# EDGAR Filing Document

**Accession Number:** 0000906013
**File Stem:** 0001752724-23-047113
**Filing Date:** 2023-2
**Character Count:** 1105024
**Document Hash:** c62d8a4ae5248ce731da16f5cb1b0a30
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047113.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000906013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07732
- **FILM NUMBER:** 23683885

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE WORLD DOLLAR GOVERNMENT FUND II INC
- **DATE OF NAME CHANGE:** 19930714

## Nport-Ex

**AB Global High Income Fund** 

**Portfolio of Investments** 

**December 31, 2022 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 56.0%** |  |  |  |
|  **Industrial – 49.3%** |  |  |  |
|  **Basic – 3.4%** |  |  |  |
|  Advanced Drainage Systems, Inc.<br>5.00%, 09/30/2027<sup>(a)</sup> | U.S.$| 140 | $131589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/15/2030<sup>(a)</sup> |  | 130 | 125955 |
|  Ahlstrom-Munksjo Holding 3 Oy<br>3.625%, 02/04/2028<sup>(a)</sup> | EUR | 178 | 160478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/04/2028<sup>(a)</sup> | U.S.$| 972 | 785717 |
|  Arconic Corp. <br>6.125%, 02/15/2028<sup>(a)</sup> |  | 83 | 78016 |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(a)</sup> |  | 851 | 685304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/30/2029<sup>(a)</sup> |  | 246 | 156295 |
|  Baffinland Iron Mines Corp./Baffinland Iron Mines LP <br>8.75%, 07/15/2026<sup>(a)</sup> |  | 215 | 204007 |
|  Big River Steel LLC/BRS Finance Corp. <br>6.625%, 01/31/2029<sup>(a)</sup> |  | 171 | 163674 |
|  Cerdia Finanz GmbH <br>10.50%, 02/15/2027<sup>(a)</sup> |  | 419 | 353753 |
|  Chemours Co. (The)<br>5.375%, 05/15/2027 |  | 13 | 11980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2028<sup>(a)</sup> |  | 232 | 208317 |
|  Cleveland-Cliffs, Inc. <br>6.75%, 03/15/2026<sup>(a)</sup> |  | 107 | 107433 |
|  Commercial Metals Co.<br>4.125%, 01/15/2030 |  | 80 | 70495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/2032 |  | 80 | 69222 |
|  Constellium SE <br>3.125%, 07/15/2029<sup>(a)</sup> | EUR | 1109 | 936829 |
|  Crown Americas LLC/Crown Americas Capital Corp. VI <br>4.75%, 02/01/2026 | U.S.$| 333 | 323519 |
|  CVR Partners LP/CVR Nitrogen Finance Corp. <br>6.125%, 06/15/2028<sup>(a)</sup> |  | 360 | 323522 |
|  Domtar Corp. <br>6.75%, 10/01/2028<sup>(a)</sup> |  | 243 | 210823 |
|  Element Solutions, Inc. <br>3.875%, 09/01/2028<sup>(a)</sup> |  | 993 | 847608 |
|  ERP Iron Ore, LLC <br>9.039%, 12/31/2019<sup>(b) (c) (d) (e) (f)</sup> |  | 240 | 160109 |
|  FMG Resources (August 2006) Pty Ltd.<br>4.375%, 04/01/2031<sup>(a)</sup> |  | 2191 | 1852293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/2027<sup>(a)</sup> |  | 819 | 758277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/2030<sup>(a)</sup> |  | 76 | 71133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/2032<sup>(a)</sup> |  | 2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390434 |
|  Glatfelter Corp. <br>4.75%, 11/15/2029<sup>(a)</sup> |  | 209 | 126914 |
|  Graham Packaging Co., Inc. <br>7.125%, 08/15/2028<sup>(a)</sup> |  | 297 | 248255 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Graphic Packaging International LLC <br>3.75%, 02/01/2030<sup>(a)</sup> | U.S.$| 1724 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472763 |
|  Guala Closures SpA <br>3.25%, 06/15/2028<sup>(a)</sup> | EUR | 1841 | 1693423 |
|  Hecla Mining Co. <br>7.25%, 02/15/2028 | U.S.$| 282 | 278266 |
|  INEOS Quattro Finance 1 PLC <br>3.75%, 07/15/2026<sup>(a)</sup> | EUR | 101 | 88865 |
|  INEOS Quattro Finance 2 PLC <br>3.375%, 01/15/2026<sup>(a)</sup> | U.S.$| 426 | 385368 |
|  INEOS Styrolution Group GmbH <br>2.25%, 01/16/2027<sup>(a)</sup> | EUR | 1008 | 875015 |
|  Ingevity Corp. <br>3.875%, 11/01/2028<sup>(a)</sup> | U.S.$| 643 | 554683 |
|  Intelligent Packaging Holdco Issuer LP <br>9.00% (9.00% Cash or 9.75% PIK), 01/15/2026<sup>(a) (f)</sup> |  | 611 | 424332 |
|  Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC <br>6.00%, 09/15/2028<sup>(a)</sup> |  | 619 | 499752 |
|  Kleopatra Finco SARL <br>4.25%, 03/01/2026<sup>(a) (g)</sup> | EUR | 1061 | 883495 |
|  Kobe US Midco 2, Inc. <br>9.25% (9.25% Cash or 10.00% PIK), 11/01/2026<sup>(a) (f)</sup> | U.S.$| 1300 | 909856 |
|  LABL, Inc. <br>6.75%, 07/15/2026<sup>(a)</sup> |  | 222 | 210729 |
|  Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018<sup>(b) (c) (d) (e) (h)</sup> |  | 2857 | 0 |
|  Mercer International, Inc. <br>5.125%, 02/01/2029 |  | 969 | 809848 |
|  Methanex Corp. <br>5.25%, 12/15/2029 |  | 7 | 6215 |
|  Mineral Resources Ltd. <br>8.125%, 05/01/2027<sup>(a)</sup> |  | 158 | 160407 |
|  Monitchem HoldCo 3 SA <br>5.25%, 03/15/2025<sup>(a)</sup> | EUR | 265 | 272285 |
|  Novelis Corp.<br>3.875%, 08/15/2031<sup>(a)</sup> | U.S.$| 19 | 15547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/30/2030<sup>(a)</sup> |  | 135 | 119357 |
|  Olin Corp.<br>5.00%, 02/01/2030 |  | 145 | 132344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/01/2029 |  | 263 | 249379 |
|  Olympus Water US Holding Corp. <br>7.125%, 10/01/2027<sup>(a)</sup> |  | 755 | 719961 |
|  Rain CII Carbon LLC/CII Carbon Corp. <br>7.25%, 04/01/2025<sup>(a)</sup> |  | 239 | 219836 |
|  Rimini Bidco SpA <br>7.296% (EURIBOR 3 Month + 5.25%), 12/14/2026 <sup>(i)</sup> | EUR | 912 | 873095 |
|  SCIH Salt Holdings, Inc. <br>4.875%, 05/01/2028<sup>(a)</sup> | U.S.$| 13 | 11195 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  SCIL IV LLC/SCIL USA Holdings LLC<br>4.375%, 11/01/2026<sup>(a)</sup> | EUR | 320 | $293698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/01/2026<sup>(a)</sup> | U.S.$| 1239 | 1050307 |
|  Sealed Air Corp.<br>4.00%, 12/01/2027<sup>(a)</sup> |  | 50 | 45594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/15/2033<sup>(a)</sup> |  | 183 | 182109 |
|  SPCM SA<br>3.125%, 03/15/2027<sup>(a)</sup> |  | 655 | 566637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/15/2030<sup>(a)</sup> |  | 951 | 774956 |
|  Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. <br>5.375%, 09/01/2025<sup>(a)</sup> |  | 256 | 210855 |
|  United States Steel Corp.<br>6.65%, 06/01/2037 |  | 37 | 33544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/01/2029 |  | 110 | 106842 |
|  Vibrantz Technologies, Inc. <br>9.00%, 02/15/2030<sup>(a)</sup> |  | 3258 | 2476663 |
|  WR Grace Holdings LLC<br>4.875%, 06/15/2027<sup>(a)</sup> |  | 875 | 775158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 10/01/2024<sup>(a)</sup> |  | 386 | 381446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/2029<sup>(a)</sup> |  | 61 | 49350 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30375126 |
|  **Capital Goods – 3.3%** |  |  |  |
|  ARD Finance SA<br>5.00% (5.00% Cash or 5.75% PIK), 06/30/2027<sup>(a) (f)</sup> | EUR | 3069 | 2196156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50% (6.50% Cash or 7.25% PIK), 06/30/2027<sup>(a) (f)</sup> | U.S.$| 242 | 169199 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC<br>4.00%, 09/01/2029<sup>(a)</sup> |  | 985 | 778150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/2027<sup>(a)</sup> |  | 684 | 669369 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.<br>4.125%, 08/15/2026<sup>(a)</sup> |  | 2663 | 2308493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/30/2025<sup>(a)</sup> |  | 212 | 202237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 235 | 177196 |
|  Artera Services LLC <br>9.033%, 12/04/2025<sup>(a)</sup> |  | 192 | 160230 |
|  Bombardier, Inc.<br>6.00%, 02/15/2028<sup>(a)</sup> |  | 51 | 47337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 06/15/2026<sup>(a)</sup> |  | 217 | 212691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/2025<sup>(a)</sup> |  | 1841 | 1828192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 04/15/2027<sup>(a)</sup> |  | 1814 | 1766048 |
|  Camelot Return Merger Sub, Inc. <br>8.75%, 08/01/2028<sup>(a)</sup> |  | 242 | 221981 |
|  Chart Industries, Inc. <br>7.50%, 01/01/2030<sup>(a)</sup> |  | 533 | 535212 |
|  Clean Harbors, Inc. <br>4.875%, 07/15/2027<sup>(a)</sup> |  | 106 | 100179 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Cornerstone Building Brands, Inc. <br>6.125%, 01/15/2029<sup>(a)</sup> | U.S.$| 215 | $151552 |
|  Eco Material Technologies, Inc. <br>7.875%, 01/31/2027<sup>(a)</sup> |  | 2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512830 |
|  Energizer Holdings, Inc.<br>4.375%, 03/31/2029<sup>(a)</sup> |  | 147 | 124954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/2028<sup>(a)</sup> |  | 348 | 302864 |
|  EnerSys <br>4.375%, 12/15/2027<sup>(a)</sup> |  | 935 | 845163 |
|  F-Brasile SpA/F-Brasile US LLC <br>Series XR <br>7.375%, 08/15/2026<sup>(a)</sup> |  | 957 | 782720 |
|  FXI Holdings, Inc. <br>12.25%, 11/15/2026<sup>(a)</sup> |  | 117 | 96757 |
|  Gates Global LLC/Gates Corp. <br>6.25%, 01/15/2026<sup>(a)</sup> |  | 954 | 920610 |
|  Granite US Holdings Corp. <br>11.00%, 10/01/2027<sup>(a)</sup> |  | 507 | 533801 |
|  Griffon Corp. <br>5.75%, 03/01/2028 |  | 603 | 551432 |
|  Harsco Corp. <br>5.75%, 07/31/2027<sup>(a)</sup> |  | 1384 | 1088803 |
|  JELD-WEN, Inc. <br>4.625%, 12/15/2025<sup>(a)</sup> |  | 128 | 106931 |
|  Koppers, Inc. <br>6.00%, 02/15/2025<sup>(a)</sup> |  | 118 | 113087 |
|  Madison IAQ LLC <br>5.875%, 06/30/2029<sup>(a)</sup> |  | 359 | 246934 |
|  Masonite International Corp. <br>5.375%, 02/01/2028<sup>(a)</sup> |  | 166 | 153756 |
|  Mauser Packaging Solutions Holding Co. <br>5.50%, 04/15/2024<sup>(a)</sup> |  | 210 | 204321 |
|  MIWD Holdco II LLC/MIWD Finance Corp. <br>5.50%, 02/01/2030<sup>(a)</sup> |  | 84 | 67497 |
|  Moog, Inc. <br>4.25%, 12/15/2027<sup>(a)</sup> |  | 144 | 133030 |
|  New Enterprise Stone & Lime Co., Inc. <br>5.25%, 07/15/2028<sup>(a)</sup> |  | 13 | 11684 |
|  Oscar AcquisitionCo LLC/Oscar Finance, Inc. <br>9.50%, 04/15/2030<sup>(a)</sup> |  | 63 | 56413 |
|  Owens-Brockway Glass Container, Inc. <br>6.625%, 05/13/2027<sup>(a)</sup> |  | 165 | 160594 |
|  Renk AG/Frankfurt am Main <br>5.75%, 07/15/2025<sup>(a)</sup> | EUR | 1560 | 1550067 |
|  Smyrna Ready Mix Concrete LLC <br>6.00%, 11/01/2028<sup>(a)</sup> | U.S.$| 41 | 36664 |
|  Spirit AeroSystems, Inc. <br>4.60%, 06/15/2028 |  | 23 | 18628 |
|  SPX FLOW, Inc. <br>8.75%, 04/01/2030<sup>(a)</sup> |  | 1019 | 805128 |
|  Stevens Holding Co., Inc. <br>6.125%, 10/01/2026<sup>(a)</sup> |  | 141 | 142055 |

---

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Summit Materials LLC/Summit Materials Finance Corp. <br>5.25%, 01/15/2029<sup>(a)</sup> | U.S.$| 164 | $152787 |
|  Titan Holdings II BV <br>5.125%, 07/15/2029<sup>(a)</sup> | EUR | 649 | 548753 |
|  TK Elevator Holdco GmbH <br>7.625%, 07/15/2028<sup>(a)</sup> | U.S.$| 465 | 379654 |
|  TK Elevator Midco GmbH <br>4.375%, 07/15/2027<sup>(a)</sup> | EUR | 885 | 839772 |
|  TK Elevator US Newco, Inc. <br>5.25%, 07/15/2027<sup>(a)</sup> | U.S.$| 306 | 272200 |
|  TransDigm, Inc.<br>4.625%, 01/15/2029 |  | 460 | 404192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/2029 |  | 2049 | 1786456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2026<sup>(a)</sup> |  | 332 | 328123 |
|  Triumph Group, Inc.<br>7.75%, 08/15/2025 |  | 428 | 364505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(a)</sup> |  | 382 | 389005 |
|  Trivium Packaging Finance BV <br>3.75%, 08/15/2026<sup>(a)</sup> | EUR | 100 | 97602 |
|  Tutor Perini Corp. <br>6.875%, 05/01/2025<sup>(a)</sup> | U.S.$| 31 | 27174 |
|  WESCO Distribution, Inc.<br>7.125%, 06/15/2025<sup>(a)</sup> |  | 20 | 20274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/2028<sup>(a)</sup> |  | 518 | 525176 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29226618 |
|  **Communications - Media – 6.9%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>6.50%, 11/15/2028<sup>(a)</sup> |  | 393 | 297398 |
|  Allen Media LLC/Allen Media Co-Issuer, Inc. <br>10.50%, 02/15/2028<sup>(a)</sup> |  | 42 | 15969 |
|  Altice Financing SA<br>5.00%, 01/15/2028<sup>(a)</sup> |  | 1456 | 1178247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/2029<sup>(a)</sup> |  | 5165 | 4078014 |
|  AMC Networks, Inc.<br>4.25%, 02/15/2029 |  | 1084 | 676372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/2025 |  | 890 | 683131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arches Buyer, Inc. <br>6.125%, 12/01/2028<sup>(a)</sup> |  | 666 | 534433 |
|  Banijay Entertainment SASU<br>3.50%, 03/01/2025<sup>(a)</sup> | EUR | 210 | 211699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2025<sup>(a)</sup> | U.S.$| 2324 | 2193021 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.50%, 08/15/2030<sup>(a)</sup> |  | 4665 | 3862712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(a)</sup> |  | 2953 | 2274040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(a)</sup> |  | 7183 | 5823324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/2027<sup>(a)</sup> |  | 327 | 305129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/2029<sup>(a)</sup> |  | 1760 | 1653101 |
|  Clear Channel Outdoor Holdings, Inc. <br>5.125%, 08/15/2027<sup>(a)</sup> |  | 512 | 443648 |

---

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  CMG Media Corp. <br>8.875%, 12/15/2027<sup>(a)</sup> | U.S.$| 158 | $118879 |
|  CSC Holdings LLC<br>4.50%, 11/15/2031<sup>(a)</sup> |  | 981 | 681795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2031<sup>(a)</sup> |  | 1461 | 816514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/2028<sup>(a)</sup> |  | 1278 | 1030175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2030<sup>(a)</sup> |  | 6196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/2028<sup>(a)</sup> |  | 1150 | 779343 |
|  Deluxe Corp. <br>8.00%, 06/01/2029<sup>(a)</sup> |  | 17 | 13942 |
|  Diamond Sports Group LLC/Diamond Sports Finance Co. <br>5.375%, 08/15/2026<sup>(a)</sup> |  | 299 | 35599 |
|  DISH DBS Corp.<br>5.125%, 06/01/2029 |  | 2995 | 1932109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/2026<sup>(a)</sup> |  | 2496 | 2105449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 2596 | 2073607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2024 |  | 1861 | 1735750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/2028 |  | 165 | 116622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/2026 |  | 691 | 557641 |
|  DISH Network Corp. <br>11.75%, 11/15/2027<sup>(a)</sup> |  | 72 | 74040 |
|  Gray Escrow II, Inc. <br>5.375%, 11/15/2031<sup>(a)</sup> |  | 1364 | 987199 |
|  iHeartCommunications, Inc.<br>4.75%, 01/15/2028<sup>(a)</sup> |  | 60 | 48800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 1499 | 1268866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 05/01/2027 |  | 178 | 151524 |
|  LCPR Senior Secured Financing DAC <br>6.75%, 10/15/2027<sup>(a)</sup> |  | 200 | 187890 |
|  Liberty Interactive LLC<br>3.75%, 02/15/2030<sup>(j)</sup> |  | 871 | 291059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2030 |  | 23 | 9987 |
|  McGraw-Hill Education, Inc.<br>5.75%, 08/01/2028<sup>(a)</sup> |  | 1123 | 943735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/2029<sup>(a)</sup> |  | 163 | 134796 |
|  National CineMedia LLC <br>5.875%, 04/15/2028<sup>(a)</sup> |  | 623 | 142038 |
|  Nexstar Media Inc. <br>4.75%, 11/01/2028<sup>(a)</sup> |  | 172 | 149010 |
|  Outfront Media Capital LLC/Outfront Media Capital Corp. <br>4.625%, 03/15/2030<sup>(a)</sup> |  | 376 | 311817 |
|  Radiate Holdco LLC/Radiate Finance, Inc.<br>4.50%, 09/15/2026<sup>(a)</sup> |  | 1331 | 978209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/2028<sup>(a)</sup> |  | 154 | 64544 |
|  Sinclair Television Group, Inc.<br>4.125%, 12/01/2030<sup>(a)</sup> |  | 1578 | 1178151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/2030<sup>(a)</sup> |  | 1031 | 721714 |
|  Sirius XM Radio, Inc.<br>4.00%, 07/15/2028<sup>(a)</sup> |  | 5699 | 4947491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/2030<sup>(a)</sup> |  | 204 | 168533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2029<sup>(a)</sup> |  | 186 | 169930 |

---

------

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Stagwell Global LLC <br>5.625%, 08/15/2029<sup>(a)</sup> | U.S.$| 67 | $55234 |
|  Summer BC Holdco B SARL <br>5.75%, 10/31/2026<sup>(a)</sup> | EUR | 1395 | 1273734 |
|  Summer BidCo BV <br>9.00% (9.00% Cash or 9.75% PIK), 11/15/2025<sup>(a) (f)</sup> |  | 877 | 675023 |
|  TEGNA, Inc. <br>5.00%, 09/15/2029 | U.S.$| 333 | 315243 |
|  Telenet Finance Luxembourg Notes SARL <br>5.50%, 03/01/2028<sup>(a)</sup> |  | 400 | 359860 |
|  Townsquare Media, Inc. <br>6.875%, 02/01/2026<sup>(a)</sup> |  | 113 | 99578 |
|  Univision Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/01/2027<sup>(a)</sup> |  | 1593 | 1538501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/30/2030<sup>(a)</sup> |  | 1186 | 1134887 |
|  Urban One, Inc. <br>7.375%, 02/01/2028<sup>(a)</sup> |  | 2221 | 1877840 |
|  VZ Vendor Financing II BV <br>2.875%, 01/15/2029<sup>(a)</sup> | EUR | 885 | 729065 |
|  Ziggo Bond Co. BV <br>5.125%, 02/28/2030<sup>(a)</sup> | U.S.$| 1124 | 912223 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61631550 |
|  **Communications - Telecommunications – 3.4%** |  |  |  |
|  Altice France SA/France<br>3.375%, 01/15/2028<sup>(a)</sup> | EUR | 885 | 713008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 07/15/2029<sup>(a)</sup> | U.S.$| 6254 | 4686302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/2029<sup>(a)</sup> |  | 431 | 330035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 02/01/2027<sup>(a)</sup> |  | 224 | 204753 |
|  British Telecommunications PLC <br>4.25%, 11/23/2081<sup>(a)</sup> |  | 214 | 180066 |
|  Connect Finco SARL/Connect US Finco LLC <br>6.75%, 10/01/2026<sup>(a)</sup> |  | 2440 | 2271982 |
|  Consolidated Communications, Inc.<br>5.00%, 10/01/2028<sup>(a)</sup> |  | 795 | 586267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2028<sup>(a)</sup> |  | 2067 | 1609573 |
|  DKT Finance ApS<br>7.00%, 06/17/2023<sup>(a)</sup> | EUR | 506 | 538900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 06/17/2023<sup>(a)</sup> | U.S.$| 895 | 885114 |
|  Embarq Corp. <br>7.995%, 06/01/2036 |  | 2128 | 989676 |
|  Frontier Communications Holdings LLC<br>5.875%, 11/01/2029 |  | 132 | 102361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/2029<sup>(a)</sup> |  | 524 | 433219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 05/15/2030<sup>(a)</sup> |  | 893 | 911765 |
|  Hughes Satellite Systems Corp. <br>6.625%, 08/01/2026 |  | 465 | 434038 |
|  Iliad Holding SASU<br>6.50%, 10/15/2026<sup>(a)</sup> |  | 719 | 667581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028<sup>(a)</sup> |  | 202 | 183198 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Intelsat Jackson Holdings SA <br>5.50%, 08/01/2023<sup>(c) (d) (e)</sup> | U.S.$| 1675 | $0 |
|  Kaixo Bondco Telecom SA <br>5.125%, 09/30/2029<sup>(a)</sup> | EUR | 897 | 816306 |
|  Level 3 Financing, Inc.<br>3.625%, 01/15/2029<sup>(a)</sup> | U.S.$| 64 | 46822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/2029<sup>(a)</sup> |  | 1253 | 902383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/2028<sup>(a)</sup> |  | 743 | 585319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/15/2027<sup>(a)</sup> |  | 1739 | 1451263 |
|  Lorca Telecom Bondco SA <br>4.00%, 09/18/2027<sup>(a)</sup> | EUR | 952 | 910917 |
|  Lumen Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series P<br>7.60%, 09/15/2039 | U.S.$| 73 | 49747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U<br>7.65%, 03/15/2042 |  | 68 | 44795 |
|  Telecom Italia Capital SA<br>6.00%, 09/30/2034 |  | 77 | 58962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 07/18/2036 |  | 451 | 366077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.721%, 06/04/2038 |  | 1622 | 1357978 |
|  Telecom Italia SpA/Milano <br>5.303%, 05/30/2024<sup>(a)</sup> |  | 403 | 379138 |
|  Telesat Canada/Telesat LLC<br>5.625%, 12/06/2026<sup>(a)</sup> |  | 60 | 28042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/2027<sup>(a)</sup> |  | 132 | 38785 |
|  United Group BV<br>3.625%, 02/15/2028<sup>(a)</sup> | EUR | 237 | 183018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2027<sup>(a)</sup> |  | 1127 | 893986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/2028<sup>(a)</sup> |  | 481 | 378525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(a)</sup> |  | 296 | 227897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.516% (EURIBOR 3 Month + 4.88%), 02/01/2029<sup>(i)</sup> |  | 896 | 826077 |
|  United States Cellular Corp. <br>6.70%, 12/15/2033 | U.S.$| 121 | 107392 |
|  Vmed O2 UK Financing I PLC<br>4.25%, 01/31/2031<sup>(a)</sup> |  | 530 | 428727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/2031<sup>(a)</sup> |  | 3880 | 3158849 |
|  Vodafone Group PLC<br>4.125%, 06/04/2081 |  | 208 | 155408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/04/2081 |  | 115 | 83769 |
|  Windstream Escrow LLC/Windstream Escrow Finance Corp. <br>7.75%, 08/15/2028<sup>(a)</sup> |  | 235 | 192254 |
|  Zayo Group Holdings, Inc.<br>4.00%, 03/01/2027<sup>(a)</sup> |  | 1515 | 1122787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/01/2028<sup>(a)</sup> |  | 128 | 72993 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30596054 |
|  **Consumer Cyclical - Automotive – 4.0%** |  |  |  |
|  Adient Global Holdings Ltd. <br>4.875%, 08/15/2026<sup>(a)</sup> |  | 400 | 372261 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Allison Transmission, Inc. <br>5.875%, 06/01/2029<sup>(a)</sup> | U.S.$| 627 | $588720 |
|  American Axle & Manufacturing, Inc. <br>5.00%, 10/01/2029 |  | 175 | 140364 |
|  Aston Martin Capital Holdings Ltd.<br>10.50%, 11/30/2025<sup>(a)</sup> |  | 595 | 554138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15.00% (8.89% Cash and 6.11% PIK), 11/30/2026<sup>(a) (f)</sup> |  | 1028 | 1048528 |
|  Clarios Global LP/Clarios US Finance Co. <br>4.375%, 05/15/2026<sup>(a)</sup> | EUR | 210 | 207165 |
|  Dana Financing Luxembourg SARL <br>5.75%, 04/15/2025<sup>(a)</sup> | U.S.$| 109 | 107469 |
|  Dana, Inc.<br>4.25%, 09/01/2030 |  | 760 | 612428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/15/2027 |  | 109 | 101082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 |  | 182 | 165569 |
|  Dealer Tire LLC/DT Issuer LLC <br>8.00%, 02/01/2028<sup>(a)</sup> |  | 1116 | 950944 |
|  Exide Technologies |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Exchange Priority)<br>11.00%, 10/31/2024<sup>(c) (d) (e) (h)</sup> |  | 2940 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; (First Lien)<br>11.00%, 10/31/2024<sup>(c) (d) (e) (h)</sup> |  | 1207 | 0 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 3020 | 2272387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2043 |  | 107 | 77413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.291%, 12/08/2046 |  | 249 | 191481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/2032 |  | 4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231134 |
|  Ford Motor Credit Co. LLC<br>2.70%, 08/10/2026 |  | 793 | 688640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.664%, 09/08/2024 |  | 200 | 191043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 01/09/2024 |  | 200 | 194842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.389%, 01/08/2026 |  | 200 | 187078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/2027 |  | 1160 | 1083463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 4412 | 4520976 |
|  IHO Verwaltungs GmbH<br>3.625% (3.625% Cash or 4.375% PIK), 05/15/2025<sup>(a) (f)</sup> | EUR | 284 | 277191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75% (3.75% Cash or 4.50% PIK), 09/15/2026<sup>(a) (f)</sup> |  | 885 | 822132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875% (3.875% Cash or 4.625% PIK), 05/15/2027<sup>(a) (f)</sup> |  | 338 | 305650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75% (4.75% Cash or 5.50% PIK), 09/15/2026<sup>(a) (f)</sup> | U.S.$| 433 | 375317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% (6.00% Cash or 6.75% PIK), 05/15/2027<sup>(a) (f)</sup> |  | 1984 | 1744932 |
|  Jaguar Land Rover Automotive PLC<br>5.50%, 07/15/2029<sup>(a)</sup> |  | 1490 | 1060899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2024<sup>(a)</sup> | EUR | 269 | 270221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 01/15/2028<sup>(a)</sup> | U.S.$| 1295 | 997505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/15/2025<sup>(a)</sup> |  | 1417 | 1317522 |
|  JB Poindexter & Co., Inc. <br>7.125%, 04/15/2026<sup>(a)</sup> |  | 146 | 141610 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Mclaren Finance PLC <br>7.50%, 08/01/2026<sup>(a)</sup> | U.S.$| 1973 | $1471116 |
|  PM General Purchaser LLC <br>9.50%, 10/01/2028<sup>(a)</sup> |  | 1421 | 1080450 |
|  Real Hero Merger Sub 2, Inc. <br>6.25%, 02/01/2029<sup>(a)</sup> |  | 1777 | 1217071 |
|  Titan International, Inc. <br>7.00%, 04/30/2028 |  | 1465 | 1393355 |
|  ZF Europe Finance BV<br>2.00%, 02/23/2026<sup>(a)</sup> | EUR | 200 | 184122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/23/2029<sup>(a)</sup> |  | 400 | 325901 |
|  ZF Finance GmbH<br>2.00%, 05/06/2027<sup>(a)</sup> |  | 200 | 174762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/03/2028<sup>(a)</sup> |  | 800 | 667314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/25/2027<sup>(a)</sup> |  | 900 | 810065 |
|  ZF North America Capital, Inc. <br>4.75%, 04/29/2025<sup>(a)</sup> | U.S.$| 2528 | 2403792 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35528052 |
|  **Consumer Cyclical - Entertainment – 2.6%** |  |  |  |
|  AMC Entertainment Holdings, Inc. <br>7.50%, 02/15/2029<sup>(a)</sup> |  | 192 | 104442 |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(a)</sup> |  | 1739 | 1411477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 1336 | 951900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/2029<sup>(a)</sup> |  | 132 | 87120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2026<sup>(a)</sup> |  | 246 | 193427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2026<sup>(a)</sup> | EUR | 311 | 266963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 08/01/2027<sup>(a)</sup> | U.S.$| 437 | 413511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 02/01/2026<sup>(a)</sup> | EUR | 310 | 328575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 06/01/2030<sup>(a)</sup> | U.S.$| 228 | 184965 |
|  Carnival Holdings Bermuda Ltd. <br>10.375%, 05/01/2028<sup>(a)</sup> |  | 3714 | 3812369 |
|  Carnival PLC <br>1.00%, 10/28/2029 | EUR | 202 | 88376 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op <br>5.50%, 05/01/2025<sup>(a)</sup> | U.S.$| 2191 | 2164975 |
|  Cinemark USA, Inc. <br>5.25%, 07/15/2028<sup>(a)</sup> |  | 521 | 386987 |
|  Lindblad Expeditions LLC <br>6.75%, 02/15/2027<sup>(a)</sup> |  | 365 | 331153 |
|  Motion Bondco DAC <br>4.50%, 11/15/2027<sup>(a)</sup> | EUR | 670 | 581331 |
|  NCL Corp., Ltd.<br>3.625%, 12/15/2024<sup>(a)</sup> | U.S.$| 25 | 21410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2026<sup>(a)</sup> |  | 2055 | 1617418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/2029<sup>(a)</sup> |  | 93 | 69987 |
|  NCL Finance Ltd. <br>6.125%, 03/15/2028<sup>(a)</sup> |  | 39 | 28952 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(a)</sup> | U.S.$| 1203 | $978941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(a)</sup> |  | 1118 | 937723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(a)</sup> |  | 4348 | 3457834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/2025<sup>(a)</sup> |  | 1409 | 1510279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.625%, 08/15/2027<sup>(a)</sup> |  | 74 | 74390 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(a)</sup> |  | 791 | 645647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(a)</sup> |  | 1461 | 1222916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(a)</sup> |  | 65 | 68901 |
|  VOC Escrow Ltd. <br>5.00%, 02/15/2028<sup>(a)</sup> |  | 1822 | 1564794 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506763 |
|  **Consumer Cyclical - Other – 3.3%** |  |  |  |
|  Adams Homes, Inc. <br>7.50%, 02/15/2025<sup>(a)</sup> |  | 598 | 507555 |
|  Affinity Gaming <br>6.875%, 12/15/2027<sup>(a)</sup> |  | 199 | 169202 |
|  Allwyn Entertainment Financing UK PLC <br>5.887% (EURIBOR 3 Month + 4.12%), 02/15/2028<sup>(i)</sup> | EUR | 650 | 676658 |
|  Beazer Homes USA, Inc. <br>6.75%, 03/15/2025 | U.S.$| 355 | 344132 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC<br>4.875%, 02/15/2030<sup>(a)</sup> |  | 1097 | 856638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2029<sup>(a)</sup> |  | 195 | 154566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/2027<sup>(a)</sup> |  | 1233 | 1094624 |
|  Builders FirstSource, Inc.<br>4.25%, 02/01/2032<sup>(a)</sup> |  | 244 | 198647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/15/2032<sup>(a)</sup> |  | 1963 | 1848043 |
|  Castle UK Finco PLC<br>5.571% (EURIBOR 3 Month + 5.25%), 05/15/2028<sup>(i)</sup> | EUR | 514 | 407011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/15/2029 | GBP | 679 | 570858 |
|  Century Communities, Inc. <br>3.875%, 08/15/2029<sup>(a)</sup> | U.S.$| 29 | 22794 |
|  Churchill Downs, Inc. <br>4.75%, 01/15/2028<sup>(a)</sup> |  | 491 | 439379 |
|  CP Atlas Buyer, Inc. <br>7.00%, 12/01/2028<sup>(a)</sup> |  | 126 | 94329 |
|  Everi Holdings, Inc. <br>5.00%, 07/15/2029<sup>(a)</sup> |  | 240 | 206832 |
|  Five Point Operating Co. LP/Five Point Capital Corp. <br>7.875%, 11/15/2025<sup>(a)</sup> |  | 1969 | 1652667 |
|  Forestar Group, Inc. <br>3.85%, 05/15/2026<sup>(a)</sup> |  | 385 | 342318 |
|  Hilton Domestic Operating Co., Inc.<br>3.625%, 02/15/2032<sup>(a)</sup> |  | 1215 | 972497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/2029<sup>(a)</sup> |  | 62 | 53810 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2031<sup>(a)</sup> | U.S.$| 54 | $45481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/2025<sup>(a)</sup> |  | 229 | 227027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/2028<sup>(a)</sup> |  | 450 | 437816 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(a)</sup> |  | 597 | 488614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(a)</sup> |  | 1598 | 1387278 |
|  Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp. <br>4.875%, 04/01/2027 |  | 145 | 138164 |
|  Installed Building Products, Inc. <br>5.75%, 02/01/2028 <sup>(a)</sup> |  | 291 | 262389 |
|  International Game Technology PLC<br>3.50%, 06/15/2026<sup>(a)</sup> | EUR | 214 | 217570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/15/2026<sup>(a)</sup> | U.S.$| 1352 | 1269104 |
|  Jacobs Entertainment, Inc. <br>6.75%, 02/15/2029 <sup>(a)</sup> |  | 131 | 119135 |
|  Marriott Ownership Resorts, Inc.<br>4.50%, 06/15/2029<sup>(a)</sup> |  | 242 | 201378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/15/2025<sup>(a)</sup> |  | 449 | 462753 |
|  Mattamy Group Corp. <br>4.625%, 03/01/2030<sup>(a)</sup> |  | 170 | 138933 |
|  MGM Resorts International<br>5.50%, 04/15/2027 |  | 1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/2025 |  | 30 | 29156 |
|  Mohegan Tribal Gaming Authority <br>8.00%, 02/01/2026<sup>(a)</sup> |  | 223 | 206821 |
|  New Home Co., Inc. (The) <br>7.25%, 10/15/2025<sup>(a)</sup> |  | 211 | 178244 |
|  NH Hotel Group SA <br>4.00%, 07/02/2026<sup>(a)</sup> | EUR | 930 | 914174 |
|  Picasso Finance Sub, Inc. <br>6.125%, 06/15/2025<sup>(a)</sup> | U.S.$| 88 | 87730 |
|  Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.<br>5.625%, 09/01/2029<sup>(a)</sup> |  | 69 | 50769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/01/2031<sup>(a)</sup> |  | 39 | 27513 |
|  Scientific Games Holdings LP/Scientific Games US FinCo, Inc. <br>6.625%, 03/01/2030<sup>(a)</sup> |  | 112 | 94574 |
|  Shea Homes LP / Shea Homes Funding Corp. <br>4.75%, 04/01/2029 |  | 911 | 767904 |
|  Shea Homes LP/Shea Homes Funding Corp. <br>4.75%, 02/15/2028 |  | 549 | 479736 |
|  Standard Industries, Inc./NJ<br>4.375%, 07/15/2030<sup>(a)</sup> |  | 929 | 760996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028<sup>(a)</sup> |  | 211 | 189876 |
|  Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. <br>5.875%, 05/15/2025<sup>(a)</sup> |  | 1785 | 1669163 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Taylor Morrison Communities, Inc.<br>5.75%, 01/15/2028<sup>(a)</sup> | U.S.$| 510 | $479205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/2027<sup>(a)</sup> |  | 191 | 183807 |
|  Thor Industries, Inc. <br>4.00%, 10/15/2029<sup>(a)</sup> |  | 162 | 127791 |
|  TopBuild Corp. <br>4.125%, 02/15/2032<sup>(a)</sup> |  | 69 | 56060 |
|  Travel + Leisure Co.<br>4.50%, 12/01/2029<sup>(a)</sup> |  | 976 | 795526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/2030<sup>(a)</sup> |  | 2415 | 2012439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/2027 |  | 208 | 197819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/31/2026<sup>(a)</sup> |  | 637 | 623839 |
|  Universal Entertainment Corp. <br>8.50%, 12/11/2024<sup>(a)</sup> |  | 200 | 186582 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. <br>5.