup> |  | 950 | 817475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/15/2032<sup>(a)</sup> |  | 6873 | 6730738 |
|  Caesars Entertainment, Inc.<br>6.25%, 07/01/2025<sup>(a)</sup> |  | 3735 | 3721017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2030<sup>(a)</sup> |  | 4502 | 4587638 |
|  Castle UK Finco PLC<br>7.00%, 05/15/2029 | GBP | 2900 | 2627965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.012% (EURIBOR 3 Month + 5.25%), 05/15/2028<sup>(i)</sup> | EUR | 2233 | 1917809 |
|  Churchill Downs, Inc. <br>4.75%, 01/15/2028<sup>(a)</sup> | U.S.$| 2523 | 2360310 |
|  Five Point Operating Co. LP/Five Point Capital Corp. <br>7.875%, 11/15/2025<sup>(a)</sup> |  | 6001 | 5402260 |
|  Forestar Group, Inc. <br>3.85%, 05/15/2026<sup>(a)</sup> |  | 2881 | 2582456 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Hilton Domestic Operating Co., Inc. <br>3.625%, 02/15/2032<sup>(a)</sup> | U.S.$| 6167 | $5158805 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(a)</sup> |  | 1162 | 1007184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(a)</sup> |  | 6848 | 6121786 |
|  Installed Building Products, Inc. <br>5.75%, 02/01/2028<sup>(a)</sup> |  | 838 | 772387 |
|  International Game Technology PLC <br>3.50%, 06/15/2026<sup>(a)</sup> | EUR | 1026 | 1054814 |
|  Mattamy Group Corp. <br>4.625%, 03/01/2030<sup>(a)</sup> | U.S.$| 4691 | 3959801 |
|  MGM Resorts International<br>4.75%, 10/15/2028 |  | 4015 | 3638972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2027 |  | 4386 | 4237084 |
|  NH Hotel Group SA <br>4.00%, 07/02/2026<sup>(a)</sup> | EUR | 3608 | 3678111 |
|  Shea Homes LP/Shea Homes Funding Corp.<br>4.75%, 02/15/2028 | U.S.$| 3292 | 2931636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/2029 |  | 4530 | 3948870 |
|  Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. <br>5.875%, 05/15/2025<sup>(a)</sup> |  | 4781 | 4499922 |
|  Taylor Morrison Communities, Inc.<br>5.125%, 08/01/2030<sup>(a)</sup> |  | 995 | 909526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2028<sup>(a)</sup> |  | 1782 | 1729259 |
|  Travel & Leisure Co.<br>4.50%, 12/01/2029<sup>(a)</sup> |  | 3509 | 3028738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/2030<sup>(a)</sup> |  | 10068 | 8620446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/31/2026<sup>(a)</sup> |  | 3533 | 3507054 |
|  Wyndham Hotels & Resorts, Inc. <br>4.375%, 08/15/2028<sup>(a)</sup> |  | 2628 | 2436964 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. <br>5.25%, 05/15/2027<sup>(a)</sup> |  | 2353 | 2222410 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp. <br>5.125%, 10/01/2029<sup>(a)</sup> |  | 7631 | 6809029 |
|  |  |  | 119222683 |
|  **Consumer Cyclical - Restaurants – 0.7%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>3.875%, 01/15/2028<sup>(a)</sup> |  | 4965 | 4538035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/2030<sup>(a)</sup> |  | 7591 | 6459278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028<sup>(a)</sup> |  | 83 | 76608 |
|  Stonegate Pub Co. Financing 2019 PLC<br>8.00%, 07/13/2025<sup>(a)</sup> | GBP | 963 | 1090375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 07/31/2025<sup>(a)</sup> |  | 6836 | 7820316 |
|  Yum! Brands, Inc. <br>4.625%, 01/31/2032 | U.S.$| 867 | 789747 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20774359 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Retailers – 3.1%** |  |  |  |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(a)</sup> | U.S.$| 4612 | $3652639 |
|  Asbury Automotive Group, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 3368 | 2975823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(a)</sup> |  | 3986 | 3442910 |
|  Bath & Body Works, Inc.<br>6.625%, 10/01/2030<sup>(a)</sup> |  | 3743 | 3657549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/2036 |  | 1479 | 1337170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | 9394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/2029 |  | 492 | 499057 |
|  BCPE Ulysses Intermediate, Inc. <br>7.75% (7.75% Cash or 8.50% PIK), 04/01/2027<sup>(a) (g)</sup> |  | 2653 | 1980785 |
|  Carvana Co.<br>5.50%, 04/15/2027<sup>(a)</sup> |  | 1469 | 661100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/2028<sup>(a)</sup> |  | 4527 | 1971246 |
|  FirstCash, Inc. <br>5.625%, 01/01/2030<sup>(a)</sup> |  | 160 | 146881 |
|  Foundation Building Materials, Inc. <br>6.00%, 03/01/2029<sup>(a)</sup> |  | 1246 | 1002252 |
|  Kontoor Brands, Inc. <br>4.125%, 11/15/2029<sup>(a)</sup> |  | 3885 | 3356062 |
|  Levi Strauss & Co. <br>3.50%, 03/01/2031<sup>(a)</sup> |  | 2970 | 2510443 |
|  Michaels Cos, Inc. (The)<br>5.25%, 05/01/2028<sup>(a)</sup> |  | 7693 | 6448931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/01/2029<sup>(a)</sup> |  | 4330 | 3289261 |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC <br>7.125%, 04/01/2026<sup>(a)</sup> |  | 6621 | 6352180 |
|  Penske Automotive Group, Inc. <br>3.75%, 06/15/2029 |  | 2885 | 2450988 |
|  PetSmart, Inc./PetSmart Finance Corp. <br>7.75%, 02/15/2029<sup>(a)</sup> |  | 4311 | 4250457 |
|  Rite Aid Corp. <br>7.50%, 07/01/2025<sup>(a)</sup> |  | 4738 | 3124944 |
|  Sonic Automotive, Inc. <br>4.625%, 11/15/2029<sup>(a)</sup> |  | 5847 | 4863038 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp. <br>6.375%, 09/30/2026<sup>(a)</sup> |  | 4261 | 3837314 |
|  SRS Distribution, Inc. <br>6.125%, 07/01/2029<sup>(a)</sup> |  | 1110 | 954474 |
|  Staples, Inc.<br>7.50%, 04/15/2026<sup>(a)</sup> |  | 12372 | 10983905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 04/15/2027<sup>(a)</sup> |  | 6383 | 4835812 |
|  TPro Acquisition Corp. <br>11.00%, 10/15/2024<sup>(a)</sup> |  | 3220 | 3147921 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  White Cap Buyer LLC <br>6.875%, 10/15/2028<sup>(a)</sup> | U.S.$| 4257 | $3898051 |
|  William Carter Co. (The) <br>5.625%, 03/15/2027<sup>(a)</sup> |  | 1991 | 1942652 |
|  Wolverine World Wide, Inc. <br>4.00%, 08/15/2029<sup>(a)</sup> |  | 4275 | 3434432 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99628897 |
|  **Consumer Non-Cyclical – 5.8%** |  |  |  |
|  AdaptHealth LLC <br>6.125%, 08/01/2028<sup>(a)</sup> |  | 132 | 125261 |
|  AHP Health Partners, Inc. <br>5.75%, 07/15/2029<sup>(a)</sup> |  | 4713 | 3873749 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>4.625%, 01/15/2027<sup>(a)</sup> |  | 3290 | 3122924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/15/2030<sup>(a)</sup> |  | 2263 | 2085901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/2028<sup>(a)</sup> |  | 1997 | 1952610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/2026<sup>(a)</sup> |  | 333 | 342632 |
|  Bausch Health Cos., Inc.<br>4.875%, 06/01/2028<sup>(a)</sup> |  | 10910 | 7003257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(a)</sup> |  | 6076 | 2719136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/15/2029<sup>(a)</sup> |  | 4938 | 2284443 |
|  CAB SELAS <br>3.375%, 02/01/2028<sup>(a)</sup> | EUR | 3859 | 3503411 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 1291 | 991828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 03/15/2027<sup>(a)</sup> |  | 697 | 616886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2030<sup>(a)</sup> |  | 17171 | 10397796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/01/2028<sup>(a) (b)</sup> |  | 2898 | 1768905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2026<sup>(a)</sup> |  | 2265 | 2199073 |
|  Cidron Aida Finco SARL <br>5.00%, 04/01/2028<sup>(a)</sup> | EUR | 949 | 930216 |
|  DaVita, Inc. <br>4.625%, 06/01/2030<sup>(a)</sup> | U.S.$| 14083 | 11864537 |
|  Elanco Animal Health, Inc. <br>6.40%, 08/28/2028 |  | 5007 | 4918738 |
|  Embecta Corp. <br>5.00%, 02/15/2030<sup>(a)</sup> |  | 9223 | 7595253 |
|  Emergent BioSolutions, Inc. <br>3.875%, 08/15/2028<sup>(a)</sup> |  | 7410 | 3218740 |
|  Garden Spinco Corp. <br>8.625%, 07/20/2030<sup>(a)</sup> |  | 3395 | 3649728 |
|  Grifols Escrow Issuer SA <br>3.875%, 10/15/2028<sup>(a)</sup> | EUR | 6477 | 5973149 |
|  Gruenenthal GmbH <br>4.125%, 05/15/2028<sup>(a)</sup> |  | 3656 | 3616904 |
|  IQVIA, Inc. <br>2.25%, 03/15/2029<sup>(a)</sup> |  | 3948 | 3613111 |
|  Jazz Securities DAC <br>4.375%, 01/15/2029<sup>(a)</sup> | U.S.$| 3447 | 3146613 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc. <br>7.00%, 12/31/2027<sup>(a)</sup> | U.S.$| 9238 | $8042477 |
|  Lamb Weston Holdings, Inc. <br>4.125%, 01/31/2030<sup>(a)</sup> |  | 3671 | 3309325 |
|  Legacy LifePoint Health LLC <br>6.75%, 04/15/2025<sup>(a)</sup> |  | 333 | 324539 |
|  Mallinckrodt International Finance SA/Mallinckrodt CB LLC <br>10.00%, 06/15/2029<sup>(a)</sup> |  | 636 | 364622 |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(a)</sup> |  | 6982 | 5974071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(a)</sup> |  | 14103 | 11835552 |
|  ModivCare, Inc. <br>5.875%, 11/15/2025<sup>(a)</sup> |  | 249 | 240965 |
|  Organon & Co.,/Organon Foreign Debt Co-Issuer BV <br>4.125%, 04/30/2028<sup>(a)</sup> |  | 3474 | 3152497 |
|  Perrigo Finance Unlimited Co. <br>4.40%, 06/15/2030 |  | 200 | 175140 |
|  Post Holdings, Inc.<br>4.50%, 09/15/2031<sup>(a)</sup> |  | 5969 | 5148145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/2030<sup>(a)</sup> |  | 414 | 364332 |
|  Primo Water Holdings, Inc. <br>4.375%, 04/30/2029<sup>(a)</sup> |  | 7622 | 6659403 |
|  RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. <br>9.75%, 12/01/2026<sup>(a)</sup> |  | 11464 | 10041605 |
|  RP Escrow Issuer LLC <br>5.25%, 12/15/2025<sup>(a)</sup> |  | 3960 | 3230619 |
|  Spectrum Brands, Inc. <br>3.875%, 03/15/2031<sup>(a)</sup> |  | 8864 | 7148461 |
|  Tenet Healthcare Corp.<br>6.125%, 10/01/2028 |  | 10325 | 9615758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2030<sup>(a)</sup> |  | 1026 | 996544 |
|  Triton Water Holdings, Inc. <br>6.25%, 04/01/2029<sup>(a)</sup> |  | 5317 | 4217429 |
|  US Acute Care Solutions LLC <br>6.375%, 03/01/2026<sup>(a)</sup> |  | 10570 | 9572608 |
|  US Renal Care, Inc. <br>10.625%, 07/15/2027<sup>(a)</sup> |  | 1739 | 569481 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182498374 |
|  **Energy – 4.3%** |  |  |  |
|  Berry Petroleum Co. LLC <br>7.00%, 02/15/2026<sup>(a)</sup> |  | 1215 | 1169425 |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.625%, 12/15/2025<sup>(a)</sup> |  | 2179 | 2212495 |
|  Callon Petroleum Co. <br>8.25%, 07/15/2025 |  | 253 | 253000 |
|  Citgo Holding, Inc. <br>9.25%, 08/01/2024<sup>(a)</sup> |  | 2595 | 2614320 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  CITGO Petroleum Corp.<br>6.375%, 06/15/2026<sup>(a)</sup> | U.S.$| 2387 | $2340216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/2025<sup>(a)</sup> |  | 9430 | 9354585 |
|  Civitas Resources, Inc. <br>5.00%, 10/15/2026 <sup>(a)</sup> |  | 3111 | 2912128 |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(a)</sup> |  | 635 | 586843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/14/2027<sup>(a)</sup> |  | 81 | 80635 |
|  Comstock Resources, Inc. <br>6.75%, 03/01/2029<sup>(a)</sup> |  | 1289 | 1187588 |
|  Crescent Energy Finance LLC <br>7.25%, 05/01/2026<sup>(a)</sup> |  | 4001 | 3839968 |
|  Encino Acquisition Partners Holdings LLC <br>8.50%, 05/01/2028<sup>(a)</sup> |  | 6469 | 6068215 |
|  EnLink Midstream Partners LP <br>Series C <br>8.879% (LIBOR 3 Month + 4.11%), 03/03/2023<sup>(i) (k)</sup> |  | 12323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10354564 |
|  EQM Midstream Partners LP<br>4.50%, 01/15/2029<sup>(a)</sup> |  | 3942 | 3456262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(a)</sup> |  | 2497 | 2115152 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>6.25%, 05/15/2026 |  | 1230 | 1178248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 5793 | 5609057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 1883 | 1858930 |
|  Global Partners LP/GLP Finance Corp.<br>6.875%, 01/15/2029 |  | 2289 | 2158683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/01/2027 |  | 2149 | 2073711 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(c)</sup> |  | 2508 | 1580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2025<sup>(c)</sup> |  | 9574 | 6032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2026<sup>(c)</sup> |  | 9247 | 5826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/01/2023<sup>(c)</sup> |  | 619 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(a)</sup> |  | 3335 | 3308675 |
|  Harbour Energy PLC <br>5.50%, 10/15/2026<sup>(a)</sup> |  | 2718 | 2499734 |
|  Hess Midstream Operations LP <br>4.25%, 02/15/2030<sup>(a)</sup> |  | 499 | 437421 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<br>5.75%, 02/01/2029<sup>(a)</sup> |  | 1024 | 952615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2031<sup>(a)</sup> |  | 1461 | 1345148 |
|  Ithaca Energy North Sea PLC <br>9.00%, 07/15/2026<sup>(a)</sup> |  | 6214 | 6118496 |
|  ITT Holdings LLC <br>6.50%, 08/01/2029<sup>(a)</sup> |  | 10492 | 9121124 |
|  Moss Creek Resources Holdings, Inc. <br>7.50%, 01/15/2026<sup>(a)</sup> |  | 2391 | 2208408 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(a)</sup> |  | 1898 | 1845799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup> |  | 7663 | 7302468 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  New Fortress Energy, Inc. <br>6.75%, 09/15/2025<sup>(a)</sup> | U.S.$| 6051 | $5805103 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp. <br>7.50%, 02/01/2026<sup>(a)</sup> |  | 6914 | 6568247 |
|  NuStar Logistics LP <br>6.375%, 10/01/2030 |  | 873 | 841167 |
|  Occidental Petroleum Corp.<br>5.875%, 09/01/2025 |  | 346 | 350284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/01/2031 |  | 435 | 454746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 07/15/2030 |  | 558 | 656223 |
|  PDC Energy, Inc.<br>5.75%, 05/15/2026 |  | 6047 | 5847872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/15/2024 |  | 3611 | 3591226 |
|  Southwestern Energy Co.<br>5.375%, 02/01/2029 |  | 1481 | 1392319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 09/15/2028 |  | 153 | 160660 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp. <br>8.50%, 10/15/2026<sup>(a)</sup> |  | 4596 | 4472889 |
|  Sunnova Energy Corp. <br>5.875%, 09/01/2026<sup>(a)</sup> |  | 1654 | 1488679 |
|  Sunoco LP/Sunoco Finance Corp. <br>5.875%, 03/15/2028 |  | 1917 | 1879148 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.<br>6.00%, 12/31/2030<sup>(a)</sup> |  | 614 | 559258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/2031<sup>(a)</sup> |  | 269 | 242505 |
|  Transocean Phoenix 2 Ltd. <br>7.75%, 10/15/2024<sup>(a)</sup> |  | 3361 | 3406386 |
|  Transocean Pontus Ltd. <br>6.125%, 08/01/2025<sup>(a)</sup> |  | 897 | 921889 |
|  Transocean Poseidon Ltd. <br>6.875%, 02/01/2027<sup>(a)</sup> |  | 1678 | 1666221 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136882563 |
|  **Other Industrial – 0.2%** |  |  |  |
|  Belden, Inc. <br>3.375%, 07/15/2031<sup>(a)</sup> | EUR | 6204 | 5736042 |
|  **Services – 3.9%** |  |  |  |
|  ADT Security Corp. (The) <br>4.875%, 07/15/2032<sup>(a)</sup> | U.S.$| 3517 | 3144444 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<br>6.00%, 06/01/2029<sup>(a)</sup> |  | 1397 | 1122973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/15/2026<sup>(a)</sup> |  | 1699 | 1635950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/2027<sup>(a)</sup> |  | 7999 | 7641437 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL<br>3.625%, 06/01/2028<sup>(a)</sup> | EUR | 1105 | 996482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2028<sup>(a)</sup> | U.S.$| 4924 | 4211440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2028<sup>(a)</sup> | GBP | 3580 | 3642427 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  ANGI Group LLC <br>3.875%, 08/15/2028<sup>(a)</sup> | U.S.$| 8847 | $6782277 |
|  Aptim Corp. <br>7.75%, 06/15/2025<sup>(a)</sup> |  | 10736 | 7646027 |
|  APX Group, Inc.<br>5.75%, 07/15/2029<sup>(a)</sup> |  | 5963 | 5164307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2027<sup>(a)</sup> |  | 1148 | 1125452 |
|  Aramark Services, Inc. <br>5.00%, 02/01/2028<sup>(a)</sup> |  | 2216 | 2090620 |
|  Block, Inc. <br>3.50%, 06/01/2031 |  | 5394 | 4525684 |
|  Cars.com, Inc. <br>6.375%, 11/01/2028<sup>(a)</sup> |  | 4403 | 4086314 |
|  Garda World Security Corp.<br>4.625%, 02/15/2027<sup>(a)</sup> |  | 378 | 345876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/2028<sup>(a)</sup> |  | 4912 | 4976240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2027<sup>(a)</sup> |  | 495 | 491055 |
|  ION Trading Technologies SARL <br>5.75%, 05/15/2028<sup>(a)</sup> |  | 2109 | 1808878 |
|  Korn Ferry <br>4.625%, 12/15/2027<sup>(a)</sup> |  | 2404 | 2259760 |
|  Millennium Escrow Corp. <br>6.625%, 08/01/2026<sup>(a)</sup> |  | 8204 | 5702360 |
|  Monitronics International, Inc. <br>0.00%, 04/01/2020<sup>(c) (d) (e) (f)</sup> |  | 6914 | 0 |
|  MPH Acquisition Holdings LLC<br>5.50%, 09/01/2028<sup>(a)</sup> |  | 3721 | 3090897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2028<sup>(a) (b)</sup> |  | 17454 | 12676459 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(a)</sup> |  | 7757 | 7548916 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>5.25%, 04/15/2024<sup>(a)</sup> |  | 135 | 133883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/2028<sup>(a)</sup> |  | 13331 | 12641644 |
|  Q-Park Holding I BV<br>1.50%, 03/01/2025<sup>(a)</sup> | EUR | 586 | 591576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/01/2027<sup>(a)</sup> |  | 946 | 870714 |
|  Sabre GLBL, Inc.<br>7.375%, 09/01/2025<sup>(a)</sup> | U.S.$| 1580 | 1561264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/2025<sup>(a)</sup> |  | 673 | 687330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2027<sup>(a)</sup> |  | 8348 | 8848488 |
|  Verisure Holding AB <br>3.875%, 07/15/2026<sup>(a)</sup> | EUR | 3620 | 3645934 |
|  WASH Multifamily Acquisition, Inc. <br>5.75%, 04/15/2026<sup>(a)</sup> | U.S.$| 265 | 245323 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121942431 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Technology – 2.5%** |  |  |  |
|  Ahead DB Holdings LLC <br>6.625%, 05/01/2028<sup>(a)</sup> | U.S.$| 3518 | $2974179 |
|  AthenaHealth Group, Inc. <br>6.50%, 02/15/2030<sup>(a)</sup> |  | 7398 | 6105227 |
|  Cablevision Lightpath LLC <br>5.625%, 09/15/2028<sup>(a)</sup> |  | 4374 | 3352644 |
|  Centurion Bidco SpA <br>5.875%, 09/30/2026<sup>(a)</sup> | EUR | 3669 | 3643537 |
|  Entegris Escrow Corp. <br>5.95%, 06/15/2030<sup>(a)</sup> | U.S.$| 4475 | 4298542 |
|  Gen Digital, Inc.<br>6.75%, 09/30/2027<sup>(a)</sup> |  | 4989 | 5058916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/2030<sup>(a)</sup> |  | 3489 | 3541102 |
|  GoTo Group, Inc. <br>5.50%, 09/01/2027<sup>(a)</sup> |  | 5905 | 2974541 |
|  Imola Merger Corp. <br>4.75%, 05/15/2029<sup>(a)</sup> |  | 4868 | 4236860 |
|  NCR Corp.<br>5.125%, 04/15/2029<sup>(a)</sup> |  | 5205 | 4528819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/01/2029<sup>(a)</sup> |  | 1207 | 1195340 |
|  Playtech PLC <br>4.25%, 03/07/2026<sup>(a)</sup> | EUR | 776 | 808086 |
|  Playtika Holding Corp. <br>4.25%, 03/15/2029<sup>(a)</sup> | U.S.$| 3037 | 2523236 |
|  Presidio Holdings, Inc. <br>8.25%, 02/01/2028<sup>(a)</sup> |  | 9310 | 8951330 |
|  Rackspace Technology Global, Inc. <br>3.50%, 02/15/2028<sup>(a)</sup> |  | 14232 | 8556990 |
|  TeamSystem SpA <br>3.50%, 02/15/2028<sup>(a)</sup> | EUR | 1629 | 1550463 |
|  Veritas US, Inc./Veritas Bermuda Ltd. <br>7.50%, 09/01/2025<sup>(a)</sup> | U.S.$| 17204 | 11348799 |
|  Virtusa Corp. <br>7.125%, 12/15/2028<sup>(a)</sup> |  | 3521 | 2958445 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78607056 |
|  **Transportation - Airlines – 0.8%** |  |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(a)</sup> |  | 3807 | 3733537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(a)</sup> |  | 12053 | 11668589 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd. <br>5.75%, 01/20/2026<sup>(a)</sup> |  | 4795 | 4583435 |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>8.00%, 09/20/2025<sup>(a)</sup> |  | 5914 | 6051081 |
|  United Airlines, Inc. <br>4.625%, 04/15/2029<sup>(a)</sup> |  | 1152 | 1051117 |
|  |  |  | 27087759 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Transportation - Services – 1.1%** |  |  |  |
|  AerCap Global Aviation Trust <br>6.50%, 06/15/2045<sup>(a)</sup> | EUR | 3384 | $3308228 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc. <br>5.25%, 10/15/2026<sup>(a)</sup> |  | 2713 | 2648197 |
|  Atlantia SpA <br>1.875%, 02/12/2028<sup>(a)</sup> |  | 3996 | 3744814 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>4.75%, 04/01/2028<sup>(a)</sup> | U.S.$| 3655 | 3231828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2029<sup>(a) (b)</sup> |  | 1387 | 1240823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(a)</sup> |  | 1477 | 1389047 |
|  BCP V Modular Services Finance II PLC <br>4.75%, 11/30/2028<sup>(a)</sup> | EUR | 538 | 510561 |
|  BCP V Modular Services Finance PLC <br>6.75%, 11/30/2029 |  | 5428 | 4676838 |
|  EC Finance PLC <br>3.00%, 10/15/2026 |  | 1905 | 1881905 |
|  Hertz Corp. (The)<br>4.625%, 12/01/2026<sup>(a)</sup> | U.S.$| 5020 | 4460232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2029<sup>(a)</sup> |  | 3561 | 2910343 |
|  Kapla Holding SAS <br>3.375%, 12/15/2026<sup>(a)</sup> | EUR | 306 | 299022 |
|  Loxam SAS <br>2.875%, 04/15/2026<sup>(a)</sup> |  | 934 | 934166 |
|  PROG Holdings, Inc. <br>6.00%, 11/15/2029<sup>(a)</sup> | U.S.$| 4240 | 3593464 |
|  |  |  | 34829468 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594349404 |
|  **Financial Institutions – 5.3%** |  |  |  |
|  **Banking – 0.7%** |  |  |  |
|  Ally Financial, Inc. <br>Series C <br>4.70%, 05/15/2028<sup>(k)</sup> |  | 993 | 762127 |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(a)</sup> |  | 6719 | 6094060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2026<sup>(a)</sup> |  | 3175 | 2920203 |
|  Credit Suisse Group AG<br>6.25%, 12/18/2024<sup>(a) (k)</sup> |  | 7786 | 6819403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 08/21/2026<sup>(a) (k)</sup> |  | 8766 | 7115581 |
|  |  |  | 23711374 |
|  **Brokerage – 0.5%** |  |  |  |
|  Advisor Group Holdings, Inc. <br>10.75%, 08/01/2027<sup>(a)</sup> |  | 6141 | 6345797 |
|  AG Issuer LLC <br>6.25%, 03/01/2028<sup>(a)</sup> |  | 3354 | 3169561 |
|  AG TTMT Escrow Issuer LLC <br>8.625%, 09/30/2027<sup>(a)</sup> |  | 897 | 925053 |
|  NFP Corp. <br>6.875%, 08/15/2028<sup>(a)</sup> |  | 6358 | 5505342 |
|  |  |  | 15945753 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Finance – 1.6%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(a) (k)</sup> | U.S.$| 2836 | $2327243 |
|  Castlelake Aviation Finance DAC <br>5.00%, 04/15/2027<sup>(a)</sup> |  | 4612 | 4205360 |
|  CNG Holdings, Inc. <br>12.50%, 06/15/2024<sup>(a)</sup> |  | 4791 | 4059241 |
|  Compass Group Diversified Holdings LLC <br>5.25%, 04/15/2029<sup>(a)</sup> |  | 4831 | 4350072 |
|  Curo Group Holdings Corp. <br>7.50%, 08/01/2028<sup>(a)</sup> |  | 13768 | 6247230 |
|  Enova International, Inc.<br>8.50%, 09/01/2024<sup>(a)</sup> |  | 2537 | 2482254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 09/15/2025<sup>(a)</sup> |  | 6750 | 6421698 |
|  ILFC E-Capital Trust II <br>6.538% (LIBOR 3 Month + 1.80%), 12/21/2065<sup>(a) (i)</sup> |  | 1500 | 1010465 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp. <br>5.00%, 08/15/2028<sup>(a)</sup> |  | 4831 | 4125968 |
|  Navient Corp.<br>4.875%, 03/15/2028 |  | 6959 | 6156276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/2027 |  | 1471 | 1343647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/01/2033 |  | 1834 | 1435741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/25/2025 |  | 2395 | 2389851 |
|  Synchrony Financial <br>7.25%, 02/02/2033 |  | 4700 | 4694010 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51249056 |
|  **Insurance – 0.5%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc. <br>10.125%, 08/01/2026<sup>(a)</sup> |  | 1473 | 1479927 |
|  Ardonagh Midco 2 PLC <br>11.50% (11.50% Cash or 12.75% PIK), 01/15/2027<sup>(a) (b) (g)</sup> |  | 11171 | 10509212 |
|  AssuredPartners, Inc. <br>5.625%, 01/15/2029<sup>(a)</sup> |  | 3000 | 2561806 |
|  |  |  | 14550945 |
|  **Other Finance – 0.8%** |  |  |  |
|  Altice France Holding SA <br>10.50%, 05/15/2027<sup>(a)</sup> |  | 4599 | 3932012 |
|  Armor Holdco, Inc. <br>8.50%, 11/15/2029<sup>(a)</sup> |  | 8586 | 7331733 |
|  Coinbase Global, Inc.<br>3.375%, 10/01/2028<sup>(a)</sup> |  | 5564 | 3588584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/2031<sup>(a)</sup> |  | 2379 | 1382538 |
|  Intrum AB <br>4.875%, 08/15/2025 | EUR | 4189 | 4283937 |
|  Motion Finco SARL <br>7.00%, 05/15/2025<sup>(a)</sup> |  | 3433 | 3775409 |
|  |  |  | 24294213 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **REITs – 1.2%** |  |  |  |
|  ADLER Group SA <br>2.75%, 11/13/2026<sup>(a)</sup> | EUR | 1200 | $535321 |
|  Aedas Homes Opco SLU <br>4.00%, 08/15/2026 |  | 8929 | 8550893 |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(a)</sup> | U.S.$| 8411 | 7404254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2026<sup>(a)</sup> |  | 2813 | 2652442 |
|  Diversified Healthcare Trust <br>9.75%, 06/15/2025 |  | 2820 | 2767487 |
|  Neinor Homes SA <br>4.50%, 10/15/2026<sup>(a)</sup> | EUR | 5519 | 5242647 |
|  Via Celere Desarrollos Inmobiliarios SA <br>5.25%, 04/01/2026 |  | 5665 | 5702995 |
|  Vivion Investments SARL<br>3.00%, 08/08/2024<sup>(a) (b)</sup> |  | 4600 | 4213482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2025<sup>(a) (b)</sup> |  | 2400 | 2099785 |
|  |  |  | 39169306 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168920647 |
|  **Utility – 0.6%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  ContourGlobal Power Holdings SA <br>3.125%, 01/01/2028<sup>(a)</sup> |  | 813 | 738157 |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(a) (k)</sup> | U.S.$| 3713 | 3495280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(a) (k)</sup> |  | 4495 | 4402787 |
|  |  |  | 8636224 |
|  **Natural Gas – 0.2%** |  |  |  |
|  AmeriGas Partners LP / AmeriGas Finance Corp. <br>5.75%, 05/20/2027 |  | 710 | 669130 |
|  AmeriGas Partners LP/AmeriGas Finance Corp. <br>5.875%, 08/20/2026 |  | 530 | 511938 |
|  UGI International LLC <br>2.50%, 12/01/2029<sup>(a)</sup> | EUR | 4535 | 4005477 |
|  |  |  | 5186545 |
|  **Other Utility – 0.1%** |  |  |  |
|  Solaris Midstream Holdings LLC <br>7.625%, 04/01/2026<sup>(a)</sup> | U.S.$| 4331 | 4333172 |
|  |  |  | 18155941 |
|  Total Corporates - Non-Investment Grade <br>(cost $2,028,770,732) |  |  | 1781425992 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **CORPORATES - INVESTMENT GRADE – 13.6%** |  |  |  |
|  **Industrial – 6.8%** |  |  |  |
|  **Basic – 0.8%** |  |  |  |
|  Arconic Corp. <br>6.00%, 05/15/2025<sup>(a)</sup> | U.S.$| 3466 | $3448622 |
|  Braskem Netherlands Finance BV <br>4.50%, 01/31/2030<sup>(a)</sup> |  | 4661 | 4088629 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 |  | 2405 | 2419019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 2405 | 2423774 |
|  Freeport Indonesia PT <br>4.763%, 04/14/2027<sup>(a)</sup> |  | 696 | 675197 |
|  INEOS Finance PLC<br>2.875%, 05/01/2026<sup>(a)</sup> | EUR | 3007 | 2942108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/31/2026<sup>(a)</sup> |  | 1428 | 1413271 |
|  Nexa Resources SA <br>6.50%, 01/18/2028<sup>(a)</sup> | U.S.$| 3219 | 3177555 |
|  Olin Corp.<br>5.125%, 09/15/2027 |  | 540 | 524293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/01/2029 |  | 3127 | 3048376 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24160844 |
|  **Capital Goods – 0.5%** |  |  |  |
|  General Electric Co. <br>Series D <br>8.099% (LIBOR 3 Month + 3.33%), 03/15/2023<sup>(i) (k)</sup> |  | 12108 | 12064660 |
|  Howmet Aerospace, Inc. <br>5.90%, 02/01/2027 |  | 805 | 818888 |
|  Regal Rexnord Corp.<br>6.30%, 02/15/2030<sup>(a)</sup> |  | 852 | 867453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033<sup>(a)</sup> |  | 1008 | 1032255 |
|  Textron Financial Corp. <br>6.341% (LIBOR 3 Month + 1.74%), 02/15/2042<sup>(a) (i)</sup> |  | 125 | 94661 |
|  |  |  | 14877917 |
|  **Communications - Media – 0.6%** |  |  |  |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(a)</sup> |  | 8766 | 7939900 |
|  Discovery Communications LLC <br>4.125%, 05/15/2029 |  | 736 | 676299 |
|  Prosus NV <br>4.027%, 08/03/2050<sup>(a)</sup> |  | 1341 | 897632 |
|  Telecomunicaciones Digitales SA <br>4.50%, 01/30/2030<sup>(a)</sup> |  | 443 | 390117 |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027<sup>(a)</sup> |  | 3059 | 2866082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 03/15/2032<sup>(a)</sup> |  | 4249 | 3778738 |
|  Weibo Corp. <br>3.375%, 07/08/2030 |  | 3744 | 3126240 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19675008 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  Level 3 Financing, Inc. <br>3.875%, 11/15/2029<sup>(a)</sup> | U.S.$| 950 | $769639 |
|  Sprint Capital Corp. <br>8.75%, 03/15/2032 |  | 3300 | 4074447 |
|  Sprint LLC <br>7.625%, 03/01/2026 |  | 137 | 144863 |
|  |  |  | 4988949 |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |  |
|  Mattel, Inc. <br>3.75%, 04/01/2029<sup>(a)</sup> |  | 5792 | 5202420 |
|  **Consumer Cyclical - Other – 0.5%** |  |  |  |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 |  | 9963 | 8836632 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc.<br>4.625%, 04/16/2029<sup>(a)</sup> |  | 900 | 737001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/06/2031<sup>(a)</sup> |  | 5800 | 4481018 |
|  Sands China Ltd.<br>3.75%, 08/08/2031 |  | 675 | 565244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/18/2030 |  | 2225 | 2029344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 08/08/2028 |  | 1104 | 1076400 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17725639 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  Macy's Retail Holdings LLC<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 1195 | 1113705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2030<sup>(a)</sup> |  | 4253 | 3885095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(a)</sup> |  | 2121 | 1900421 |
|  |  |  | 6899221 |
|  **Consumer Non-Cyclical – 1.1%** |  |  |  |
|  180 Medical, Inc. <br>3.875%, 10/15/2029<sup>(a)</sup> |  | 4968 | 4417059 |
|  BAT Capital Corp. <br>7.75%, 10/19/2032 |  | 2504 | 2794275 |
|  Charles River Laboratories International, Inc.<br>3.75%, 03/15/2029<sup>(a)</sup> |  | 3048 | 2720672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/2031<sup>(a)</sup> |  | 4554 | 4026594 |
|  Newell Brands, Inc.<br>4.45%, 04/01/2026 |  | 3038 | 2885820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2025 |  | 748 | 730881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2046 |  | 1969 | 1639461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/2027 |  | 5026 | 5053140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029<sup>(b)</sup> |  | 5026 | 5095223 |
|  Pilgrim's Pride Corp. <br>3.50%, 03/01/2032<sup>(a)</sup> |  | 5244 | 4268415 |
|  |  |  | 33631540 |
|  **Energy – 1.5%** |  |  |  |
|  Apache Corp. <br>5.10%, 09/01/2040 |  | 1548 | 1350180 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Cheniere Energy Partners LP <br>4.50%, 10/01/2029 | U.S.$| 2089 | $1960587 |
|  Continental Resources, Inc./OK <br>5.75%, 01/15/2031<sup>(a)</sup> |  | 1103 | 1082740 |
|  Ecopetrol SA<br>4.625%, 11/02/2031 |  | 2197 | 1730247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/02/2051 |  | 5917 | 4090126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 01/13/2033 |  | 1720 | 1760936 |
|  Energy Transfer LP<br>4.40%, 03/15/2027 |  | 7547 | 7374673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/2028 |  | 1214 | 1200196 |
|  Hunt Oil Co. of Peru LLC Sucursal Del Peru <br>6.375%, 06/01/2028<sup>(a)</sup> |  | 217 | 207919 |
|  Oleoducto Central SA <br>4.00%, 07/14/2027<sup>(a)</sup> |  | 610 | 539583 |
|  Targa Resources Partners LP/Targa Resources Partners Finance Corp. <br>4.00%, 01/15/2032 |  | 7821 | 6875525 |
|  Tengizchevroil Finance Co. International Ltd. <br>3.25%, 08/15/2030<sup>(a)</sup> |  | 4529 | 3413734 |
|  TransCanada PipeLines Ltd. <br>6.816% (LIBOR 3 Month + 2.21%), 05/15/2067<sup>(i)</sup> |  | 2500 | 2053839 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 2151 | 2260059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 4260 | 4620051 |
|  Western Midstream Operating LP<br>3.95%, 06/01/2025 |  | 1033 | 989863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2030 |  | 2516 | 2303399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2028 |  | 1652 | 1560647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2028 |  | 1563 | 1486480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/2044 |  | 916 | 805572 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47666356 |
|  **Services – 0.0%** |  |  |  |
|  Elis SA <br>1.625%, 04/03/2028<sup>(a)</sup> | EUR | 900 | 844118 |
|  **Technology – 0.7%** |  |  |  |
|  Broadcom, Inc.<br>4.00%, 04/15/2029<sup>(a)</sup> | U.S.$| 1006 | 941674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/2032<sup>(a)</sup> |  | 4859 | 4437828 |
|  Dell International LLC/EMC Corp. <br>8.35%, 07/15/2046 |  | 690 | 833791 |
|  HP, Inc. <br>5.50%, 01/15/2033 |  | 5346 | 5251344 |
|  Lenovo Group Ltd.<br>3.421%, 11/02/2030<sup>(a)</sup> |  | 735 | 621672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.831%, 01/27/2028<sup>(a)</sup> |  | 2591 | 2617765 |
|  Microchip Technology, Inc. <br>4.25%, 09/01/2025 |  | 3341 | 3274049 |
|  SK Hynix, Inc.<br>6.25%, 01/17/2026<sup>(a)</sup> |  | 679 | 685145 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/17/2028<sup>(a)</sup> | U.S.$| 1089 | $1104546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/17/2033<sup>(a)</sup> |  | 934 | 943723 |
|  Western Digital Corp.<br>2.85%, 02/01/2029 |  | 203 | 165522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/2032 |  | 573 | 439981 |
|  |  |  | 21317040 |
|  **Transportation - Airlines – 0.5%** |  |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(a)</sup> |  | 2971 | 2889030 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. <br>6.50%, 06/20/2027<sup>(a)</sup> |  | 12991 | 13131311 |
|  |  |  | 16020341 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd. <br>4.35%, 04/05/2036<sup>(a)</sup> |  | 1789 | 1601538 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214610931 |
|  **Financial Institutions – 6.7%** |  |  |  |
|  **Banking – 4.2%** |  |  |  |
|  AIB Group PLC <br>7.583%, 10/14/2026<sup>(a)</sup> |  | 6233 | 6442552 |
|  Ally Financial, Inc. <br>Series B <br>4.70%, 05/15/2026<sup>(k)</sup> |  | 14614 | 12019283 |
|  Banco Santander SA <br>3.225%, 11/22/2032 |  | 200 | 161004 |
|  Bank of America Corp. <br>Series B <br>8.05%, 06/15/2027 |  | 9500 | 10284022 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> |  | 2592 | 2621540 |
|  Barclays PLC<br>7.25%, 03/15/2023<sup>(a) (k)</sup> | GBP | 3808 | 4686405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.385%, 11/02/2028 | U.S.$| 6480 | 7007973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2029<sup>(k)</sup> |  | 3721 | 3731903 |
|  BNP Paribas SA<br>4.625%, 02/25/2031<sup>(a) (k)</sup> |  | 2811 | 2305940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/16/2029<sup>(a) (k)</sup> |  | 3758 | 3862705 |
|  Citigroup, Inc. <br>8.87% (LIBOR 3 Month + 4.07%), 04/30/2023<sup>(i) (k)</sup> |  | 6097 | 6134090 |
|  Credit Agricole SA<br>8.125%, 12/23/2025<sup>(a) (k)</sup> |  | 1767 | 1828845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 03/23/2171<sup>(k)</sup> |  | 4862 | 5021104 |
|  Credit Suisse Group AG <br>6.373%, 07/15/2026<sup>(a)</sup> |  | 2253 | 2185702 |
|  Deutsche Bank AG/New York NY<br>1.447%, 04/01/2025 |  | 150 | 141709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/18/2029 |  | 4598 | 4829614 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Dresdner Funding Trust I <br>8.151%, 06/30/2031<sup>(a)</sup> | U.S.$| 816 | $886814 |
|  Goldman Sachs Group, Inc. (The) <br>Series P <br>7.466% (LIBOR 3 Month + 2.87%), 03/03/2023<sup>(i) (k)</sup> |  | 5561 | 5504778 |
|  HSBC Holdings PLC<br>4.60%, 12/17/2030<sup>(k)</sup> |  | 986 | 830015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/29/2033 |  | 3458 | 3187896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/2025<sup>(k)</sup> |  | 418 | 410685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.336%, 11/03/2026 |  | 6216 | 6554240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.113%, 11/03/2033 |  | 1106 | 1266274 |
|  Intesa Sanpaolo SpA<br>5.017%, 06/26/2024<sup>(a)</sup> |  | 3198 | 3113915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup> |  | 860 | 843387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/21/2025<sup>(a)</sup> |  | 972 | 1002962 |
|  KBC Group NV <br>5.796%, 01/19/2029<sup>(a)</sup> |  | 1142 | 1156323 |
|  Lloyds Banking Group PLC <br>7.953%, 11/15/2033 |  | 2680 | 3054500 |
|  NatWest Group PLC <br>7.472%, 11/10/2026 |  | 2715 | 2869533 |
|  Santander UK Group Holdings PLC <br>6.833%, 11/21/2026 |  | 12101 | 12506829 |
|  Standard Chartered PLC<br>6.312% (LIBOR 3 Month + 1.51%), 01/30/2027<sup>(a) (i) (k)</sup> |  | 3500 | 3058585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/02/2023<sup>(a) (k)</sup> |  | 1457 | 1455863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2027<sup>(a) (k)</sup> |  | 255 | 260562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.776%, 11/16/2025<sup>(a)</sup> |  | 4220 | 4397602 |
|  Swedbank AB <br>Series NC5 <br>5.625%, 09/17/2024<sup>(a) (k)</sup> |  | 600 | 583500 |
|  UBS Group AG <br>7.00%, 02/19/2025<sup>(a) (k)</sup> |  | 6302 | 6350018 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132558672 |
|  **Finance – 0.9%** |  |  |  |
|  Air Lease Corp. <br>Series B <br>4.65%, 06/15/2026<sup>(k)</sup> |  | 5818 | 5166007 |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(a)</sup> |  | 1274 | 1109356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/2026 |  | 162 | 156171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 11719 | 11466311 |
|  Aviation Capital Group LLC<br>4.125%, 08/01/2025<sup>(a)</sup> |  | 2077 | 1959367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 1585 | 1513752 |
|  Huarong Finance 2017 Co., Ltd. <br>4.75%, 04/27/2027<sup>(a)</sup> |  | 751 | 678622 |
|  Huarong Finance 2019 Co., Ltd.<br>3.25%, 11/13/2024<sup>(a)</sup> |  | 708 | 661892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/29/2024<sup>(a)</sup> |  | 412 | 393151 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Huarong Finance II Co., Ltd.<br>4.625%, 06/03/2026<sup>(a)</sup> | U.S.$| 1899 | $1742333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/16/2025<sup>(a)</sup> |  | 4811 | 4651034 |
|  |  |  | 29497996 |
|  **Insurance – 1.2%** |  |  |  |
|  Liberty Mutual Group, Inc. <br>7.80%, 03/15/2037<sup>(a)</sup> |  | 12355 | 13719979 |
|  MetLife Capital Trust IV <br>7.875%, 12/15/2037<sup>(a)</sup> |  | 9269 | 10195900 |
|  MetLife, Inc. <br>10.75%, 08/01/2039 |  | 1745 | 2398903 |
|  Nationwide Mutual Insurance Co. <br>7.059% (LIBOR 3 Month + 2.29%), 12/15/2024<sup>(a) (i)</sup> |  | 5000 | 5028502 |
|  Prudential Financial, Inc. <br>5.625%, 06/15/2043 |  | 4922 | 4893377 |
|  |  |  | 36236661 |
|  **REITs – 0.4%** |  |  |  |
|  Office Properties Income Trust <br>3.45%, 10/15/2031 |  | 4643 | 3233059 |
|  VICI Properties LP/VICI Note Co., Inc.<br>4.625%, 06/15/2025<sup>(a)</sup> |  | 1279 | 1239355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 05/01/2024<sup>(a)</sup> |  | 2333 | 2330149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/2027<sup>(a)</sup> |  | 4572 | 4550258 |
|  |  |  | 11352821 |
|  |  |  | 209646150 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Cometa Energia SA de CV <br>6.375%, 04/24/2035<sup>(a)</sup> |  | 464 | 455321 |
|  Enel Finance International NV <br>7.50%, 10/14/2032<sup>(a)</sup> |  | 2963 | 3326410 |
|  |  |  | 3781731 |
|  Total Corporates - Investment Grade <br>(cost $435,921,123) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428038812 |
|  **EMERGING MARKETS - CORPORATE BONDS – 6.3%** |  |  |  |
|  **Industrial – 5.8%** |  |  |  |
|  **Basic – 1.6%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a)</sup> |  | 2258 | 1660985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/2029<sup>(a)</sup> |  | 5151 | 4228327 |
|  Cia de Minas Buenaventura SAA <br>5.50%, 07/23/2026<sup>(a)</sup> |  | 3245 | 2839375 |
|  CSN Inova Ventures <br>6.75%, 01/28/2028<sup>(a)</sup> |  | 10898 | 10887102 |
|  Eldorado Gold Corp. <br>6.25%, 09/01/2029<sup>(a)</sup> |  | 4648 | 4193367 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  First Quantum Minerals Ltd. <br>6.875%, 10/15/2027<sup>(a)</sup> | U.S.$| 8370 | $8072656 |
|  Indika Energy Capital IV Pte Ltd. <br>8.25%, 10/22/2025<sup>(a)</sup> |  | 6367 | 6335165 |
|  OCP SA <br>3.75%, 06/23/2031<sup>(a)</sup> |  | 1450 | 1221625 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup> |  | 2031 | 1878675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/16/2029<sup>(a)</sup> |  | 1878 | 1605690 |
|  Vedanta Resources Finance II PLC <br>13.875%, 01/21/2024<sup>(a)</sup> |  | 6186 | 5471904 |
|  Volcan Cia Minera SAA <br>4.375%, 02/11/2026<sup>(a)</sup> |  | 1384 | 1218439 |
|  |  |  | 49613310 |
|  **Capital Goods – 0.5%** |  |  |  |
|  Cemex SAB de CV<br>5.125%, 06/08/2026<sup>(a) (k)</sup> |  | 1885 | 1729488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/05/2027<sup>(a)</sup> |  | 1733 | 1779358 |
|  Embraer Netherlands Finance BV<br>5.40%, 02/01/2027 |  | 8145 | 7992281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/17/2028<sup>(a)</sup> |  | 2712 | 2774376 |
|  IHS Holding Ltd.<br>5.625%, 11/29/2026<sup>(a)</sup> |  | 1729 | 1449507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/29/2028<sup>(a)</sup> |  | 537 | 439569 |
|  Odebrecht Holdco Finance Ltd. <br>Zero Coupon 09/10/2058<sup>(a)</sup> |  | 17592 | 30612 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16195191 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Globo Comunicacao e Participacoes SA <br>4.875%, 01/22/2030<sup>(a)</sup> |  | 4541 | 3857864 |
|  VTR Finance NV <br>6.375%, 07/15/2028<sup>(h)</sup> |  | 632 | 261256 |
|  |  |  | 4119120 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  CT Trust <br>5.125%, 02/03/2032<sup>(a)</sup> |  | 707 | 616857 |
|  Digicel Group Holdings Ltd. <br>7.00%, 02/16/2023<sup>(g) (h) (k)</sup> |  | 692 | 55354 |
|  Digicel International Finance Ltd./Digicel international Holdings Ltd. <br>8.75%, 05/25/2024<sup>(a)</sup> |  | 1816 | 1561180 |
|  HTA Group Ltd./Mauritius <br>7.00%, 12/18/2025<sup>(a)</sup> |  | 4000 | 3758250 |
|  |  |  | 5991641 |
|  **Consumer Cyclical - Other – 1.0%** |  |  |  |
|  Allwyn International AS <br>3.875%, 02/15/2027<sup>(a)</sup> | EUR | 744 | 754243 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Melco Resorts Finance Ltd.<br>5.375%, 12/04/2029<sup>(a)</sup> | U.S.$| 6251 | $5360232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/17/2027<sup>(a)</sup> |  | 3599 | 3264518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/21/2028<sup>(a)</sup> |  | 3277 | 2932915 |
|  MGM China Holdings Ltd.<br>4.75%, 02/01/2027<sup>(a)</sup> |  | 8457 | 7621871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/18/2025<sup>(a)</sup> |  | 437 | 414686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/15/2024<sup>(a)</sup> |  | 2104 | 2040880 |
|  Studio City Co., Ltd. <br>7.00%, 02/15/2027<sup>(a)</sup> |  | 1338 | 1291170 |
|  Studio City Finance Ltd.<br>5.00%, 01/15/2029<sup>(a)</sup> |  | 2502 | 2012534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/15/2025<sup>(a)</sup> |  | 1011 | 937702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/2028<sup>(a)</sup> |  | 224 | 198800 |
|  Wynn Macau Ltd.<br>5.125%, 12/15/2029<sup>(a)</sup> |  | 2333 | 1933474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2026<sup>(a)</sup> |  | 825 | 771375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/2027<sup>(a)</sup> |  | 1100 | 984500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/26/2028<sup>(a)</sup> |  | 2442 | 2161170 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32680070 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K201640219 South Africa Ltd. <br>Zero Coupon, 06/25/2023<sup>(d) (e)</sup> | ZAR | 336 | 0 |
|  **Consumer Non-Cyclical – 1.0%** |  |  |  |
|  BBFI Liquidating Trust <br>0.00%, 12/30/2099<sup>(d) (e) (h) (k)</sup> | U.S.$| 2174 | 1330344 |
|  BRF SA <br>4.875%, 01/24/2030<sup>(a)</sup> |  | 1552 | 1307851 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL <br>5.25%, 04/27/2029<sup>(a)</sup> |  | 1443 | 1376680 |
|  MARB BondCo PLC <br>3.95%, 01/29/2031<sup>(a)</sup> |  | 8907 | 6989813 |
|  Natura & Co. Luxembourg Holdings SARL <br>6.00%, 04/19/2029<sup>(a)</sup> |  | 3592 | 3144168 |
|  Natura Cosmeticos SA <br>4.125%, 05/03/2028<sup>(a)</sup> |  | 2056 | 1696611 |
|  Rede D'or Finance SARL<br>4.50%, 01/22/2030<sup>(a)</sup> |  | 728 | 638137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/17/2028<sup>(a)</sup> |  | 1820 | 1680451 |
|  Teva Pharmaceutical Finance Netherlands II BV <br>3.75%, 05/09/2027 | EUR | 2758 | 2700960 |
|  Teva Pharmaceutical Finance Netherlands III BV<br>4.75%, 05/09/2027 | U.S.$| 2251 | 2077954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/09/2029<sup>(b)</sup> |  | 2251 | 2081725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 01/31/2025 |  | 5610 | 5661472 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Tonon Luxembourg SA <br>6.50%, 10/31/2024<sup>(c) (d) (h) (l)</sup> | U.S.$| 2437 | $244 |
|  Ulker Biskuvi Sanayi AS <br>6.95%, 10/30/2025<sup>(a)</sup> |  | 1248 | 1103154 |
|  Virgolino de Oliveira Finance SA<br>Zero Coupon, 01/13/2020<sup>(c) (d) (e) (f) (h)</sup> |  | 2500 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 01/28/2018<sup>(c) (d) (e) (f) (h)</sup> |  | 13674 | 1367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.75%, 02/09/2022<sup>(c) (d) (e) (f) (h)</sup> |  | 13613 | 1361 |
|  |  |  | 31792542 |
|  **Energy – 1.1%** |  |  |  |
|  Acu Petroleo Luxembourg SARL <br>7.50%, 01/13/2032<sup>(a)</sup> |  | 2131 | 1994103 |
|  Cosan SA <br>5.50%, 09/20/2029<sup>(a)</sup> |  | 2027 | 1920962 |
|  Gran Tierra Energy, Inc. <br>7.75%, 05/23/2027<sup>(a)</sup> |  | 2731 | 2316858 |
|  Greenko Wind Projects Mauritius Ltd. <br>5.50%, 04/06/2025<sup>(a)</sup> |  | 3868 | 3641480 |
|  Kosmos Energy Ltd. <br>7.50%, 03/01/2028<sup>(a)</sup> |  | 2896 | 2473546 |
|  Leviathan Bond Ltd.<br>5.75%, 06/30/2023<sup>(a)</sup> |  | 452 | 449966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/30/2025<sup>(a)</sup> |  | 2565 | 2534243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/30/2027<sup>(a)</sup> |  | 3495 | 3438623 |
|  Medco Platinum Road Pte Ltd. <br>6.75%, 01/30/2025<sup>(a)</sup> |  | 1011 | 996972 |
|  MV24 Capital BV <br>6.748%, 06/01/2034<sup>(a)</sup> |  | 2719 | 2579886 |
|  Peru LNG SRL <br>5.375%, 03/22/2030<sup>(a)</sup> |  | 5787 | 4752574 |
|  ReNew Power Pvt Ltd. <br>5.875%, 03/05/2027<sup>(a)</sup> |  | 220 | 209660 |
|  SEPLAT Energy PLC <br>7.75%, 04/01/2026<sup>(a)</sup> |  | 4308 | 3739344 |
|  SierraCol Energy Andina LLC <br>6.00%, 06/15/2028<sup>(a)</sup> |  | 2354 | 1941756 |
|  |  |  | 32989973 |
|  **Services – 0.1%** |  |  |  |
|  Bidvest Group UK PLC (The) <br>3.625%, 09/23/2026<sup>(a)</sup> |  | 1631 | 1492671 |
|  **Technology – 0.2%** |  |  |  |
|  CA Magnum Holdings <br>5.375%, 10/31/2026<sup>(a)</sup> |  | 8243 | 7583560 |
|  **Transportation - Services – 0.0%** |  |  |  |
|  JSW Infrastructure Ltd. <br>4.95%, 01/21/2029<sup>(a)</sup> |  | 564 | 496250 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182954328 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Utility – 0.3%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  Adani Green Energy Ltd. <br>4.375%, 09/08/2024<sup>(a)</sup> | U.S.$| 2044 | $1553440 |
|  AES Andes SA <br>6.35%, 10/07/2079<sup>(a)</sup> |  | 2632 | 2483950 |
|  India Clean Energy Holdings <br>4.50%, 04/18/2027<sup>(a)</sup> |  | 2606 | 2169984 |
|  Investment Energy Resources Ltd. <br>6.25%, 04/26/2029<sup>(a)</sup> |  | 1321 | 1258500 |
|  JSW Hydro Energy Ltd. <br>4.125%, 05/18/2031<sup>(a)</sup> |  | 1509 | 1282586 |
|  Light Servicos de Eletricidade SA/Light Energia SA <br>4.375%, 06/18/2026<sup>(a)</sup> |  | 2488 | 1416294 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10164754 |
|  **Financial Institutions – 0.2%** |  |  |  |
|  **Insurance – 0.1%** |  |  |  |
|  Highlands Holdings Bond Issuer Ltd./Highlands Holdings Bond Co-Issuer, Inc. <br>7.625% (7.625% Cash or 8.375% PIK), 10/15/2025<sup>(a) (g)</sup> |  | 1366 | 1263514 |
|  **Other Finance – 0.0%** |  |  |  |
|  OEC Finance Ltd.<br>4.375%, 10/25/2029<sup>(a) (g)</sup> |  | 309 | 3091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/27/2033<sup>(a) (g)</sup> |  | 5534 | 149577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 12/26/2046<sup>(a) (g)</sup> |  | 11439 | 460312 |
|  |  |  | 612980 |
|  **REITs – 0.1%** |  |  |  |
|  China Aoyuan Group Ltd.<br>5.88%, 03/01/2027<sup>(a) (c) (l)</sup> |  | 1125 | 115312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.98%, 08/18/2025<sup>(a) (c) (l)</sup> |  | 380 | 38950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 02/19/2023<sup>(a) (c) (l)</sup> |  | 579 | 60795 |
|  CIFI Holdings Group Co., Ltd. <br>4.80%, 05/17/2028<sup>(a) (c) (l)</sup> |  | 200 | 61350 |
|  Country Garden Holdings Co., Ltd. <br>3.125%, 10/22/2025<sup>(a)</sup> |  | 400 | 275000 |
|  KWG Group Holdings Ltd.<br>5.95%, 08/10/2025<sup>(a)</sup> |  | 880 | 338800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/14/2026<sup>(a)</sup> |  | 400 | 148000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 01/13/2027<sup>(a)</sup> |  | 370 | 135050 |
|  Powerlong Real Estate Holdings Ltd.<br>4.90%, 05/13/2026<sup>(a)</sup> |  | 700 | 206500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/30/2025<sup>(a)</sup> |  | 772 | 228126 |
|  Scenery Journey Ltd. <br>11.50%, 10/24/2022<sup>(a) (c) (f)</sup> |  | 952 | 64260 |
|  Shimao Group Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/30/2025<sup>(a) (c) (l)</sup> |  | 219 | 48728 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/16/2027<sup>(a) (c) (l)</sup> | U.S.$| 1065 | $231637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/2026<sup>(a) (c) (l)</sup> |  | 630 | 138600 |
|  Sunac China Holdings Ltd.<br>5.95%, 04/26/2024<sup>(a) (c) (l)</sup> |  | 702 | 198315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/10/2025<sup>(a) (c) (l)</sup> |  | 708 | 201780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/26/2026<sup>(a) (c) (l)</sup> |  | 419 | 119415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 08/03/2024<sup>(a) (c) (l)</sup> |  | 230 | 65550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 07/09/2025<sup>(a) (c) (l)</sup> |  | 214 | 60455 |
|  Times China Holdings Ltd.<br>5.55%, 06/04/2024<sup>(a) (c) (l)</sup> |  | 563 | 111298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/14/2027<sup>(a) (c) (l)</sup> |  | 992 | 191766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/22/2026<sup>(a) (c) (l)</sup> |  | 200 | 38350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/02/2023<sup>(a) (c) (l)</sup> |  | 200 | 43538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/08/2025<sup>(a) (c) (l)</sup> |  | 590 | 110625 |
|  Yango Justice International Ltd.<br>7.50%, 04/15/2024<sup>(a) (c) (l)</sup> |  | 344 | 6880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/17/2025<sup>(a) (c) (l)</sup> |  | 1169 | 23380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/04/2024<sup>(a) (c) (l)</sup> |  | 527 | 10540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/25/2023<sup>(a) (c) (l)</sup> |  | 400 | 8000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 09/15/2022<sup>(c) (f)</sup> |  | 264 | 5280 |
|  |  |  | 3286280 |
|  |  |  | 5162774 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $271,169,208) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198281856 |
|  **BANK LOANS – 6.1%** |  |  |  |
|  **Industrial – 5.8%** |  |  |  |
|  **Capital Goods – 0.9%** |  |  |  |
|  ACProducts Holdings, Inc. <br>8.980% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(m)</sup> |  | 10330 | 8303629 |
|  Apex Tool Group, LLC <br>9.828% (SOFR 1 Month + 5.25%), 02/08/2029<sup>(m)</sup> |  | 12397 | 10808364 |
|  Granite US Holdings Corporation <br>8.750% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(m)</sup> |  | 8204 | 8191341 |
|  |  |  | 27303334 |
|  **Communications - Media – 0.3%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>9.288% (LIBOR 3 Month + 4.50%), 10/28/2027<sup>(m)</sup> |  | 9310 | 7759326 |
|  **Communications - Telecommunications – 1.1%** |  |  |  |
|  Crown Subsea Communications Holding, Inc. <br>9.316% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(m)</sup> |  | 7268 | 7230266 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  DIRECTV Financing, LLC <br>9.570% (LIBOR 1 Month + 5.00%), 08/02/2027<sup>(m)</sup> | U.S.$| 2742 | $| 2692957 |
|  Proofpoint, Inc. <br>10.985% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(m)</sup> |  | 12450 |  | 11952000 |
|  Zacapa SARL <br>8.830% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(m)</sup> |  | 12626 |  | 12373701 |
|  |  |  |  | 34248924 |
|  **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** |
|  Clarios Global LP <br>7.820% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(m)</sup> |  | 2493 |  | 2481345 |
|  **Consumer Cyclical - Other – 0.3%** | **Consumer Cyclical - Other – 0.3%** | **Consumer Cyclical - Other – 0.3%** | **Consumer Cyclical - Other – 0.3%** | **Consumer Cyclical - Other – 0.3%** |
|  Caesars Entertainment, Inc. <br>01/20/2030<sup>(n)</sup> |  | 2900 |  | 2895969 |
|  Caesars Resort Collection, LLC <br>7.320% (LIBOR 1 Week + 2.75%), 12/23/2024<sup>(m)</sup> |  | 7737 |  | 7726596 |
|  |  |  |  | 10622565 |
|  **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** |
|  Restoration Hardware, Inc. <br>7.911% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(m)</sup> |  | 4499 |  | 4369387 |
|  **Consumer Non-Cyclical – 1.0%** | **Consumer Non-Cyclical – 1.0%** | **Consumer Non-Cyclical – 1.0%** | **Consumer Non-Cyclical – 1.0%** | **Consumer Non-Cyclical – 1.0%** |
|  Gainwell Acquisition Corp. <br>8.730% (LIBOR 3 Month + 4.00%), 10/01/2027<sup>(m)</sup> |  | 6831 |  | 6659289 |
|  Kronos Acquisition Holdings, Inc. <br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(m)</sup> |  | 4616 |  | 4480003 |
|  Mallinckrodt International Finance S.A. <br>9.986% (LIBOR 3 Month + 5.25%), 09/30/2027<sup>(m)</sup> |  | 4640 |  | 3540774 |
|  PetSmart, LLC <br>8.411% (SOFR 1 Month + 3.75%), 02/11/2028<sup>(m)</sup> |  | 5750 |  | 5703217 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.) <br>9.875% (LIBOR 1 Month + 5.25%), 12/15/2027<sup>(m)</sup> |  | 10857 |  | 10348565 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30731848 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** |
|  GIP II Blue Holding, L.P. <br>9.230% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(m)</sup> | U.S.$| 13157 | $13128520 |
|  Parkway Generation, LLC <br>9.430% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(m)</sup> |  | 5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583889 |
|  |  |  | 18712409 |
|  **Other Industrial – 0.3%** |  |  |  |
|  American Tire Distributors, Inc. <br>11.068% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(m)</sup> |  | 5081 | 4659616 |
|  Dealer Tire Financial, LLC<br>9.061% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(m)</sup> |  | 1037 | 1036790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.170% (SOFR 3 Month + 4.50%), 12/14/2027<sup>(m)</sup> |  | 558 | 557616 |
|  FCG Acquisitions, Inc. <br>11.480% (LIBOR 3 Month + 6.75%), 03/30/2029<sup>(m)</sup> |  | 3390 | 3169650 |
|  Rockwood Service Corporation <br>8.820% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(m)</sup> |  | 495 | 493989 |
|  |  |  | 9917661 |
|  **Services – 0.2%** |  |  |  |
|  Verscend Holding Corp. <br>8.570% (LIBOR 1 Month + 4.00%), 08/27/2025<sup>(m)</sup> |  | 7664 | 7641872 |
|  **Technology – 0.9%** |  |  |  |
|  Ascend Learning, LLC <br>10.320% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(m)</sup> |  | 2940 | 2542042 |
|  Banff Guarantor, Inc. <br>10.070% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(e) (m)</sup> |  | 2470 | 2321800 |
|  Boxer Parent Company, Inc. <br>8.320% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(m)</sup> |  | 8569 | 8409050 |
|  Endurance International Group Holdings, Inc. <br>7.884% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(m)</sup> |  | 10163 | 9570525 |
|  FINThrive Software Intermediate Holdings, Inc. <br>11.320% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(e) (m)</sup> |  | 2810 | 1921337 |
|  Loyalty Ventures, Inc. <br>11.000% (PRIME 3 Month + 3.50%), 11/03/2027<sup>(m)</sup> |  | 6261 | 2426296 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Veritas US, Inc. <br>9.730% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(m)</sup> | U.S.$| 3551 | $2401037 |
|  |  |  | 29592087 |
|  |  |  | 183380758 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Granite Generation LLC <br>8.320% (LIBOR 1 Month + 3.75%), 11/09/2026 <sup>(m)</sup> |  | 7289 | 7090865 |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Finance – 0.1%** |  |  |  |
|  Orbit Private Holdings I Ltd. <br>9.541% (SOFR 6 Month + 4.50%), 12/11/2028<sup>(m)</sup> |  | 891 | 889512 |
|  Total Bank Loans <br>(cost $204,065,743) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191361135 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 5.0%** |  |  |  |
|  **Risk Share Floating Rate – 4.5%** |  |  |  |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DN1, Class B<br>16.006% (LIBOR 1 Month + 11.50%), 01/25/2025<sup>(i)</sup> |  | 9863 | 10046223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA1, Class B<br>13.706% (LIBOR 1 Month + 9.20%), 10/25/2027<sup>(i)</sup> |  | 896 | 939976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA2, Class B<br>12.056% (LIBOR 1 Month + 7.55%), 12/25/2027<sup>(i)</sup> |  | 15084 | 15565011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA3, Class B<br>13.856% (LIBOR 1 Month + 9.35%), 04/25/2028<sup>(i)</sup> |  | 7460 | 7664780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-HQ2, Class B<br>12.456% (LIBOR 1 Month + 7.95%), 05/25/2025<sup>(i)</sup> |  | 284 | 288676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-HQA1, Class B<br>13.306% (LIBOR 1 Month + 8.80%), 03/25/2028<sup>(i)</sup> |  | 12402 | 12613579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-HQA2, Class B<br>15.006% (LIBOR 1 Month + 10.50%), 05/25/2028<sup>(i)</sup> |  | 6956 | 7376781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA2, Class B<br>15.006% (LIBOR 1 Month + 10.50%), 10/25/2028<sup>(i)</sup> |  | 5011 | 5368607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA3, Class B<br>15.756% (LIBOR 1 Month + 11.25%), 12/25/2028<sup>(i)</sup> |  | 4442 | 4862948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA4, Class B<br>13.106% (LIBOR 1 Month + 8.60%), 03/25/2029<sup>(i)</sup> |  | 1815 | 1848125 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HQA1, Class B<br>17.256% (LIBOR 1 Month + 12.75%), 09/25/2028<sup>(i)</sup> | U.S.$| 2979 | $3344144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HQA2, Class B<br>16.006% (LIBOR 1 Month + 11.50%), 11/25/2028<sup>(i)</sup> |  | 3910 | 4328812 |
|  Federal National Mortgage Association Connecticut Avenue Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 1B<br>16.256% (LIBOR 1 Month + 11.75%), 08/25/2028<sup>(i)</sup> |  | 4006 | 4314538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1B<br>16.756% (LIBOR 1 Month + 12.25%), 09/25/2028<sup>(i)</sup> |  | 2874 | 3224332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C03, Class 1B<br>16.256% (LIBOR 1 Month + 11.75%), 10/25/2028<sup>(i)</sup> |  | 7089 | 7681272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C03, Class 2B<br>17.256% (LIBOR 1 Month + 12.75%), 10/25/2028<sup>(i)</sup> |  | 3932 | 4333322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C04, Class 1B<br>14.756% (LIBOR 1 Month + 10.25%), 01/25/2029<sup>(i)</sup> |  | 13228 | 13911817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C05, Class 2B<br>15.256% (LIBOR 1 Month + 10.75%), 01/25/2029<sup>(i)</sup> |  | 11986 | 12591910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C06, Class 1B<br>13.756% (LIBOR 1 Month + 9.25%), 04/25/2029<sup>(i)</sup> |  | 8454 | 8609946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2B<br>14.006% (LIBOR 1 Month + 9.50%), 05/25/2029<sup>(i)</sup> |  | 10243 | 10416841 |
|  JPMorgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>10.006% (LIBOR 1 Month + 5.50%), 10/25/2025<sup>(h) (i)</sup> |  | 2211 | 2166835 |
|  Wells Fargo Credit Risk Transfer Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-WF1, Class 1M2<br>9.756% (LIBOR 1 Month + 5.25%), 11/25/2025<sup>(h) (i)</sup> |  | 1454 | 1351311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-WF1, Class 2M2<br>10.006% (LIBOR 1 Month + 5.50%), 11/25/2025<sup>(h) (i)</sup> |  | 729 | 692248 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143542034 |
|  **Non-Agency Fixed Rate – 0.4%** |  |  |  |
|  Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A15<br>5.75%, 08/25/2036 |  | 1998 | 1140688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A16<br>5.75%, 08/25/2036 |  | 382 | 218092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A6<br>6.25%, 09/25/2036 |  | 193 | 108189 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A8<br>6.25%, 09/25/2036 | U.S.$| 731 | $408833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-42, Class 1A6<br>6.00%, 01/25/2047 |  | 851 | 516630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-HY12, Class A5<br>3.564%, 08/25/2036 |  | 2108 | 1795854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A10<br>5.50%, 02/25/2036 |  | 703 | 508296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J5, Class 1A1<br>6.50%, 09/25/2036 |  | 644 | 371592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15CB, Class A19<br>5.75%, 07/25/2037 |  | 368 | 231739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-16CB, Class 1A7<br>6.00%, 08/25/2037 |  | 367 | 284203 |
|  Bear Stearns ARM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class 1A1<br>3.253%, 05/25/2047 |  | 332 | 293591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-4, Class 22A1<br>3.696%, 06/25/2047 |  | 1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204973 |
|  ChaseFlex Trust <br>Series 2007-1, Class 1A3 <br>6.50%, 02/25/2037 |  | 474 | 186154 |
|  CHL Mortgage Pass-Through Trust <br>Series 2007-HY4, Class 1A1 <br>3.632%, 09/25/2047 |  | 368 | 320218 |
|  Citigroup Mortgage Loan Trust <br>Series 2007-AR4, Class 1A1A <br>3.652%, 03/25/2037 |  | 219 | 191466 |
|  CitiMortgage Alternative Loan Trust <br>Series 2007-A3, Class 1A4 <br>5.75%, 03/25/2037 |  | 576 | 506682 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 781 | 332282 |
|  First Horizon Alternative Mortgage Securities Trust <br>Series 2006-AA3, Class A1 <br>4.442%, 06/25/2036 |  | 294 | 233508 |
|  Residential Accredit Loans, Inc. Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-QA10, Class A31<br>4.412%, 09/25/2035 |  | 1247 | 834009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-QS14, Class 3A1<br>6.00%, 09/25/2035 |  | 785 | 689170 |
|  Residential Asset Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-A8, Class 3A4<br>6.00%, 08/25/2036 |  | 494 | 262047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A1, Class A8<br>6.00%, 03/25/2037 |  | 856 | 306656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A5, Class 2A3<br>6.00%, 05/25/2037 |  | 220 | 127825 |
|  Washington Mutual Mortgage Pass-Through Certificates Trust <br>Series 2006-9, Class A4 <br>5.986%, 10/25/2036 |  | 1580 | 452354 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Wells Fargo Mortgage Backed Securities Trust <br>Series 2007-AR7, Class A1 <br>4.332%, 12/28/2037 | U.S.$| 1256 | $1093622 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12618673 |
|  **Non-Agency Floating Rate – 0.1%** |  |  |  |
|  Alternative Loan Trust <br>Series 2007-7T2, Class A3 <br>5.106% (LIBOR 1 Month + 0.60%), 04/25/2037<sup>(i)</sup> |  | 2090 | 696087 |
|  Countrywide Home Loan Mortgage Pass-Through Trust <br>Series 2007-13, Class A7 <br>5.106% (LIBOR 1 Month + 0.60%), 08/25/2037<sup>(i)</sup> |  | 310 | 127962 |
|  First Horizon Alternative Mortgage Securities Trust <br>Series 2007-FA2, Class 1A10 <br>4.756% (LIBOR 1 Month + 0.25%), 04/25/2037<sup>(i)</sup> |  | 905 | 230294 |
|  Lehman Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 3A1<br>4.756% (LIBOR 1 Month + 0.25%), 02/25/2037<sup>(i)</sup> |  | 2852 | 360485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 3A2<br>2.744% (7.25% - LIBOR 1 Month), 02/25/2037<sup>(i) (o)</sup> |  | 2852 | 259242 |
|  Lehman XS Trust <br>Series 2007-16N, Class 2A2 <br>6.206% (LIBOR 1 Month + 1.70%), 09/25/2047<sup>(i)</sup> |  | 377 | 317242 |
|  PHH Alternative Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 1A1<br>4.826% (LIBOR 1 Month + 0.32%), 02/25/2037<sup>(i)</sup> |  | 411 | 285912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-2, Class 1A3<br>5.166% (LIBOR 1 Month + 0.66%), 05/25/2037<sup>(i)</sup> |  | 244 | 222191 |
|  |  |  | 2499415 |
|  Total Collateralized Mortgage Obligations <br>(cost $160,532,462) |  |  | 158660122 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 3.2%** |  |  |  |
|  **CLO - Floating Rate – 3.2%** |  |  |  |
|  Ares XXXIV CLO Ltd. <br>Series 2015-2A, Class CR <br>6.792% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(a) (i)</sup> |  | 11494 | 10951154 |
|  Ballyrock CLO 15 Ltd. <br>Series 2021-1A, Class D <br>11.012% (LIBOR 3 Month + 6.22%), 04/15/2034<sup>(a) (i)</sup> |  | 2000 | 1831968 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Bristol Park CLO Ltd. <br>Series 2016-1A, Class DR <br>7.742% (LIBOR 3 Month + 2.95%), 04/15/2029<sup>(a) (i)</sup> | U.S.$| 5000 | $4699665 |
|  Dryden 49 Senior Loan Fund <br>Series 2017-49A, Class E <br>11.095% (LIBOR 3 Month + 6.30%), 07/18/2030<sup>(a) (i)</sup> |  | 2424 | 2120163 |
|  Dryden 57 CLO Ltd. <br>Series 2018-57A, Class E <br>9.806% (LIBOR 3 Month + 5.20%), 05/15/2031<sup>(a) (i)</sup> |  | 1741 | 1452323 |
|  Dryden 78 CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-78A, Class C<br>6.742% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(a) (i)</sup> |  | 2270 | 2169587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-78A, Class D<br>7.792% (LIBOR 3 Month + 3.00%), 04/17/2033<sup>(a) (i)</sup> |  | 11286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10605763 |
|  Dryden 98 CLO Ltd. <br>Series 2022-98A, Class E <br>11.039% (SOFR + 6.40%), 04/20/2035<sup>(a) (i)</sup> |  | 4009 | 3487834 |
|  Elevation CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-11A, Class C<br>6.992% (LIBOR 3 Month + 2.20%), 04/15/2033<sup>(a) (i)</sup> |  | 3505 | 3272539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-11A, Class D1<br>8.642% (LIBOR 3 Month + 3.85%), 04/15/2033<sup>(a) (i)</sup> |  | 5438 | 4996076 |
|  Elmwood CLO VII Ltd. <br>Series 2020-4A, Class E <br>11.892% (LIBOR 3 Month + 7.10%), 01/17/2034<sup>(a) (i)</sup> |  | 2122 | 2019199 |
|  Elmwood CLO VIII Ltd. <br>Series 2021-1A, Class E1 <br>10.808% (LIBOR 3 Month + 6.00%), 01/20/2034<sup>(a) (i)</sup> |  | 1786 | 1612412 |
|  Elmwood CLO IX Ltd. <br>Series 2021-2A, Class E <br>10.758% (LIBOR 3 Month + 5.95%), 07/20/2034<sup>(a) (i)</sup> |  | 800 | 726978 |
|  Elmwood CLO XII Ltd. <br>Series 2021-5A, Class E <br>11.158% (LIBOR 3 Month + 6.35%), 01/20/2035<sup>(a) (i)</sup> |  | 3650 | 3346229 |
|  Flatiron CLO 21 Ltd. <br>Series 2021-1A, Class E <br>10.798% (LIBOR 3 Month + 6.00%), 07/19/2034<sup>(a) (i)</sup> |  | 350 | 312579 |
|  LCM 28 Ltd. <br>Series 28A, Class D <br>7.758% (LIBOR 3 Month + 2.95%), 10/20/2030<sup>(a) (i)</sup> |  | 500 | 416311 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Madison Park Funding LI Ltd. <br>Series 2021-51A, Class E <br>11.068% (LIBOR 3 Month + 6.27%), 07/19/2034<sup>(a) (i)</sup> | U.S.$| 1600 | $1449941 |
|  OCP CLO Ltd. <br>Series 2021-21A, Class E <br>11.088% (LIBOR 3 Month + 6.28%), 07/20/2034<sup>(a) (i)</sup> |  | 2250 | 2022845 |
|  Octagon Investment Partners 29 Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class CR<br>6.766% (LIBOR 3 Month + 1.95%), 01/24/2033<sup>(a) (i)</sup> |  | 8719 | 8269709 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class DR<br>7.916% (LIBOR 3 Month + 3.10%), 01/24/2033<sup>(a) (i)</sup> |  | 7987 | 7323796 |
|  OZLM XXII Ltd. <br>Series 2018-22A, Class D <br>10.092% (LIBOR 3 Month + 5.30%), 01/17/2031<sup>(a) (i)</sup> |  | 968 | 773903 |
|  Palmer Square CLO Ltd. <br>Series 2021-1A, Class D <br>10.808% (LIBOR 3 Month + 6.00%), 04/20/2034<sup>(a) (i)</sup> |  | 6063 | 5417111 |
|  Rad CLO 4 Ltd. <br>Series 2019-4A, Class E <br>11.568% (LIBOR 3 Month + 6.75%), 04/25/2032<sup>(a) (i)</sup> |  | 3086 | 2821882 |
|  Rad CLO 7 Ltd. <br>Series 2020-7A, Class C <br>6.792% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(a) (i)</sup> |  | 2940 | 2827192 |
|  Rad CLO 10 Ltd. <br>Series 2021-10A, Class E <br>10.665% (LIBOR 3 Month + 5.85%), 04/23/2034<sup>(a) (i)</sup> |  | 3793 | 3397752 |
|  Rad CLO 11 Ltd. <br>Series 2021-11A, Class E <br>11.042% (LIBOR 3 Month + 6.25%), 04/15/2034<sup>(a) (i)</sup> |  | 1545 | 1402014 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class E <br>11.519% (SOFR + 6.88%), 04/20/2035<sup>(a) (i)</sup> |  | 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315303 |
|  Rockford Tower CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class ER<br>11.128% (LIBOR 3 Month + 6.32%), 04/20/2034<sup>(a) (i)</sup> |  | 2000 | 1675556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class E<br>11.208% (LIBOR 3 Month + 6.40%), 07/20/2034<sup>(a) (i)</sup> |  | 1100 | 930655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class E<br>11.528% (LIBOR 3 Month + 6.72%), 10/20/2034<sup>(a) (i)</sup> |  | 4738 | 4115418 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Sixth Street CLO XX Ltd. <br>Series 2021-20A, Class E <br>10.958% (LIBOR 3 Month + 6.15%), 10/20/2034<sup>(a) (i)</sup> | U.S.$| 3021 | $2762403 |
|  Trimaran Cavu Ltd. <br>Series 2019-1A, Class E <br>11.848% (LIBOR 3 Month + 7.04%), 07/20/2032<sup>(a) (i)</sup> |  | 2469 | 2238542 |
|  Total Collateralized Loan Obligations <br>(cost $111,264,543) |  |  | 102764802 |
|  **EMERGING MARKETS - SOVEREIGNS – 2.8%** |  |  |  |
|  **Angola – 0.4%** |  |  |  |
|  Angolan Government International Bond<br>8.00%, 11/26/2029<sup>(a)</sup> |  | 6204 | 5754210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.125%, 11/26/2049<sup>(a)</sup> |  | 286 | 250250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/12/2025<sup>(a)</sup> |  | 5861 | 6117419 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12121879 |
|  **Argentina – 0.2%** |  |  |  |
|  Argentine Republic Government International Bond<br>0.50%, 07/09/2030 |  | 3546 | 1255251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/09/2029 |  | 2895 | 987334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/09/2035 |  | 2555 | 786934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/09/2041 |  | 991 | 336496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/09/2038 |  | 4145 | 1514985 |
|  |  |  | 4881000 |
|  **Bahrain – 0.3%** |  |  |  |
|  Bahrain Government International Bond<br>5.45%, 09/16/2032<sup>(a)</sup> |  | 468 | 423540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/20/2029<sup>(a)</sup> |  | 1973 | 1980399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/12/2028<sup>(a)</sup> |  | 1673 | 1725595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/14/2030<sup>(a)</sup> |  | 571 | 591699 |
|  CBB International Sukuk Programme Co. WLL <br>6.25%, 11/14/2024<sup>(a)</sup> |  | 3791 | 3833648 |
|  |  |  | 8554881 |
|  **Dominican Republic – 0.4%** |  |  |  |
|  Dominican Republic International Bond <br>8.625%, 04/20/2027<sup>(a)</sup> |  | 12151 | 12776017 |
|  **Ecuador – 0.2%** |  |  |  |
|  Ecuador Government International Bond<br>1.50%, 07/31/2040<sup>(a)</sup> |  | 6518 | 2730462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/31/2035<sup>(a)</sup> |  | 4282 | 2078993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/2030<sup>(a)</sup> |  | 3921 | 2601836 |
|  |  |  | 7411291 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Egypt – 0.1%** |  |  |  |
|  Egypt Government International Bond<br>8.70%, 03/01/2049<sup>(a)</sup> | U.S.$| 612 | $431460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 05/29/2050<sup>(a)</sup> |  | 4471 | 3179999 |
|  |  |  | 3611459 |
|  **El Salvador – 0.2%** |  |  |  |
|  El Salvador Government International Bond<br>6.375%, 01/18/2027<sup>(a)</sup> |  | 3407 | 1867036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 01/20/2050<sup>(a)</sup> |  | 2430 | 1119774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 09/21/2034<sup>(a)</sup> |  | 631 | 296570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 02/01/2041<sup>(a)</sup> |  | 1445 | 678518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 07/15/2052<sup>(a)</sup> |  | 2190 | 1141264 |
|  |  |  | 5103162 |
|  **Gabon – 0.1%** |  |  |  |
|  Gabon Government International Bond <br>6.625%, 02/06/2031<sup>(a)</sup> |  | 4626 | 3865023 |
|  **Ivory Coast – 0.3%** |  |  |  |
|  Ivory Coast Government International Bond<br>4.875%, 01/30/2032<sup>(a)</sup> | EUR | 7815 | 6637561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(a)</sup> | U.S.$| 3087 | 2986672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/22/2048<sup>(a)</sup> | EUR | 732 | 573966 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10198199 |
|  **Nigeria – 0.1%** |  |  |  |
|  Nigeria Government International Bond<br>7.143%, 02/23/2030<sup>(a)</sup> | U.S.$| 500 | 380000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 11/28/2047<sup>(a)</sup> |  | 1784 | 1166290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.696%, 02/23/2038<sup>(a)</sup> |  | 671 | 462067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/16/2032<sup>(a)</sup> |  | 1321 | 997355 |
|  |  |  | 3005712 |
|  **Oman – 0.1%** |  |  |  |
|  Oman Government International Bond<br>4.875%, 02/01/2025<sup>(a)</sup> |  | 415 | 410020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/25/2031<sup>(a)</sup> |  | 1630 | 1684809 |
|  |  |  | 2094829 |
|  **Senegal – 0.2%** |  |  |  |
|  Senegal Government International Bond<br>6.25%, 05/23/2033<sup>(a)</sup> |  | 5674 | 4908010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/13/2048<sup>(a)</sup> |  | 3641 | 2721647 |
|  |  |  | 7629657 |
|  **Ukraine – 0.1%** |  |  |  |
|  Ukraine Government International Bond<br>7.253%, 03/15/2035<sup>(a)</sup> |  | 3980 | 775602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 09/25/2034<sup>(a)</sup> |  | 3486 | 688485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/2025<sup>(a)</sup> |  | 5795 | 1323071 |
|  |  |  | 2787158 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Venezuela – 0.1%** |  |  |  |
|  Venezuela Government International Bond<br>7.65%, 04/21/2025<sup>(a) (c) (l)</sup> | U.S.$| 6636 | $530880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 05/07/2023<sup>(a) (c) (l)</sup> |  | 538 | 43040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 09/15/2027<sup>(c) (l)</sup> |  | 34020 | 2721600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 05/07/2028<sup>(a) (c) (l)</sup> |  | 1500 | 120000 |
|  |  |  | 3415520 |
|  Total Emerging Markets - Sovereigns <br>(cost $135,450,128) |  |  | 87455787 |
|  **GOVERNMENTS - TREASURIES – 2.6%** |  |  |  |
|  **United States – 2.6%** |  |  |  |
|  U.S. Treasury Bonds <br>6.125%, 11/15/2027<sup>(p)</sup> |  | 27763 | 30660653 |
|  U.S. Treasury Notes<br>2.375%, 05/15/2029<sup>(b) (p)</sup> |  | 33942 | 31566246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/15/2028<sup>(p) (q)</sup> |  | 20054 | 19502320 |
|  Total Governments - Treasuries <br>(cost $86,808,746) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81729219 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 1.3%** |  |  |  |
|  **Consumer Staples – 0.4%** |  |  |  |
|  **Household Products – 0.4%** |  |  |  |
|  Southeastern Grocers, Inc.<sup>(c) (d) (e)</sup> |  | 508189 | 11688347 |
|  **Consumer Discretionary – 0.3%** |  |  |  |
|  **Diversified Consumer Services – 0.0%** |  |  |  |
|  AG Tracker<sup>(c) (d) (e)</sup> |  | 399741 | 0 |
|  Carlson Travel, Inc.<sup>(c) (e)</sup> |  | 104524 | 796996 |
|  Monitronics International, Inc.<sup>(c)</sup> |  | 129032 | 19355 |
|  |  |  | 816351 |
|  **Hotels, Restaurants & Leisure – 0.0%** |  |  |  |
|  Caesars Entertainment, Inc.<sup>(c)</sup> |  | 4628 | 240934 |
|  **Internet & Direct Marketing Retail – 0.0%** |  |  |  |
|  GOLO Mobile, Inc.<sup>(c) (d) (e)</sup> |  | 168790 | 0 |
|  **Leisure Products – 0.0%** |  |  |  |
|  New Cotai LLC/New Cotai Capital Corp.<sup>(c) (d) (e)</sup> |  | 14 | 0 |
|  **Multiline Retail – 0.3%** |  |  |  |
|  ATD New Holdings, Inc.<sup>(c) (e)</sup> |  | 161762 | 9899834 |
|  K201640219 South Africa Ltd. A Shares<sup>(c) (d) (e)</sup> |  | 64873855 | 65 |
|  K201640219 South Africa Ltd. B Shares<sup>(c) (d) (e)</sup> |  | 10275684 | 10 |
|  |  |  | 9899909 |
|  |  |  | 10957194 |

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------

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| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Energy – 0.3%** |  |  |
|  **Energy Equipment & Services – 0.1%** |  |  |
|  BIS Industries Holdings Ltd.<sup>(c) (d) (e)</sup> | 5004988 | $5 |
|  CHC Group LLC<sup>(c)</sup> | 104383 | 157 |
|  Diamond Offshore Drilling, Inc.<sup>(a) (c)</sup> | 148609 | 1703059 |
|  Vantage Drilling International<sup>(c)</sup> | 34001 | 476014 |
|  |  | 2179235 |
|  **Oil, Gas & Consumable Fuels – 0.2%** |  |  |
|  Battalion Oil Corp.<sup>(c)</sup> | 135 | 1393 |
|  Berry Corp. | 211000 | 1941200 |
|  Civitas Resources, Inc. | 24592 | 1636598 |
|  Denbury, Inc.<sup>(c)</sup> | 33050 | 2868079 |
|  Golden Energy Offshore Services AS^ <sup>(c)</sup> | 3360247 | 521798 |
|  SandRidge Energy, Inc.<sup>(c)</sup> | 1446 | 22861 |
|  |  | 6991929 |
|  |  | 9171164 |
|  **Communication Services – 0.1%** |  |  |
|  **Diversified Telecommunication Services – 0.1%** |  |  |
|  Intelsat Jackson Holdings SA<sup>(c) (d) (e)</sup> | 18378 | 0 |
|  Intelsat SA/Luxembourg<sup>(c) (e)</sup> | 87751 | 2010990 |
|  |  | 2010990 |
|  **Media – 0.0%** |  |  |
|  iHeartMedia, Inc. - Class A<sup>(c)</sup> | 164799 | 1277192 |
|  |  | 3288182 |
|  **Financials – 0.1%** |  |  |
|  **Insurance – 0.1%** |  |  |
|  Mt Logan Re Ltd. (Special Investment)<sup>(c) (d) (e)</sup> | 2575 | 2184711 |
|  **Industrials – 0.1%** |  |  |
|  **Construction & Engineering – 0.0%** |  |  |
|  WillScot Mobile Mini Holdings Corp.<sup>(c)</sup> | 10569 | 512174 |
|  **Electrical Equipment – 0.1%** |  |  |
|  Exide Corp.<sup>(c) (d) (e)</sup> | 4045 | 1415750 |
|  |  | 1927924 |
|  **Information Technology – 0.0%** |  |  |
|  **IT Services – 0.0%** |  |  |
|  Paysafe Ltd.<sup>(c)</sup> | 46898 | 986734 |
|  **Health Care – 0.0%** |  |  |
|  **Pharmaceuticals – 0.0%** |  |  |
|  Mallinckrodt PLC<sup>(c)</sup> | 22361 | 167707 |
|  Total Common Stocks <br>(cost $96,375,376) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40371963 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGNS – 0.8%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.8%** |  |  |  |
|  **Kazakhstan – 0.1%** |  |  |  |
|  KazMunayGas National Co. JSC <br>5.375%, 04/24/2030<sup>(a)</sup> | U.S.$| 1752 | $1616220 |
|  **Mexico – 0.5%** |  |  |  |
|  Comision Federal de Electricidad <br>4.688%, 05/15/2029<sup>(a)</sup> |  | 2363 | 2168496 |
|  Petroleos Mexicanos<br>5.95%, 01/28/2031 |  | 3818 | 3048291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 01/23/2027 |  | 1276 | 1193634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/23/2029 |  | 1268 | 1145067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/16/2032 |  | 3899 | 3226422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/2047 |  | 6363 | 4398424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.69%, 01/23/2050 |  | 2298 | 1716032 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16896366 |
|  **Panama – 0.0%** |  |  |  |
|  Aeropuerto Internacional de Tocumen SA<br>4.00%, 08/11/2041<sup>(a)</sup> |  | 394 | 326478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 08/11/2061<sup>(a)</sup> |  | 223 | 180881 |
|  |  |  | 507359 |
|  **South Africa – 0.2%** |  |  |  |
|  Eskom Holdings SOC Ltd. <br>7.125%, 02/11/2025<sup>(a)</sup> |  | 1951 | 1861742 |
|  Transnet SOC Ltd. <br>8.25%, 02/06/2028<sup>(a)</sup> |  | 4300 | 4316125 |
|  |  |  | 6177867 |
|  **Trinidad & Tobago – 0.0%** |  |  |  |
|  Trinidad Generation UnLtd. <br>5.25%, 11/04/2027<sup>(a)</sup> |  | 202 | 194779 |
|  **Venezuela – 0.0%** |  |  |  |
|  Petroleos de Venezuela SA <br>6.00%, 11/15/2026<sup>(a) (c) (l)</sup> |  | 5000 | 225000 |
|  Total Quasi-Sovereigns <br>(cost $28,793,420) |  |  | 25617591 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.4%** |  |  |  |
|  **United States – 0.4%** |  |  |  |
|  State of California<br>Series 2010<br>7.60%, 11/01/2040 |  | 1200 | 1626665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2040 |  | 1250 | 1656091 |
|  State of Illinois<br>Series 2010<br>7.35%, 07/01/2035 |  | 3826 | 4123483 |
|  Wisconsin Public Finance Authority <br>(Catholic Bishop of Chicago (The))<br>Series 2021<br>5.75%, 07/25/2041<sup>(a)</sup> |  | 7240 | 6681006 |
|  Total Local Governments - US Municipal Bonds <br>(cost $13,557,178) |  |  | 14087245 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.4%**  |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.3%** |  |  |  |
|  Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-CR3, Class F<br>4.75%, 10/15/2045<sup>(a)</sup> | U.S.$| 1000 | $343653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR15, Class XA<br>0.617%, 02/10/2047<sup>(r)</sup> |  | 6077 | 27310 |
|  GS Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-GC5, Class C<br>5.154%, 08/10/2044<sup>(a)</sup> |  | 7937 | 5757168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC13, Class D<br>4.079%, 07/10/2046<sup>(a)</sup> |  | 1500 | 649922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC18, Class D<br>5.055%, 01/10/2047<sup>(a)</sup> |  | 904 | 339140 |
|  WF-RBS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-C4, Class D<br>4.845%, 06/15/2044<sup>(a)</sup> |  | 2576 | 2320782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C20, Class D<br>3.986%, 05/15/2047<sup>(a)</sup> |  | 3701 | 1319339 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10757314 |
|  **Non-Agency Floating Rate CMBS – 0.1%** |  |  |  |
|  Morgan Stanley Capital I Trust <br>Series 2019-BPR, Class E <br>9.459% (LIBOR 1 Month + 5.00%), 05/15/2036<sup>(a) (i)</sup> |  | 1702 | 1394895 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $17,296,889) |  |  | 12152209 |
|  **INFLATION-LINKED SECURITIES – 0.4%** |  |  |  |
|  **Colombia – 0.4%** |  |  |  |
|  Fideicomiso PA Concesion Ruta al Mar <br>6.75%, 02/15/2044<sup>(a)</sup> | COP | 14562910 | 1779013 |
|  Fideicomiso PA Costera <br>6.25%, 01/15/2034<sup>(a)</sup> |  | 7580000 | 1511269 |
|  Fideicomiso PA Pacifico Tres <br>7.00%, 01/15/2035 <sup>(h)</sup> |  | 36247335 | 8287399 |
|  Total Inflation-Linked Securities <br>(cost $18,028,408) |  |  | 11577681 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.3%** |  |  |  |
|  **Industrial – 0.3%** |  |  |  |
|  **Energy – 0.1%** |  |  |  |
|  Gulfport Energy Corp. <br>10.00%<sup>(c) (e)</sup> |  | 789 | 3629400 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Industrial Conglomerates – 0.2%** |  |  |  |
|  WESCO International, Inc. <br>Series A <br>10.625% |  | 211900 | $5763680 |
|  Total Preferred Stocks <br>(cost $6,361,031) |  |  | 9393080 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **ASSET-BACKED SECURITIES – 0.1%** |  |  |  |
|  **Other ABS - Fixed Rate – 0.1%** |  |  |  |
|  Consumer Loan Underlying Bond Certificate Issuer Trust I |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-7, Class PT<br>2.694%, 06/15/2043<sup>(h)</sup> | U.S.$| 51 | 45860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-24, Class PT<br>10.897%, 08/15/2044<sup>(h)</sup> |  | 235 | 228072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-36, Class PT<br>12.563%, 10/17/2044<sup>(h)</sup> |  | 457 | 445935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-43, Class PT<br>(9.569)%, 11/15/2044<sup>(h)</sup> |  | 6 | 5996 |
|  Consumer Loan Underlying Bond Club Certificate Issuer Trust I |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-4, Class PT<br>7.882%, 05/15/2043<sup>(h)</sup> |  | 38 | 35961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-12, Class PT<br>8.225%, 06/15/2043<sup>(h)</sup> |  | 53 | 50463 |
|  Consumer Loan Underlying Bond Credit Trust <br>Series 2018-3, Class PT <br>1.823%, 03/16/2043 <sup>(h)</sup> |  | 9 | 7884 |
|  Pagaya AI Debt Trust <br>Series 2022-6, Class A <br>11.00%, 05/15/2030<sup>(a)</sup> |  | 2530 | 2531341 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351512 |
|  **Autos - Fixed Rate – 0.0%** |  |  |  |
|  Flagship Credit Auto Trust <br>Series 2019-1, Class E <br>5.06%, 06/15/2026<sup>(a)</sup> |  | 791 | 760721 |
|  Total Asset-Backed Securities <br>(cost $4,158,642) |  |  | 4112233 |
|  | **Shares** | **Shares** |  |
|  **RIGHTS – 0.0%** |  |  |  |
|  Vistra Energy Corp., expiring 12/31/2049<sup>(c) (e)</sup> <br>(cost $0) |  | 45881 | 54277 |
|  **WARRANTS – 0.0%** |  |  |  |
|  Encore Automotive Acceptance, expiring 07/05/2031<sup>(c) (d) (e)</sup> |  | 44 | 0 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | | **U.S. $ Value** |
|  Flexpath Capital, Inc., expiring 04/15/2031<sup>(c) (d) (e)</sup> |  | 189795 |  | $0 |
|  Total Warrants <br>(cost $0) |  |  |  | 0 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |  |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.0%** |  |  |  |  |
|  **Netherlands – 0.0%** |  |  |  |  |
|  SNS Bank NV <br>Series E <br>11.25%, 12/31/2049<sup>(c) (d) (e) (k)</sup> <br>(cost $1,373,314) | EUR | 1001 |  | 0 |
|  **SHORT-TERM INVESTMENTS – 1.5%** |  |  |  |  |
|  **Time Deposits – 0.7%** |  |  |  |  |
|  BBH, Grand Cayman<br>2.41%, 02/01/2023 | GBP | 321 |  | 395135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 02/01/2023 | ZAR | 0 | \*\* | 13 |
|  Citibank, London <br>1.13%, 02/01/2023 | EUR | 509 |  | 553200 |
|  Citibank, New York <br>3.68%, 02/01/2023 | U.S.$| 21712 |  | 21711872 |
|  Total Time Deposits <br>(cost $22,660,220) |  |  |  | 22660220 |
|  | **Shares** | **Shares** |  |  |
|  **Investment Companies – 0.6%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.15%<sup>(s) (t) (u)</sup> <br>(cost $18,486,298) |  | 18486298 |  | 18486298 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |  |
|  **U.S. Treasury Bills – 0.2%** |  |  |  |  |
|  U.S. Treasury Bill <br>Zero Coupon, 05/25/2023 <br>(cost $8,002,035) | U.S.$| 8117 |  | 7999869 |
|  Total Short-Term Investments <br>(cost $49,148,553) |  |  |  | 49146387 |
|  **Total Investments – 101.2%** <br> (cost $3,669,075,496)<sup>(v)</sup> |  |  |  | 3196230391 |
|  Other assets less liabilities – (1.2)% |  |  |  | (38688310) |
|  **Net Assets – 100.0%** |  |  |  | $**3157542081** |

---

------

**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. Long Bond (CBT) Futures | 68 | March 2023 | $8831500 | $163187 |
| U.S. T-Note 5 Yr (CBT) Futures | 2452 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267861845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986361 |
| U.S. T-Note 10 Yr (CBT) Futures | 154 | March 2023 | 17635406 | 268297 |
| U.S. Ultra Bond (CBT) Futures | 157 | March 2023 | 22254750 | 723844 |
|  |  |  |  | $4141689 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | EUR | 2000 |  | USD | 2149 |  | 02/27/2023 | $(29052) |
| Bank of America, NA | USD | 8821 |  | EUR | 8097 |  | 02/27/2023 | (4995) |
| Bank of America, NA | COP | 65115083 |  | USD | 13515 |  | 03/17/2023 | (315134) |
| Bank of America, NA | GBP | 16250 |  | USD | 19820 |  | 03/24/2023 | (235977) |
| Brown Brothers Harriman & Co. | EUR | 0 | \*\*\* | USD | 0 | \*\*\* | 02/02/2023 | (1) |
| Brown Brothers Harriman & Co. | EUR | 2108 |  | USD | 2253 |  | 02/27/2023 | (42872) |
| Brown Brothers Harriman & Co. | USD | 3335 |  | EUR | 3159 |  | 02/27/2023 | 104360 |
| Citibank, NA | EUR | 3388 |  | USD | 3670 |  | 02/27/2023 | (19305) |
| JPMorgan Chase Bank, NA | EUR | 3933 |  | USD | 4147 |  | 02/27/2023 | (135869) |
| Morgan Stanley Capital Services LLC | USD | 3693 |  | EUR | 3457 |  | 02/27/2023 | 70529 |
| Royal Bank of Scotland PLC | EUR | 4738 |  | USD | 5100 |  | 02/27/2023 | (58860) |
| UBS AG | EUR | 152588 |  | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161074 |  | 02/27/2023 | (5065683) |
|  |  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5732859) |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<br>Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **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)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;4.29% | USD | 65 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177201 | $(1722293) | $3899494 |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Europe Crossover Series 38, 5 Year Index, 12/20/2027\* | 5.00 | Quarterly | 4.15 | EUR | 28 | 1221757 | (1884853) | 3106610 |
|  |  |  |  |  |  | $3398958 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3607146) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7006104 |

---

*\** *Termination date* 

------

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **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)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| Citigroup Global Markets, Inc. |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 1018 | $(375516) | $(477435) | $101919 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2320 | (565965) | (799100) | 233135 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2297 | (560340) | (274585) | (285755) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 3787 | (923641) | (443623) | (480018) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5410 | (1319530) | (631382) | (688148) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 9715 | (2369602) | (1143993) | (1225609) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 24742 | (6034897) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2726586) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3308311) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 374 | (137753) | (51385) | (86368) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 935 | (344509) | (128510) | (215999) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1869 | (689546) | (250333) | (439213) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 153 | (37265) | (17709) | (19556) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1140595) | (538522) | (602073) |
| Deutsche Bank AG |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1481 | (357759) | (161211) | (196548) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **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)** |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00% | Quarterly | 1.38% | USD | 1300 | $48474 | $14805 | $33669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.38 | USD | 1440 | 53694 | 25662 | 28032 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 204 | (75103) | (95362) | 20259 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 204 | (75103) | (95362) | 20259 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 347 | (84639) | (87498) | 2859 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 347 | (84697) | (72933) | (11764) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 694 | (169395) | (150702) | (18693) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 694 | (169395) | (150702) | (18693) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 886 | (216200) | (105515) | (110685) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 16553 | (4037648) | (2220283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1817365) |
| JPMorgan Securities, LLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 3922 | (956531) | (464457) | (492074) |
| Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC | Morgan Stanley & Co. International PLC |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 3759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1385611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1901489) | 515878 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1262 | (465489) | (545937) | 80448 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1262 | (465489) | (504495) | 39006 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 407 | (150206) | (186664) | 36458 |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **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)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 1262 | $(465489) | $(501544) | $36055 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1262 | (465489) | (498594) | 33105 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1262 | (465489) | (495644) | 30155 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 690 | (254292) | (283425) | 29133 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1380 | (508837) | (480250) | (28587) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1735 | (423486) | (445565) | 22079 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1735 | (423197) | (413186) | (10011) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26096535) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17303514) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8793021) |

---

*\** *Termination date* 

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Receive Total Return on Reference Obligation** |  |  |  |  |  |  |
|  Goldman Sachs International Markit iBoxx EUR Contingent Convertible Liquid Developed Market AT1 | EURIBOR | Maturity | EUR | 27955 | 03/20/2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838515 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | **Interest<br>Rate** | **Maturity** | **U.S. $Value at<br>January 31,**<br> **2023** |
| Barclays Capital, Inc. | USD | 1724 | (7.00) |)%\* | 02/03/2023 | $1717604 |
| Barclays Capital, Inc. | USD | 10479 | (1.00) |)%\* | 02/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10473318 |
| Barclays Capital, Inc.† | USD | 845 | 0.25 | % |  | 850667 |
| Barclays Capital, Inc.† | USD | 739 | 0.50 | % |  | 744244 |
| Barclays Capital, Inc.† | USD | 2575 | 3.50 | % |  | 2588551 |
| Credit Suisse Securities (USA) LLC | USD | 1008 | (0.50) |)%\* | 02/03/2023 | 1006544 |
| Credit Suisse Securities (USA) LLC | EUR | 6270 | 1.50 | % | 02/07/2023 | 6817989 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | | **Maturity** | **U.S. $Value at<br>January 31,**<br> **2023** |
| Credit Suisse Securities (USA) LLC | USD | 5240 | 2.00 | % | 02/03/2023 | $5245427 |
| Credit Suisse Securities (USA) LLC | USD | 1984 | 2.25 | % | 02/03/2023 | 1995462 |
| Credit Suisse Securities (USA) LLC | USD | 2009 | 3.00 | % | 02/03/2023 | 2009937 |
| Credit Suisse Securities (USA) LLC† | EUR | 1944 | (1.35) |)%\* |  | 2112944 |
| Credit Suisse Securities (USA) LLC† | EUR | 3933 | 0.25 | % |  | 4275939 |
| Credit Suisse Securities (USA) LLC† | EUR | 4630 | 1.50 | % |  | 5044981 |
| HSBC Securities (USA), Inc.† | USD | 11488 | 4.40 | % |  | 11584207 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56467814 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on January 31, 2023.* 

*\** *Interest payment due from counterparty.* 

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than<br>90 Days** | **Total** |
| Corporates - Non-Investment Grade | $15617326 | $22025392 | $0 | $0 | $37642718 |
| Corporates - Investment Grade | 0 | 5245427 | 0 | 0 | 5245427 |
| Emerging Markets - Corporate Bonds | 0 | 1995462 | 0 | 0 | 1995462 |
| Governments - Treasuries | 11584207 | 0 | 0 | 0 | 11584207 |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27201533 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29266281 | $&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;56467814 |

---

---

| | |
|:---|:---|
| *^* | *Deemed an affiliated company as defined by the Investment Company Act of 1940 since the Fund owns 5% or more of the outstanding voting securities.*  |

---

*\*\** *Principal amount less than 500.* 

*\*\*\** *Contract amount less than 500.* 

*(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, 2023, the aggregate market value of these securities amounted to $2,131,518,592 or 67.5% of net assets.* 

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

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

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

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

*(f)* *Defaulted matured security.* 

*(g)* *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, 2023.* 

*(h)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.46% of net assets as of January 31, 2023, 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** | **Percentage<br>of<br>Net Assets** |
|  *BBFI Liquidating Trust <br>0.00%, 12/30/2099* | *02/04/2013 – 11/12/2019* | $*1856123* | | $*1330344* | | *0.04 %* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2018-7, Class PT <br>2.694%, 06/15/2043* | *04/25/2018 – 06/01/2020* | *50621* | | *45860* | | *0.00 %* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-24, Class PT <br>10.897%, 08/15/2044* | *06/27/2019* | *229620* | | *228072* | | *0.01 %* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-36, Class PT <br>12.563%, 10/17/2044* | *09/04/2019* | *455448* | | *445935* | | *0.01 %* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-43, Class PT <br>(9.569)%, 11/15/2044* | *10/09/2019* | *6368* | | *5996* | | *0.00 %* |
|  *Consumer Loan Underlying Bond Club Certificate Issuer Trust I <br>Series 2018-4, Class PT <br>7.882%, 05/15/2043* | *10/09/2019* | *38414* | | *35961* | | *0.00 %* |
|  *Consumer Loan Underlying Bond Club Certificate Issuer Trust I <br>Series 2018-12, Class PT <br>8.225%, 06/15/2043* | *06/26/2018* | *53327* | | *50463* | | *0.00 %* |
|  *Consumer Loan Underlying Bond Credit Trust <br>Series 2018-3, Class PT <br>1.823%, 03/16/2043* | *03/07/2018* | *8658* | | *7884* | | *0.00 %* |
|  *Digicel Group Holdings Ltd. <br>7.00%, 02/16/2023* | *11/28/2016 – 04/01/2021* | *742886* | | *55354* | | *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* | *10758745* | | *8287399* | | *0.26 %* |
|  *Intelsat Jackson Holdings SA <br>9.75%, 07/15/2025* | *06/21/2017 – 11/20/2017* | *0* | | *0* | | *0.00 %* |
|  *JPMorgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>10.006%, 10/25/2025* | *09/18/2015 – 01/31/2027* | *2211258* | | *2166835* | | *0.07 %* |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018* | *05/15/2013 – 02/19/2015* | *12955188* | | *0* | | *0.00 %* |
|  *Tonon Luxembourg SA <br>6.50%, 10/31/2024* | *05/03/2019 – 10/31/2020* | *4733143* | | *244* | | *0.00 %* |
|  *VTR Finance NV <br>6.375%, 07/15/2028* | *06/24/2020* | *632000* | | *261256* | | *0.01 %* |
|  *Virgolino de Oliveira Finance SA <br>0.0%, 01/13/2020* | *06/09/2014* | *2486550* | | *250* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* | *10/19/2012 – 02/27/2014* | *8550341* | | *1367* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>11.75%, 02/09/2022* | *07/26/2012 – 02/05/2014* | *11383331* | | *1361* | | *0.00 %* |
|  *Wells Fargo Credit Risk Transfer Securities Trust<br>Series 2015-WF1, Class 1M2 <br>9.756%, 11/25/2025* | *09/06/2016* | *1453947* | | *1351311* | | *0.04 %* |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | **Percentage<br>of<br>Net Assets** | **Percentage<br>of<br>Net Assets** |
|  *Wells Fargo Credit Risk Transfer Securities Trust<br>Series 2015-WF1, Class 2M2 <br>10.006%, 11/25/2025* | *09/28/2015 – 02/26/2018* | $*728536* | | $*692248* | | *0.02 %* |

---

*(i)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

*(j)* *Convertible security.* 

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

*(l)* *Defaulted.* 

*(m)* *The stated coupon rate represents the greater of the LIBOR or an alternate base rate such as the PRIME/SOFR or the LIBOR/PRIME/SOFR floor rate plus spread at January 31, 2023.* 

*(n)* *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 London-Interbank Offered Rate ("LIBOR") plus a premium which was determined at the time of purchase.* 

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

*(p)* *Position, or a portion thereof, has been segregated to collateralize OTC derivatives outstanding.* 

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

*(r)* *IO - Interest Only.* 

*(s)* *Affiliated investments.* 

*(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, or call AB at (800) 227-4618.* 

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

*(v)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $73,086,308 and gross unrealized depreciation of investments was $(547,470,985), resulting in net unrealized depreciation of $(474,384,677).* 

*Currency Abbreviations:* 

*COP – Colombian Peso* 

*EUR – Euro* 

*GBP – Great British Pound* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*CBT – Chicago Board of Trade* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*EURIBOR – Euro Interbank Offered Rate* 

*LIBOR – London Interbank Offered Rate* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

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

**January 31, 2023 (unaudited)** 

69.1 % United States

5.2 % United Kingdom

2.1 % Luxembourg

2.0 % Canada

1.8 % Brazil

1.3 % France

1.3 % Italy

1.3 % Germany

1.2 % Spain

0.8 % Mexico

0.8 % Hong Kong

0.7 % Colombia

0.7 % Switzerland

10.2 % Other

1.5 % 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, Bahrain, Belgium, Bermuda, Chile, China, Czech Republic, Denmark, Dominican Republic, Ecuador, Egypt, El Salvador, Finland, Gabon, Ghana, Guatemala, India, Indonesia, Ireland, Israel, Ivory Coast, Jamaica, Jersey (Channel Islands), Kazakhstan, Macau, Morocco, Netherlands, Nigeria, Norway, Oman, Panama, Peru, Senegal, South Africa, South Korea, Sweden, Trinidad & Tobago, Turkey, Ukraine, United Republic of Tanzania, Venezuela and Zambia. 

------

**AB High Income Fund** 

**January 31, 2023 (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, 2023:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| **Assets:** |  |  |  |  |  |
| Corporates - Non-Investment Grade | $-0- | $1780522129 | $903863 | <sup>#</sup> | $1781425992 |
| Corporates - Investment Grade | 2305940 | 425732872 | -0- |  | 428038812 |
| Emerging Markets - Corporate Bonds | -0- | 196948534 | 1333322 | <sup>#</sup> | 198281856 |
| Bank Loans | -0- | 187117998 | 4243137 |  | 191361135 |
| Collateralized Mortgage Obligations | -0- | 158660122 | -0- |  | 158660122 |
| Collateralized Loan Obligations | -0- | 102764802 | -0- |  | 102764802 |
| Emerging Markets - Sovereigns | -0- | 87455787 | -0- |  | 87455787 |
| Governments - Treasuries | -0- | 81729219 | -0- |  | 81729219 |
| Common Stocks | 12375098 | 157 | 27996708 | <sup>#</sup> | 40371963 |
| Quasi-Sovereigns | -0- | 25617591 | -0- |  | 25617591 |
| Local Governments - US Municipal Bonds | -0- | 14087245 | -0- |  | 14087245 |
| Commercial Mortgage-Backed Securities | -0- | 12152209 | -0- |  | 12152209 |
| Inflation-Linked Securities | -0- | 11577681 | -0- |  | 11577681 |
| Preferred Stocks | 5763680 | -0- | 3629400 |  | 9393080 |
| Asset Backed Securities | -0- | 4112233 | -0- |  | 4112233 |
| Rights | -0- | -0- | 54277 |  | 54277 |
| Warrants | -0- | -0- | 0 | <sup>#</sup> | 0 |
| Governments - Sovereign Bonds | -0- | -0- | 0 | <sup>#</sup> | 0 |
| Short-Term Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | -0- | 22660220 | -0- |  | 22660220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 18486298 | -0- | -0- |  | 18486298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills | -0- | 7999869 | -0- |  | 7999869 |
| Total Investments in Securities | 38931016 | 3119138668 | 38160707 |  | 3196230391 |
| **Other Financial Instruments\*:** |  |  |  |  |  |
| **Assets** |  |  |  |  |  |
| Futures | 4141689 | -0- | -0- |  | 4141689 |
| Forward Currency Exchange Contracts | -0- | 174889 | -0- |  | 174889 |
| Centrally Cleared Credit Default Swaps | -0- | 3398958 | -0- |  | 3398958 |
| Credit Default Swaps | -0- | 102168 | -0- |  | 102168 |
| Total Return Swaps | -0- | 1838515 | -0- |  | 1838515 |
| **Liabilities** |  |  |  |  |  |
| Forward Currency Exchange Contracts | -0- | (5907748) | -0- |  | (5907748) |
| Credit Default Swaps | -0- | (26198703) | -0- |  | (26198703) |
| Reverse Repurchase Agreements | (56467814) | -0- | -0- |  | (56467814) |
| **Total** | $**(13395109)** | $**3092546747** | $**38160707** |  | $**3117312345** |

---

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

*\** *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which 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#** | **Emerging Markets -<br>Corporate Bonds#** | **Bank Loans** | **Common Stocks#** |
| **Balance as of 10/31/22** | $**903863** | $**1307709** | $**26419137** | $**12067358** |
| Accrued discounts/(premiums) | - 0 - | 960 | - 0 - | - 0 - |
| Realized gain (loss) | - 0 - | - 0 - | (550595) | 30652 |
| Change in unrealized appreciation/ depreciation | - 0 - | 24653 | 652055 | 1464238 |
| Sales | - 0 - | - 0 - | (7323766) | (30835) |
| Transfers into Level 3 | - 0 - | - 0 - | 4666135 | 14465295 |
| Transfers out of Level 3 | - 0 - | - 0 - | (19619829) | - 0 - |
| **Balance as of 1/31/23** | $**903863** | $**1333322** | $**4243137** | $**27996708** |
| Net change in unrealized appreciation/depreciation from investments held as of 1/31/23 | $- 0 - | $24653 | $(422997) | $1985540 |
|  | **Preferred Stocks** | **Asset-Backed**<br>**Securities** | **Rights** | **Warrants#** |
| **Balance as of 10/31/22** | $**4734000** | $**158281** | $**51616** | $**4585073** |
| Accrued discounts/(premiums) | - 0 - | 2967 | - 0 - | - 0 - |
| Realized gain (loss) | - 0 - | 34420 | - 0 - | (772300) |
| Change in unrealized appreciation/depreciation | (1104600) | (32346) | 2661 | (3812773) |
| Paydowns | - 0 - | (163322) | - 0 - | - 0 - |
| Transfers into Level 3 | - 0 - | - 0 - | - 0 - | - 0 - |
| Transfers out of Level 3 | - 0 - | - 0 - | - 0 - | - 0 - |
| **Balance as of 1/31/23** | $**3629400** | $**- 0 -** | $**54277** | $**- 0 -** |
| Net change in unrealized appreciation/depreciation from investments held as of 1/31/23 | $(1104600) | $- 0 - | $2661 | $- 0 - |
|  | **Governments -<br>Sovereign Bonds#** | **Total** |  |  |
| **Balance as of 10/31/22** | $**- 0 -** | $**50227037** |  |  |
| Accrued discounts/(premiums) | - 0 - | 3927 |  |  |
| Realized gain (loss) | - 0 - | (1257823) |  |  |
| Change in unrealized appreciation/depreciation | - 0 - | (2806112) |  |  |
| Sales/Paydowns | - 0 - | (7517923) |  |  |
| Transfers into Level 3 | - 0 - | 19131430 |  |  |
| Transfers out of Level 3 | - 0 - | (19619829) |  |  |
| **Balance as of 1/31/23** | $**- 0 -** | $**38160707** |  |  |
| Net change in unrealized appreciation/depreciation from investments held as of 1/31/23 | $- 0 - | $485257 |  |  |

---

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

------

The following presents information about significant unobservable inputs related to the Fund's Level 3 investments at January 31, 2023. 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> **1/31/23** | **Valuation Technique** | **Unobservable Input** | **Input** |
| Corporates - Non-Investment Grade | $903863 | Recovery | Discount Rate | 20% |
|  | $-0- | Qualitative Assessment |  | $0.00 |
|  | $903863 |  |  |  |
| Emerging Markets - Corporate Bonds | $1330344 | Recovery | Expected Sale Price | $61.19 |
|  | $1367 | Transaction (Sale) Price | Trade Price | $0.01 |
|  | $1361 | Transaction (Sale) Price | Trade Price | $0.01 |
|  | $250 | Transaction (Sale) Price | Trade Price | $0.01 |
|  | $1333322 |  |  |  |
| Common Stocks | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184711 | NAV Calculation | Catastrophe Claims | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848.54 |
|  |  | Guideline Public Company and |  |  |
|  | $1415750 |  | Volatility | 27% |
|  |  | Optional Value |  |  |
|  | $5 | Qualitative Assessment |  | $0.00 |
|  | $-0- | Qualitative Assessment |  | $0.00 |
|  | $3600466 |  |  |  |
| Governments - Sovereign Bonds | $-0- | Qualitative Assessment |  | $0.00 |

---

*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 Discount Rate, Expected Sale Price, Trade Price, Catastrophe Claims and Volatility in isolation would be expected to result in a significantly higher (lower) fair value measurement.* 

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/22**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Realized**<br> **Gain**<br> **(000)** | **Change in**<br> **Unrealized**<br> **Appr.<br>(Depr.)<br>(000)** | **Market Value**<br> **1/31/23**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market |  |  |  |  |  |  |  |
| Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10097 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257637 | $-0- | $-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18486 | $191 |
| Golden Energy Offshore |  |  |  |  |  |  |  |
| Services AS | 564 | -0- | -0- | -0- | (42) | 522 | -0- |
| Total |  |  |  | $-0- | $(42) | $19008 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |

---

## 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:** 10105

  - **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:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3381334773.23

**Total Liabilities:** $238512858.20

**Net Assets:** $3142821915.03

**Cash Not Reported:** $33622188.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.40000000 | **1-Year:** -144.33000000 | **5-Year:** -1900.99000000 | **10-Year:** -4006.52000000 | **30-Year:** -3898.47000000

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

- **3-Month:** -215732.74000000 | **1-Year:** -229768.51000000 | **5-Year:** -932555.28000000 | **10-Year:** -431022.26000000 | **30-Year:** -425064.12000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000068508 | 3.40%                | -0.62%               | 4.43%                |
| Class ID C000027603 | 3.31%                | -0.52%               | 4.33%                |
| Class ID C000027601 | 3.26%                | -0.46%               | 4.44%                |
| Class ID C000068506 | 3.27%                | -0.44%               | 4.46%                |
| Class ID C000135461 | 3.44%                | -0.59%               | 4.47%                |
| Class ID C000068509 | 3.42%                | -0.44%               | 4.30%                |
| Class ID C000068507 | 3.22%                | -0.50%               | 4.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19451096.17            | $99977521.70                               |
| Month 2  | $-23212918.90            | $-1462720.23                               |
| Month 3  | $-12034867.25            | $121909025.56                              |

**Designated Index Information**

- **Index Name:** 33%JPM EMbig/33%JPM GBIem/33%Blbrg UShy 2% Issuer Cap

- **Index Identifier:** JPEGCOMP,GBI-EM,BBUH2ICTRR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                                                   | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1729000 | PA      | $1449507.15   | 0.05%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13557000 | PA      | $11015776.95  | 0.35%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                                        | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                                     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4418000 | PA      | $3940246.63   | 0.13%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                        | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1113705.35   | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                                                                                         | CUSIP: 28621YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5437900 | PA      | $4996076.06   | 0.16%             | 2033-04-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                  | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6848000 | PA      | $6121785.56   | 0.19%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAB                                                                          | CAB SELAS                                                                                                                                         | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     3859000 | PA      | $3503411.56   | 0.11%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1PDS1  CDX 137BERAF4 03.000 SP 05/11/2063 CREDIT SUISS LONG / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX                          | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      152780 | OU      | $-37265.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                  | CUSIP: G9372JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     9592000 | PA      | $959.20       | 0.00%             | 2023-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $380000.00    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | 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        |    18486297 | NS      | $18486297.42  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1563000 | PA      | $1486480.22   | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1276000 | PA      | $1193634.20   | 0.04%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $342632.21    | 0.01%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      538000 | PA      | $527263.35    | 0.02%             | 2025-06-16      | Fixed         | 5.12%                 | 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        |      494228 | PA      | $262047.26    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA REGD                                                      | CREDIT AGRICOLE SA REGD V/R /PERP/ REG S                                                                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4862000 | PA      | $5021103.99   | 0.16%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                                                       | Berry Petroleum Co LLC                                                                                                                            | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1169424.66   | 0.04%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                                                  | Paysafe Ltd                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       46898 | NS      | $986733.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                         | Neptune Bidco US Inc                                                                                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     7757000 | PA      | $7548915.99   | 0.24%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43                                                                      | CUSIP: 21055AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6368 | PA      | $5995.99      | 0.00%             | 2044-11-15      | Variable      | -9.57%                | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                            | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8327000 | PA      | $7601233.92   | 0.24%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                          | Spectrum Brands Inc                                                                                                                               | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     8864000 | PA      | $7148460.82   | 0.23%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                           | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     2537000 | PA      | $2482253.57   | 0.08%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                             | Armor Holdco Inc                                                                                                                                  | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     8586000 | PA      | $7331733.08   | 0.23%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      346000 | PA      | $350284.27    | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                               | PDC Energy Inc                                                                                                                                    | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     3611000 | PA      | $3591225.95   | 0.11%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                         | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     4015000 | PA      | $3638972.12   | 0.12%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2019-1 Ltd                                                                                                                     | CUSIP: 77342NAE4<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1675556.00   | 0.05%             | 2034-04-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                     | ION Trading Technologies Sarl                                                                                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     2109000 | PA      | $1808877.78   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                     | Indika Energy Capital IV Pte Ltd                                                                                                                  | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |     6367000 | PA      | $6335165.00   | 0.20%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                      | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                                                      | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6621000 | PA      | $6352180.18   | 0.20%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3808000 | PA      | $4686404.92   | 0.15%             | 2023-03-15      | Fixed         | 7.25%                 | 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      | $996481.95    | 0.03%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Golden Energy Offshore Services AS                                           | Golden Energy Offshore Services AS                                                                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGIQ006 | Long             | EC               | CORP              | NO        |     3360247 | NS      | $521798.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                          | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1345148.43   | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                       | Southwestern Energy Co                                                                                                                            | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      153000 | PA      | $160659.79    | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                       | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1699000 | PA      | $1635950.33   | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                            | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     8766000 | PA      | $7115581.26   | 0.23%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                      | KazMunayGas National Co JSC                                                                                                                       | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1752000 | PA      | $1616220.00   | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1784000 | PA      | $1166290.00   | 0.04%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                 | Rockwood Service Corporation Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |      495103 | PA      | $493989.44    | 0.02%             | 2027-01-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-12                                                                      | CUSIP: 21052BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       53188 | PA      | $50463.36     | 0.00%             | 2043-06-15      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                                          | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                                         | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      216752 | PA      | $207919.36    | 0.01%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                              | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     7018402 | PA      | $6489482.94   | 0.21%             | 2027-05-15      | Fixed         | 6.00%                 | 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        |     4253000 | PA      | $3885094.96   | 0.12%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     1481405 | OU      | $-357759.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-2 Ltd                                                                                                                     | CUSIP: 77341MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $930655.00    | 0.03%             | 2034-07-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                  | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4144966 | PA      | $1514985.07   | 0.05%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                  | Embarq Corp                                                                                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8721000 | PA      | $4202650.07   | 0.13%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                     | Cia de Minas Buenaventura SAA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1039000 | PA      | $909125.00    | 0.03%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH LONG / Short: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH SHORT | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1300000 | OU      | $48473.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                              | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4311000 | PA      | $4250457.05   | 0.14%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                        | Trivium Packaging Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      132000 | PA      | $133647.43    | 0.00%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                                             | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      496000 | PA      | $436666.00    | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     5016000 | PA      | $4364212.13   | 0.14%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                    | Arko Corp                                                                                                                                         | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4612000 | PA      | $3652639.48   | 0.12%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                          | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2423774.20   | 0.08%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $439569.41    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | 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      | $991827.68    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                                             | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     3575000 | PA      | $3092375.00   | 0.10%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                        | AG TTMT Escrow Issuer LLC                                                                                                                         | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      897000 | PA      | $925053.15    | 0.03%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                                                                                              | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $10284022.27  | 0.33%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2797000 | PA      | $2375592.57   | 0.08%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                                             | RIMINI BIDCO SPA /EUR/ REGD V/R 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |     6497000 | PA      | $6764467.10   | 0.22%             | 2026-12-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                   | Weibo Corp                                                                                                                                        | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     3744000 | PA      | $3126240.00   | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                                            | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7786000 | PA      | $6819402.51   | 0.22%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      614000 | PA      | $559257.98    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                     | Five Point Operating Co LP / Five Point Capital Corp                                                                                              | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6001000 | PA      | $5402260.43   | 0.17%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                                            | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     4220000 | PA      | $4397601.70   | 0.14%             | 2025-11-16      | Fixed         | 7.78%                 | 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        |      576183 | PA      | $506682.48    | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                          | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     3671000 | PA      | $3309325.48   | 0.11%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1997000 | PA      | $1952609.69   | 0.06%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                      | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $511938.07    | 0.02%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     5006256 | PA      | $4931162.37   | 0.16%             | 2029-02-18      | Floating      | 9.43%                 | 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        |      193363 | PA      | $108188.55    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                                     | Digicel International Finance Ltd/Digicel international Holdings Ltd                                                                              | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1816250 | PA      | $1561180.39   | 0.05%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      418000 | PA      | $410685.00    | 0.01%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    20172000 | PA      | $17347920.00  | 0.55%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     3641000 | PA      | $2721647.50   | 0.09%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3495279.78   | 0.11%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      995000 | PA      | $777701.59    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     5969000 | PA      | $5148145.21   | 0.16%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |      344000 | PA      | $6880.00      | 0.00%             | 2024-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                     | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                              | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4795441 | PA      | $4583434.89   | 0.15%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0JZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5011332 | PA      | $5368606.56   | 0.17%             | 2028-10-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     5018000 | PA      | $4261967.65   | 0.14%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13227547 | PA      | $13911817.12  | 0.44%             | 2029-01-25      | Floating      | 14.76%                | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                      | Acu Petroleo Luxembourg Sarl                                                                                                                      | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2130879 | PA      | $1994102.83   | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     2813000 | PA      | $2652442.09   | 0.08%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                         | Octagon Investment Partners 29 Ltd                                                                                                                | CUSIP: 67591JAQ5<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |     8718696 | PA      | $8269709.31   | 0.26%             | 2033-01-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                                                     | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     4738000 | PA      | $3124943.73   | 0.10%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                            | Renk AG/Frankfurt am Main                                                                                                                         | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |     3359000 | PA      | $3552472.34   | 0.11%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 98 CLO Ltd                                                                                                                                 | CUSIP: 26248CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4009060 | PA      | $3487834.09   | 0.11%             | 2035-04-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1513751.89   | 0.05%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                            | Vibrantz Technologies Inc                                                                                                                         | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    14230000 | PA      | $11015259.29  | 0.35%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                  | INEOS Styrolution Group GmbH                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |     5634000 | PA      | $5277060.02   | 0.17%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                         | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                                              | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     2940000 | PA      | $2542041.60   | 0.08%             | 2029-12-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | REV RC THE BA 7.000% 01/12/25                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |    -1724310 | PA      | $-1724310.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                                     | Advisor Group Holdings Inc                                                                                                                        | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     6141000 | PA      | $6345796.70   | 0.20%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2298000 | PA      | $1716031.50   | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     2379000 | PA      | $1382537.77   | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                                            | US Renal Care Inc                                                                                                                                 | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     1739000 | PA      | $569480.78    | 0.02%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                     | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                       | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4261000 | PA      | $3837314.24   | 0.12%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1033000 | PA      | $989862.75    | 0.03%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                     | Korn Ferry                                                                                                                                        | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2259760.00   | 0.07%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                            | Kapla Holding SAS                                                                                                                                 | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      306000 | PA      | $299022.06    | 0.01%             | 2026-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                     | PUBLIC FIN AUTH WI REVENUE                                                                                                                        | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     7240000 | PA      | $6681005.39   | 0.21%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM General Purchaser LLC                                                                                                                          | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5980000 | PA      | $4574399.92   | 0.15%             | 2028-10-01      | Fixed         | 9.50%                 | 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        |      368080 | PA      | $231739.40    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     4189000 | PA      | $4283937.24   | 0.14%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $104360.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                    | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     5610000 | PA      | $5661471.75   | 0.18%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                          | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2258898.98   | 0.07%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                      | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2920203.08   | 0.09%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10242685 | PA      | $10416841.33  | 0.33%             | 2029-05-25      | Floating      | 14.01%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4006024 | PA      | $4314537.49   | 0.14%             | 2028-08-25      | Floating      | 16.26%                | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1428000 | PA      | $1413271.32   | 0.04%             | 2026-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                              | Mercer International Inc                                                                                                                          | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     2306000 | PA      | $1973122.79   | 0.06%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                       | ESC GCB INTELSAT JACKS                                                                                                                            | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7915000 | PA      | $0.08         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                                               | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     1834000 | PA      | $1554949.60   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                              | iHeartMedia Inc                                                                                                                                   | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      164799 | NS      | $1277192.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELDORADO GOLD CORP                                                           | Eldorado Gold Corp                                                                                                                                | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     4648000 | PA      | $4193367.50   | 0.13%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-HY12                                                                                                                  | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2108205 | PA      | $1795853.49   | 0.06%             | 2036-08-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-58859.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                                      | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp                                                                           | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4781000 | PA      | $4499922.00   | 0.14%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1782000 | PA      | $1729258.50   | 0.06%             | 2028-01-15      | 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        |     7295000 | PA      | $6500392.05   | 0.21%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | Entegris Escrow Corp                                                                                                                              | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4298541.98   | 0.14%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED EUR / SOLD USD                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-4995.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                | CHC Group LLC                                                                                                                                     | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      104383 | NS      | $156.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 49 Senior Loan Fund                                                                                                                        | CUSIP: 26244QAE3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     2423523 | PA      | $2120163.36   | 0.07%             | 2030-07-18      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SLU                                                         | Aedas Homes Opco SLU                                                                                                                              | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              |  | ES        |     8929000 | PA      | $8550892.67   | 0.27%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                                          | CIFI Holdings Group Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              |  | KY        |      200000 | PA      | $61350.00     | 0.00%             | 2028-05-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3391509.83   | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                                               | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1479926.31   | 0.05%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                         | ZF Europe Finance BV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1178980.08   | 0.04%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     5205000 | PA      | $4528818.50   | 0.14%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB Group PLC                                                                                                                                     | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     6233000 | PA      | $6442552.40   | 0.20%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                                         | Wolverine World Wide Inc                                                                                                                          | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $3434432.31   | 0.11%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                     | MetLife Capital Trust IV                                                                                                                          | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9269000 | PA      | $10195900.00  | 0.32%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     2493363 | PA      | $2481345.29   | 0.08%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                              | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     9430000 | PA      | $9354584.80   | 0.30%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                           | JSW Infrastructure Ltd                                                                                                                            | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      564000 | PA      | $496249.50    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2007-16CB                                                                                                                  | CUSIP: 02152AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      366707 | PA      | $284202.99    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1720000 | PA      | $1760936.00   | 0.06%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                                                       | Bristol Park CLO LTD                                                                                                                              | CUSIP: 11014PAQ8<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4699665.00   | 0.15%             | 2029-04-15      | Floating      | 7.74%                 | 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        |      855647 | PA      | $306655.54    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                        | TransCanada PipeLines Ltd                                                                                                                         | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2053838.53   | 0.07%             | 2067-05-15      | Variable      | 6.82%                 | 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      | $1122972.99   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                                                      | Ahlstrom-Munksjo Holding 3 Oy                                                                                                                     | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     4788000 | PA      | $4102477.38   | 0.13%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | Navient Corp                                                                                                                                      | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     6959000 | PA      | $6156275.73   | 0.20%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                  | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     6597000 | PA      | $6511941.84   | 0.21%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NH HOTEL GROUP SA                                                            | NH Hotel Group SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800LM1RW3PKJ4A296 | Long             | DBT              | CORP              | ES        |     3608000 | PA      | $3678111.22   | 0.12%             | 2026-07-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                          | Callon Petroleum Co                                                                                                                               | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      253000 | PA      | $253000.00    | 0.01%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                                         | Huarong Finance 2019 Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      708000 | PA      | $661891.50    | 0.02%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                                                                                            | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     2104000 | PA      | $2040880.00   | 0.06%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-29052.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                      | International Game Technology PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1026000 | PA      | $1054813.52   | 0.03%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                                           | Battalion Oil Corp                                                                                                                                | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         135 | NS      | $1393.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                              | Sealed Air Corp                                                                                                                                   | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2036000 | PA      | $2117484.59   | 0.07%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc. Term Loan (Second Lien )                                                                                                         | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    12450000 | PA      | $11952000.00  | 0.38%             | 2029-08-31      | Floating      | 10.98%                | 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        |     1580472 | PA      | $452354.33    | 0.01%             | 2036-10-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                                                                                         | CUSIP: 283875AM4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      631000 | PA      | $296570.00    | 0.01%             | 2034-09-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                              | Sands China Ltd                                                                                                                                   | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1104000 | PA      | $1076400.00   | 0.03%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                          | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2419018.70   | 0.08%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                               | TeamSystem SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1629000 | PA      | $1550462.63   | 0.05%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                | HTA Group Ltd/Mauritius                                                                                                                           | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     4000000 | PA      | $3758250.00   | 0.12%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                          | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $3151973.97   | 0.10%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |      708000 | PA      | $201780.00    | 0.01%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC LONG / Short: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC SHORT   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1440000 | OU      | $53693.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                          | Jazz Securities DAC                                                                                                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     3447000 | PA      | $3146613.22   | 0.10%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                        | Lehman Mortgage Trust 2007-1                                                                                                                      | CUSIP: 52521FAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2852301 | PA      | $259242.25    | 0.01%             | 2037-02-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                      | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2389851.47   | 0.08%             | 2025-06-25      | Fixed         | 6.75%                 | 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        |      851000 | PA      | $516629.48    | 0.02%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                       | HP Inc                                                                                                                                            | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     5346000 | PA      | $5251344.15   | 0.17%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                            | Renk AG/Frankfurt am Main                                                                                                                         | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |     4127000 | PA      | $4364707.76   | 0.14%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                                             | SEPLAT Energy PLC                                                                                                                                 | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |     4308000 | PA      | $3739344.00   | 0.12%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                           | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2211258 | PA      | $2166835.25   | 0.07%             | 2025-10-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     8348000 | PA      | $8848488.31   | 0.28%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0KK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3910476 | PA      | $4328812.32   | 0.14%             | 2028-11-25      | Floating      | 16.01%                | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                     | ContourGlobal Power Holdings SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      813000 | PA      | $738156.84    | 0.02%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                              | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4330000 | PA      | $3289260.69   | 0.10%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                      | Elis SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $844117.71    | 0.03%             | 2028-04-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA LONG / Short: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA SHORT         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      203694 | OU      | $-75103.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 11 Ltd                                                                                                                                    | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1545212 | PA      | $1402014.11   | 0.04%             | 2034-04-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                                     | Triton Water Holdings Inc                                                                                                                         | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     5317000 | PA      | $4217429.41   | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                      | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      768000 | PA      | $780809.44    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                        | Investment Energy Resources Ltd                                                                                                                   | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1321000 | PA      | $1258500.19   | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      452000 | PA      | $449966.00    | 0.01%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                      | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    12323000 | PA      | $10354564.28  | 0.33%             | 2023-03-03      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                       | BRF SA                                                                                                                                            | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     1552000 | PA      | $1307851.00   | 0.04%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     3986000 | PA      | $3442909.77   | 0.11%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                     | Petroleos de Venezuela SA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     5000000 | PA      | $225000.00    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                      | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     6719000 | PA      | $6094059.76   | 0.19%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3241649.46   | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2430000 | PA      | $1119774.38   | 0.04%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     4989000 | PA      | $5058915.80   | 0.16%             | 2027-09-30      | Fixed         | 6.75%                 | 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        |      269000 | PA      | $242504.63    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                  | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     6393000 | PA      | $5434931.79   | 0.17%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36                                                                           | CUSIP: 21055KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      457457 | PA      | $445934.78    | 0.01%             | 2044-10-17      | Variable      | 12.56%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                                                                                         | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     6531000 | PA      | $5738362.77   | 0.18%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0HM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6955528 | PA      | $7376781.41   | 0.23%             | 2028-05-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      671000 | PA      | $462067.38    | 0.01%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                   | Sprint LLC                                                                                                                                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      137000 | PA      | $144863.34    | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | 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        |     1024000 | PA      | $952614.59    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp                                                                                                                               | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $4074446.77   | 0.13%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                      | US Acute Care Solutions LLC                                                                                                                       | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10570000 | PA      | $9572607.93   | 0.30%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                      | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     9466000 | PA      | $8187827.79   | 0.26%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     1065000 | PA      | $231637.50    | 0.01%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                | FirstCash Inc                                                                                                                                     | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      160000 | PA      | $146880.84    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                         | Teva Pharmaceutical Finance Netherlands II BV                                                                                                     | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     2758000 | PA      | $2700959.85   | 0.09%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                     | Odebrecht Holdco Finance Ltd                                                                                                                      | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     8626180 | PA      | $13801.89     | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                    | Caesars Entertainment Inc                                                                                                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        4628 | NS      | $240933.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | YANGO JUSTICE INTL REGD REG S                                                                                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      527000 | PA      | $10540.00     | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     7693000 | PA      | $6448930.58   | 0.21%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |      400000 | PA      | $148000.00    | 0.00%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUI LONG                                                                                                | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      935080 | OU      | $-344509.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                         | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      673000 | PA      | $642068.92    | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1374761 | PA      | $1232453.65   | 0.04%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                                                    | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     8145000 | PA      | $7992281.25   | 0.25%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                      | Kaixo Bondco Telecom SA                                                                                                                           | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     3977000 | PA      | $3735124.29   | 0.12%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                     | AerCap Global Aviation Trust                                                                                                                      | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |     3384000 | PA      | $3308228.11   | 0.11%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9476000 | PA      | $7771896.43   | 0.25%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33942200 | PA      | $31566246.00  | 1.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                               | Wynn Macau Ltd                                                                                                                                    | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $984500.00    | 0.03%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |      880000 | PA      | $338800.00    | 0.01%             | 2025-08-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3087000 | PA      | $2986672.50   | 0.10%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     6982000 | PA      | $5974071.43   | 0.19%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                | ModivCare Inc                                                                                                                                     | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      249000 | PA      | $240964.76    | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS21L73   CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG / Short: IS21L73   CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH SHORT     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      694003 | OU      | $-169394.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                                                                                         | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     4912000 | PA      | $4976239.63   | 0.16%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3899000 | PA      | $3226422.50   | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | 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      | $5757168.23   | 0.18%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                             | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     1898000 | PA      | $1845799.42   | 0.06%             | 2026-01-15      | Fixed         | 7.25%                 | 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        |      905406 | PA      | $230294.44    | 0.01%             | 2037-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                          | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $133882.84    | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                                                                                          | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     6873000 | PA      | $6730738.04   | 0.21%             | 2032-06-15      | Fixed         | 6.38%                 | 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        |      410931 | PA      | $285911.78    | 0.01%             | 2037-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     1169000 | PA      | $23380.00     | 0.00%             | 2025-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                          | Sunnova Energy Corp                                                                                                                               | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     1654000 | PA      | $1488679.46   | 0.05%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC Mortgage-Backed Trust 2006-7                                                                                                                 | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      781348 | PA      | $332282.34    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | 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      | $3397752.35   | 0.11%             | 2034-04-23      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                     | Cia de Minas Buenaventura SAA                                                                                                                     | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     2206000 | PA      | $1930250.00   | 0.06%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    24815000 | PA      | $15648504.76  | 0.50%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      388000 | PA      | $346267.76    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $5307506.97   | 0.17%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD COP                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-315133.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                     | Clear Channel Outdoor Holdings Inc                                                                                                                | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      583000 | PA      | $531067.38    | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | 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        |      730698 | PA      | $408833.36    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | 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        |      331552 | PA      | $293590.97    | 0.01%             | 2047-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc                                                                                                                          | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    12355000 | PA      | $13719979.16  | 0.44%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2979402 | PA      | $3344144.33   | 0.11%             | 2028-09-25      | Floating      | 17.26%                | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                          | Tonon Luxembourg SA                                                                                                                               | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |     2437038 | PA      | $243.70       | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      612000 | PA      | $431460.00    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG / Short: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC SHORT       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      203694 | OU      | $-75103.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                             | ITT Holdings LLC                                                                                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    10492000 | PA      | $9121124.20   | 0.29%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                            | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     1453947 | PA      | $1351310.62   | 0.04%             | 2025-11-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18493278 | PA      | $0.18         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                           | WillScot Mobile Mini Holdings Corp                                                                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       16440 | NS      | $796682.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                             | Kronos Acquisition Holdings Inc. Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     4615800 | PA      | $4480003.16   | 0.14%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     8433000 | PA      | $7269836.31   | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | Banco Santander SA                                                                                                                                | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $161003.57    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | 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        |     8766000 | PA      | $7939900.14   | 0.25%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |      563000 | PA      | $111298.06    | 0.00%             | 2024-06-04      | Fixed         | 5.55%                 | 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        |      243716 | PA      | $222190.68    | 0.01%             | 2037-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TITAN HOLDINGS II BV                                                         | Titan Holdings II BV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |     2767000 | PA      | $2445089.59   | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                          | ReNew Power Pvt Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      220000 | PA      | $209660.00    | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aptim Corp                                                                   | Aptim Corp                                                                                                                                        | CUSIP: 12595DAA5<br>LEI: 5493007OBZ8YTJ6O7E92 | Long             | DBT              | CORP              | US        |    10736000 | PA      | $7646026.86   | 0.24%             | 2025-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    13613000 | PA      | $1361.30      | 0.00%             | 2022-02-09      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Transocean Poseidon Ltd                                                      | Transocean Poseidon Ltd                                                                                                                           | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1678250 | PA      | $1666221.55   | 0.05%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                           | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      224000 | PA      | $198800.00    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S BONY MELLON                                                                                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |     -739152 | PA      | $-739152.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BBFI LIQUIDATING TRUST                                                       | BBFI Liquidating Trust                                                                                                                            | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2173974 | PA      | $1330343.58   | 0.04%             | 2099-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     5098000 | PA      | $4537220.00   | 0.14%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                                                                                               | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4471000 | PA      | $3179998.75   | 0.10%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5639000 | PA      | $5794072.50   | 0.18%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |      702000 | PA      | $198315.00    | 0.01%             | 2024-04-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                        | INTELSAT EMERGENCE SA                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       87751 | NS      | $2010989.67   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1485997 | PA      | $54313.19     | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4249000 | PA      | $3778737.85   | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                           | Vivion Investments Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |     2400000 | PA      | $2099784.48   | 0.07%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen SA                                                                                                            | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      394000 | PA      | $326478.25    | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | Swedbank AB                                                                                                                                       | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $583500.00    | 0.02%             | 2024-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         154 | NC      | $268296.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                     | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     4371000 | PA      | $3485630.70   | 0.11%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                           | Bahrain Government International Bond                                                                                                             | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      571000 | PA      | $591698.75    | 0.02%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | UNITED GROUP BV /EUR/ REGD V/R 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     5496000 | PA      | $5350228.65   | 0.17%             | 2029-02-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                        | Civitas Resources Inc                                                                                                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       24592 | NS      | $1636597.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6465000 | PA      | $6205140.81   | 0.20%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                       | Granite Generation LLC Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |     7288530 | PA      | $7090865.23   | 0.23%             | 2026-11-09      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                         | Kleopatra Finco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     5384000 | PA      | $4901817.05   | 0.16%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1869476 | OU      | $-689545.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                                                      | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      679000 | PA      | $685144.95    | 0.02%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                             | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     2333000 | PA      | $2330148.79   | 0.07%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                      | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5917000 | PA      | $4090126.25   | 0.13%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0LK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1815452 | PA      | $1848125.14   | 0.06%             | 2029-03-25      | Floating      | 13.11%                | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     2591000 | PA      | $2617765.03   | 0.08%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                                      | Mallinckrodt International Finance S.A. 2017 Replacement Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     4639500 | PA      | $3540773.86   | 0.11%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                         | Pilgrim's Pride Corp                                                                                                                              | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5244000 | PA      | $4268415.10   | 0.14%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                                                                                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    12101000 | PA      | $12506829.42  | 0.40%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                           | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     2502000 | PA      | $2012533.74   | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                             | Neinor Homes SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              |  | ES        |     5519000 | PA      | $5242647.21   | 0.17%             | 2026-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDIT 3.000% 01/24/25                                                                                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -2008598 | PA      | $-2008597.50  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4938000 | PA      | $2284442.94   | 0.07%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                       | Real Hero Merger Sub 2 Inc                                                                                                                        | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6620000 | PA      | $4910694.75   | 0.16%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     3509000 | PA      | $3028738.22   | 0.10%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                     | Consolidated Communications Inc                                                                                                                   | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      987000 | PA      | $753740.97    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                                                | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1767000 | PA      | $1828845.00   | 0.06%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     7070200 | PA      | $273970.25    | 0.01%             | 2046-12-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                           | Huarong Finance II Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     4811000 | PA      | $4651034.25   | 0.15%             | 2025-01-16      | Fixed         | 5.50%                 | 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        |     5800000 | PA      | $4481017.65   | 0.14%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                          | Churchill Downs Inc                                                                                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2360309.79   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                | Urban One Inc                                                                                                                                     | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     7907000 | PA      | $7139403.54   | 0.23%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2019-BPR                                                                                                           | CUSIP: 61769GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1702000 | PA      | $1394895.38   | 0.04%             | 2036-05-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2874290 | PA      | $3224332.26   | 0.10%             | 2028-09-25      | Floating      | 16.76%                | No            |                  2 | On Loan: No      |
| COSAN SA                                                                     | Cosan SA                                                                                                                                          | CUSIP: 22113AAB1<br>LEI: 549300PGFCX2JMKKLC96 | Long             | DBT              | CORP              | BR        |     2027000 | PA      | $1920962.56   | 0.06%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | 338NF5    CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG                                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     3759458 | OU      | $-1385611.08  | -0.04%            |  |  |  | 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        |     8411000 | PA      | $7404253.93   | 0.24%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3038000 | PA      | $2885820.29   | 0.09%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | 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      |
| CABLE ONDA SA                                                                | Telecomunicaciones Digitales SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      443000 | PA      | $390116.88    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc                                                                                                                                     | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6097000 | PA      | $6134090.06   | 0.20%             | 2023-04-30      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2516000 | PA      | $2303398.63   | 0.07%             | 2030-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                         | Elmwood CLO XII Ltd                                                                                                                               | CUSIP: 29003CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3650000 | PA      | $3346228.75   | 0.11%             | 2035-01-20      | Floating      | 11.16%                | 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      | $1695570.53   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                           | Crown Americas LLC                                                                                                                                | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2781612.02   | 0.09%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     6995000 | PA      | $6032990.31   | 0.19%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2788000 | PA      | $2957764.50   | 0.09%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                         | Bidvest Group UK PLC/The                                                                                                                          | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     1631000 | PA      | $1492670.81   | 0.05%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | CALIFORNIA ST                                                                                                                                     | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1626665.16   | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | REVERSE REPO CONTRACT U S HSBC                                                                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -11488375 | PA      | $-11488375.00 | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUI LONG                                                                                                | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      373895 | OU      | $-137753.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     6517588 | PA      | $2730462.02   | 0.09%             | 2040-07-31      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                                                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      950000 | PA      | $817474.85    | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                          | Synchrony Financial                                                                                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4694010.37   | 0.15%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                     | Connect Finco SARL / Connect US Finco LLC                                                                                                         | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     8905000 | PA      | $8515406.25   | 0.27%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2811000 | PA      | $2305939.79   | 0.07%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| American Tire Distributors, Inc.                                             | American Tire Distributors, Inc. Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |     5081203 | PA      | $4659615.59   | 0.15%             | 2028-10-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                                                                                 | CUSIP: 04625HAE9<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     4623192 | PA      | $4901964.79   | 0.16%             | 2026-11-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1630000 | PA      | $1841698.69   | 0.06%             | 2026-02-01      | Fixed         | 10.12%                | 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        |      219533 | PA      | $127825.14    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2898000 | PA      | $1768905.29   | 0.06%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                          | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1195339.90   | 0.04%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1523671 | PA      | $1460981.23   | 0.05%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3486000 | PA      | $688485.00    | 0.02%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                                                     | Solaris Midstream Holdings LLC                                                                                                                    | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     4331000 | PA      | $4333172.00   | 0.14%             | 2026-04-01      | Fixed         | 7.62%                 | 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        |      336475 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5627000 | PA      | $3327648.61   | 0.11%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15083724 | PA      | $15565010.84  | 0.50%             | 2027-12-25      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                   | CUSIP: 67614CAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4369223 | PA      | $186342.25    | 0.01%             | 2046-12-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS1RCA2  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS1RCA2  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL SHORT       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     3786707 | OU      | $-923640.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                                                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7547000 | PA      | $7374672.63   | 0.23%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                                                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4502000 | PA      | $4587638.08   | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Encore Automotive Acceptance                                                 | AG44635ENCORE AUTOMOTIVE ACCEPTANCE WARRANTS EXP 7/5/2031                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zacapa S.a r.l.                                                              | Zacapa S.a r.l. Initial Term Loan (2022)                                                                                                          | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    12626225 | PA      | $12373700.97  | 0.39%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                                      | Regatta XIX Funding Ltd                                                                                                                           | CUSIP: 75888CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1451487 | PA      | $1315302.68   | 0.04%             | 2035-04-20      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                       | Gran Tierra Energy Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     2731000 | PA      | $2316857.59   | 0.07%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |      200000 | PA      | $43537.50     | 0.00%             | 2023-03-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                           | CA Magnum Holdings                                                                                                                                | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     8243000 | PA      | $7583560.00   | 0.24%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                              | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1575000 | PA      | $1442204.28   | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                           | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     1011000 | PA      | $937702.50    | 0.03%             | 2025-07-15      | Fixed         | 6.00%                 | 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        |     4965000 | PA      | $4538034.78   | 0.14%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                      | Natura &Co Luxembourg Holdings Sarl                                                                                                               | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     3267000 | PA      | $2859686.78   | 0.09%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                      | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $941674.24    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                     | Wyndham Hotels & Resorts Inc                                                                                                                      | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     2628000 | PA      | $2436963.56   | 0.08%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                    | Olin Corp                                                                                                                                         | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     3127000 | PA      | $3048375.81   | 0.10%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd                                                        | Transocean Pontus Ltd                                                                                                                             | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      896560 | PA      | $921889.15    | 0.03%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                     | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     7439000 | PA      | $5914401.20   | 0.19%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                      | Natura &Co Luxembourg Holdings Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $284480.63    | 0.01%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2IKR7   CDX 2I65BRZH6 05.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2IKR7   CDX 2I65BRZH6 05.000 SP 12/20/2027 MSNYUS33XXX FLOAT      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    64930000 | OU      | $2177201.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG Investors Corp.                                                          | EIG Investors Corp. Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: 549300AWVC7LBOKRMB96 | Long             | LON              | CORP              | US        |    10163353 | PA      | $9570524.75   | 0.30%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-24CB                                                                                                                  | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381925 | PA      | $218091.81    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | 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        |     7631000 | PA      | $6809029.05   | 0.22%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      860000 | PA      | $843386.60    | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                            | Kosmos Energy Ltd                                                                                                                                 | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     2896000 | PA      | $2473546.00   | 0.08%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      286000 | PA      | $250250.00    | 0.01%             | 2049-11-26      | Fixed         | 9.12%                 | 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        |     3701089 | PA      | $1319338.67   | 0.04%             | 2047-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                             | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3980000 | PA      | $775602.50    | 0.02%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                                               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    22458000 | PA      | $18839006.94  | 0.60%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                                                                                        | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $755113.64    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                      | EnerSys                                                                                                                                           | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4664937.50   | 0.15%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      993000 | PA      | $762127.50    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |      380000 | PA      | $38950.00     | 0.00%             | 2025-08-18      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                     | Granite US Holdings Corp                                                                                                                          | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2757000 | PA      | $2906969.91   | 0.09%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10639000 | PA      | $6765823.54   | 0.22%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    14614000 | PA      | $12019283.28  | 0.38%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                         | Natura Cosmeticos SA                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2056000 | PA      | $1696611.20   | 0.05%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                 | Cars.com Inc                                                                                                                                      | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     4403000 | PA      | $4086313.96   | 0.13%             | 2028-11-01      | Fixed         | 6.38%                 | 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      | $1010465.09   | 0.03%             | 2065-12-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDI 1.35% 1/27/25/EUR                                                                                                                    | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -1944000 | PA      | $-2113419.56  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BCP V MODULAR SERVICES                                                       | BCP V MODULAR SERVICES /EUR/ REGD 144A P/P                                                                                                        | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     5428000 | PA      | $4676837.59   | 0.15%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                    | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5020000 | PA      | $4460231.95   | 0.14%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                             | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     7663000 | PA      | $7302467.88   | 0.23%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2199073.10   | 0.07%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                               | Air Lease Corp                                                                                                                                    | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5818000 | PA      | $5166007.40   | 0.16%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     8381000 | PA      | $8174135.55   | 0.26%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                                               | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3198000 | PA      | $3113914.70   | 0.10%             | 2024-06-26      | Fixed         | 5.02%                 | 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        |     1343914 | PA      | $1204972.95   | 0.04%             | 2047-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                     | Nationwide Mutual Insurance Co                                                                                                                    | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5028501.60   | 0.16%             | 2024-12-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                               | ANGI Group LLC                                                                                                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8847000 | PA      | $6782276.70   | 0.22%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                      | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1435741.20   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5811000 | PA      | $4823130.00   | 0.15%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities, LLC                                                  | Long: IS1P8O2  CDX 137BERAF4 03.000 SP 05/11/2063 JP MORGAN ST LONG / Short: IS1P8O2   CDS USD P V 01MEVENT IS1P8P3 CMBX                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     3921549 | OU      | $-956531.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2466127.77   | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | Microchip Technology Inc                                                                                                                          | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     3341000 | PA      | $3274048.67   | 0.10%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                                          | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     6358000 | PA      | $5505342.61   | 0.18%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | United Airlines Inc                                                                                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1051116.96   | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                                      | CBB International Sukuk Programme Co WLL                                                                                                          | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | CORP              | BH        |     2727000 | PA      | $2757678.75   | 0.09%             | 2024-11-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                                     | Curo Group Holdings Corp                                                                                                                          | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    13768000 | PA      | $6247230.00   | 0.20%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | Sealed Air Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1988357.01   | 0.06%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      162000 | PA      | $156170.98    | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                                                | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      852000 | PA      | $867453.06    | 0.03%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                     | Teva Pharmaceutical Finance Netherlands III BV                                                                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2251000 | PA      | $2077954.38   | 0.07%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                            | Q-Park Holding I BV                                                                                                                               | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      946000 | PA      | $870713.79    | 0.03%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                                                      | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      934000 | PA      | $943722.94    | 0.03%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                     | Comision Federal de Electricidad                                                                                                                  | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2363000 | PA      | $2168495.56   | 0.07%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                         | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12990952 | PA      | $13131310.69  | 0.42%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      673000 | PA      | $687330.07    | 0.02%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                                                                                 | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2715000 | PA      | $2869532.64   | 0.09%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                                  | Harsco Corp                                                                                                                                       | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |     5339000 | PA      | $4515314.88   | 0.14%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                              | Cemex SAB de CV                                                                                                                                   | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1733000 | PA      | $1779357.75   | 0.06%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S THE BANK OF NEW YORK MELLON/BARCLAY                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -10479140 | PA      | $-10479140.00 | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     1533000 | PA      | $1562217.23   | 0.05%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL SHORT     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     1018471 | OU      | $-375516.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CT TRUST                                                                     | CT Trust                                                                                                                                          | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      707000 | PA      | $616857.50    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6832000 | PA      | $5033451.68   | 0.16%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                 | Peru LNG Srl                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     5787000 | PA      | $4752573.75   | 0.15%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                         | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     6251000 | PA      | $5360232.50   | 0.17%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                      | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2116000 | PA      | $1820206.69   | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2895407 | PA      | $987333.79    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | 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        |      785280 | PA      | $689170.18    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS1P8K8  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS1P8K8   CDS USD P V 01MEVENT IS1P8L9 CMBX                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     9714802 | OU      | $-2369602.21  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                        | TPro Acquisition Corp                                                                                                                             | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3147920.62   | 0.10%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                           | Forestar Group Inc                                                                                                                                | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     2881000 | PA      | $2582456.20   | 0.08%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                     | Veritas US Inc / Veritas Bermuda Ltd                                                                                                              | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17204000 | PA      | $11348798.55  | 0.36%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                              | Madison IAQ LLC                                                                                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $984212.09    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                      | Fideicomiso PA Pacifico Tres                                                                                                                      | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 36247335445 | PA      | $8287398.77   | 0.26%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    26374000 | PA      | $23444741.62  | 0.75%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                       | National CineMedia LLC                                                                                                                            | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     3387000 | PA      | $872753.79    | 0.03%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21KT8   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21KT8   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      689690 | OU      | $-254292.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                             | Arches Buyer Inc                                                                                                                                  | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1056000 | PA      | $889766.59    | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | 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      |
| ALLWYN ENTERTAINMENT FIN /EUR/ REGD                                          | ALLWYN ENTERTAINMENT FIN /EUR/ REGD V/R 144A P/P                                                                                                  | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     3827000 | PA      | $4129260.05   | 0.13%             | 2028-02-15      | Floating      | 4.12%                 | 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        |     1247377 | PA      | $834008.65    | 0.03%             | 2035-09-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | IS2I9G9   TRS IBXXC2D1-3-2023 /LONG/                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    26200000 | OU      | $1839415.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                      | LCPR Senior Secured Financing DAC                                                                                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     5536000 | PA      | $5348725.04   | 0.17%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                          | Braskem Netherlands Finance BV                                                                                                                    | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2257000 | PA      | $1979840.40   | 0.06%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                    | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3561000 | PA      | $2910343.12   | 0.09%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |      214000 | PA      | $60455.00     | 0.00%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1PBC1  CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG / Short: IS1PBC1   CDS USD P V 01MEVENT IS1PBD2 CMBX                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      886369 | OU      | $-216200.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                                       | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $800953.63    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0KV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4441825 | PA      | $4862947.53   | 0.15%             | 2028-12-25      | Floating      | 15.76%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S BA NK NY MELLON                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -2574534 | PA      | $-2574533.63  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                                                                                   | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      867000 | PA      | $789746.62    | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |      772000 | PA      | $228126.00    | 0.01%             | 2025-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     4498725 | PA      | $4369386.66   | 0.14%             | 2028-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| INTEL PKG HOLDCO ISSUER                                                      | Intelligent Packaging Holdco Issuer LP                                                                                                            | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3201000 | PA      | $2297598.19   | 0.07%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6216000 | PA      | $6554239.60   | 0.21%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                                                                                         | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     3735000 | PA      | $3721017.39   | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | 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        |     8346000 | PA      | $7728948.00   | 0.25%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2085900.88   | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS Group AG                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6302000 | PA      | $6350018.15   | 0.20%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                                          | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     4922000 | PA      | $4893376.60   | 0.16%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | AssuredPartners Inc                                                                                                                               | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2561806.29   | 0.08%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                              | Lehman XS Trust Series 2007-16N                                                                                                                   | CUSIP: 52525BAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377341 | PA      | $317242.02    | 0.01%             | 2047-09-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                                           | Elmwood CLO IX Ltd                                                                                                                                | CUSIP: 29003VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $726978.40    | 0.02%             | 2034-07-20      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     6167000 | PA      | $5158805.09   | 0.16%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc. (aka BMC Software, Inc.)                           | Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     8568597 | PA      | $8409049.90   | 0.27%             | 2025-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS1RB05  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS1RB05  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL SHORT       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     5409758 | OU      | $-1319530.17  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                                                 | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2270000 | PA      | $2169586.55   | 0.07%             | 2033-04-17      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21QB2   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21QB2   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1380063 | OU      | $-508836.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      732000 | PA      | $573966.27    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | 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        |     2289000 | PA      | $2158682.90   | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                         | Elmwood CLO VIII Ltd                                                                                                                              | CUSIP: 290021AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1785573 | PA      | $1612411.70   | 0.05%             | 2034-01-20      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 4 Ltd                                                                                                                                     | CUSIP: 48662AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3085916 | PA      | $2821881.94   | 0.09%             | 2032-04-25      | Floating      | 11.57%                | 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        |     5793000 | PA      | $5609056.61   | 0.18%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | 338NFY    CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP LONG                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     2319528 | OU      | $-565964.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     1892000 | PA      | $1828873.46   | 0.06%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                   | Belden Inc                                                                                                                                        | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |     6204000 | PA      | $5736042.50   | 0.18%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1106000 | PA      | $1266274.15   | 0.04%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS21I94   CDS NA 03.000 SP 05/11/2063 GOLDMAN SACH LONG / Short: IS21I94   CDS NA 03.000 SP 05/11/2063 GOLDMAN SACH SHORT                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      347001 | OU      | $-84639.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9108000 | PA      | $7847942.08   | 0.25%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                                              | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      573000 | PA      | $439981.47    | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                      | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    17454000 | PA      | $12676459.00  | 0.40%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                     | BCPE Ulysses Intermediate Inc                                                                                                                     | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2653000 | PA      | $1980784.64   | 0.06%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1007184.26   | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                                                                                          | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     3854000 | PA      | $3267815.73   | 0.10%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC Initial Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5749907 | PA      | $5703217.41   | 0.18%             | 2028-02-11      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                                                                                                | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1200195.51   | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20053800 | PA      | $19502320.50  | 0.62%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2013-GC11                                                                                                     | CUSIP: 17320DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2046-04-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | PA      | $899855.80    | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC Group NV                                                                                                                                      | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     1142000 | PA      | $1156322.83   | 0.04%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                                              | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     3470000 | PA      | $2947981.88   | 0.09%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC                                                                                                                            | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3058584.87   | 0.10%             | 2027-01-30      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS21JX5   CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG / Short: IS21JX5   CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH SHORT     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      694003 | OU      | $-169394.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                           | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    34020000 | PA      | $2721600.00   | 0.09%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp. Term B-1 Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7663791 | PA      | $7641872.15   | 0.24%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $186404.20    | 0.01%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      330000 | PA      | $197311.56    | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                                                                                         | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      378000 | PA      | $345875.89    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | Lloyds Banking Group PLC                                                                                                                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2680000 | PA      | $3054500.55   | 0.10%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                              | 180 Medical Inc                                                                                                                                   | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     4968000 | PA      | $4417059.08   | 0.14%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                                              | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $1878675.00   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                                                                                             | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1110000 | PA      | $1029525.00   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                       | Millennium Escrow Corp                                                                                                                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8204000 | PA      | $5702359.78   | 0.18%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                               | MONITRONICS INTERNATIONAL, INC                                                                                                                    | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6914000 | PA      | $0.07         | 0.00%             | 2023-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| GRAY ESCROW II INC                                                           | Gray Escrow II Inc                                                                                                                                | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8103000 | PA      | $6231846.89   | 0.20%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $2913380.55   | 0.09%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Industries Holdings Ltd                                                      | Industries Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     5004988 | NS      | $5.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STUDIO CITY CO LTD                                                           | Studio City Co Ltd                                                                                                                                | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1338000 | PA      | $1291170.00   | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                               | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      963000 | PA      | $1090375.26   | 0.03%             | 2025-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS21NV1   CDS NA 03.000 SP 05/11/2063 GOLDMAN SA LONG / Short: IS21NV1   CDS NA 03.000 SP 05/11/2063 GOLDMAN SA SHORT                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      347001 | OU      | $-84697.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDI 1.50% 1/24/25/EUR                                                                                                                    | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -6269605 | PA      | $-6816000.95  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      414000 | PA      | $364331.94    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4495000 | PA      | $4402786.74   | 0.14%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     4065000 | PA      | $3466431.96   | 0.11%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     8855700 | PA      | $7268742.92   | 0.23%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                             | Transnet SOC Ltd                                                                                                                                  | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4300000 | PA      | $4316125.00   | 0.14%             | 2028-02-06      | Fixed         | 8.25%                 | 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        |      527000 | PA      | $478569.70    | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                      | Dell International LLC / EMC Corp                                                                                                                 | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $833791.40    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                          | CASTLE UK FINCO PLC /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     2233000 | PA      | $1917808.66   | 0.06%             | 2028-05-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |      230000 | PA      | $65550.00     | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                           | Vivion Investments Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |     4600000 | PA      | $4213482.23   | 0.13%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                                                | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     2258000 | PA      | $1660984.80   | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                              | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     3335412 | PA      | $3308674.57   | 0.11%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                      | Crescent Energy Finance LLC                                                                                                                       | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4001000 | PA      | $3839968.15   | 0.12%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                       | Mueller Water Products Inc                                                                                                                        | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $938406.53    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc. Term Loan B                                                                                                           | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2900000 | PA      | $2895969.00   | 0.09%             | 2030-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                                                                                             | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3111000 | PA      | $2912127.61   | 0.09%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| de Volksbank N.V.                                                            | SNS BANK NV /EUR/ REGD /PERP/ REG S EMTN                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1001000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| ECO MATERIAL TECH INC                                                        | Eco Material Technologies Inc                                                                                                                     | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9472000 | PA      | $9120781.46   | 0.29%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Bill                                                                                                                       | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8117200 | PA      | $7999869.12   | 0.25%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                               | GoTo Group Inc                                                                                                                                    | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     5905000 | PA      | $2974540.83   | 0.09%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc                                                                                                                                       | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $2398903.48   | 0.08%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                          | Kobe US Midco 2 Inc                                                                                                                               | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6077000 | PA      | $4491793.89   | 0.14%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                               | PDC Energy Inc                                                                                                                                    | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     6047000 | PA      | $5847872.11   | 0.19%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2554981 | PA      | $786934.15    | 0.03%             | 2035-07-09      | Variable      | 1.50%                 | 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      | $2931635.72   | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1262495 | OU      | $-465488.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     5026000 | PA      | $5053140.15   | 0.16%             | 2027-09-15      | Fixed         | 6.38%                 | 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      | $10754536.06  | 0.34%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     3368000 | PA      | $2975822.94   | 0.09%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                      | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4859000 | PA      | $4437827.76   | 0.14%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      748000 | PA      | $730881.33    | 0.02%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                 | JELD-WEN Inc                                                                                                                                      | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $916788.47    | 0.03%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | Lindblad Expeditions LLC                                                                                                                          | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1480494.76   | 0.05%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                                   | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12465000 | PA      | $12378948.00  | 0.39%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                         | JSW Hydro Energy Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     1508925 | PA      | $1282586.25   | 0.04%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     6076000 | PA      | $2719135.59   | 0.09%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                        | Foundation Building Materials Inc                                                                                                                 | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1002252.46   | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                 | Virtusa Corp                                                                                                                                      | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $2958444.65   | 0.09%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                          | General Electric Co                                                                                                                               | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    12108000 | PA      | $12064659.90  | 0.38%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                         | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     2497000 | PA      | $2115151.97   | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt PLC                                                             | Mallinckrodt PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |       22361 | NS      | $167707.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     3743000 | PA      | $3657548.69   | 0.12%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     1125000 | PA      | $115312.50    | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                                                                                              | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     5847000 | PA      | $4863038.37   | 0.15%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                                          | Centurion Bidco SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |     3669000 | PA      | $3643537.33   | 0.12%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                            | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9574000 | PA      | $6031.62      | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDCO PLATINUM ROAD PTE                                                      | Medco Platinum Road Pte Ltd                                                                                                                       | CUSIP: 58406HAA8<br>LEI: 254900CW3HTAEZITE455 | Long             | DBT              | CORP              | SG        |     1011000 | PA      | $996972.38    | 0.03%             | 2025-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                                            | Motion Bondco DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     2973000 | PA      | $2818828.09   | 0.09%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD GBP                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-235977.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                               | Stericycle Inc                                                                                                                                    | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     2516000 | PA      | $2235877.16   | 0.07%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                           | Garden Spinco Corp                                                                                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3395000 | PA      | $3649727.90   | 0.12%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                                      | Ulker Biskuvi Sanayi AS                                                                                                                           | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     1248000 | PA      | $1103154.00   | 0.04%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                     | Discovery Communications LLC                                                                                                                      | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      736000 | PA      | $676299.49    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | 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        |      309524 | PA      | $127962.19    | 0.00%             | 2037-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                                                                                                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $2790581.75   | 0.09%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                                        | Dresdner Funding Trust I                                                                                                                          | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      816000 | PA      | $886814.23    | 0.03%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MONITRONICS                                                                  | MONITRONICS                                                                                                                                       | CUSIP: 000000000<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      129032 | NS      | $19354.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHP HEALTH PARTN                                                             | AHP Health Partners Inc                                                                                                                           | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     4713000 | PA      | $3873748.97   | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                         | Rackspace Technology Global Inc                                                                                                                   | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    14232000 | PA      | $8556990.00   | 0.27%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                     | Olympus Water US Holding Corp                                                                                                                     | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2996000 | PA      | $2933892.20   | 0.09%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                            | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      619000 | PA      | $389.97       | 0.00%             | 2023-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                             | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1256234 | PA      | $1093621.69   | 0.03%             | 2037-12-28      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                         | SandRidge Energy Inc                                                                                                                              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        1446 | NS      | $22861.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                      | WESCO International Inc                                                                                                                           | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      211900 | NS      | $5763680.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US ULTRA BOND CBT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         157 | NC      | $723843.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3545907 | PA      | $1255251.08   | 0.04%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Costera                                                       | Fideicomiso PA Costera                                                                                                                            | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        |  7580000000 | PA      | $1511269.05   | 0.05%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $727020.27    | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                         | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     5713000 | PA      | $4867465.66   | 0.15%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                     | Compass Group Diversified Holdings LLC                                                                                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     4831000 | PA      | $4350071.68   | 0.14%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                                                    | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     2712000 | PA      | $2774376.00   | 0.09%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                          | Mclaren Finance PLC                                                                                                                               | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     9232000 | PA      | $6801021.36   | 0.22%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                             | Ziggo Bond Co BV                                                                                                                                  | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     4106000 | PA      | $3389860.10   | 0.11%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                        | UGI International LLC                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4005476.83   | 0.13%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    17381000 | PA      | $17055106.25  | 0.54%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-7                                                                            | CUSIP: 21052JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50621 | PA      | $45860.06     | 0.00%             | 2043-06-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $8602243.33   | 0.27%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12401560 | PA      | $12613578.52  | 0.40%             | 2028-03-25      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    16553390 | OU      | $-4037647.67  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0EZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      896447 | PA      | $939976.05    | 0.03%             | 2027-10-25      | Floating      | 13.71%                | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                               | ADLER Group SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              |  | LU        |     1200000 | PA      | $535321.36    | 0.02%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1383000 | PA      | $1140802.13   | 0.04%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNG Holdings Inc                                                             | CNG Holdings Inc                                                                                                                                  | CUSIP: 12612DAH9<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     4791000 | PA      | $4059241.30   | 0.13%             | 2024-06-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA Inc                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3948000 | PA      | $3613110.62   | 0.11%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1705471.06   | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                                                      | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     3466000 | PA      | $3448622.10   | 0.11%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                                                                                                | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1630000 | PA      | $1684808.75   | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                      | F-Brasile SpA / F-Brasile US LLC                                                                                                                  | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     5660000 | PA      | $4639264.73   | 0.15%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     9394000 | PA      | $8620620.07   | 0.27%             | 2035-11-01      | Fixed         | 6.88%                 | 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        |    12053270 | PA      | $11668588.92  | 0.37%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                                            | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     8457000 | PA      | $7621871.25   | 0.24%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                                                                                       | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5504777.79   | 0.18%             | 2023-03-03      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                  | OCP CLO 2021-21 Ltd                                                                                                                               | CUSIP: 670897AA5<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2022844.50   | 0.06%             | 2034-07-20      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                                             | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2149000 | PA      | $2073711.42   | 0.07%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                      | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3562000 | PA      | $3040120.44   | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                         | RP Escrow Issuer LLC                                                                                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3960000 | PA      | $3230618.85   | 0.10%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                              | Veritas US Inc. Dollar Term B-2021 Loan                                                                                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     3550517 | PA      | $2401037.05   | 0.08%             | 2025-09-01      | Floating      | 9.73%                 | 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      | $2222410.36   | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-4                                                                       | CUSIP: 21051KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38241 | PA      | $35961.30     | 0.00%             | 2043-05-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27762900 | PA      | $30660652.69  | 0.98%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                        | Lehman Mortgage Trust 2007-1                                                                                                                      | CUSIP: 52521FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2852301 | PA      | $360484.97    | 0.01%             | 2037-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                     | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                                  | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5913926 | PA      | $6051080.71   | 0.19%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5094000 | PA      | $4724685.00   | 0.15%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1081949.55   | 0.03%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2538724.99   | 0.08%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1445000 | PA      | $678517.81    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1274000 | PA      | $1109356.38   | 0.04%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | Block Inc                                                                                                                                         | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     5394000 | PA      | $4525684.51   | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                   | Flagship Credit Auto Trust 2019-1                                                                                                                 | CUSIP: 33844RAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      791000 | PA      | $760721.55    | 0.02%             | 2026-06-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                                                                                  | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     4017000 | PA      | $2465140.11   | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     9212000 | PA      | $7315120.14   | 0.23%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS21JD5   CDS NA 03.000 SP 05/11/2063 GOLDMAN SACH LONG / Short: IS21JD5   CDS NA 03.000 SP 05/11/2063 GOLDMAN SACH SHORT                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1735007 | OU      | $-423197.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                  | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4082000 | PA      | $408.20       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1883000 | PA      | $1858929.61   | 0.06%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                         | SRS Distribution Inc                                                                                                                              | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $954474.13    | 0.03%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2197000 | PA      | $1730247.35   | 0.06%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                        | Playtika Holding Corp                                                                                                                             | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $2523236.42   | 0.08%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                   | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4048335 | PA      | $95263.44     | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      986000 | PA      | $830014.69    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7590102 | PA      | $0.08         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |      400000 | PA      | $8000.00      | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                                 | Carnival PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      737000 | PA      | $407985.37    | 0.01%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                                                                                                | CUSIP: 68205LAA1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      415000 | PA      | $410020.00    | 0.01%             | 2025-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLO Mobile Inc                                                              | GOLO Mobile Inc                                                                                                                                   | CUSIP: 381721109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      168790 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                       | Sunoco LP / Sunoco Finance Corp                                                                                                                   | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1879148.47   | 0.06%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                              | Rolls-Royce PLC                                                                                                                                   | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $280486.81    | 0.01%             | 2025-10-14      | Fixed         | 3.62%                 | 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        |      219344 | PA      | $191466.44    | 0.01%             | 2037-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                           | Harbour Energy PLC                                                                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     2718000 | PA      | $2499733.97   | 0.08%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                                                 | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11286004 | PA      | $10605762.68  | 0.34%             | 2033-04-17      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BMC Software, Inc.                                                           | BMC Software, Inc. 2nd Lien Term Loan                                                                                                             | CUSIP: 000000000<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     2470000 | PA      | $2321800.00   | 0.07%             | 2026-02-27      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| Milano Acquisition Corp.                                                     | Milano Acquisition Corp. Term Loan B                                                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6830600 | PA      | $6659288.55   | 0.21%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3403702.90   | 0.11%             | 2025-12-15      | Fixed         | 8.00%                 | 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        |    23087000 | PA      | $19738996.21  | 0.63%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                          | Braskem Netherlands Finance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2404000 | PA      | $2108788.80   | 0.07%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                           | Kontoor Brands Inc                                                                                                                                | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     3885000 | PA      | $3356062.38   | 0.11%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATLANTIA SPA                                                                 | Atlantia SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |     3996000 | PA      | $3744813.84   | 0.12%             | 2028-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2565023 | PA      | $2534242.72   | 0.08%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                               | US Radiology Specialists, Inc. Closing Date Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10857454 | PA      | $10348564.90  | 0.33%             | 2027-12-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 7 Ltd                                                                                                                                     | CUSIP: 48661CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2940000 | PA      | $2827192.20   | 0.09%             | 2033-04-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      916000 | PA      | $805572.35    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2190000 | PA      | $1141263.75   | 0.04%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                              | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |         757 | NS      | $3482200.00   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| ERP IRON ORE LLC                                                             | ERP IRON ORE LLC                                                                                                                                  | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1354914 | PA      | $903863.06    | 0.03%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |      700000 | PA      | $206500.00    | 0.01%             | 2026-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                              | Adams Homes Inc                                                                                                                                   | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3468000 | PA      | $2991990.78   | 0.10%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |      735000 | PA      | $621672.19    | 0.02%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                                                                                                | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1668000 | PA      | $1564979.35   | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                       | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     6383000 | PA      | $4835811.86   | 0.15%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                            | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9247000 | PA      | $5825.61      | 0.00%             | 2026-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    12151000 | PA      | $12776017.06  | 0.41%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                                              | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1878000 | PA      | $1605690.00   | 0.05%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |      590000 | PA      | $110625.00    | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                         | ZF Europe Finance BV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1429859.33   | 0.05%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     5026000 | PA      | $5095222.39   | 0.16%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                                        | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      815000 | PA      | $856098.86    | 0.03%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | Navient Corp                                                                                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1471000 | PA      | $1343646.79   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                                                | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $1032255.03   | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                            | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |      728536 | PA      | $692248.26    | 0.02%             | 2025-11-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                                                      | Ahlstrom-Munksjo Holding 3 Oy                                                                                                                     | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      955000 | PA      | $902691.11    | 0.03%             | 2028-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                     | Ziggo BV                                                                                                                                          | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $784539.50    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Angolan Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5861000 | PA      | $6117418.75   | 0.19%             | 2025-11-12      | Fixed         | 9.50%                 | 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      | $4580573.91   | 0.15%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |      200000 | PA      | $38350.00     | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                     | Primo Water Holdings Inc                                                                                                                          | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     7622000 | PA      | $6659402.76   | 0.21%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                           | Bahrain Government International Bond                                                                                                             | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      468000 | PA      | $423540.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                                                                                    | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      825000 | PA      | $771375.00    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                                        | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     6993000 | PA      | $6731743.76   | 0.21%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                              | AdaptHealth LLC                                                                                                                                   | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $125260.88    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) | Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan                                                          | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     7736809 | PA      | $7726596.38   | 0.25%             | 2024-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      991150 | PA      | $336495.43    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                       | Southwestern Energy Co                                                                                                                            | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     1481000 | PA      | $1392319.42   | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                      | SPCM SA                                                                                                                                           | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1487000 | PA      | $1311319.38   | 0.04%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                     | OZLM XXII Ltd                                                                                                                                     | CUSIP: 67111XAA0<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |      967751 | PA      | $773902.73    | 0.02%             | 2031-01-17      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                       | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7999000 | PA      | $7641436.78   | 0.24%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    14103000 | PA      | $11835552.24  | 0.38%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                                       | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $324538.71    | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                            | Nexa Resources SA                                                                                                                                 | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     3219000 | PA      | $3177555.38   | 0.10%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $2770267.84   | 0.09%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8453517 | PA      | $8609946.26   | 0.27%             | 2029-04-25      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                                                                                      | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     4554000 | PA      | $4026594.20   | 0.13%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                      | Liberty Interactive LLC                                                                                                                           | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     2205113 | PA      | $764263.44    | 0.02%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      538000 | PA      | $43040.00     | 0.00%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                                            | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $260562.18    | 0.01%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                      | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3721000 | PA      | $3090897.25   | 0.10%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                              | Cemex SAB de CV                                                                                                                                   | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1885000 | PA      | $1729487.50   | 0.06%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    10910000 | PA      | $7003257.08   | 0.22%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                     | First Quantum Minerals Ltd                                                                                                                        | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     8370000 | PA      | $8072655.75   | 0.26%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                        | Ahead DB Holdings LLC                                                                                                                             | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     3518000 | PA      | $2974178.94   | 0.09%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     6220000 | PA      | $5383410.00   | 0.17%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDIT 2.000% 01/13/25                                                                                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -3675855 | PA      | $-3675855.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                  | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     6351000 | PA      | $4964600.39   | 0.16%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21G12   CDS NA 03.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21G12   CDS NA 03.000 SP 05/11/2063 MORGAN STANL SHORT                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1735007 | OU      | $-423486.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                                                                 | Playtech Plc                                                                                                                                      | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |      776000 | PA      | $808086.32    | 0.03%             | 2026-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                                                                                                   | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2225000 | PA      | $2029343.56   | 0.06%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      697000 | PA      | $616885.87    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4139000 | PA      | $3476915.67   | 0.11%             | 2028-02-01      | Fixed         | 5.38%                 | 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        |      368490 | PA      | $320217.64    | 0.01%             | 2047-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                            | Cometa Energia SA de CV                                                                                                                           | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      463637 | PA      | $455320.51    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1718463 | PA      | $834313.79    | 0.03%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                               | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6449000 | PA      | $5950506.94   | 0.19%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENRGY CRP / PREFERRED RESTRICTED                                    | GULFPORT ENRGY CRP / PREFERRED RESTRICTED                                                                                                         | CUSIP: 000000000<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |          32 | NS      | $147200.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITHACA ENERGY NORTH                                                          | Ithaca Energy North Sea PLC                                                                                                                       | CUSIP: 46567TAB0<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     6214000 | PA      | $6118496.04   | 0.19%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      752000 | PA      | $645854.06    | 0.02%             | 2028-02-15      | Fixed         | 3.62%                 | 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      | $3948870.26   | 0.13%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                                                      | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     1089000 | PA      | $1104545.48   | 0.04%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                      | INEOS Quattro Finance 1 Plc                                                                                                                       | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |      108000 | PA      | $104257.02    | 0.00%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLSON TRAVEL INC                                                           | CARLSON TRAVEL INC                                                                                                                                | CUSIP: 000000000<br>LEI: 5493002YB4LSO97BF704 | Long             | EC               | CORP              | US        |      104524 | NS      | $796995.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                      | Titan International Inc                                                                                                                           | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     7168000 | PA      | $6865671.68   | 0.22%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5065683.47  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                          | CALIFORNIA ST                                                                                                                                     | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1656090.63   | 0.05%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                    | ACProducts Holdings, Inc. Initial Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10329695 | PA      | $8303628.62   | 0.26%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                             | Flatiron CLO 21 Ltd                                                                                                                               | CUSIP: 33883TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $312579.40    | 0.01%             | 2034-07-19      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                         | Enel Finance International NV                                                                                                                     | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     2963000 | PA      | $3326410.11   | 0.11%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      558000 | PA      | $656222.59    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                  | CUSIP: 92824DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $250.00       | 0.00%             | 2020-01-13      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| Denbury Inc                                                                  | Denbury Inc                                                                                                                                       | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       33050 | NS      | $2868079.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equiniti Group PLC                                                           | Equiniti Group PLC Term Loan B (USD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493003SHB5VLXWFOS15 | Long             | LON              | CORP              | GB        |      891000 | PA      | $889512.03    | 0.03%             | 2028-12-11      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     3656000 | PA      | $3616904.50   | 0.12%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                      | Castlelake Aviation Finance DAC                                                                                                                   | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |     4612000 | PA      | $4205360.42   | 0.13%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                    | Crown Subsea Communications Holding, Inc. Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     7268425 | PA      | $7230265.42   | 0.23%             | 2027-04-27      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |      992000 | PA      | $191766.00    | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                                | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2212494.89   | 0.07%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                | Ballyrock CLO 15 Ltd                                                                                                                              | CUSIP: 05875UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1831968.00   | 0.06%             | 2034-04-15      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                         | Country Garden Holdings Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              |  | KY        |      400000 | PA      | $275000.00    | 0.01%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                        | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $661099.68    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                         | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3277000 | PA      | $2932915.00   | 0.09%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1652000 | PA      | $1560646.76   | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    17171000 | PA      | $10397796.02  | 0.33%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                              | ChaseFlex Trust Series 2007-1                                                                                                                     | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      473567 | PA      | $186153.98    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan C                                                                                                               | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |      663846 | PA      | $652726.38    | 0.02%             | 2029-02-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $1639460.86   | 0.05%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                                       | Textron Financial Corp                                                                                                                            | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $94661.54     | 0.00%             | 2042-02-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                                                                                    | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2333000 | PA      | $1933473.75   | 0.06%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                     | Installed Building Products Inc                                                                                                                   | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      838000 | PA      | $772387.30    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1178248.11   | 0.04%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                       | Cidron Aida Finco Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      949000 | PA      | $930215.85    | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-CCRE15 Mortgage Trust                                                                                                                   | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6076766 | PA      | $27310.20     | 0.00%             | 2047-02-10      | Variable      | 0.62%                 | 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        |     1387000 | PA      | $1240823.32   | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                             | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     4572000 | PA      | $4550258.63   | 0.14%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1PCY0  CDX 137BERAF4 03.000 SP 05/11/2063 CREDIT SUISS LONG / Short: IS1PCY0   CDS USD P V 01MEVENT IS1PCZ1 CMBX                          | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |     4676169 | OU      | $-1140595.48  | -0.04%            |  |  |  | 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        |     3655000 | PA      | $3231827.90   | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                                                                                 | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     3901000 | PA      | $3809832.85   | 0.12%             | 2025-11-30      | Fixed         | 10.50%                | 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        |      770000 | PA      | $734610.80    | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |      579000 | PA      | $60795.00     | 0.00%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO RUTA AL MAR                                                      | Fideicomiso PA Concesion Ruta al Mar                                                                                                              | CUSIP: 31574HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        | 14562909942 | PA      | $1779012.59   | 0.06%             | 2044-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3818000 | PA      | $3048291.20   | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                    | Olin Corp                                                                                                                                         | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      540000 | PA      | $524292.55    | 0.02%             | 2027-09-15      | 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      | $2161170.00   | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $9615757.99   | 0.31%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1268000 | PA      | $1145067.40   | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-19304.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     3533000 | PA      | $3507053.93   | 0.11%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      492000 | PA      | $499056.82    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust 2014-GC18                                                                                                            | CUSIP: 36252RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      904372 | PA      | $339139.59    | 0.01%             | 2047-01-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                        | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     5792000 | PA      | $5202420.16   | 0.17%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      995000 | PA      | $909526.05    | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        9189 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVITA INC                                                                   | DaVita Inc                                                                                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    14083000 | PA      | $11864537.26  | 0.38%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                              | DKT Finance ApS                                                                                                                                   | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |     3093000 | PA      | $3094335.09   | 0.10%             | 2023-06-17      | Fixed         | 9.38%                 | 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      | $510560.83    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                               | MedAssets Software Intermediate Holdings, Inc. Term Loan (Second Lien)                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2810000 | PA      | $1921337.50   | 0.06%             | 2029-12-17      | Floating      | 11.32%                | No            |                  3 | 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      | $3642427.24   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    10068000 | PA      | $8620445.51   | 0.27%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                        | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     4527000 | PA      | $1971246.39   | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                                                                                             | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      696000 | PA      | $675196.56    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                        | Continental Resources Inc/OK                                                                                                                      | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1082739.82   | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0DZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9862634 | PA      | $10046222.93  | 0.32%             | 2025-01-25      | Floating      | 16.01%                | 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        |     3807000 | PA      | $3733537.20   | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                                         | Huarong Finance 2019 Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      412000 | PA      | $393151.00    | 0.01%             | 2024-05-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                            | Imola Merger Corp                                                                                                                                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4868000 | PA      | $4236859.91   | 0.13%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                                      | CBB International Sukuk Programme Co WLL                                                                                                          | CUSIP: 05675M2B9<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     1064000 | PA      | $1075970.00   | 0.03%             | 2024-11-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                               | Pagaya AI Debt Trust 2022-6                                                                                                                       | CUSIP: 69546NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2530000 | PA      | $2531340.90   | 0.08%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                                                      | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $141709.20    | 0.00%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                                                 | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1891000 | PA      | $1926325.98   | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1262495 | OU      | $-465488.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                     | Allison Transmission Inc                                                                                                                          | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3279000 | PA      | $3158097.01   | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                     | Hess Midstream Operations LP                                                                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      499000 | PA      | $437421.26    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $996543.58    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                           | CNX Resources Corp                                                                                                                                | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80635.46     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3122924.00   | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     2077000 | PA      | $1959367.03   | 0.06%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                              | DKT Finance ApS                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |     3874000 | PA      | $4212145.68   | 0.13%             | 2023-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                            | ILLINOIS ST                                                                                                                                       | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     3825714 | PA      | $4123483.38   | 0.13%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5355000 | PA      | $4417875.00   | 0.14%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-3 Ltd                                                                                                                     | CUSIP: 77341PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4737505 | PA      | $4115418.48   | 0.13%             | 2034-10-20      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                              | Granite US Holdings Corporation Replacement Term B Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8204140 | PA      | $8191341.35   | 0.26%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                      | India Clean Energy Holdings                                                                                                                       | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     2606000 | PA      | $2169983.63   | 0.07%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                               | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     6836000 | PA      | $7820315.78   | 0.25%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                         | Aramark Services Inc                                                                                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     2216000 | PA      | $2090619.54   | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                                            | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      437000 | PA      | $414685.69    | 0.01%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $95951.60     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1500000 | PA      | $120000.00    | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     6636000 | PA      | $530880.00    | 0.02%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                         | Elmwood CLO VII Ltd                                                                                                                               | CUSIP: 29002RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2121567 | PA      | $2019199.27   | 0.06%             | 2034-01-17      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2563706 | PA      | $1244679.26   | 0.04%             | 2035-07-31      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                      | Huarong Finance 2017 Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      751000 | PA      | $678622.38    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | 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        |     4831000 | PA      | $4125968.06   | 0.13%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                           | EXIDE COMMON STOCK                                                                                                                                | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |        4045 | NS      | $1415750.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1179000 | PA      | $1022766.92   | 0.03%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                                                                                                          | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5030000 | PA      | $3852893.43   | 0.12%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     3007000 | PA      | $2942107.89   | 0.09%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                    | Loxam SAS                                                                                                                                         | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      934000 | PA      | $934166.23    | 0.03%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      407389 | OU      | $-150206.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                             | Cinemark USA Inc                                                                                                                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2119006.59   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                         | Apex Tool Group, LLC Initial Term Loan (First Lien)                                                                                               | CUSIP: 000000000<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    12396619 | PA      | $10808363.77  | 0.34%             | 2029-02-08      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                                                | Trimaran Cavu 2019-1 Ltd                                                                                                                          | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |     2468663 | PA      | $2238541.64   | 0.07%             | 2032-07-20      | Floating      | 11.85%                | 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      | $70528.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                                                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     2462000 | PA      | $2532199.23   | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                             | Guala Closures SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |     1803000 | PA      | $1692404.58   | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | Intesa Sanpaolo SpA                                                                                                                               | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      972000 | PA      | $1002962.24   | 0.03%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                              | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      805000 | PA      | $818887.76    | 0.03%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                  | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3474000 | PA      | $3152497.25   | 0.10%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                 | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     1475000 | PA      | $1408618.20   | 0.04%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                                                                                         | CUSIP: 28621YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3504678 | PA      | $3272538.64   | 0.10%             | 2033-04-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1630000 | PA      | $1593888.39   | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                 | Embecta Corp                                                                                                                                      | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     9223000 | PA      | $7595253.11   | 0.24%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                                                   | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3489000 | PA      | $3541102.35   | 0.11%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1636778.64   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                       | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                                                                        | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1365961 | PA      | $1263513.93   | 0.04%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |      370000 | PA      | $135050.00    | 0.00%             | 2027-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                       | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    12372000 | PA      | $10983905.52  | 0.35%             | 2026-04-15      | Fixed         | 7.50%                 | 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        |     5119000 | PA      | $4938920.44   | 0.16%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      435000 | PA      | $454746.19    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                               | Vantage Drilling International                                                                                                                    | CUSIP: 000000000<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |       34001 | NS      | $476014.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                     | Perrigo Finance Unlimited Co                                                                                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $175140.05    | 0.01%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                         | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3599000 | PA      | $3264517.94   | 0.10%             | 2027-07-17      | Fixed         | 5.62%                 | 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        |     1789427 | PA      | $1601537.60   | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | 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      | $1900420.69   | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC                                                                                                                            | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1457000 | PA      | $1455863.23   | 0.05%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REVERSE REPO CONTRACT U S CREDIT 1.750% 10/21/24                                                                                                  | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -1008000 | PA      | $-1008000.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | New Fortress Energy Inc                                                                                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6051000 | PA      | $5805102.85   | 0.18%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                        | Element Solutions Inc                                                                                                                             | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2135687.81   | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                          | CSN Inova Ventures                                                                                                                                | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    10898000 | PA      | $10887102.00  | 0.35%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5795000 | PA      | $1323070.94   | 0.04%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-24CB                                                                                                                  | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1997585 | PA      | $1140687.66   | 0.04%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                      | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6480000 | PA      | $7007973.10   | 0.22%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                        | Emergent BioSolutions Inc                                                                                                                         | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     7410000 | PA      | $3218740.16   | 0.10%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-24                                                                           | CUSIP: 21054DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235215 | PA      | $228071.67    | 0.01%             | 2044-08-15      | Variable      | 10.90%                | No            |                  2 | On Loan: No      |
| ESC CB144A INTELSAT JA                                                       | ESC CB144A INTELSAT JA                                                                                                                            | CUSIP: 458ESCAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1446000 | PA      | $0.01         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | Yes           |                  3 | 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        |       83000 | PA      | $76608.05     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                                                      | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4598000 | PA      | $4829613.95   | 0.15%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                               | VTR Finance NV                                                                                                                                    | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |      632000 | PA      | $261256.16    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6580000 | PA      | $4730610.92   | 0.15%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                            | Gabon Government International Bond                                                                                                               | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     4626000 | PA      | $3865023.00   | 0.12%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                      | Zayo Group Holdings Inc                                                                                                                           | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $4375498.19   | 0.14%             | 2027-03-01      | Fixed         | 4.00%                 | 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              | US        |     1362000 | PA      | $1171320.00   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2971000 | PA      | $2889030.11   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | Levi Strauss & Co                                                                                                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2510442.66   | 0.08%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                                       | Light Servicos de Eletricidade SA/Light Energia SA                                                                                                | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2488000 | PA      | $1416294.00   | 0.05%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDIT .25% 1/27/25/EUR                                                                                                                    | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -3933000 | PA      | $-4275760.87  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                      | Monitchem HoldCo 3 SA                                                                                                                             | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |      524000 | PA      | $552576.59    | 0.02%             | 2025-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                     | Tengizchevroil Finance Co International Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     4529000 | PA      | $3413733.75   | 0.11%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7459640 | PA      | $7664780.42   | 0.24%             | 2028-04-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                             | MDC Holdings Inc                                                                                                                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9963000 | PA      | $8836632.54   | 0.28%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                      | Penske Automotive Group Inc                                                                                                                       | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     2885000 | PA      | $2450988.36   | 0.08%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS                                                      | Allwyn International AS                                                                                                                           | CUSIP: 000000000<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |      744000 | PA      | $754242.91    | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | Eskom Holdings SOC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1951000 | PA      | $1861741.75   | 0.06%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                        | Grifols Escrow Issuer SA                                                                                                                          | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     6477000 | PA      | $5973149.44   | 0.19%             | 2028-10-15      | Fixed         | 3.88%                 | 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        |     7591000 | PA      | $6459278.31   | 0.21%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | Prosus NV                                                                                                                                         | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1341000 | PA      | $897631.88    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3758000 | PA      | $3862704.83   | 0.12%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                                                                                        | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      691919 | PA      | $55353.52     | 0.00%             | 2023-02-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6363000 | PA      | $4398423.75   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                        | Cablevision Lightpath LLC                                                                                                                         | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     4374000 | PA      | $3352644.01   | 0.11%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                     | Elanco Animal Health Inc                                                                                                                          | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     5007000 | PA      | $4918738.21   | 0.16%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FlexPath Capital Inc.                                                        | FlexPath Capital Inc.                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      189795 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                                                         | Ardonagh Midco 2 PLC                                                                                                                              | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    11171103 | PA      | $10509211.91  | 0.33%             | 2027-01-15      | Fixed         | 11.50%                | 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        |     2713000 | PA      | $2648196.82   | 0.08%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                           | Huarong Finance II Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     1899000 | PA      | $1742332.50   | 0.06%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                        | Bank of Ireland Group PLC                                                                                                                         | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     2592000 | PA      | $2621539.81   | 0.08%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                                                   | Berry Corp                                                                                                                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      211000 | NS      | $1941200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    14621000 | PA      | $15333381.91  | 0.49%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                     | Odebrecht Holdco Finance Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     8965592 | PA      | $16810.49     | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                       | DIRECTV Financing, LLC Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2742375 | PA      | $2692957.40   | 0.09%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                                             | CUSIP: AN6331648<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2099000 | PA      | $1815635.00   | 0.06%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1337169.90   | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3407000 | PA      | $1867036.00   | 0.06%             | 2027-01-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1262495 | OU      | $-465488.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                   | AG TRACKER                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      399741 | NS      | $0.40         | 0.00%             |  |  |  | No            |                  3 | 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        |     1477000 | PA      | $1389047.23   | 0.04%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2836000 | PA      | $2327243.15   | 0.07%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3458000 | PA      | $3187895.62   | 0.10%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                                     | Garda World Security Corp                                                                                                                         | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      495000 | PA      | $491055.47    | 0.02%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                 | Ares XXXIV CLO Ltd                                                                                                                                | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    11494185 | PA      | $10951153.72  | 0.35%             | 2033-04-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                      | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $669130.20    | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                          | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13331000 | PA      | $12641643.59  | 0.40%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    12055000 | PA      | $10637396.74  | 0.34%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7821000 | PA      | $6875525.18   | 0.22%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S THE BANK OF NEW YORK MELLON/BARCLAY                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |     -844800 | PA      | $-844800.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                       | Rede D'or Finance Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1680451.50   | 0.05%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      888000 | PA      | $781773.00    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2452 | NC      | $2986360.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                                               | Constellium SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     4303000 | PA      | $3876179.88   | 0.12%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                     | Transocean Phoenix 2 Ltd                                                                                                                          | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3360800 | PA      | $3406386.16   | 0.11%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                               | William Carter Co/The                                                                                                                             | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     1991000 | PA      | $1942651.79   | 0.06%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2012-CCRE5 Mortgage Trust                                                                                                                    | CUSIP: 12623SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2045-12-10      | Variable      | 1.20%                 | 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      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                         | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     3942000 | PA      | $3456261.71   | 0.11%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                          | CASTLE UK FINCO PLC /GBP/ REGD 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2627965.01   | 0.08%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                               | VOC Escrow Ltd                                                                                                                                    | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3318000 | PA      | $2920081.35   | 0.09%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1561264.53   | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                    | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4395000 | PA      | $4394934.91   | 0.14%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3920642 | PA      | $2601836.05   | 0.08%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS1PAM4  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS1PAM4   CDS USD P V 01MEVENT IS1PAN5 CMBX                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     2297261 | OU      | $-560340.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                           | Mattamy Group Corp                                                                                                                                | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     4691000 | PA      | $3959801.07   | 0.13%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                     | Moss Creek Resources Holdings Inc                                                                                                                 | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2208408.44   | 0.07%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                        | WASH Multifamily Acquisition Inc                                                                                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      265000 | PA      | $245323.14    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                     | Cheniere Energy Partners LP                                                                                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2089000 | PA      | $1960587.14   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                                       | Via Celere Desarrollos Inmobiliarios SA                                                                                                           | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              |  | ES        |     5665000 | PA      | $5702995.10   | 0.18%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6421697.55   | 0.20%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 Capital BV                                                                                                                                   | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2718531 | PA      | $2579885.92   | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                | DIAMOND OFFSHORE DRILLING INC                                                                                                                     | CUSIP: 25271C300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      148609 | NS      | $1703059.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                                                  | Apache Corp                                                                                                                                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1350180.17   | 0.04%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                     | Encino Acquisition Partners Holdings LLC                                                                                                          | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     6469000 | PA      | $6068214.66   | 0.19%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-J5                                                                                                                    | CUSIP: 12668EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      643512 | PA      | $371592.48    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES GENER SA                                                                 | AES Andes SA                                                                                                                                      | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     2632000 | PA      | $2483950.00   | 0.08%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | Comstock Resources Inc                                                                                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1187588.26   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                         | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     4386000 | PA      | $4237084.34   | 0.13%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                 | ADT Security Corp/The                                                                                                                             | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3517000 | PA      | $3144443.98   | 0.10%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                                                                                                   | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $565243.99    | 0.02%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                            | Motion Finco Sarl                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     3433000 | PA      | $3775408.77   | 0.12%             | 2025-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2326000 | PA      | $1699242.41   | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                     | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                                                                     | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4596000 | PA      | $4472888.83   | 0.14%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                     | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     5963000 | PA      | $5164307.25   | 0.16%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP SA                                                                                                                                            | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1450000 | PA      | $1221625.00   | 0.04%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                            | PROG Holdings Inc                                                                                                                                 | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     4240000 | PA      | $3593463.73   | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCENERY JOURNEY LTD                                                          | Scenery Journey Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              |  | VG        |      952000 | PA      | $64260.00     | 0.00%             | 2022-10-24      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                             | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1321000 | PA      | $997355.00    | 0.03%             | 2032-02-16      | 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        |     3048000 | PA      | $2720671.84   | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1262495 | OU      | $-465488.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4459000 | PA      | $3532537.52   | 0.11%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | IS1O504  CDX 137BERAF4 03.000 SP 05/11/2063 CITIGROUP GL LONG                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    24741633 | OU      | $-6034896.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen SA                                                                                                            | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      223000 | PA      | $180880.88    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1262495 | OU      | $-465488.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-42871.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust 2018-3                            | Consumer Loan Underlying Bond Credit Trust 2018-3                                                                                                 | CUSIP: 21050MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8626 | PA      | $7883.56      | 0.00%             | 2043-03-16      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                      | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                                         | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9238000 | PA      | $8042476.89   | 0.26%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Bahrain Government International Bond                                                                                                             | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1673000 | PA      | $1725594.94   | 0.05%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                               | EC FINANCE PLC /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1905000 | PA      | $1881905.58   | 0.06%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                     | Greenko Wind Projects Mauritius Ltd                                                                                                               | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     3868000 | PA      | $3641480.25   | 0.12%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4260000 | PA      | $4620051.41   | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                                                                                      | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     2820000 | PA      | $2767486.58   | 0.09%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25422000 | PA      | $21602557.03  | 0.69%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                                             | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9310000 | PA      | $8951330.48   | 0.28%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |      419000 | PA      | $119415.00    | 0.00%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     2289000 | PA      | $1947373.94   | 0.06%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial, LLC                                                   | Dealer Tire Financial, LLC Term B-2 Loan                                                                                                          | CUSIP: 000000000<br>LEI: 549300XTS06OMOCRSE50 | Long             | LON              | CORP              | US        |     1594900 | PA      | $1594405.58   | 0.05%             | 2027-12-14      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                    | GIP II Blue Holding, L.P. Initial Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    13157335 | PA      | $13128520.06  | 0.42%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2151000 | PA      | $2260059.38   | 0.07%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE LTD SPECIAL INVEST SPECIAL INVESTMENT                            | MT LOGAN RE LTD SPECIAL INVEST SPECIAL INVESTMENT SERIES 2 JUNE 2022 /PREFERRED                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        2575 | NS      | $2184711.05   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                | First Horizon Alternative Mortgage Securities Trust 2006-AA3                                                                                      | CUSIP: 320516AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293605 | PA      | $233507.61    | 0.01%             | 2036-06-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX Resources Corp                                                                                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      635000 | PA      | $586842.81    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                             | Advantage Sales & Marketing Inc. Term B-1 Loan (First Lien)                                                                                       | CUSIP: 000000000<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     9310000 | PA      | $7759326.39   | 0.25%             | 2027-10-28      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11985666 | PA      | $12591909.45  | 0.40%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3721000 | PA      | $3731902.94   | 0.12%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 57 Clo Ltd                                                                                                                                 | CUSIP: 26243KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1741000 | PA      | $1452323.05   | 0.05%             | 2031-05-15      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                       | AthenaHealth Group Inc                                                                                                                            | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     7398000 | PA      | $6105227.46   | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                                       | Shimao Group Holdings Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |      219000 | PA      | $48727.50     | 0.00%             | 2025-01-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NuStar Logistics LP                                                                                                                               | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      873000 | PA      | $841167.01    | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3931862 | PA      | $4333322.42   | 0.14%             | 2028-10-25      | Floating      | 17.26%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                           | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    17362000 | PA      | $13501549.23  | 0.43%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                        | Sixth Street CLO XX Ltd                                                                                                                           | CUSIP: 83012RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3021163 | PA      | $2762403.41   | 0.09%             | 2034-10-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103137.79    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                       | Rede D'or Finance Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      728000 | PA      | $638137.50    | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                             | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     1279000 | PA      | $1239355.22   | 0.04%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REV RC CREDIT 2.000% 01/13/25                                                                                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -1563750 | PA      | $-1563750.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                              | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     2387000 | PA      | $2340215.75   | 0.07%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US LONG BOND(CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          68 | NC      | $163187.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     5564000 | PA      | $3588583.92   | 0.11%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                         | Oleoducto Central SA                                                                                                                              | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      610000 | PA      | $539583.13    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                     | Altice France Holding SA                                                                                                                          | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     4599000 | PA      | $3932012.55   | 0.13%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                                              | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     1071000 | PA      | $909881.44    | 0.03%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Bahrain Government International Bond                                                                                                             | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1973000 | PA      | $1980398.75   | 0.06%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                           | Trinidad Generation UnLtd                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      202000 | PA      | $194778.50    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                            | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1966000 | PA      | $1604256.00   | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      689000 | PA      | $594225.09    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                      | LCPR Senior Secured Financing DAC                                                                                                                 | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     4643000 | PA      | $4044884.75   | 0.13%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                        | Palmer Square CLO 2021-1 Ltd                                                                                                                      | CUSIP: 69701UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6062582 | PA      | $5417111.02   | 0.17%             | 2034-04-20      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |      630000 | PA      | $138600.00    | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                                                                                  | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     6186000 | PA      | $5471903.63   | 0.17%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                          | White Cap Buyer LLC                                                                                                                               | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4257000 | PA      | $3898050.65   | 0.12%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Southeastern Grocers Inc                                                     | Southeastern Grocers Inc                                                                                                                          | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      508189 | NS      | $11688347.00  | 0.37%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA ENERGY CORP                                                           | Vistra Energy Corp Exp 31Dec46                                                                                                                    | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       45881 | NS      | $54277.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7088895 | PA      | $7681271.76   | 0.24%             | 2028-10-25      | Floating      | 16.26%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-135868.73   | -0.00%            |  |  |  | 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      | $2081724.80   | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      309084 | PA      | $3090.84      | 0.00%             | 2029-10-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2IE86   CDX 2I667KJQ2 05.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2IE86   CDX 2I667KJQ2 05.000 SP 12/20/2027 MSNYUS33XXX FLOAT      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    28470000 | OU      | $1219367.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      203000 | PA      | $165521.74    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                     | Consolidated Communications Inc                                                                                                                   | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     9296000 | PA      | $7587939.95   | 0.24%             | 2028-10-01      | Fixed         | 6.50%                 | 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        |     2576000 | PA      | $2320781.51   | 0.07%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                            | Citgo Holding Inc                                                                                                                                 | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2614319.88   | 0.08%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1225902.93   | 0.04%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                            | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2508000 | PA      | $1580.04      | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                      | Office Properties Income Trust                                                                                                                    | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |     4643000 | PA      | $3233058.94   | 0.10%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                     | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1125451.90   | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | 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      |
| INGEVITY CORP                                                                | Ingevity Corp                                                                                                                                     | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $2892664.69   | 0.09%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                     | Madison Park Funding LI Ltd                                                                                                                       | CUSIP: 55821HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1449940.80   | 0.05%             | 2034-07-19      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                         | Lorca Telecom Bondco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     3690000 | PA      | $3680910.97   | 0.12%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                         | Octagon Investment Partners 29 Ltd                                                                                                                | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |     7986770 | PA      | $7323796.21   | 0.23%             | 2033-01-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1055000 | PA      | $1091198.46   | 0.03%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                                                    | Fluid-Flow Products, Inc. 2nd Lien Cov-Lite TL                                                                                                    | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |     3390000 | PA      | $3169650.00   | 0.10%             | 2029-03-30      | Floating      | 11.48%                | 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        |      703386 | PA      | $508296.20    | 0.02%             | 2036-02-25      | Fixed         | 5.50%                 | 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      | $649921.80    | 0.02%             | 2046-07-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        9189 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZF NA CAPITAL                                                                | ZF North America Capital Inc                                                                                                                      | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     9312000 | PA      | $9003706.68   | 0.29%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                            | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2253000 | PA      | $2185702.57   | 0.07%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3059000 | PA      | $2866082.24   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                            | Q-Park Holding I BV                                                                                                                               | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      586000 | PA      | $591575.62    | 0.02%             | 2025-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                          | Verisure Holding AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     3620000 | PA      | $3645934.22   | 0.12%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                         | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                                                | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11464000 | PA      | $10041604.77  | 0.32%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     3495424 | PA      | $3438623.36   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL REGD                                                      | YANGO JUSTICE INTL REGD                                                                                                                           | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |      264000 | PA      | $5280.00      | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                              | MARB BondCo PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     8907000 | PA      | $6989812.79   | 0.22%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      950000 | PA      | $769638.87    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2012-CCRE3 Mortgage Trust                                                                                                                    | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000471 | PA      | $343653.48    | 0.01%             | 2045-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    11719000 | PA      | $11466310.59  | 0.36%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                        | Loyalty Ventures Inc. TLB                                                                                                                         | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     6261410 | PA      | $2426296.41   | 0.08%             | 2027-11-03      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                        | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6914000 | PA      | $6568246.69   | 0.21%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0FM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      283542 | PA      | $288676.15    | 0.01%             | 2025-05-25      | Floating      | 12.46%                | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT Capital Corp                                                                                                                                  | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2504000 | PA      | $2794275.25   | 0.09%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                | AG Issuer LLC                                                                                                                                     | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3354000 | PA      | $3169560.99   | 0.10%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                          | LCM 28 Ltd                                                                                                                                        | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $416311.00    | 0.01%             | 2030-10-20      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY LTD                                                       | Adani Green Energy Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |     2044000 | PA      | $1553440.00   | 0.05%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                                              | Summer BidCo BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     3315031 | PA      | $2698944.21   | 0.09%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                    | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $737001.03    | 0.02%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                             | AMC Networks Inc                                                                                                                                  | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     3337000 | PA      | $2833098.65   | 0.09%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                    | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     7321000 | PA      | $7327405.95   | 0.23%             | 2025-03-15      | Fixed         | 7.50%                 | 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        |     2089568 | PA      | $696086.85    | 0.02%             | 2037-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                                                                                              | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $2046097.35   | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                         | ATD New Holdings Inc                                                                                                                              | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      161762 | NS      | $9899834.40   | 0.31%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                          | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                                       | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      636000 | PA      | $364621.56    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                                                | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     5151000 | PA      | $4228327.13   | 0.13%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3382000 | PA      | $3155446.25   | 0.10%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer