# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-25-011554
**Filing Date:** 2025-9
**Character Count:** 350636
**Document Hash:** a70deac5fc63aac6281a25bf87ca2074
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-011554.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-011554

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794

**ORGANIZATION NAME:**
- **EIN:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 251344409

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB Income Fund (Series ID: S000051302)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000161779 | Class A       | AKGAX           |
| C000161780 | Class C       | AKGCX           |
| C000161781 | Advisor Class | ACGYX           |
| C000161785 | Class Z       | ACGZX           |

## Nport-Ex

**AB Income Fund** 

**Portfolio of Investments** 

**July 31, 2025 (unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 51.9%** | **GOVERNMENTS - TREASURIES – 51.9%** | **GOVERNMENTS - TREASURIES – 51.9%** | **GOVERNMENTS - TREASURIES – 51.9%** | **GOVERNMENTS - TREASURIES – 51.9%** |
|  **Spain – 1.1%** | **Spain – 1.1%** | **Spain – 1.1%** | **Spain – 1.1%** | **Spain – 1.1%** |
|  Spain Government Bond <br>3.20%, 10/31/2035<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21564 |  | $24475199 |
|  **United States – 50.8%** | **United States – 50.8%** | **United States – 50.8%** | **United States – 50.8%** | **United States – 50.8%** |
|  U.S. Treasury Bonds<br>3.00%, 08/15/2052 | U.S.$| 12227 |  | 8698364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/2054 |  | 93128 |  | 83782280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/2054 |  | 977 |  | 879300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2044 |  | 67207 |  | 64216813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/2044 |  | 16913 |  | 16405610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2055 |  | 1575 |  | 1510093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2045 |  | 15035 |  | 14783046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2045 |  | 34942 |  | 35467799 |
|  U.S. Treasury Notes<br>3.50%, 09/30/2029 |  | 23028 |  | 22646402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/2028 |  | 20321 |  | 20240033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/2028 |  | 13399 |  | 13330958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/30/2030 |  | 8738 |  | 8707281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/31/2030 |  | 44674 |  | 44503181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/2034 |  | 3267 |  | 3160823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/2029 |  | 28040 |  | 28114481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/28/2030 |  | 36500 |  | 36591250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/31/2030 |  | 33270 |  | 33340179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/30/2027<sup>(b) (c) (d)</sup> |  | 221145 |  | 222008647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/31/2028 |  | 88642 |  | 89210265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2029 |  | 15230 |  | 15338276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2029 |  | 10148 |  | 10221732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 02/29/2032 |  | 26128 |  | 26148413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2032 |  | 45665 |  | 45679270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/31/2032 |  | 44744 |  | 44721279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/31/2026 |  | 1500 |  | 1503398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/2029 |  | 1039 |  | 1051095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2035 |  | 25620 |  | 25395329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2033 |  | 3262 |  | 3319951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/30/2029 |  | 6175 |  | 6325516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2035 |  | 16200 |  | 16553109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/31/2028 |  | 36260 |  | 37322305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/31/2025 |  | 126545 |  | 126564773 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107741251 |
|  Total Governments - Treasuries <br>(cost $1,141,617,739) |  |  |  | 1132216450 |
|  **MORTGAGE PASS-THROUGHS – 35.1%** | **MORTGAGE PASS-THROUGHS – 35.1%** | **MORTGAGE PASS-THROUGHS – 35.1%** | **MORTGAGE PASS-THROUGHS – 35.1%** | **MORTGAGE PASS-THROUGHS – 35.1%** |
|  **Agency Fixed Rate 30-Year – 35.1%** | **Agency Fixed Rate 30-Year – 35.1%** | **Agency Fixed Rate 30-Year – 35.1%** | **Agency Fixed Rate 30-Year – 35.1%** | **Agency Fixed Rate 30-Year – 35.1%** |
|  Federal Home Loan Mortgage Corp. <br>Series 2023 <br>6.50%, 11/01/2053 |  | 1873 |  | 1933960 |
|  Federal National Mortgage Association<br>Series 1998<br>8.00%, 06/01/2028 |  | 0 | \*\* | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1999<br>7.50%, 11/01/2029 |  | 3 |  | 2706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>2.50%, 12/01/2050 |  | 77680 |  | 63722074 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>3.00%, 03/01/2052 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18593 | $15997510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2052 |  | 12178 | 10447588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>3.00%, 07/01/2052 |  | 8964 | 7690384 |
|  Government National Mortgage Association<br>Series 2023<br>5.00%, 05/20/2053 |  | 6700 | 6573664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/20/2053 |  | 720 | 706638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/20/2053 |  | 27363 | 27431373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/20/2053 |  | 27774 | 27817775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>5.00%, 04/20/2054 |  | 2974 | 2907629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025<br>2.00%, 08/01/2055, TBA |  | 29150 | 23520231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/2055, TBA |  | 29325 | 24641152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/2055, TBA |  | 44936 | 42632491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/2055, TBA |  | 36924 | 36827130 |
|  Uniform Mortgage-Backed Security<br>Series 2025<br>2.00%, 08/01/2055, TBA |  | 26325 | 20578747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2055, TBA |  | 91074 | 77921735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/2055, TBA |  | 45697 | 40822445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/2055, TBA |  | 62569 | 57697820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/2055, TBA |  | 26694 | 25315629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/2055, TBA |  | 92742 | 90253379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/2055, TBA |  | 54553 | 54252601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/01/2055, TBA |  | 87042 | 88235616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/2055, TBA |  | 16150 | 16653426 |
|  Total Mortgage Pass-Throughs <br>(cost $757,683,225) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764583787 |
|  **CORPORATES - INVESTMENT GRADE – 15.8%** |  |  |  |
|  **Financial Institutions – 7.2%** |  |  |  |
|  **Banking – 5.2%** |  |  |  |
|  AIB Group PLC <br>5.32%, 05/15/2031<sup>(a)</sup> |  | 2932 | 2981492 |
|  Ally Financial, Inc.<br>6.848%, 01/03/2030 |  | 2409 | 2538725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 4859 | 5107635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/2031 |  | 75 | 84707 |
|  Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand <br>5.621%, 12/10/2029<sup>(a)</sup> |  | 1560 | 1597534 |
|  Banco Santander SA<br>3.225%, 11/22/2032 |  | 200 | 178796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.175%, 03/24/2028 |  | 2800 | 2779616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.552%, 03/14/2028 |  | 800 | 811168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 5400 | 5882436 |
|  Bank Leumi Le-Israel BM <br>7.129%, 07/18/2033<sup>(a)</sup> |  | 1300 | 1344525 |
|  Bank of Ireland Group PLC <br>5.601%, 03/20/2030<sup>(a)</sup> |  | 2576 | 2652456 |
|  Barclays PLC<br>4.942%, 09/10/2030 |  | 2380 | 2394994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.674%, 03/12/2028 |  | 1312 | 1332940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.785%, 02/25/2036 |  | 1348 | 1377386 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  BPCE SA<br>5.389%, 05/28/2031<sup>(a)</sup> | U.S.$| 665 | $677209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.876%, 01/14/2031<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | 2737838 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> |  | 2420 | 2423848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.673%, 03/15/2030<sup>(a)</sup> |  | 3239 | 3340057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.84%, 09/13/2034<sup>(a)</sup> |  | 3893 | 4273696 |
|  Capital One Financial Corp.<br>7.624%, 10/30/2031 |  | 3035 | 3416166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.964%, 11/02/2034 |  | 2530 | 2945198 |
|  Citigroup, Inc.<br>4.952%, 05/07/2031 |  | 3482 | 3515427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.592%, 11/19/2034 |  | 1814 | 1838471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.827%, 02/13/2035 |  | 691 | 702768 |
|  Credit Agricole SA <br>5.862%, 01/09/2036<sup>(a)</sup> |  | 2177 | 2252629 |
|  Deutsche Bank AG/New York NY<br>3.729%, 01/14/2032 |  | 6196 | 5733097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/04/2031 |  | 1345 | 1346641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, 01/10/2029 |  | 1855 | 1885236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.146%, 07/13/2027 |  | 962 | 983318 |
|  HSBC Holdings PLC<br>5.546%, 03/04/2030 |  | 7485 | 7698846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.399%, 11/13/2034 |  | 4230 | 4728675 |
|  Lloyds Banking Group PLC <br>5.462%, 01/05/2028 |  | 1262 | 1275743 |
|  Nationwide Building Society <br>5.537%, 07/14/2036<sup>(a)</sup> |  | 753 | 760809 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 |  | 723 | 651756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.964%, 08/15/2030 |  | 3835 | 3875344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  | 982 | 1024717 |
|  Santander Holdings USA, Inc. <br>5.473%, 03/20/2029 |  | 72 | 73225 |
|  Santander UK Group Holdings PLC <br>5.694%, 04/15/2031 |  | 2923 | 3023347 |
|  Societe Generale SA<br>5.249%, 05/22/2029<sup>(a)</sup> |  | 914 | 923935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  | 10276 | 10376705 |
|  Standard Chartered PLC <br>5.545%, 01/21/2029<sup>(a)</sup> |  | 3051 | 3112020 |
|  Synchrony Financial<br>5.45%, 03/06/2031 |  | 2885 | 2905051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 08/02/2030 |  | 2476 | 2541540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/02/2033 |  | 350 | 368322 |
|  Toronto-Dominion Bank (The) <br>5.146%, 09/10/2034 |  | 1362 | 1369259 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113845303 |
|  **Finance – 0.2%** |  |  |  |
|  Aviation Capital Group LLC<br>4.125%, 08/01/2025<sup>(a)</sup> |  | 1592 | 1592000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 1315 | 1314040 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  CFAMC II Co., Ltd. <br>Series E <br>4.875%, 11/22/2026<sup>(a)</sup> | U.S.$| 498 | $497676 |
|  Huarong Finance II Co., Ltd. <br>Series E <br>4.625%, 06/03/2026<sup>(a)</sup> |  | 630 | 628961 |
|  |  |  | 4032677 |
|  **Insurance – 1.4%** |  |  |  |
|  Athene Global Funding<br>1.985%, 08/19/2028<sup>(a)</sup> |  | 2152 | 1996045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/19/2030<sup>(a)</sup> |  | 1860 | 1647718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  | 2165 | 2018819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  | 4595 | 4724303 |
|  Centene Corp. <br>3.00%, 10/15/2030 |  | 5634 | 4903045 |
|  Generali <br>Series E <br>5.50%, 10/27/2047<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 | 7966478 |
|  Hartford Insurance Group, Inc. (The) <br>Series ICON <br>6.713% (CME Term SOFR 3 Month + 2.39%), 02/12/2047<sup>(a)(e)</sup> | U.S.$| 3275 | 3048697 |
|  MetLife Capital Trust IV <br>7.875% (CME Term SOFR 3 Month + 3.96%), 12/15/2067<sup>(a)(e)</sup> |  | 3719 | 4066057 |
|  |  |  | 30371162 |
|  **REITs – 0.4%** |  |  |  |
|  Newmark Group, Inc. <br>7.50%, 01/12/2029 |  | 2276 | 2416020 |
|  Omega Healthcare Investors, Inc. <br>5.20%, 07/01/2030 |  | 1543 | 1547644 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(a)</sup> |  | 3412 | 3254605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/13/2034<sup>(a)</sup> |  | 270 | 278653 |
|  |  |  | 7496922 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155746064 |
|  **Industrial – 7.1%** |  |  |  |
|  **Basic – 1.1%** |  |  |  |
|  Alpek SAB de CV<br>3.25%, 02/25/2031<sup>(a)</sup> |  | 346 | 299764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/18/2029<sup>(a)</sup> |  | 1746 | 1635784 |
|  Anglo American Capital PLC<br>2.625%, 09/10/2030<sup>(a)</sup> |  | 707 | 638068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/17/2031<sup>(a)</sup> |  | 3700 | 3354272 |
|  Celulosa Arauco y Constitucion SA <br>4.25%, 04/30/2029<sup>(a)(f)</sup> |  | 1355 | 1305597 |
|  Freeport Indonesia PT <br>4.763%, 04/14/2027<sup>(a)</sup> |  | 964 | 963528 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Glencore Funding LLC <br>5.186%, 04/01/2030<sup>(a)</sup> | U.S.$| 3022 | $3071984 |
|  Inversiones CMPC SA <br>6.125%, 02/26/2034<sup>(a)</sup> |  | 429 | 441227 |
|  Nexa Resources SA <br>6.75%, 04/09/2034<sup>(a)(f)</sup> |  | 2066 | 2164651 |
|  Orbia Advance Corp. SAB de CV<br>2.875%, 05/11/2031<sup>(a)</sup> |  | 3275 | 2737834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/13/2035<sup>(a)</sup> |  | 821 | 847600 |
|  Sociedad Quimica y Minera de Chile SA<br>4.25%, 05/07/2029<sup>(a)</sup> |  | 704 | 695464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/10/2034<sup>(a)</sup> |  | 800 | 782000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(a)</sup> |  | 1016 | 1070112 |
|  Suzano Austria GmbH <br>6.00%, 01/15/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 | 4868424 |
|  |  |  | 24876309 |
|  **Communications - Media – 0.6%** |  |  |  |
|  DIRECTV Financing LLC/Directv Financing Co-Obligor, Inc.<br>5.875%, 08/15/2027<sup>(a)</sup> |  | 2691 | 2674746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 02/15/2031<sup>(a)</sup> |  | 2472 | 2382983 |
|  Grupo Televisa SAB <br>4.625%, 01/30/2026<sup>(f)</sup> |  | 1290 | 1275436 |
|  Prosus NV<br>3.061%, 07/13/2031<sup>(a)</sup> |  | 3143 | 2797270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup> |  | 5224 | 4935048 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14065483 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  TELUS Corp.<br>6.625%, 10/15/2055 |  | 540 | 547085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 731 | 742118 |
|  |  |  | 1289203 |
|  **Consumer Cyclical - Automotive – 1.6%** |  |  |  |
|  Ford Motor Co. <br>3.25%, 02/12/2032 |  | 9159 | 7761428 |
|  Ford Motor Credit Co. LLC<br>6.05%, 03/05/2031 |  | 3380 | 3386287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/08/2034 |  | 1474 | 1439449 |
|  General Motors Financial Co., Inc.<br>2.35%, 01/08/2031 |  | 1660 | 1446142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/2030 |  | 832 | 781722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/2027 |  | 2268 | 2280338 |
|  Harley-Davidson Financial Services, Inc. <br>5.95%, 06/11/2029<sup>(a)</sup> |  | 4358 | 4444463 |
|  Hyundai Capital America<br>4.55%, 09/26/2029<sup>(a)</sup> |  | 2007 | 1987793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 949 | 956526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/24/2029<sup>(a)</sup> |  | 2780 | 2827621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(a)</sup> |  | 4737 | 4820087 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/16/2029<sup>(a)</sup> | U.S.$| 1536 | $1617854 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33749710 |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  Carnival Corp. <br>4.00%, 08/01/2028<sup>(a)</sup> |  | 2838 | 2756748 |
|  Royal Caribbean Cruises Ltd. <br>5.50%, 08/31/2026<sup>(a)</sup> |  | 82 | 82261 |
|  |  |  | 2839009 |
|  **Consumer Cyclical - Other – 0.6%** |  |  |  |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup> | EUR | 977 | 1116825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/29/2029<sup>(a)</sup> |  | 179 | 211745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 642 | 647001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/04/2031<sup>(a)</sup> | GBP | 407 | 539649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 04/29/2029<sup>(a)</sup> | U.S.$| 347 | 356869 |
|  GENM Capital Labuan Ltd. <br>3.882%, 04/19/2031<sup>(a)</sup> |  | 1673 | 1526613 |
|  JH North America Holdings, Inc.<br>5.875%, 01/31/2031<sup>(a)</sup> |  | 66 | 66289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 07/31/2032<sup>(a)</sup> |  | 300 | 303396 |
|  Las Vegas Sands Corp.<br>5.625%, 06/15/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | 4002173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/14/2030 |  | 1991 | 2049097 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc. <br>4.625%, 04/16/2029<sup>(a)</sup> |  | 1100 | 977482 |
|  Sands China Ltd. <br>2.85%, 03/08/2029<sup>(g)</sup> |  | 318 | 294254 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12091393 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Zhongsheng Group Holdings Ltd. <br>5.98%, 01/30/2028<sup>(a)</sup> |  | 2313 | 2310178 |
|  **Consumer Non-Cyclical – 0.6%** |  |  |  |
|  Altria Group, Inc. <br>5.625%, 02/06/2035 |  | 4764 | 4844178 |
|  Cencosud SA <br>5.95%, 05/28/2031<sup>(a)</sup> |  | 1289 | 1324383 |
|  Imperial Brands Finance PLC <br>5.625%, 07/01/2035<sup>(a)</sup> |  | 4472 | 4473476 |
|  Viatris, Inc. <br>2.70%, 06/22/2030 |  | 3560 | 3156403 |
|  |  |  | 13798440 |
|  **Energy – 1.6%** |  |  |  |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 865 | 731539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 5823 | 5853105 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Eni SpA <br>5.75%, 05/19/2035<sup>(a)</sup> | U.S.$| 5735 | $5844768 |
|  Harbour Energy PLC <br>6.327%, 04/01/2035<sup>(a)</sup> |  | 3175 | 3178651 |
|  Occidental Petroleum Corp. <br>5.20%, 08/01/2029 |  | 3682 | 3692383 |
|  Raizen Fuels Finance SA<br>5.70%, 01/17/2035<sup>(a)</sup> |  | 993 | 924979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 | 1542827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(a)</sup> |  | 3175 | 3088640 |
|  Targa Resources Corp.<br>4.90%, 09/15/2030 |  | 1091 | 1096510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 608 | 611289 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(a)</sup> |  | 2782 | 2862901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/22/2035<sup>(a)</sup> |  | 1255 | 1298737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 1436 | 1631698 |
|  Woodside Finance Ltd. <br>5.40%, 05/19/2030 |  | 3374 | 3422417 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35780444 |
|  **Technology – 0.1%** |  |  |  |
|  Baidu, Inc. <br>3.425%, 04/07/2030 |  | 225 | 214864 |
|  Lenovo Group Ltd. <br>3.421%, 11/02/2030<sup>(a)</sup> |  | 509 | 474006 |
|  SK Hynix, Inc. <br>5.50%, 01/16/2029<sup>(a)</sup> |  | 2000 | 2056280 |
|  |  |  | 2745150 |
|  **Transportation - Airlines – 0.3%** |  |  |  |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(a)</sup> |  | 1881 | 1867024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.308%, 10/20/2031<sup>(a)</sup> |  | 4101 | 4071883 |
|  |  |  | 5938907 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 458 | 431345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 1301 | 1322283 |
|  |  |  | 1753628 |
|  **Transportation - Services – 0.2%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd.<br>4.00%, 07/30/2027<sup>(a)</sup> |  | 3272 | 3165660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/03/2029<sup>(a)</sup> |  | 1367 | 1297351 |
|  |  |  | 4463011 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155700865 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **Utility – 1.5%** |  |  |  |
|  **Electric – 1.5%** |  |  |  |
|  Adani Transmission Step-One Ltd. <br>4.00%, 08/03/2026<sup>(a)</sup> | U.S.$| 3064 | $3022820 |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(a)</sup> |  | 1298 | 1180206 |
|  Alexander Funding Trust II <br>7.467%, 07/31/2028<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 | 3164996 |
|  American Electric Power Co., Inc. <br>6.95%, 12/15/2054 |  | 1582 | 1670260 |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy <br>7.875%, 02/15/2039<sup>(a)</sup> |  | 1081 | 1145752 |
|  Chile Electricity PEC SpA <br>Zero Coupon, 01/25/2028<sup>(h)</sup> |  | 2865 | 2522902 |
|  Cometa Energia SA de CV <br>6.375%, 04/24/2035<sup>(a)</sup> |  | 1302 | 1349125 |
|  Engie Energia Chile SA <br>6.375%, 04/17/2034<sup>(a)</sup> |  | 2633 | 2759384 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple <br>7.25%, 01/31/2041<sup>(a)</sup> |  | 415 | 424361 |
|  Israel Electric Corp., Ltd. <br>Series G <br>4.25%, 08/14/2028<sup>(a)</sup> |  | 3850 | 3753365 |
|  Kallpa Generacion SA <br>5.875%, 01/30/2032<sup>(a)</sup> |  | 543 | 557210 |
|  LG Energy Solution Ltd. <br>5.375%, 04/02/2030<sup>(a)</sup> |  | 3987 | 4040904 |
|  LLPL Capital Pte. Ltd.<br>6.875%, 02/04/2039<sup>(a)</sup> |  | 1643 | 1689181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 02/04/2039<sup>(a)(f)</sup> |  | 894 | 919333 |
|  Minejesa Capital BV <br>4.625%, 08/10/2030<sup>(a)</sup> |  | 3257 | 3224901 |
|  Niagara Energy SAC <br>5.746%, 10/03/2034<sup>(a)</sup> |  | 1325 | 1318243 |
|  Vistra Operations Co. LLC <br>5.05%, 12/30/2026<sup>(a)</sup> |  | 81 | 81279 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32824222 |
|  **Other Utility – 0.0%** |  |  |  |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy <br>7.875%, 02/15/2039<sup>(a)</sup> |  | 667 | 706954 |
|  |  |  | 33531176 |
|  Total Corporates - Investment Grade <br>(cost $339,545,965) | Total Corporates - Investment Grade <br>(cost $339,545,965) | Total Corporates - Investment Grade <br>(cost $339,545,965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344978105 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **COLLATERALIZED LOAN OBLIGATIONS – 6.8%** |  |  |  |
|  **CLO - Floating Rate – 6.8%** |  |  |  |
|  AIMCO CLO <br>Series 2017-AA, Class AR2 <br>5.465% (CME Term SOFR 3 Month + 1.14%), 01/20/2038<sup>(a)(e)</sup> | U.S.$| 5000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5012525 |
|  AIMCO CLO 23 Ltd. <br>Series 2025-23A, Class A <br>5.394% (CME Term SOFR 3 Month + 1.13%), 04/20/2038<sup>(a)(e)</sup> |  | 3600 | 3587872 |
|  Allegro CLO XI Ltd.<br>Series 2019-2A, Class A1AR<br>5.575% (CME Term SOFR 3 Month + 1.25%), 01/19/2033<sup>(a)(e)</sup> |  | 3120 | 3124833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class BR<br>6.225% (CME Term SOFR 3 Month + 1.90%), 01/19/2033<sup>(a)(e)</sup> |  | 2479 | 2482095 |
|  Apidos CLO Lii <br>Series 2025-52A, Class A1 <br>5.394% (CME Term SOFR 3 Month + 1.13%), 04/20/2038<sup>(a)(e)</sup> |  | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791485 |
|  Apidos CLO XXX <br>Series XXXA, Class A1AR <br>5.409% (CME Term SOFR 3 Month + 1.08%), 10/18/2031<sup>(a)(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | 2557026 |
|  Apidos Loan Fund Ltd. <br>Series 2024-1A, Class A1 <br>5.588% (CME Term SOFR 3 Month + 1.27%), 04/25/2035<sup>(a)(e)</sup> |  | 5135 | 5135128 |
|  Ares XXXIV CLO Ltd. <br>Series 2015-2A, Class CR <br>6.584% (CME Term SOFR 3 Month + 2.26%), 04/17/2033<sup>(a)(e)</sup> |  | 9437 | 9447797 |
|  Bain Capital Credit CLO Ltd.<br>Series 2020-1A, Class A1R<br>5.579% (CME Term SOFR 3 Month + 1.25%), 04/18/2033<sup>(a)(e)</sup>  |  | 4806 | 4805524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4A, Class A1R<br>5.525% (CME Term SOFR 3 Month + 1.20%), 10/20/2034<sup>(a)(e)</sup> |  | 5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185265 |
|  Balboa Bay Loan Funding Ltd. <br>Series 2021-1A, Class D <br>7.637% (CME Term SOFR 3 Month + 3.31%), 07/20/2034<sup>(a)(e)</sup> |  | 2750 | 2758052 |
|  Black Diamond CLO Ltd. <br>Series 2016-1A, Class A2AR <br>6.325% (CME Term SOFR 3 Month + 2.01%), 04/26/2031<sup>(a)(e)</sup> |  | 5300 | 5302835 |
|  Dryden 113 CLO Ltd. <br>Series 2022-113A, Class AR2 <br>5.568% (CME Term SOFR 3 Month + 1.25%), 10/15/2037<sup>(a)(e)</sup> |  | 5250 | 5252977 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Goldentree Loan Management US CLO 7 Ltd. <br>Series 2020-7A, Class ARR <br>5.425% (CME Term SOFR 3 Month + 1.10%), 04/20/2034<sup>(a)(e)</sup> | U.S.$| 4500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495837 |
|  Goldentree Loan Management US CLO 8 Ltd. <br>Series 2020-8A, Class ARR <br>5.475% (CME Term SOFR 3 Month + 1.15%), 10/20/2034<sup>(a)(e)</sup> |  | 4950 | 4957945 |
|  GREYWOLF CLO VI Ltd. <br>Series 2018-1A, Class A2 <br>6.205% (CME Term SOFR 3 Month + 1.89%), 04/26/2031<sup>(a)(e)</sup> |  | 5300 | 5307484 |
|  Halcyon Loan Advisors Funding Ltd. <br>Series 2018-1A, Class A2 <br>6.387% (CME Term SOFR 3 Month + 2.06%), 07/21/2031<sup>(a)(e)</sup> |  | 1826 | 1827036 |
|  Hartwick Park CLO Ltd. <br>Series 2023-1A, Class AR <br>5.485% (CME Term SOFR 3 Month + 1.16%), 01/20/2037<sup>(a)(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992935 |
|  MidOcean Credit CLO XI Ltd. <br>Series 2022-11A, Class A1R2 <br>5.539% (CME Term SOFR 3 Month + 1.21%), 01/18/2036<sup>(a)(e)</sup> |  | 5000 | 5000920 |
|  Neuberger Berman Loan Advisers CLO 59 Ltd. <br>Series 2024-59A, Class A1 <br>5.609% (CME Term SOFR 3 Month + 1.29%), 01/23/2039<sup>(a)(e)</sup> |  | 5000 | 5012000 |
|  Oaktree CLO Ltd. <br>Series 2024-28A, Class A <br>5.658% (CME Term SOFR 3 Month + 1.34%), 01/15/2038<sup>(a)(e)</sup> |  | 5000 | 5015505 |
|  OCP CLO Ltd. <br>Series 2025-40A, Class A <br>5.457% (CME Term SOFR 3 Month + 1.14%), 04/16/2038<sup>(a)(e)</sup> |  | 5000 | 4991945 |
|  OZLM XVIII Ltd. <br>Series 2018-18A, Class B <br>6.129% (CME Term SOFR 3 Month + 1.81%), 04/15/2031<sup>(a)(e)</sup> |  | 5450 | 5455341 |
|  Pikes Peak CLO 12 Ltd. <br>Series 2023-12A, Class AR <br>5.545% (CME Term SOFR 3 Month + 1.22%), 04/20/2038<sup>(a)(e)</sup> |  | 3600 | 3600083 |
|  PPM CLO 8 Ltd. <br>Series 2025-8A, Class A1 <br>5.595% (CME Term SOFR 3 Month + 1.27%), 04/20/2038<sup>(a)(e)</sup> |  | 5000 | 4999745 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class D <br>7.625% (CME Term SOFR 3 Month + 3.30%), 04/20/2035<sup>(a)(e)</sup> |  | 4423 | 4472266 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Regatta XVI Funding Ltd. <br>Series 2019-2A, Class A1R <br>5.518% (CME Term SOFR 3 Month + 1.20%), 01/15/2033<sup>(a)(e)</sup> | U.S.$| 6036 | $6045133 |
|  Silver Point CLO 8 Ltd. <br>Series 2025-8A, Class A1 <br>5.432% (CME Term SOFR 3 Month + 1.21%), 04/15/2038<sup>(a)(e)</sup> |  | 5000 | 4999000 |
|  Sixth Street CLO 27 Ltd. <br>Series 2024-27A, Class A <br>5.662% (CME Term SOFR 3 Month + 1.34%), 01/17/2038<sup>(a)(e)</sup> |  | 5000 | 5018705 |
|  VERDE CLO Ltd. <br>Series 2019-1A, Class ARR <br>5.428% (CME Term SOFR 3 Month + 1.11%), 04/15/2032<sup>(a)(e)</sup> |  | 4693 | 4691113 |
|  Voya CLO Ltd.<br>Series 2018-3A, Class A1R2<br>5.518% (CME Term SOFR 3 Month + 1.20%), 10/15/2031<sup>(a)(e)</sup> |  | 3054 | 3059459 |
|  Series 2024-7A, Class A1<br>5.635% (CME Term SOFR 3 Month + 1.31%), 01/20/2038<sup>(a)(e)</sup> |  | 5000 | 5013715 |
|  Total Collateralized Loan Obligations <br>(cost $148,240,826) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148399581 |
|  **CORPORATES - NON-INVESTMENT GRADE – 5.5%** |  |  |  |
|  **Industrial – 5.0%** |  |  |  |
|  **Basic – 0.0%** |  |  |  |
|  ASP Unifrax Holdings, Inc. <br>7.10% (7.10% Cash or 5.85% Cash and 1.25% PIK), 09/30/2029<sup>(a)(i)</sup> |  | 489 | 252206 |
|  Graphic Packaging International LLC <br>4.75%, 07/15/2027<sup>(a)</sup> |  | 32 | 31509 |
|  Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2023<sup>(h)(j)(k)(l)(m)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 | 0 |
|  |  |  | 283715 |
|  **Capital Goods – 0.2%** |  |  |  |
|  Bombardier, Inc. <br>6.00%, 02/15/2028<sup>(a)</sup> |  | 7 | 7030 |
|  Efesto Bidco S.p.A Efesto US LLC <br>Series XR <br>7.50%, 02/15/2032<sup>(a)</sup> |  | 2346 | 2401577 |
|  LSB Industries, Inc. <br>6.25%, 10/15/2028<sup>(a)(g)</sup> |  | 1402 | 1378993 |
|  Trinity Industries, Inc. <br>7.75%, 07/15/2028<sup>(a)</sup> |  | 1163 | 1210997 |
|  |  |  | 4998597 |
|  **Communications - Media – 0.9%** |  |  |  |
|  AMC Networks, Inc. <br>10.25%, 01/15/2029<sup>(a)</sup> |  | 2206 | 2266885 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Banijay Entertainment SAS <br>7.00%, 05/01/2029<sup>(a)</sup> | EUR | 1730 | $| 2061183 |
|  CSC Holdings LLC <br>11.75%, 01/31/2029<sup>(a)</sup> | U.S.$| 1298 |  | 1214006 |
|  LCPR Senior Secured Financing DAC <br>6.75%, 10/15/2027<sup>(a)</sup> |  | 2841 |  | 2178933 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(a)</sup> |  | 2309 |  | 2235043 |
|  Paramount Global <br>6.375%, 03/30/2062 |  | 1669 |  | 1645217 |
|  Sinclair Television Group, Inc. <br>5.50%, 03/01/2030<sup>(a)</sup> |  | 391 |  | 322919 |
|  Univision Communications, Inc. <br>8.00%, 08/15/2028<sup>(a)</sup> |  | 3712 |  | 3814414 |
|  Warnermedia Holdings, Inc.<br>4.279%, 03/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398 |  | 2019068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042 |  | 1591 |  | 1063520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.141%, 03/15/2052 |  | 430 |  | 266093 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19087281 |
|  **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** |
|  Altice France SA<br>5.125%, 07/15/2029<sup>(h)</sup> |  | 1984 |  | 1732568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2028<sup>(h)</sup> |  | 878 |  | 780744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/2029<sup>(h)</sup> |  | 1528 |  | 1327664 |
|  Fibercop SpA <br>6.00%, 09/30/2034<sup>(a)</sup> |  | 1080 |  | 1020146 |
|  |  |  |  | 4861122 |
|  **Consumer Cyclical - Automotive – 0.3%** | **Consumer Cyclical - Automotive – 0.3%** | **Consumer Cyclical - Automotive – 0.3%** | **Consumer Cyclical - Automotive – 0.3%** | **Consumer Cyclical - Automotive – 0.3%** |
|  Aston Martin Capital Holdings Ltd. <br>10.00%, 03/31/2029<sup>(a)</sup> |  | 3987 |  | 3800847 |
|  Exide Technologies (Exchange Priority) <br>11.00%, 10/31/2024<sup>(h)(j)(k)(l)(m)(n)</sup> |  | 2273 |  | 0 |
|  Exide Technologies (First Lien) <br>11.00%, 10/31/2024<sup>(h)(j)(k)(l)(m)(n)</sup> |  | 933 |  | 0 |
|  Goodyear Tire & Rubber Co. (The) <br>6.625%, 07/15/2030 |  | 554 |  | 563573 |
|  IHO Verwaltungs GmbH <br>8.75% (8.75% Cash or 9.50% PIK), 05/15/2028<sup>(a)(i)</sup> | EUR | 506 |  | 604069 |
|  Tenneco, Inc. <br>8.00%, 11/17/2028<sup>(a)</sup> | U.S.$| 1997 |  | 1982462 |
|  |  |  |  | 6950951 |
|  **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** |
|  Builders FirstSource, Inc. <br>6.75%, 05/15/2035<sup>(a)</sup> |  | 2609 |  | 2680748 |
|  Hilton Domestic Operating Co., Inc. <br>5.875%, 04/01/2029<sup>(a)</sup> |  | 2099 |  | 2132647 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.<br>5.00%, 06/01/2029<sup>(a)</sup> | U.S.$| 1864 | $| 1783419 |
|  Standard Building Solutions, Inc. <br>6.25%, 08/01/2033<sup>(a)</sup> |  | 1804 |  | 1821102 |
|  |  |  |  | 8417916 |
|  **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** |
|  1011778 BC ULC/New Red Finance, Inc. <br>6.125%, 06/15/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |  | 2388548 |
|  **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** |
|  Advance Auto Parts, Inc.<br>7.00%, 08/01/2030<sup>(a)</sup> |  | 2121 |  | 2131902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 08/01/2033<sup>(a)</sup> |  | 1457 |  | 1463615 |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(a)</sup> |  | 845 |  | 692815 |
|  Global Auto Holdings Ltd/AAG FH UK Ltd.<br>8.375%, 01/15/2029<sup>(a)</sup> |  | 1033 |  | 962033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 01/15/2032<sup>(a)</sup> |  | 500 |  | 441795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 08/15/2029<sup>(a)</sup> |  | 200 |  | 199374 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891534 |
|  **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%** |
|  Amneal Pharmaceuticals LLC <br>6.875%, 08/01/2032<sup>(a)</sup> |  | 535 |  | 542998 |
|  Bausch & Lomb Corp. <br>8.375%, 10/01/2028<sup>(a)</sup> |  | 5317 |  | 5557116 |
|  CHS/Community Health Systems, Inc. <br>6.875%, 04/15/2029<sup>(a)</sup> |  | 2079 |  | 1629312 |
|  CVS Health Corp. <br>7.00%, 03/10/2055 |  | 3261 |  | 3359548 |
|  Embecta Corp. <br>5.00%, 02/15/2030<sup>(a)</sup> |  | 652 |  | 591292 |
|  Froneri Lux FinCo SARL <br>4.75%, 08/01/2032<sup>(a)</sup> | EUR | 562 |  | 645670 |
|  Mehilainen Yhtiot Oy <br>5.125%, 06/30/2032<sup>(a)</sup> |  | 721 |  | 828087 |
|  MPH Acquisition Holdings LLC<br>5.75%, 12/31/2030<sup>(a)</sup> | U.S.$| 266 |  | 219320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75% (6.00% Cash and 0.75% PIK), 03/31/2031<sup>(a)(g)(i)</sup> |  | 2294 |  | 1770877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50% (6.50% Cash and 5.00% PIK), 12/31/2030<sup>(a)(g)(i)</sup> |  | 418 |  | 412831 |
|  Neogen Food Safety Corp. <br>8.625%, 07/20/2030<sup>(a)</sup> |  | 1594 |  | 1610020 |
|  Newell Brands, Inc. <br>8.50%, 06/01/2028<sup>(a)</sup> |  | 1092 |  | 1145519 |
|  Opal Bidco SAS <br>5.50%, 03/31/2032<sup>(a)</sup> | EUR | 1126 |  | 1319788 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV <br>5.125%, 04/30/2031<sup>(a)</sup> | U.S.$| 691 | $| 597708 |
|  Owens & Minor, Inc. <br>6.625%, 04/01/2030<sup>(a)</sup> |  | 168 |  | 151281 |
|  Whirlpool Corp. <br>6.50%, 06/15/2033 |  | 306 |  | 301242 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20682609 |
|  **Energy – 1.1%** | **Energy – 1.1%** | **Energy – 1.1%** | **Energy – 1.1%** | **Energy – 1.1%** |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.00%, 07/15/2029<sup>(a)</sup> |  | 619 |  | 641977 |
|  CITGO Petroleum Corp. <br>8.375%, 01/15/2029<sup>(a)</sup> |  | 5364 |  | 5574483 |
|  Civitas Resources, Inc. <br>8.375%, 07/01/2028<sup>(a)</sup> |  | 2280 |  | 2347374 |
|  CNX Resources Corp. <br>6.00%, 01/15/2029<sup>(a)</sup> |  | 437 |  | 436650 |
|  Murphy Oil Corp. <br>6.00%, 10/01/2032 |  | 358 |  | 343150 |
|  NFE Financing LLC <br>12.00%, 11/15/2029<sup>(a)</sup> |  | 13356 |  | 4712171 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp.<br>8.125%, 02/15/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 |  | 2034265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 02/15/2032<sup>(a)</sup> |  | 697 |  | 681966 |
|  Sunoco LP <br>7.00%, 05/01/2029<sup>(a)</sup> |  | 350 |  | 363458 |
|  Venture Global LNG, Inc.<br>8.125%, 06/01/2028<sup>(a)</sup> |  | 1342 |  | 1388393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 09/30/2029<sup>(a)(o)</sup> |  | 2265 |  | 2264683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/01/2029<sup>(a)</sup> |  | 2886 |  | 3146721 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23935291 |
|  **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** |
|  Velocity Vehicle Group LLC <br>8.00%, 06/01/2029<sup>(a)</sup> |  | 457 |  | 463046 |
|  **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** |
|  Allied Universal Holdco LLC <br>7.875%, 02/15/2031<sup>(a)</sup> |  | 696 |  | 729930 |
|  Belron UK Finance PLC <br>4.625%, 10/15/2029<sup>(a)</sup> | EUR | 368 |  | 432770 |
|  Monitronics International, Inc. <br>9.125%, 04/01/2020<sup>(j)(k)(l)(m)(n)</sup> | U.S.$| 1835 |  | 0 |
|  Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. <br>5.50%, 05/15/2033<sup>(a)</sup> | EUR | 866 |  | 1027543 |
|  |  |  |  | 2190243 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **Technology – 0.1%** | **Technology – 0.1%** | **Technology – 0.1%** | **Technology – 0.1%** |
|  Diebold Nixdorf, Inc. <br>7.75%, 03/31/2030<sup>(a)</sup> | U.S.$| 405 | $429288 |
|  Kioxia Holdings Corp. <br>6.25%, 07/24/2030<sup>(a)</sup> |  | 760 | 757378 |
|  |  |  | 1186666 |
|  **Transportation - Airlines – 0.0%** | **Transportation - Airlines – 0.0%** | **Transportation - Airlines – 0.0%** | **Transportation - Airlines – 0.0%** |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>11.00% (11.00% Cash or 8.00% Cash and 4.00% PIK), 03/12/2030<sup>(a)(g)(i)</sup> |  | 1067 | 689971 |
|  **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** |
|  Hertz Corp. (The) <br>12.625%, 07/15/2029<sup>(a)</sup> |  | 3744 | 3913528 |
|  Loxam SAS <br>4.50%, 02/15/2027<sup>(a)</sup> | EUR | 2338 | 2694326 |
|  |  |  | 6607854 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108635344 |
|  **Financial Institutions – 0.5%** |  |  |  |
|  **Banking – 0.1%** |  |  |  |
|  Bread Financial Holdings, Inc. <br>9.75%, 03/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 | 2900824 |
|  **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** |
|  Curo SPV LLC <br>13.00%, 08/02/2027<sup>(k)(m)</sup> |  | 1148 | 1136241 |
|  Enova International, Inc. <br>11.25%, 12/15/2028<sup>(a)</sup> |  | 3510 | 3748785 |
|  Rfna LP <br>7.875%, 02/15/2030<sup>(a)</sup> |  | 397 | 404615 |
|  |  |  | 5289641 |
|  **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** |
|  Ardonagh Finco Ltd. <br>6.875%, 02/15/2031<sup>(a)</sup> | EUR | 1099 | 1304270 |
|  **REITs – 0.1%** | **REITs – 0.1%** | **REITs – 0.1%** | **REITs – 0.1%** |
|  Crossgates, Inc. <br>11.00%, 07/24/2026<sup>(k)(m)</sup> | U.S.$| 1905 | 1878618 |
|  |  |  | 11373353 |
|  **Utility – 0.0%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  NRG Energy, Inc. <br>5.75%, 07/15/2029<sup>(a)</sup> |  | 937 | 935651 |
|  Total Corporates - Non-Investment Grade <br>(cost $129,476,249) |  |  | 120944348 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **ASSET-BACKED SECURITIES – 2.1%** |  |  |  |  |
|  **Other ABS - Fixed Rate – 1.2%** |  |  |  |  |
|  Avant Loans Funding Trust <br>Series 2024-REV1, Class A <br>5.92%, 10/15/2033<sup>(a)</sup> | U.S.$| 5275 | $| 5317305 |
|  BHG Securitization Trust <br>Series 2023-A, Class A <br>5.55%, 04/17/2036<sup>(a)</sup> |  | 1101 |  | 1103323 |
|  Castlelake Aircraft Structured Trust <br>Series 2025-2A, Class A <br>5.465%, 08/15/2050(a)(k) |  | 4000 |  | 3999920 |
|  Cherry Securitization Trust <br>Series 2024-1A, Class A <br>5.70%, 04/15/2032<sup>(a)</sup> |  | 5250 |  | 5271014 |
|  Republic Finance Issuance Trust<br>Series 2024-A, Class A<br>5.91%, 08/20/2032<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |  | 5906359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class A<br>5.42%, 11/20/2037<sup>(a)</sup> |  | 3800 |  | 3839055 |
|  Theorem Funding Trust <br>Series 2022-3A <br>7.60%, 04/15/2029<sup>(a)</sup> |  | 235 |  | 235255 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25672231 |
|  **Autos - Fixed Rate – 0.4%** | **Autos - Fixed Rate – 0.4%** | **Autos - Fixed Rate – 0.4%** | **Autos - Fixed Rate – 0.4%** | **Autos - Fixed Rate – 0.4%** |
|  ACM Auto Trust <br>Series 2025-1A, Class A <br>5.38%, 06/20/2029<sup>(a)</sup> |  | 1236 |  | 1236929 |
|  Flagship Credit Auto Trust <br>Series 2019-4, Class E <br>4.11%, 03/15/2027<sup>(a)</sup> |  | 1774 |  | 1772748 |
|  Hertz Vehicle Financing III LLC <br>Series 2024-1A, Class A <br>5.44%, 01/25/2029<sup>(a)</sup> |  | 3486 |  | 3526742 |
|  Lendbuzz Securitization Trust <br>Series 2023-1A, Class A2 <br>6.92%, 08/15/2028<sup>(a)</sup> |  | 2053 |  | 2080254 |
|  |  |  |  | 8616673 |
|  **Other ABS - Floating Rate – 0.3%** | **Other ABS - Floating Rate – 0.3%** | **Other ABS - Floating Rate – 0.3%** | **Other ABS - Floating Rate – 0.3%** | **Other ABS - Floating Rate – 0.3%** |
|  Capital Street Master Trust <br>Series 2024-1, Class A <br>5.693% (CME Term SOFR + 1.35%), 10/16/2028<sup>(a)(e)</sup> |  | 1749 |  | 1748061 |
|  Pagaya AI Debt <br>Series 2024-S1, Class ABC <br>7.287%, 09/15/2031<sup>(a)(k)</sup> |  | 3709 |  | 3745663 |
|  |  |  |  | 5493724 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** |
|  Continental Finance Credit Card ABS Master Trust <br>Series 2024-A, Class A <br>5.78%, 12/15/2032<sup>(a)</sup> | U.S.$| 5050 | $5089085 |
|  Total Asset-Backed Securities <br>(cost $44,554,050) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44871713 |
|  **EMERGING MARKETS - CORPORATE BONDS – 2.0%** |  |  |  |
|  **Industrial – 1.8%** |  |  |  |
|  **Basic – 1.1%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a)</sup> |  | 912 | 606480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 | 2504556 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> |  | 6172 | 4721580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/12/2031<sup>(a)</sup> |  | 1952 | 1527440 |
|  CSN Inova Ventures <br>6.75%, 01/28/2028<sup>(a)</sup> |  | 1286 | 1220838 |
|  CSN Resources SA <br>4.625%, 06/10/2031<sup>(a)</sup> |  | 2093 | 1652424 |
|  Indika Energy Tbk PT <br>8.75%, 05/07/2029<sup>(a)</sup> |  | 1041 | 1005866 |
|  Sasol Financing USA LLC <br>8.75%, 05/03/2029<sup>(a)</sup> |  | 4126 | 4115685 |
|  Stillwater Mining Co. <br>4.00%, 11/16/2026<sup>(a)</sup> |  | 3347 | 3282169 |
|  Vedanta Resources Finance II PLC<br>9.475%, 07/24/2030<sup>(a)</sup> |  | 1655 | 1636381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.85%, 04/24/2033<sup>(a)</sup> |  | 1601 | 1609005 |
|  |  |  | 23882424 |
|  **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** |
|  Ambipar Lux SARL <br>10.875%, 02/05/2033<sup>(a)</sup> |  | 3545 | 3217087 |
|  **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** |
|  Digicel Group Holdings Ltd. <br>Zero Coupon, 12/31/2030<sup>(h)(k)(m)</sup> |  | 89 | 889 |
|  **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** |
|  Studio City Co., Ltd. <br>7.00%, 02/15/2027<sup>(a)</sup> |  | 336 | 338100 |
|  **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** |
|  Biocon Biologics Global PLC <br>6.67%, 10/09/2029<sup>(a)</sup> |  | 2435 | 2288900 |
|  **Energy – 0.4%** | **Energy – 0.4%** | **Energy – 0.4%** | **Energy – 0.4%** |
|  Canacol Energy Ltd. <br>5.75%, 11/24/2028<sup>(a)</sup> |  | 1797 | 532487 |
|  Ecopetrol SA<br>4.625%, 11/02/2031 |  | 1138 | 981662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 3520 | 3524576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 770 | 826557 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Gran Tierra Energy, Inc. <br>9.50%, 10/15/2029<sup>(a)</sup> | U.S.$| 2675 | $| 2200187 |
|  Medco Cypress Tree Pte. Ltd. <br>8.625%, 05/19/2030<sup>(a)</sup> |  | 758 |  | 792110 |
|  SierraCol Energy Andina LLC <br>6.00%, 06/15/2028<sup>(a)</sup> |  | 602 |  | 565278 |
|  |  |  |  | 9422857 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39150257 |
|  **Utility – 0.2%** |  |  |  |  |
|  **Electric – 0.2%** |  |  |  |  |
|  India Clean Energy Holdings <br>4.50%, 04/18/2027<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |  | 2591990 |
|  Limak Yenilenebilir Enerji AS <br>9.625%, 08/12/2030<sup>(a)</sup> |  | 1071 |  | 1066638 |
|  Zorlu Enerji Elektrik Uretim AS <br>11.00%, 04/23/2030<sup>(a)</sup> |  | 1281 |  | 1245157 |
|  |  |  |  | 4903785 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $48,503,370) |  |  |  | 44054042 |
|  **QUASI-SOVEREIGNS – 1.4%** |  |  |  |  |
|  **Quasi-Sovereign Bonds – 1.4%** |  |  |  |  |
|  **Azerbaijan – 0.1%** |  |  |  |  |
|  Southern Gas Corridor CJSC <br>6.875%, 03/24/2026<sup>(a)</sup> |  | 1955 |  | 1971344 |
|  **Brazil – 0.1%** | **Brazil – 0.1%** | **Brazil – 0.1%** | **Brazil – 0.1%** | **Brazil – 0.1%** |
|  Caixa Economica Federal <br>5.625%, 05/13/2030<sup>(a)</sup> |  | 1744 |  | 1750976 |
|  **Hungary – 0.0%** | **Hungary – 0.0%** | **Hungary – 0.0%** | **Hungary – 0.0%** | **Hungary – 0.0%** |
|  MFB Magyar Fejlesztesi Bank Zrt <br>6.50%, 06/29/2028<sup>(a)</sup> |  | 280 |  | 289976 |
|  **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** |
|  Development Bank of Kazakhstan JSC<br>5.25%, 10/23/2029<sup>(a)</sup> |  | 974 |  | 985259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/07/2030<sup>(a)</sup> |  | 1190 |  | 1209183 |
|  |  |  |  | 2194442 |
|  **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** |
|  Comision Federal de Electricidad<br>4.688%, 05/15/2029<sup>(a)</sup> |  | 3231 |  | 3124377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/23/2027<sup>(a)</sup> |  | 2180 |  | 2178409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 1320 |  | 1313928 |
|  Petroleos Mexicanos<br>5.50%, 06/27/2044 |  | 1713 |  | 1225651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 01/23/2046 |  | 1872 |  | 1321913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/23/2045 |  | 3602 |  | 2706002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/2029 |  | 8137 |  | 8562400 |
|  |  |  |  | 20432680 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **South Africa – 0.1%** | **South Africa – 0.1%** | **South Africa – 0.1%** | **South Africa – 0.1%** |
|  Transnet SOC Ltd. <br>8.25%, 02/06/2028<sup>(a)</sup> | U.S.$| 1294 | $1345540 |
|  **Trinidad & Tobago – 0.0%** | **Trinidad & Tobago – 0.0%** | **Trinidad & Tobago – 0.0%** | **Trinidad & Tobago – 0.0%** |
|  Trinidad Generation UnLtd. <br>7.75%, 06/16/2033<sup>(a)</sup> |  | 747 | 767251 |
|  **Turkey – 0.1%** | **Turkey – 0.1%** | **Turkey – 0.1%** | **Turkey – 0.1%** |
|  TC Ziraat Bankasi AS <br>7.25%, 02/04/2030<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901 | 1915852 |
|  Turkiye Ihracat Kredi Bankasi AS <br>6.875%, 07/03/2028<sup>(a)(f)</sup> |  | 845 | 850129 |
|  |  |  | 2765981 |
|  Total Quasi-Sovereigns <br>(cost $30,427,978) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31518190 |
|  **AGENCIES – 1.4%** |  |  |  |
|  **Agency Debentures – 1.4%** |  |  |  |
|  Federal Home Loan Banks <br>5.50%, 07/15/2036 |  | 8695 | 9361472 |
|  Federal Home Loan Mortgage Corp.<br>6.25%, 07/15/2032<sup>(f)</sup> |  | 10400 | 11721776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2031 |  | 4000 | 4548802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF<br>6.75%, 09/15/2029 |  | 4606 | 5102823 |
|  Total Agencies <br>(cost $33,187,323) |  |  | 30734873 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.4%** |  |  |  |
|  **Risk Share Floating Rate – 1.0%** |  |  |  |
|  Connecticut Avenue Securities Trust<br>Series 2022-R03, Class 1M2<br>7.85% (CME Term SOFR + 3.50%), 03/25/2042<sup>(a)(e)</sup>  |  | 2657 | 2752555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>6.25% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a)(e)</sup> |  | 3183 | 3214359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R07, Class 2M1<br>6.30% (CME Term SOFR + 1.95%), 09/25/2043<sup>(a)(e)</sup>  |  | 1882 | 1894943 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2015-DNA3, Class B<br>13.814% (CME Term SOFR + 9.46%), 04/25/2028<sup>(e)</sup> |  | 2449 | 2487637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA1, Class B<br>14.464% (CME Term SOFR + 10.11%), 07/25/2028<sup>(e)</sup> |  | 2209 | 2293976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA2, Class M1A<br>6.35% (CME Term SOFR + 2.00%), 06/25/2043<sup>(a)(e)</sup>  |  | 1455 | 1462712 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA3, Class A1<br>6.20% (CME Term SOFR + 1.85%), 11/25/2043<sup>(a) (e)</sup> | U.S.$| 1710 | $| 1730195 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2016-C01, Class 2M2<br>11.414% (CME Term SOFR + 7.06%), 08/25/2028<sup>(e)</sup> |  | 129 |  | 132759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.464% (CME Term SOFR + 6.11%), 09/25/2028<sup>(e)</sup> |  | 401 |  | 408138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C05, Class 2B<br>15.214% (CME Term SOFR + 10.86%), 01/25/2029<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 |  | 2930464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2B<br>13.964% (CME Term SOFR + 9.61%), 05/25/2029<sup>(e)</sup> |  | 1179 |  | 1272571 |
|  JP Morgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>9.964% (CME Term SOFR + 5.61%), 10/25/2025<sup>(a)(e)</sup> |  | 499 |  | 516051 |
|  Wells Fargo Credit Risk Transfer Securities Trust <br>Series 2015-WF1, Class 1M2 <br>9.714% (CME Term SOFR + 5.36%), 11/25/2025<sup>(a)(e)</sup> |  | 180 |  | 187647 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21284007 |
|  **Agency Floating Rate – 0.4%** | **Agency Floating Rate – 0.4%** | **Agency Floating Rate – 0.4%** | **Agency Floating Rate – 0.4%** | **Agency Floating Rate – 0.4%** |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 3119, Class PI<br>2.746% (7.09% - CME Term SOFR), 02/15/2036<sup>(e)(p)</sup> |  | 574 |  | 62054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 3856, Class KS<br>2.096% (6.44% - CME Term SOFR), 05/15/2041<sup>(e)(p)</sup> |  | 3153 |  | 309892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4248, Class SL<br>1.596% (5.94% - CME Term SOFR), 05/15/2041<sup>(e)(p)</sup> |  | 325 |  | 22484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4372, Class JS<br>1.646% (5.99% - CME Term SOFR), 08/15/2044<sup>(e)(p)</sup> |  | 2002 |  | 202411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4570, Class ST<br>1.546% (5.89% - CME Term SOFR), 04/15/2046<sup>(e)(p)</sup> |  | 922 |  | 100667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4735, Class SA<br>1.746% (6.09% - CME Term SOFR), 12/15/2047<sup>(e)(p)</sup> |  | 4502 |  | 517848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4763, Class SB<br>2.546% (6.89% - CME Term SOFR), 03/15/2048<sup>(e)(p)</sup> |  | 6620 |  | 1060676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class BS<br>1.746% (6.09% - CME Term SOFR), 02/15/2048<sup>(e)(p)</sup> |  | 3119 |  | 365840 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class SL<br>1.746% (6.09% - CME Term SOFR), 04/15/2048<sup>(e)(p)</sup> | U.S.$| 4343 | $| 493048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4927, Class SJ<br>1.586% (5.94% - CME Term SOFR), 11/25/2049<sup>(e)(p)</sup> |  | 1800 |  | 186409 |
|  Federal National Mortgage Association REMICS<br>Series 2013-4, Class ST<br>1.686% (6.04% - CME Term SOFR), 02/25/2043<sup>(e)(p)</sup> |  | 1417 |  | 150371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-88, Class BS<br>1.686% (6.04% - CME Term SOFR), 01/25/2045<sup>(e)(p)</sup> |  | 1130 |  | 116949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-90, Class SA<br>1.686% (6.04% - CME Term SOFR), 12/25/2045<sup>(e)(p)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |  | 987956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-69, Class DS<br>1.636% (5.99% - CME Term SOFR), 10/25/2046<sup>(e)(p)</sup> |  | 11392 |  | 762555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-49, Class SP<br>1.686% (6.04% - CME Term SOFR), 07/25/2047<sup>(e)(p)</sup> |  | 1262 |  | 146763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-32, Class SB<br>1.736% (6.09% - CME Term SOFR), 05/25/2048<sup>(e)(p)</sup> |  | 2389 |  | 272126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-45, Class SL<br>1.736% (6.09% - CME Term SOFR), 06/25/2048<sup>(e)(p)</sup> |  | 1765 |  | 210679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-57, Class SL<br>1.736% (6.09% - CME Term SOFR), 08/25/2048<sup>(e)(p)</sup> |  | 4821 |  | 581624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-58, Class SA<br>1.736% (6.09% - CME Term SOFR), 08/25/2048<sup>(e)(p)</sup> |  | 2404 |  | 282386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-59, Class HS<br>1.736% (6.09% - CME Term SOFR), 08/25/2048<sup>(e)(p)</sup> |  | 5612 |  | 595809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-25, Class SA<br>1.586% (5.94% - CME Term SOFR), 06/25/2049<sup>(e)(p)</sup> |  | 2206 |  | 235152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-60, Class SJ<br>1.586% (5.94% - CME Term SOFR), 10/25/2049<sup>(e)(p)</sup> |  | 2095 |  | 234553 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7898252 |
|  **Non-Agency Fixed Rate – 0.0%** | **Non-Agency Fixed Rate – 0.0%** | **Non-Agency Fixed Rate – 0.0%** | **Non-Agency Fixed Rate – 0.0%** | **Non-Agency Fixed Rate – 0.0%** |
|  Alternative Loan Trust <br>Series 2006-24CB, Class A15 <br>5.75%, 08/25/2036 |  | 780 |  | 381119 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 438 |  | 188655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY4, Class 1A1<br>4.859%, 09/25/2047 |  | 124 |  | 111002 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Citigroup Mortgage Loan Trust <br>Series 2007-AR4, Class 1A1A <br>4.74%, 03/25/2037 | U.S.$| 70 | $| 59277 |
|  Wells Fargo Mortgage Backed Securities Trust <br>Series 2007-AR7, Class A1 <br>6.669%, 12/28/2037 |  | 353 |  | 320090 |
|  |  |  |  | 1060143 |
|  **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** |
|  First Horizon Alternative Mortgage Securities Trust <br>Series 2007-FA2, Class 1A10 <br>4.717% (CME Term SOFR 1 Month + 0.36%), 04/25/2037<sup>(e)</sup> |  | 319 |  | 72440 |
|  Lehman XS Trust <br>Series 2007-10H, Class 2AIO <br>2.557% (6.89% - CME Term SOFR 1 Month), 07/25/2037<sup>(e)(p)</sup> |  | 141 |  | 17568 |
|  |  |  |  | 90008 |
|  **Agency Fixed Rate – 0.0%** | **Agency Fixed Rate – 0.0%** | **Agency Fixed Rate – 0.0%** | **Agency Fixed Rate – 0.0%** | **Agency Fixed Rate – 0.0%** |
|  Federal National Mortgage Association REMICS <br>Series 2016-26, Class IO <br>5.00%, 05/25/2046<sup>(q)</sup> |  | 224 |  | 31219 |
|  Total Collateralized Mortgage Obligations <br>(cost $30,376,024) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30363629 |
|  **EMERGING MARKETS - SOVEREIGNS – 1.3%** |  |  |  |  |
|  **Angola – 0.2%** |  |  |  |  |
|  Angolan Government International Bond <br>8.00%, 11/26/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437 |  | 5068317 |
|  **Dominican Republic – 0.3%** | **Dominican Republic – 0.3%** | **Dominican Republic – 0.3%** | **Dominican Republic – 0.3%** | **Dominican Republic – 0.3%** |
|  Dominican Republic International Bond<br>4.50%, 01/30/2030<sup>(a)</sup> |  | 5298 |  | 5051643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/20/2027<sup>(a)</sup> |  | 549 |  | 567736 |
|  |  |  |  | 5619379 |
|  **El Salvador – 0.2%** | **El Salvador – 0.2%** | **El Salvador – 0.2%** | **El Salvador – 0.2%** | **El Salvador – 0.2%** |
|  Comision Ejecutiva Hidroelectrica del Rio Lempa <br>8.65%, 01/24/2033<sup>(a)</sup> |  | 1916 |  | 1926346 |
|  El Salvador Government International Bond<br>7.125%, 01/20/2050<sup>(a)</sup> |  | 403 |  | 329473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 02/28/2029<sup>(a)</sup> |  | 1330 |  | 1379608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.65%, 11/21/2054<sup>(a)</sup> |  | 615 |  | 629914 |
|  |  |  |  | 4265341 |
|  **Guatemala – 0.1%** | **Guatemala – 0.1%** | **Guatemala – 0.1%** | **Guatemala – 0.1%** | **Guatemala – 0.1%** |
|  Guatemala Government Bond <br>6.875%, 08/15/2055<sup>(a)</sup> |  | 2244 |  | 2225768 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Ivory Coast – 0.1%** |  |  |  |
|  Ivory Coast Government International Bond<br>5.75%, 12/31/2032<sup>(a)(g)</sup> | U.S.$| 1225 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(a)</sup> |  | 1073 | 1079706 |
|  |  |  | 2255473 |
|  **Senegal – 0.1%** |  |  |  |
|  Senegal Government International Bond<br>4.75%, 03/13/2028<sup>(a)</sup> | EUR | 1465 | 1439931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/23/2033<sup>(a)</sup> | U.S.$| 1185 | 880976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 7Y<br>7.75%, 06/10/2031<sup>(a)</sup> |  | 999 | 816063 |
|  |  |  | 3136970 |
|  **Turkey – 0.2%** |  |  |  |
|  Hazine Mustesarligi Varlik Kiralama AS <br>6.75%, 09/01/2030<sup>(a)(f)</sup> |  | 2459 | 2468836 |
|  Turkiye Government International Bond <br>Series 10Y <br>5.25%, 03/13/2030 |  | 1713 | 1636771 |
|  |  |  | 4105607 |
|  **Ukraine – 0.1%** |  |  |  |
|  Ukraine Government International Bond<br>0.00%, 02/01/2030<sup>(a)(g)</sup> |  | 214 | 101064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 02/01/2035<sup>(a)(g)</sup> |  | 464 | 219244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/01/2035<sup>(a)(g)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 | 608520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/01/2036<sup>(a)(g)</sup> |  | 1242 | 627445 |
|  |  |  | 1556273 |
|  Total Emerging Markets - Sovereigns <br>(cost $28,584,348) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28233128 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.9%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Chile Electricity Lux MPC II SARL <br>5.672%, 10/20/2035<sup>(a)</sup> |  | 638 | 647730 |
|  **Colombia – 0.2%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 864 | 725760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 04/25/2030 |  | 2059 | 2154625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/14/2035 |  | 2009 | 2061234 |
|  |  |  | 4941619 |
|  **Panama – 0.2%** |  |  |  |
|  Panama Notas del Tesoro <br>3.75%, 04/17/2026 |  | 5027 | 4968637 |
|  **Romania – 0.4%** |  |  |  |
|  Romanian Government International Bond<br>5.75%, 09/16/2030<sup>(a)(f)</sup> |  | 2548 | 2559466 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/24/2035<sup>(a)</sup> | U.S.$| 5280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994880 |
|  |  |  | 7554346 |
|  **Trinidad & Tobago – 0.0%** |  |  |  |
|  Trinidad & Tobago Government International Bond <br>4.50%, 08/04/2026<sup>(a)</sup> |  | 484 | 477514 |
|  Total Governments - Sovereign Bonds <br>(cost $18,893,636) |  |  | 18589846 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.5%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.5%** |  |  |  |
|  Bank of America Merrill Lynch Commercial Mortgage Trust <br>Series 2016-UB10, Class C <br>4.82%, 07/15/2049 |  | 372 | 357549 |
|  Barclays Commercial Mortgage Trust <br>Series 2019-C3, Class XA <br>1.309%, 05/15/2052<sup>(q)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10220 | 394863 |
|  CD Mortgage Trust <br>Series 2017-CD3, Class XA <br>0.927%, 02/10/2050<sup>(q)</sup> |  | 12392 | 127929 |
|  CFCRE Commercial Mortgage Trust <br>Series 2016-C4, Class XA <br>1.563%, 05/10/2058<sup>(q)</sup> |  | 8859 | 32342 |
|  Commercial Mortgage Trust <br>Series 2015-CR27, Class XA <br>0.817%, 10/10/2048<sup>(q)</sup> |  | 2756 | 28 |
|  CSAIL Commercial Mortgage Trust <br>Series 2019-C15, Class B <br>4.476%, 03/15/2052 |  | 960 | 896543 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class C<br>5.147%, 08/10/2044<sup>(a)</sup> |  | 375 | 329616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-GC5, Class D<br>5.147%, 08/10/2044<sup>(a)</sup>  |  | 4025 | 2939022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GS3, Class XA<br>1.181%, 10/10/2049<sup>(q)</sup> |  | 28464 | 200502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC39, Class XA<br>1.085%, 05/10/2052<sup>(q)</sup> |  | 11962 | 418393 |
|  JP Morgan Chase Commercial Mortgage Securities Trust<br>Series 2012-LC9, Class G<br>3.571%, 12/15/2047<sup>(a)</sup> |  | 831 | 481959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-JP2, Class XA<br>1.782%, 08/15/2049<sup>(q)</sup> |  | 12556 | 80560 |
|  LCCM <br>Series 2017-LC26, Class XA <br>1.504%, 07/12/2050<sup>(a)(q)</sup> |  | 30474 | 604818 |
|  Morgan Stanley Bank of America Merrill Lynch Trust<br>Series 2013-C9, Class D<br>3.80%, 05/15/2046<sup>(a)</sup> |  | 680 | 616241 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C22, Class XA<br>0.564%, 04/15/2048<sup>(q)</sup> | U.S.$| 2141 | $21 |
|  UBS Commercial Mortgage Trust<br>Series 2017-C1, Class XA<br>1.459%, 06/15/2050<sup>(q)</sup> |  | 5748 | 104832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C16, Class XA<br>1.517%, 04/15/2052<sup>(q)</sup> |  | 13688 | 536040 |
|  UBS-Barclays Commercial Mortgage Trust<br>Series 2013-C5, Class B<br>3.649%, 03/10/2046<sup>(a)</sup> |  | 1033 | 989551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-C5, Class C<br>3.72%, 03/10/2046<sup>(a)</sup> |  | 782 | 709519 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2016-C36, Class XA<br>1.156%, 11/15/2059<sup>(q)</sup> |  | 39488 | 328339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC24, Class XA<br>1.60%, 10/15/2049<sup>(q)</sup> |  | 24552 | 283755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC25, Class XA<br>0.814%, 12/15/2059<sup>(q)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15746 | 116488 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10548910 |
|  **Agency CMBS – 0.0%** |  |  |  |
|  Government National Mortgage Association <br>Series 2006-32, Class XM <br>0.121%, 11/16/2045<sup>(q)</sup> |  | 79 | 1 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $12,244,404) |  |  | 10548911 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.4%** |  |  |  |
|  **United States – 0.4%** |  |  |  |
|  Texas Department of Transportation State Highway Fund<br> (Texas Dept. of Transportation State Highway Fund)<br>Series 2010-B<br>5.178%, 04/01/2030 |  | 2560 | 2601253 |
|  Wisconsin Public Finance Authority<br> (Catholic Bishop of Chicago/The)<br>Series 2021<br>5.75%, 07/25/2041<sup>(h)</sup> |  | 6915 | 6214997 |
|  Total Local Governments - US Municipal Bonds <br>(cost $9,475,000) |  |  | 8816250 |
|  **BANK LOANS – 0.2%** |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Financial Services – 0.1%** |  |  |  |
|  Colossus Acquireco LLC <br>6.316%, 06/11/2032<sup>(r)</sup> |  | 1890 | 1879208 |
|  **Industrial – 0.1%** |  |  |  |
|  **Technology – 0.1%** |  |  |  |
|  Clover Holdings SPV III LLC <br>15.000%, 12/09/2027<sup>(k)</sup> |  | 29 | 28974 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Loyalty Ventures, Inc. <br>14.000% (PRIME 3 Month + 5.50%), 11/03/2027<sup>(k)(l)(m)(s)(t)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4133 | $30999 |
|  Peraton Corp. <br>8.206% (CME Term SOFR 1 Month + 3.75%), 02/01/2028<sup>(s)</sup> |  | 1555 | 1382151 |
|  Veritas US, Inc.<br>4.500% (PIK Interest 4 + 4.50%), 12/09/2029<sup>(s)</sup> |  | 31 | 30966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.296% (CME Term SOFR 3 Month + 8.00%), 12/09/2029<sup>(s)</sup> |  | 31 | 30967 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504057 |
|  Total Bank Loans <br>(cost $7,626,129) |  |  | 3383265 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.2%** |  |  |  |
|  **Industrials – 0.2%** |  |  |  |
|  **Auto Components – 0.2%** |  |  |  |
|  Energy Technology <br>0.00%<sup>(k)(l)</sup> |  | 3093 | 3324975 |
|  **Technology – 0.0%** |  |  |  |
|  Veritas US, Inc. <br>0.00%<sup>(h)(k)(l)</sup> |  | 1336 | 30060 |
|  Total Preferred Stocks <br>(cost $2,346,857) |  |  | 3355035 |
|  **COMMON STOCKS – 0.1%** |  |  |  |
|  **Financials – 0.1%** |  |  |  |
|  **Financial Services – 0.1%** |  |  |  |
|  Curo Group Holdings LLC<sup>(l)</sup> |  | 135587 | 700578 |
|  **Energy – 0.0%** |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |
|  New Fortress Energy, Inc.<sup>(l)(m)</sup> |  | 106620 | 290540 |
|  **Consumer Discretionary – 0.0%** |  |  |  |
|  **Automobile Components – 0.0%** |  |  |  |
|  Energy Technology<sup>(k)(l)</sup> |  | 497 | 217686 |
|  **Industrials – 0.0%** |  |  |  |
|  **Consumer Non-Cyclical – 0.0%** |  |  |  |
|  AG Tracker<sup>(k)(l)</sup> |  | 53417 | 0 |
|  **Transportation Infrastructure – 0.0%** |  |  |  |
|  Spirit Airlines LLC<sup>(l)</sup> |  | 52357 | 214140 |
|  **Communication Services – 0.0%** |  |  |  |
|  **Diversified Telecommunication Services – 0.0%** |  |  |  |
|  Paysafe Ltd.<sup>(l)</sup> |  | 8409 | 102169 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Consumer Staples – 0.0%** |  |  |  |
|  **Household Products – 0.0%** |  |  |  |
|  Southeastern Grocers, Inc.<sup>(k)(m)</sup> |  | 71086 | $2844 |
|  Total Common Stocks <br>(cost $3,775,619) |  |  | 1527957 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.0%** |  |  |  |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Baiterek National Managing Holding JSC <br>5.45%, 05/08/2028<sup>(a)</sup> <br>(cost $1,025,784) | U.S.$| 1031 | 1038743 |
|  | **Shares** | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 1.3%** |  |  |  |
|  **Investment Companies – 1.3%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.15%<sup>(u)(v)(w)</sup> <br>(cost $28,953,056) |  | 28953056 | 28953056 |
|  **Total Investments – 128.3%** <br> (cost $2,816,537,582)<sup>(x)</sup> |  |  | 2797110909 |
|  Other assets less liabilities – (28.3)% |  |  | (616882298) |
|  **Net Assets – 100.0%** |  |  | $**2180228611** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Australian 10 Yr Bond Futures | 386 | September 2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28226285 | $(168617) |
| Euro-BTP Futures | 206 | September 2025 | 28389117 | (19329) |
| Euro-OAT Futures | 187 | September 2025 | 26310616 | (81292) |
| U.S. Long Bond (CBT) Futures | 23 | September 2025 | 2626313 | (2910) |
| U.S. T-Note 5 Yr (CBT) Futures | 485 | September 2025 | 52463359 | 198492 |
| U.S. T-Note 10 Yr (CBT) Futures | 2073 | September 2025 | 230232563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224601 |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Canadian 10 Yr Bond Futures | 341 | September 2025 | 29660306 | 242453 |
| Euro-Bund Futures | 179 | September 2025 | 26494429 | 77434 |
| Japan 10 Yr Bond (OSE) Futures | 33 | September 2025 | 30205504 | 220718 |
| Long Gilt Futures | 183 | September 2025 | 22273129 | 220694 |
| U.S. 10 Yr Ultra Futures | 1231 | September 2025 | 139199172 | 1038212 |
| U.S. T-Note 2 Yr (CBT) Futures | 272 | September 2025 | 56299750 | 154617 |
| U.S. Ultra Bond (CBT) Futures | 4 | September 2025 | 469250 | (8381) |
|  |  |  |  | $3096692 |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Morgan Stanley Capital Services, Inc. | EUR | 36793 | USD | 43378 | 09/10/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286440 |
| State Street Bank & Trust Co. | EUR | 190 | USD | 218 | 09/10/2025 | 1065 |
| UBS | CAD | 2911 | USD | 2156 | 08/28/2025 | 52512 |
|  |  |  |  |  |  | $1340017 |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>July 31,<br>2025** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 44, 5 Year Index, 06/20/2030\* | (1.00)% | Quarterly | 0.51% | USD | 32565 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(743341) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(686724) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56617) |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 43, 5 Year Index, 06/20/2030\* | (1.00) | Quarterly | 0.68 | USD | 69843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1053712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(772721) | (280991) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Mexican States, 4.150%, 03/28/2027, 06/20/2030\* | (1.00) | Quarterly | 1.09 | USD | 6000 | 16584 | 97058 | (80474) |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 44, 5 Year Index, 06/20/2030\* | 5.00 | Quarterly | 3.22 | USD | 62680 | 4895707 | 4547710 | 347997 |
|  |  |  |  |  |  | $3115238 | $3185323 | $(70085) |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| NZD | 46430 | 07/04/2035 | 3 Month<br>BKBM | 4.045% | Quarterly/<br>Semi-Annual | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 |

---

**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<br>GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 150 | 03/19/2026 | $(39774) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 990 | 03/25/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171654 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 957 | 03/25/2026 | 138828 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 857 | 03/25/2026 | (210692) |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 854 | 03/26/2026 | (213909) |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 838 | 03/27/2026 | (229573) |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | Fed Fund Effective minus 1.20% | Maturity | USD | 840 | 03/30/2026 | (227834) |
|  |  |  |  |  |  | $(611300) |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $Value at<br>July 31,<br>2025** |
| HSBC Securities (USA), Inc.† | USD | 11895 | 4.10% |  | $11964090 |
| Jefferies LLC† | USD | 171 | 3.00% |  | 170737 |
| Jefferies LLC† | USD | 918 | 3.75% |  | 920869 |
| Nomura UK† | USD | 231 | 0.50% |  | 2065375 |
| Nomura UK† | USD | 2050 | 3.75% |  | 231581 |
| Standard Chartered Bank† | USD | 1294 | 1.75% |  | 2014552 |
| Standard Chartered Bank† | USD | 847 | 3.50% |  | 849007 |
| Standard Chartered Bank† | USD | 2015 | 4.00% |  | 1301034 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19517245 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on July 31, 2025.* 

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** |
| Agencies | $11964090 | $— | $— | $— | $11964090 |
| Corporates - Investment Grade | 4482245 |  |  |  | 4482245 |
| Emerging Markets - Corporate Bonds | 920869 |  |  |  | 920869 |
| Governments - Sovereign Bonds | 1301034 |  |  |  | 1301034 |
| Quasi-Sovereigns | 849007 |  |  |  | 849007 |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19517245 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19517245 |

---

*\*\** *Principal 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 July 31, 2025, the aggregate market value of these securities amounted to $643,055,742 or 29.5% of net assets.* 

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

*(c)* *Position, or a portion thereof, has been segregated to collateralize margin requirements for open futures contracts.* 

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

*(e)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at July 31, 2025.* 

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

*(g)* *Coupon rate adjusts periodically based upon a predetermined schedule. Stated interest rate in effect at July 31, 2025.* 

*(h)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.59% of net assets as of July 31, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Altice France SA <br>5.125%, 07/15/2029* | *09/21/2023-10/05/2023* | $*1549336* | | $*1732568* | | *0.08%* |
|  *Altice France SA <br>5.50%, 01/15/2028* | *09/25/2023-09/29/2023* | *754771* | | *780744* | | *0.04%* |
|  *Altice France SA <br>5.50%, 10/15/2029* | *09/21/2023-10/30/2023* | *1178752* | | *1327664* | | *0.06%* |
|  *Chile Electricity PEC SpA <br>Zero Coupon, 01/25/2028* | *08/31/2021 10/27/2021* | *2651100* | | *2522902* | | *0.12%* |
|  *Digicel Group Holdings Ltd. <br>Zero Coupon, 12/31/2030* | *11/16/2023* | *12702* | | *889* | | *0.00%* |
|  *Exide Technologies (Exchange Priority) <br>11.00%, 10/31/2024* | *10/26/2020* | *0* | | *0* | | *0.00%* |
|  *Exide Technologies (First Lien) <br>11.00%, 10/31/2024* | *06/21/2019-12/01/2019* | *692006* | | *0* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2023* | *02/19/2015* | *861788* | | *0* | | *0.00%* |
|  *Veritas US, Inc. <br>0.00%,* | *12/09/2024* | *20921* | | *30060* | | *0.00%* |
|  *Wisconsin Public Finance Authority <br>(Catholic Bishop of Chicago/The) <br>Series 2021 <br>5.75%, 07/25/2041* | *08/03/2021* | *6915000* | | *6214997* | | *0.29%* |

---

------

*(i)* *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 July 31, 2025.* 

*(j)* *Defaulted matured security.* 

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

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

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

*(n)* *Escrow shares.* 

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

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

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

*(r)* *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 Secured Overnight Financing Rate ("SOFR") plus a premium which was determined at the time of purchase.* 

*(s)* *The stated coupon rate represents the greater of the SOFR or an alternate base rate such as the PRIME or the SOFR/PRIME floor rate plus a spread at July 31, 2025.* 

*(t)* *Defaulted.* 

*(u)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

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

*(w)* *Affiliated investments.* 

*(x)* *As of July 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $34,695,081 and gross unrealized depreciation of investments was $(50,353,380), resulting in net unrealized depreciation of $(15,658,299).* 

*Currency Abbreviations:* 

*CAD – Canadian Dollar* 

*EUR – Euro* 

*GBP – Great Britain Pound* 

*NZD – New Zealand Dollar* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

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

*CDX-NAIG – North American Investment Grade Credit Default Swap Index* 

*CJSC – Closed Joint Stock Company* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Merchantile Exchange* 

*Fed Fund Effective – Federal Funds Effective Rate* 

*JSC – Joint Stock Company* 

*OAT – Obligations Assimilables du Trésor* 

*OSE – Osaka Securities Exchange* 

*PRIME – US Bank Prime Loan Rate* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

------

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

**July 31, 2025 (unaudited)** 

85.2 % United States

1.6 % Spain

1.5 % United Kingdom

1.4 % Mexico

1.0 % France

0.9 % Brazil

0.6 % Italy

0.6 % India

0.5 % Colombia

0.5 % South Africa

0.4 % China

0.4 % Chile

0.4 % Germany

4.0 % Other

1.0 % Short-Term Investments

100.0 % Total Investments

---

| | |
|:---|:---|
| 1 | 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 0.3% or less in the following: Angola, Australia, Azerbaijan, Canada, Dominican Republic, El Salvador, Finland, Guatemala, Hungary, Indonesia, Ireland, Israel, Ivory Coast, Jamaica, Japan, Jersey (Channel Islands), Kazakhstan, Macau, Malaysia, Norway, Panama, Peru, Puerto Rico, Romania, Senegal, South Korea, Trinidad & Tobago, Turkey and Ukraine.  |

---

------

**AB Income Fund** 

**July 31, 2025 (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 is 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. In addition, non-agency rated investments are classified as Level 3.

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.

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, by pricing vendors, 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.

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of

July 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Governments - Treasuries | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132216450 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132216450 |
| Mortgage Pass - Throughs |  | 764583787 |  | 764583787 |
| Corporates - Investment Grade |  | 344978105 |  | 344978105 |
| Collateralized Loan Obligations |  | 148399581 |  | 148399581 |
| Corporates - Non-Investment Grade |  | 117929489 | 3014859 <sup>(a)</sup> | 120944348 |
| Asset-Backed Securities |  | 37126130 | 7745583 | 44871713 |
| Emerging Markets - Corporate Bonds |  | 44053153 | 889 | 44054042 |
| Quasi-Sovereigns |  | 31518190 |  | 31518190 |
| Agencies |  | 30734873 |  | 30734873 |
| Collateralized Mortgage Obligations |  | 30363629 |  | 30363629 |
| Emerging Markets - Sovereigns |  | 28233128 |  | 28233128 |
| Governments - Sovereign Bonds |  | 18589846 |  | 18589846 |
| Commercial Mortgage-Backed Securities |  | 10548911 |  | 10548911 |
| Local Governments - US Municipal Bonds |  | 8816250 |  | 8816250 |
| Bank Loans |  | 3323292 | 59973 | 3383265 |
| Preferred Stocks |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355035 | 3355035 |
| Common Stocks | 606849 | 700578 | 220530 <sup>(a)</sup> | 1527957 |
| Governments - Sovereign Agencies |  | 1038743 |  | 1038743 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28953056 |  |  | 28953056 |
| Total Investments in Securities | 29559905 | 2753154135 | 14396869 <sup>(a)</sup> | 2797110909 |
| **Other Financial Instruments<sup>(b)</sup>:** | **Other Financial Instruments<sup>(b)</sup>:** | **Other Financial Instruments<sup>(b)</sup>:** | **Other Financial Instruments<sup>(b)</sup>:** | **Other Financial Instruments<sup>(b)</sup>:** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 3377221 |  |  | 3377221 |
| Forward Currency Exchange Contracts |  | 1340017 |  | 1340017 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps |  | 4912291 |  | 4912291 |
| Centrally Cleared Interest Rate Swaps |  | 13050 |  | 13050 |
| Total Return Swaps |  | 310482 |  | 310482 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (280529) |  |  | (280529) |
| Centrally Cleared Credit Default Swaps |  | (1797053) |  | (1797053) |
| Total Return Swaps |  | (921782) |  | (921782) |
| **Total** | $**32656597** | $**2757011140** | $**14396869** **<sup>(a)</sup>** | $**2804064606** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

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

A summary of the Fund's transactions in AB mutual funds for the nine months ended July 31, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market<br>Value**<br> **10/31/2024**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market<br>Value**<br> **07/31/2025**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10094 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566290 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547431 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28953 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |

---

## 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 BOND FUND, INC.

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

- **a. Name of Series:** AB Income Fund

- **b. EDGAR series identifier (if any):** S000051302

- **c. LEI of Series:** J4DGJCPMXNWU97A1BX15

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2834922834.95

**Total Liabilities:** $661667191.95

**Net Assets:** $2173255643.00

**Delayed Delivery Securities:** $12151620.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1422.43000000 | **1-Year:** -41385.71000000 | **5-Year:** -119286.20000000 | **10-Year:** -57522.74000000 | **30-Year:** -3463.16000000

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

- **3-Month:** -1052.15000000 | **1-Year:** -21523.15000000 | **5-Year:** -27287.75000000 | **10-Year:** -12930.59000000 | **30-Year:** -2575.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161785 | -0.49%               | 1.69%                | -0.19%               |
| Class ID C000161779 | -0.67%               | 1.83%                | -0.22%               |
| Class ID C000161781 | -0.65%               | 1.85%                | -0.19%               |
| Class ID C000161780 | -0.73%               | 1.76%                | -0.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $506902.41               | $-23718123.77                              |
| Month 2  | $-8805347.09             | $34940792.49                               |
| Month 3  | $3352475.12              | $-19125926.72                              |

**Designated Index Information**

- **Index Name:** Barclays Capital U.S. Aggregate Unhedged in USD

- **Index Identifier:** LBUSTRUU:IND

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    346000 | PA      | $299764.02    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $36591250.00  | 1.68%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                  | Colossus Acquireco LLC Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1890000 | PA      | $1879208.10   | 0.09%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-3                                                                                 | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438481 | PA      | $188655.38    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                              | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1783419.28   | 0.08%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak Clo 12 Ltd                                                                                                  | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |   3600000 | PA      | $3600082.80   | 0.17%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                                                                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3839055.64   | 0.18%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO XI Ltd                                                                                                     | CUSIP: 01750HAU6<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |   2478788 | PA      | $2482094.70   | 0.11%             | 2033-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2024-7 Ltd                                                                                                    | CUSIP: 92920XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013715.00   | 0.23%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $742118.51    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                                                                                       | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    845000 | PA      | $850129.15    | 0.04%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                                                                     | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5271013.65   | 0.24%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6700264 | PA      | $6573664.29   | 0.30%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Notas del Tesoro                                 | Panama Notas del Tesoro                                                                                                | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5027000 | PA      | $4968636.53   | 0.23%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    696000 | PA      | $729930.00    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2235042.73   | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16150000 | PA      | $16653426.19  | 0.77%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2017-A                                                                                                | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012525.00   | 0.23%             | 2038-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |  -2050000 | PA      | $-2050000.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                         | MFB Magyar Fejlesztesi Bank Zrt                                                                                        | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    280000 | PA      | $289976.40    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C3                                                                             | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10219522 | PA      | $394862.91    | 0.02%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2131901.94   | 0.10%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                      | Huarong Finance II Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    630000 | PA      | $628960.50    | 0.03%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                             | Cencosud SA                                                                                                            | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1289000 | PA      | $1324383.05   | 0.06%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                 | Rfna LP                                                                                                                | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    397000 | PA      | $404614.46    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H020683<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29150000 | PA      | $23520231.35  | 1.08%             | 2054-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $1996044.56   | 0.09%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    430000 | PA      | $266092.60    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE SEP25                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       206 | NC      | $-19329.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1345000 | PA      | $1346640.90   | 0.06%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    864000 | PA      | $725760.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                               | Arko Corp                                                                                                              | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $692815.50    | 0.03%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                           | VERDE CLO Ltd                                                                                                          | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |   4692568 | PA      | $4691113.02   | 0.22%             | 2032-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                  | Velocity Vehicle Group LLC                                                                                             | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $463046.11    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                  | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    608000 | PA      | $452011.52    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                    | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    914000 | PA      | $923935.18    | 0.04%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1348000 | PA      | $1377386.40   | 0.06%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                       | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1066944 | PA      | $689971.35    | 0.03%             | 2030-03-12      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1982461.84   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1952000 | PA      | $1527440.00   | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3153331 | PA      | $309892.05    | 0.01%             | 2041-05-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23027800 | PA      | $22646402.06  | 1.04%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1465000 | PA      | $1439930.83   | 0.07%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $1027543.05   | 0.05%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2610 | PA      | $2706.24      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                          | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12555878 | PA      | $80559.77     | 0.00%             | 2049-08-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXX                                                                                                         | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   2556870 | PA      | $2557026.40   | 0.12%             | 2031-10-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15035000 | PA      | $14783046.33  | 0.68%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 8 Ltd                                                                                | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4957944.75   | 0.23%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $217686.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                             | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1314040.05   | 0.06%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                      | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    638000 | PA      | $647729.50    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2023-A                                                                                        | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1101448 | PA      | $1103322.76   | 0.05%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $5107635.03   | 0.24%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    407000 | PA      | $539649.12    | 0.02%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781890 | PA      | $709518.81    | 0.03%             | 2046-03-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS335F4   TRS USD R E IS335F4/GSVLSUT3 / Short: IS335F4   TRS USD P V 00MFEDL IS335G5/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1056016 | OU      | $-210691.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2018819.20   | 0.09%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1388392.94   | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    415023 | PA      | $424360.61    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO BANK OF NEW YORK                                                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |  -1294025 | PA      | $-1294025.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $2049097.38   | 0.09%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                | PUBLIC FIN AUTH WI REVENUE                                                                                             | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $6214996.62   | 0.29%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3520000 | PA      | $3524576.00   | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   3257064 | PA      | $3224900.89   | 0.15%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                 | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3051000 | PA      | $3112020.00   | 0.14%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2020-1 Ltd                                                                                     | CUSIP: 05684DAN3<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   4805524 | PA      | $4805524.29   | 0.22%             | 2033-04-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33372   TRS USD R E IS33372/EAKC8I6 / Short: IS33372   TRS USD P V 00MFEDL IS33383/FEDL01/-120 BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    188023 | OU      | $-39774.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                                                                    | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    429000 | PA      | $441226.50    | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179377 | PA      | $1272570.87   | 0.06%             | 2029-05-25      | Floating      | 13.96%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1882009 | PA      | $1894942.76   | 0.09%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BDA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2002162 | PA      | $202410.94    | 0.01%             | 2044-08-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1629312.30   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25619500 | PA      | $25395329.38  | 1.17%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1610000 | PA      | $1535730.70   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1073000 | PA      | $1079706.25   | 0.05%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                    | EACY0C8 CURO SVP LLC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147718 | PA      | $1136241.29   | 0.05%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |      8409 | NS      | $102169.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2782000 | PA      | $2862900.56   | 0.13%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1463614.78   | 0.07%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                | MetLife Capital Trust IV                                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3719000 | PA      | $4066057.08   | 0.19%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS35TS1   CDS USD R F  5.00000 IS35TS1 CCPCDX / Short: SS35TS1   CDS USD P V 03MEVENT IS35TT2 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  12080000 | OU      | $943524.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1020146.40   | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4606000 | PA      | $5102822.74   | 0.23%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    549333 | PA      | $567736.00    | 0.03%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                                                             | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1955000 | PA      | $1971343.80   | 0.09%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2024-28 Ltd                                                                                                | CUSIP: 67403HAA2<br>LEI: 25490021ZJ1HSWSNGR97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015505.00   | 0.23%             | 2038-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1503398.43   | 0.07%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1126000 | PA      | $1319788.15   | 0.06%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1555163 | PA      | $1382150.74   | 0.06%             | 2028-02-01      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3239000 | PA      | $3340056.80   | 0.15%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Loan Fund 2024-1 Ltd                                                                                            | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5135128.38   | 0.24%             | 2035-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3386286.80   | 0.16%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AXHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261997 | PA      | $146762.82    | 0.01%             | 2047-07-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2180000 | PA      | $2178408.60   | 0.10%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3262100 | PA      | $3319951.29   | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | 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        |  28953056 | NS      | $28953055.90  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28040000 | PA      | $28114481.25  | 1.29%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                                                                    | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5307483.60   | 0.24%             | 2031-04-26      | Floating      | 6.21%                 | 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        |    498645 | PA      | $516051.45    | 0.02%             | 2025-10-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    720247 | PA      | $706638.26    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    179000 | PA      | $211745.03    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3482000 | PA      | $3515427.20   | 0.16%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363457.50    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1320000 | PA      | $1313928.00   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    270000 | PA      | $278653.50    | 0.01%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    347000 | PA      | $356868.68    | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                                                                                | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3748785.30   | 0.17%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS33435   CDS USD R V 03MEVENT IS33446 CCPITRAXX / Short: BS33435   CDS USD P F  1.00000 IS33435 CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  69843000 | OU      | $-1053712.03  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    999000 | PA      | $816063.12    | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1214006.42   | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2009000 | PA      | $2061234.00   | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                                                                              | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $214863.75    | 0.01%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2541539.72   | 0.12%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2657060 | PA      | $2752554.74   | 0.13%             | 2042-03-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT SEP25                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |      -341 | NC      | $242453.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C15 Commercial Mortgage Trust                                                                               | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960141 | PA      | $896542.70    | 0.04%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    704000 | PA      | $695464.00    | 0.03%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4342850 | PA      | $493048.11    | 0.02%             | 2048-04-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                  | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $329616.38    | 0.02%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                    | Bank Leumi Le-Israel BM                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1300000 | PA      | $1344525.00   | 0.06%             | 2033-07-18      | Fixed         | 7.13%                 | 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        |    319012 | PA      | $72439.79     | 0.00%             | 2037-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1873470 | PA      | $1933959.82   | 0.09%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    697000 | PA      | $681965.71    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 113 CLO Ltd                                                                                                     | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5252976.75   | 0.24%             | 2037-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    464008 | PA      | $219243.78    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund   | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                                                                     | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2601253.12   | 0.12%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   2459000 | PA      | $2468836.00   | 0.11%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                  | Federal Home Loan Banks                                                                                                | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8695000 | PA      | $9361471.75   | 0.43%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2266885.60   | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3359547.42   | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2472000 | PA      | $2382983.28   | 0.11%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13399000 | PA      | $13330958.14  | 0.61%             | 2028-12-31      | Fixed         | 3.75%                 | 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        |    179781 | PA      | $187647.44    | 0.01%             | 2025-11-25      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2272904 | PA      | $0.02         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                 | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4101000 | PA      | $4071882.90   | 0.19%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C4                                                                                | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8859444 | PA      | $32342.29     | 0.00%             | 2058-05-10      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2838000 | PA      | $2756748.06   | 0.13%             | 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      | $178796.00    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H042687<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44935953 | PA      | $42632491.11  | 1.96%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1645216.75   | 0.08%             | 2062-03-30      | Fixed         | 6.38%                 | 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        |   2691000 | PA      | $2674746.36   | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC39                                                                                 | CUSIP: 36260JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11962063 | PA      | $418393.50    | 0.02%             | 2052-05-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033347 | PA      | $989550.69    | 0.05%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36924370 | PA      | $36827129.67  | 1.69%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1145518.92   | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $82260.76     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    213892 | PA      | $101063.97    | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2016-DNA1                                                                                 | CUSIP: 3137G0HZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2208653 | PA      | $2293975.62   | 0.11%             | 2028-07-25      | Floating      | 14.46%                | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34942300 | PA      | $35467799.35  | 1.63%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B1A61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2388869 | PA      | $272126.05    | 0.01%             | 2048-05-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                          | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    391000 | PA      | $322919.08    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                | Israel Electric Corp Ltd                                                                                               | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   3850000 | PA      | $3753365.00   | 0.17%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44674200 | PA      | $44503181.35  | 2.05%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5317000 | PA      | $5557115.72   | 0.26%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                             | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2973000 | PA      | $3164996.34   | 0.15%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                                 | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2200187.50   | 0.10%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    878000 | PA      | $780743.94    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                    | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31509.44     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6172000 | PA      | $4721580.00   | 0.22%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2640000 | PA      | $2737838.40   | 0.13%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                 | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1713000 | PA      | $1636771.50   | 0.08%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3093 | NS      | $3324975.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |   1454609 | PA      | $1462711.94   | 0.07%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                        | Zhongsheng Group Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |   2313000 | PA      | $2310178.14   | 0.11%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                        | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15745640 | PA      | $116487.82    | 0.01%             | 2059-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    418044 | PA      | $412830.99    | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                   | Indika Energy Tbk PT                                                                                                   | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |   1041000 | PA      | $1005866.25   | 0.05%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 23 Ltd                                                                                                       | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3587871.60   | 0.17%             | 2038-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1321912.80   | 0.06%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3143000 | PA      | $2797270.00   | 0.13%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                             | Capital Street Master Trust                                                                                            | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748930 | PA      | $1748061.48   | 0.08%             | 2028-10-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   5224000 | PA      | $4935047.50   | 0.23%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2XN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2404186 | PA      | $282385.54    | 0.01%             | 2048-08-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3048697.50   | 0.14%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FPSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1799646 | PA      | $186409.11    | 0.01%             | 2049-11-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                   | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    608000 | PA      | $611289.28    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10276000 | PA      | $10376704.80  | 0.48%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368322.50    | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16913000 | PA      | $16405610.00  | 0.75%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73225.44     | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                  | Trinity Industries Inc                                                                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1210997.01   | 0.06%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                              | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2576000 | PA      | $2652455.68   | 0.12%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA2                                                                                 | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-25      | Floating      | 11.99%                | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                   | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   5364000 | PA      | $5574483.36   | 0.26%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       386 | NC      | $-168616.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                 | Hartwick Park CLO Ltd                                                                                                  | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4992935.00   | 0.23%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                       | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $597708.09    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                              | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012000.00   | 0.23%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                         | Lehman XS Trust 2007-10H                                                                                               | CUSIP: 525237AV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141066 | PA      | $17568.57     | 0.00%             | 2037-07-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                                                           | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2056280.00   | 0.09%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 27 Ltd                                                                                                | CUSIP: 83013GAA3<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018705.00   | 0.23%             | 2038-01-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1987793.01   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5735000 | PA      | $5844767.90   | 0.27%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                   | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |   1901000 | PA      | $1915851.56   | 0.09%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                               | Great Outdoors Group, LLC Term B-3 Loan                                                                                | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-01-23      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                            | Pagaya AI Debt Grantor Trust 2024-S1                                                                                   | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3708577 | PA      | $3745662.93   | 0.17%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo Lii                                                                                                         | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4791484.80   | 0.22%             | 2038-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93127800 | PA      | $83782279.99  | 3.86%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81279.45     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2538724.65   | 0.12%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | REVERSE REPO HSBC                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -11895000 | PA      | $-11895000.00 | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HLDGS LLC                                    | CURO GROUP HLDGS LLC                                                                                                   | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135587 | NS      | $700578.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2059000 | PA      | $2154625.11   | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33WL9   TRS USD R E IS33WL9/GSVLSUT3 / Short: IS33WL9   TRS USD P V 00MFEDL IS33WM0/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    810467 | OU      | $138827.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC       | LCCM 2017-LC26                                                                                                         | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30473893 | PA      | $604818.40    | 0.03%             | 2050-07-12      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4002173.20   | 0.18%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1670259.78   | 0.08%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC V SERIES G 1 PR                          | VERITAS US INC V SERIES G 1 PR                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       546 | NS      | $12285.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   3231000 | PA      | $3124377.00   | 0.14%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                            | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141459 | PA      | $21.41        | 0.00%             | 2048-04-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                               | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    489055 | PA      | $252205.66    | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10400000 | PA      | $11721776.66  | 0.54%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |  21564000 | PA      | $24475199.43  | 1.13%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2019068.04   | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                           | JEFFERIES REVERSE REPO DUMMY C                                                                                         | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |   -918000 | PA      | $-918000.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                | Magnetation LLC / Mag Finance Corp                                                                                     | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $0.01         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                                                      | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2276000 | PA      | $2416019.52   | 0.11%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91074123 | PA      | $77921735.49  | 3.59%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    937000 | PA      | $935650.72    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                                                         | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5455341.00   | 0.25%             | 2031-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                                                      | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   2841000 | PA      | $2178933.36   | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS337T2   TRS USD R E IS337T2/GSVLSUT3 / Short: IS337T2   TRS USD P V 00MFEDL IS337U3/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055894 | OU      | $-213909.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    949000 | PA      | $956525.57    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                           | JEFFERIES REVERSE REPO DUMMY C                                                                                         | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |   -170722 | PA      | $-170722.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9676933 | PA      | $987955.83    | 0.05%             | 2045-12-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                                                                 | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4444462.72   | 0.20%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13355735 | PA      | $4712170.42   | 0.22%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3814414.08   | 0.18%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                                                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602000 | PA      | $565278.00    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AR4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223967 | PA      | $31218.55     | 0.00%             | 2046-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   2093000 | PA      | $1652423.50   | 0.08%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO BANK OF NEW YORK                                                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -847112 | PA      | $-847112.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                                                                                 | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   1031000 | PA      | $1038742.81   | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 221144800 | PA      | $222008646.88 | 10.22%            | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    306000 | PA      | $301241.70    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   1797000 | PA      | $532487.04    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $782000.00    | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4V25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3118504 | PA      | $365839.55    | 0.02%             | 2048-02-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $3088640.00   | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                         | CFAMC II Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    498000 | PA      | $497676.30    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                                                                     | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |   1325000 | PA      | $1318242.50   | 0.06%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    721000 | PA      | $828087.22    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    865000 | PA      | $731539.15    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-4 Ltd                                                                                     | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   5176000 | PA      | $5185265.04   | 0.24%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AG TRACKER 34GMG1                                       | AG TRACKER 34GMG1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53417 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1039000 | PA      | $1051094.60   | 0.05%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS33C08   CDS USD R F  5.00000 IS33C08 CCPCDX / Short: SS33C08   CDS USD P V 03MEVENT IS33C19 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  50600000 | OU      | $3952182.48   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2016-1 Ltd                                                                                           | CUSIP: 09203WAQ8<br>LEI: 549300K8V8PYC7UZSI28 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5302835.50   | 0.24%             | 2031-04-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                      | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   3987000 | PA      | $3800846.97   | 0.17%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2974046 | PA      | $2907628.89   | 0.13%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                          | LSB Industries Inc                                                                                                     | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1378993.18   | 0.06%             | 2028-10-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  92742199 | PA      | $90253378.62  | 4.15%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-40 Ltd                                                                                                    | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4991945.00   | 0.23%             | 2038-04-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO XI Ltd                                                                                                     | CUSIP: 01750HAQ5<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |   3120465 | PA      | $3124833.29   | 0.14%             | 2033-01-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3835000 | PA      | $3875344.20   | 0.18%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                          | MONITRONICS INTERNATIONAL, INC                                                                                         | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1835000 | PA      | $0.02         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    403000 | PA      | $329472.65    | 0.02%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                                                                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    336000 | PA      | $338100.00    | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3182741 | PA      | $3214359.46   | 0.15%             | 2043-06-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                                                                                       | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   1294000 | PA      | $1345540.02   | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $677209.40    | 0.03%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | HARBOUR ENERGY PLC                                                                                                     | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3175000 | PA      | $3178651.25   | 0.15%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    912000 | PA      | $606480.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                                                                    | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   3053959 | PA      | $3059459.33   | 0.14%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1255000 | PA      | $1298736.75   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    168000 | PA      | $151280.64    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137B4VV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325282 | PA      | $22484.45     | 0.00%             | 2041-05-15      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                         | CUSIP: 95000MBS9<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |  39488037 | PA      | $328339.08    | 0.02%             | 2059-11-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1016000 | PA      | $1070112.16   | 0.05%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $3146721.24   | 0.14%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                          | CUSIP: 000000000<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    518000 | PA      | $515890.19    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67207000 | PA      | $64216813.39  | 2.95%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303396.00    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $441795.00    | 0.02%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44744000 | PA      | $44721278.55  | 2.06%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                       | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1560000 | PA      | $1597533.60   | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1312000 | PA      | $1332939.52   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $811168.00    | 0.04%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4230000 | PA      | $4728674.70   | 0.22%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                                                         | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1543000 | PA      | $1547644.43   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1610019.70   | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2A44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4820737 | PA      | $581624.34    | 0.03%             | 2048-08-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1063519.86   | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66289.08     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | 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        |    353274 | PA      | $320089.97    | 0.01%             | 2037-12-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2827621.40   | 0.13%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1746000 | PA      | $1635783.75   | 0.08%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18593391 | PA      | $15997510.01  | 0.74%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1730000 | PA      | $2061182.67   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3267000 | PA      | $3160822.50   | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                | Adani Transmission Step-One Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   3064000 | PA      | $3022819.84   | 0.14%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26128000 | PA      | $26148412.50  | 1.20%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2420000 | PA      | $2423847.80   | 0.11%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Fannie Mae                                                                                                             | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  54553068 | PA      | $54252600.61  | 2.50%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   4752000 | PA      | $4868424.00   | 0.22%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1601000 | PA      | $1609005.00   | 0.07%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3486000 | PA      | $3526741.58   | 0.16%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1190000 | PA      | $1209182.80   | 0.06%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                  | Medco Cypress Tree Pte Ltd                                                                                             | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    758000 | PA      | $792110.00    | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -183 | NC      | $220693.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                                 | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840000 | PA      | $5906358.75   | 0.27%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1064.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9159000 | PA      | $7761428.19   | 0.36%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1554000 | PA      | $1542826.74   | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1362000 | PA      | $1369259.46   | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1138000 | PA      | $981661.56    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) SEP25                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -33 | NC      | $220717.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                              | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |   2338000 | PA      | $2694325.34   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932856 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Veritas US Inc.                                         | Veritas US Inc. Dollar Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     61663 | PA      | $61933.13     | 0.00%             | 2029-12-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1655000 | PA      | $1636381.25   | 0.08%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199374.00    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | 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        |     70193 | PA      | $59276.75     | 0.00%             | 2037-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                  | ESC SOUTHEASTERN GROCE                                                                                                 | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71086 | NS      | $2843.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16200000 | PA      | $16553109.29  | 0.76%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                       | Halcyon Loan Advisors Funding 2018-1 Ltd                                                                               | CUSIP: 40538TAC7<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | KY        |   1825866 | PA      | $1827036.38   | 0.08%             | 2031-07-21      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1367000 | PA      | $1297351.35   | 0.06%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2338000 | PA      | $2388547.56   | 0.11%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                        | Lenovo Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    509000 | PA      | $474006.25    | 0.02%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1647718.20   | 0.08%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   3275000 | PA      | $2737834.50   | 0.13%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS339M9   TRS USD R E IS339M9/GSVLSUT3 / Short: IS339M9   TRS USD P V 00MFEDL IS339N0/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055973 | OU      | $-227833.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45697433 | PA      | $40822444.56  | 1.88%             | 2054-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    821000 | PA      | $847600.40    | 0.04%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2034265.05   | 0.09%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -179 | NC      | $77434.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  87042189 | PA      | $88235615.75  | 4.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3494242.50   | 0.16%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    301487 | PA      | $283895.43    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2021-1 Ltd                                                                                     | CUSIP: 05765XAJ0<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2758052.00   | 0.13%             | 2034-07-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1617853.44   | 0.07%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4724303.30   | 0.22%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2073 | NC      | $1224601.51   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1916000 | PA      | $1926346.40   | 0.09%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                            | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   2435000 | PA      | $2288900.00   | 0.11%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $432770.23    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                  | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4024530 | PA      | $2939021.69   | 0.14%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                           | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2900824.16   | 0.13%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | EFESTO BIDCO SPA/US LLC                                                                                                | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2346000 | PA      | $2401576.74   | 0.11%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 7 Ltd                                                                                | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4495837.50   | 0.21%             | 2034-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                                                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3744000 | PA      | $3913528.32   | 0.18%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2779616.00   | 0.13%             | 2028-03-24      | Fixed         | 4.17%                 | 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        |    123922 | PA      | $111002.61    | 0.01%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                                                                | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   1302244 | PA      | $1349124.78   | 0.06%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                   | Theorem Funding Trust 2022-3                                                                                           | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234977 | PA      | $235254.90    | 0.01%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                              | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $3692383.24   | 0.17%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -231420 | PA      | $-231420.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                        | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |   1281000 | PA      | $1245157.62   | 0.06%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO BANK OF NEW YORK                                                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |  -2015000 | PA      | $-2015000.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1821101.92   | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2206465 | PA      | $235151.81    | 0.01%             | 2049-06-25      | Floating      | 1.59%                 | 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        |   1301293 | PA      | $1322283.33   | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                     | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $357548.84    | 0.02%             | 2049-07-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36260000 | PA      | $37322304.51  | 1.72%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    770000 | PA      | $826556.50    | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                      | Chile Electricity PEC SpA                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2865307 | PA      | $2522902.47   | 0.12%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5634000 | PA      | $4903044.84   | 0.23%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126545000 | PA      | $126564772.66 | 5.82%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD3 Mortgage Trust                                                                                             | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12392110 | PA      | $127928.71    | 0.01%             | 2050-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31374TAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $83.96        | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                               | Avant Loans Funding Trust 2024-REV1                                                                                    | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5317304.97   | 0.24%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-CCRE27 Mortgage Trust                                                                                        | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2756081 | PA      | $27.56        | 0.00%             | 2048-10-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    974000 | PA      | $985259.44    | 0.05%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                    | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   3374000 | PA      | $3422416.90   | 0.16%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                       | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4844178.12   | 0.22%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ACFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1417032 | PA      | $150370.91    | 0.01%             | 2043-02-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS339G3   TRS USD R E IS339G3/GSVLSUT3 / Short: IS339G3   TRS USD P V 00MFEDL IS339H4/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055958 | OU      | $-229573.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1286440.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2380000 | PA      | $2394994.00   | 0.11%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $-32913.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LLPL Capital Pte Ltd                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    894456 | PA      | $919333.06    | 0.04%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1439449.44   | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1802000 | PA      | $1718873.74   | 0.08%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                             | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $547084.80    | 0.03%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12227000 | PA      | $8698364.22   | 0.40%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                       | Nexa Resources SA                                                                                                      | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   2066000 | PA      | $2164651.50   | 0.10%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1446142.20   | 0.07%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                  | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    964000 | PA      | $963527.64    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE SEP25                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       187 | NC      | $-81292.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5823000 | PA      | $5853104.91   | 0.27%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1298356 | PA      | $1180206.05   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33W31   TRS USD R E IS33W31/GSVLSUT3 / Short: IS33W31   TRS USD P V 00MFEDL IS33W42/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    810491 | OU      | $171654.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-2                                                                            | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3999920.40   | 0.18%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    872884 | PA      | $837750.01    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2905050.75   | 0.13%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | NEW FORTRESS ENERGY INC                                                                                                | CUSIP: 000000000<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |    106620 | NS      | $290539.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                          | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830721 | PA      | $481959.40    | 0.02%             | 2047-12-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                             | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1592000.00   | 0.07%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SS35C37   IRS NZD R F  4.04500 IS35C37 CCPVANILLA / Short: SS35C37   IRS NZD P V 03MNZDBB IS35C48 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  46430000 | OU      | $13049.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4548801.96   | 0.21%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1262000 | PA      | $1275743.18   | 0.06%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                 | India Clean Energy Holdings                                                                                            | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |   2686000 | PA      | $2591990.00   | 0.12%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5298000 | PA      | $5051643.00   | 0.23%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6196000 | PA      | $5733096.84   | 0.26%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $52512.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2ER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1764782 | PA      | $210679.53    | 0.01%             | 2048-06-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2264682.90   | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                | Regatta XVI Funding Ltd                                                                                                | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   6035838 | PA      | $6045133.04   | 0.28%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS3                                                                                  | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28464188 | PA      | $200501.74    | 0.01%             | 2049-10-10      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                               | CUSIP: 38373MVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79435 | PA      | $0.79         | 0.00%             | 2045-11-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26325000 | PA      | $20578747.41  | 0.95%             | 2054-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    832000 | PA      | $781722.24    | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS32TH1   CDS USD R V 03MEVENT IS32TI2 CCPSOVEREIGN / Short: BS32TH1   CDS USD P F  1.00000 IS32TH1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6000000 | OU      | $16583.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                     | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2177000 | PA      | $2252628.98   | 0.10%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS35798   CDS USD R V 03MEVENT IS357A9 CCPCDX / Short: BS35798   CDS USD P F  1.00000 IS35798 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  32565000 | OU      | $-743340.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                                                        | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $294254.21    | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2VX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5611922 | PA      | $595808.73    | 0.03%             | 2048-08-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    562000 | PA      | $645670.41    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B6WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2095029 | PA      | $234552.73    | 0.01%             | 2049-10-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |   1643472 | PA      | $1689181.07   | 0.08%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26694130 | PA      | $25315629.11  | 1.16%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    642000 | PA      | $647001.18    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1033000 | PA      | $962032.90    | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    667000 | PA      | $706953.30    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    652000 | PA      | $591292.28    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | 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        |    156586 | PA      | $147449.56    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1528000 | PA      | $1327663.92   | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5400000 | PA      | $5882436.00   | 0.27%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1286000 | PA      | $1220838.38   | 0.06%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 31396HSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574116 | PA      | $62053.65     | 0.00%             | 2036-02-15      | Floating      | 2.75%                 | 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        |    780138 | PA      | $381118.80    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    707000 | PA      | $638067.50    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2294239 | PA      | $1770877.20   | 0.08%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1855000 | PA      | $1885236.50   | 0.09%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC Dollar Term Loan                                                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     29230 | PA      | $28973.95     | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    691000 | PA      | $702767.73    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                  | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5747872 | PA      | $104831.99    | 0.00%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2244000 | PA      | $2225767.50   | 0.10%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    358000 | PA      | $343150.16    | 0.02%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                          | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    553000 | PA      | $550747.63    | 0.03%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                 | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2448637 | PA      | $2487636.97   | 0.11%             | 2028-04-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542998.25    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BNRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922485 | PA      | $100667.36    | 0.00%             | 2046-04-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1713000 | PA      | $1225651.50   | 0.06%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                    | Kioxia Holdings Corp                                                                                                   | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $757378.00    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2132646.97   | 0.10%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    266482 | PA      | $219320.02    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1096509.55   | 0.05%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                 | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3987000 | PA      | $4040904.24   | 0.19%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1710152 | PA      | $1730194.54   | 0.08%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $641977.28    | 0.03%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                          | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    554000 | PA      | $563573.12    | 0.03%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5280000 | PA      | $4994880.00   | 0.23%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33270000 | PA      | $33340178.74  | 1.53%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    993000 | PA      | $924979.50    | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXIV CLO Ltd                                                                                                     | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   9437029 | PA      | $9447796.65   | 0.43%             | 2033-04-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2932000 | PA      | $2981492.16   | 0.14%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                   | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $3071983.88   | 0.14%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29325000 | PA      | $24641152.35  | 1.13%             | 2054-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129363 | PA      | $132759.06    | 0.01%             | 2028-08-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8136920 | PA      | $8562399.55   | 0.39%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 8 Ltd                                                                                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999000.00   | 0.23%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  62568910 | PA      | $57697820.25  | 2.65%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1838470.86   | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88642400 | PA      | $89210265.38  | 4.10%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2945198.30   | 0.14%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |   6630000 | PA      | $7966477.61   | 0.37%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        23 | NC      | $-2909.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1330000 | PA      | $1379607.94   | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15230000 | PA      | $15338275.71  | 0.71%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    962000 | PA      | $983317.92    | 0.05%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4737000 | PA      | $4820086.98   | 0.22%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1081000 | PA      | $1145751.90   | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12178281 | PA      | $10447587.63  | 0.48%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  77680044 | PA      | $63722073.92  | 2.93%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bonds        | Trinidad & Tobago Government International Bonds                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    484000 | PA      | $477514.40    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                  | Digicel Group Holdings Ltd                                                                                             | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88876 | PA      | $888.76       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   5437000 | PA      | $5068317.03   | 0.23%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                        | CUSIP: 95000HBJ0<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  24552063 | PA      | $283755.56    | 0.01%             | 2049-10-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                         | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7029.89      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2025-1                                                                                                  | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236185 | PA      | $1236929.53   | 0.06%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977000 | PA      | $879300.00    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3354272.00   | 0.15%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $1024717.00   | 0.05%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10148000 | PA      | $10221731.51  | 0.47%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    352193 | PA      | $338016.91    | 0.02%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2347374.00   | 0.11%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                   | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    543000 | PA      | $557210.31    | 0.03%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 8 Ltd                                                                                                          | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999745.00   | 0.23%             | 2038-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4472000 | PA      | $4473475.76   | 0.21%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FCAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4502095 | PA      | $517848.51    | 0.02%             | 2047-12-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3893000 | PA      | $4273696.47   | 0.20%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1436000 | PA      | $1631698.08   | 0.08%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                                                       | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5089084.98   | 0.23%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    437000 | PA      | $436650.40    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                           | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2713900 | PA      | $2930463.61   | 0.13%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1984000 | PA      | $1732567.68   | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20321000 | PA      | $20240033.41  | 0.93%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/V SERIES G PREF                          | VERITAS US INC/V SERIES G PREF                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       790 | NS      | $17775.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3282168.61   | 0.15%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       485 | NC      | $198491.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XI Ltd                                                                                             | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000920.00   | 0.23%             | 2036-01-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   2633000 | PA      | $2759384.00   | 0.13%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                            | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3156402.80   | 0.15%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27774424 | PA      | $27817774.78  | 1.28%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1510092.77   | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                           | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53126 | NS      | $217285.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2280337.92   | 0.10%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                            | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    753000 | PA      | $760808.61    | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    405000 | PA      | $429287.85    | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    505538 | PA      | $604069.54    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -272 | NC      | $154617.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8964334 | PA      | $7690384.53   | 0.35%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1187357 | PA      | $608520.46    | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7485000 | PA      | $7698846.45   | 0.35%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2923000 | PA      | $3023346.59   | 0.14%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2019-4                                                                                      | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774141 | PA      | $1772747.73   | 0.08%             | 2027-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F3PH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6620066 | PA      | $1060675.56   | 0.05%             | 2048-03-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    615000 | PA      | $629913.75    | 0.03%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1268 | NC      | $1076892.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   1673000 | PA      | $1526612.50   | 0.07%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AMAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129811 | PA      | $116949.18    | 0.01%             | 2045-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                 | Caixa Economica Federal                                                                                                | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |   1744000 | PA      | $1750976.00   | 0.08%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3272000 | PA      | $3165660.00   | 0.15%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2680747.50   | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2548000 | PA      | $2559466.00   | 0.12%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1242465 | PA      | $627444.83    | 0.03%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84707.25     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                    | Loyalty Ventures Inc Term Loan B                                                                                       | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   4133254 | PA      | $30999.41     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1099000 | PA      | $1304270.09   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    977000 | PA      | $1116825.00   | 0.05%             | 2031-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                             | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $616241.09    | 0.03%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                 | Regatta XIX Funding Ltd                                                                                                | CUSIP: 75888EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4422919 | PA      | $4472265.51   | 0.21%             | 2035-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                 | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1881000 | PA      | $1867024.17   | 0.09%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                      | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1355000 | PA      | $1305596.70   | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27363012 | PA      | $27431372.62  | 1.26%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-1                                                                                   | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2053473 | PA      | $2080253.63   | 0.10%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                      | Trinidad Generation UnLtd                                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    747000 | PA      | $767251.17    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $651755.58    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                       | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   3545000 | PA      | $3217087.50   | 0.15%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1290000 | PA      | $1275435.90   | 0.06%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175000 | PA      | $6325515.63   | 0.29%             | 2029-04-30      | Fixed         | 4.62%                 | 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        |   1100000 | PA      | $977482.00    | 0.04%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45665000 | PA      | $45679270.31  | 2.10%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401147 | PA      | $408138.19    | 0.02%             | 2028-09-25      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3416165.65   | 0.16%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    577000 | PA      | $428964.88    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3602000 | PA      | $2706002.50   | 0.12%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3551000 | PA      | $2504555.81   | 0.12%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2019-C16                                                                                 | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13687608 | PA      | $536039.58    | 0.02%             | 2052-04-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ATB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11391860 | PA      | $762555.14    | 0.04%             | 2046-10-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller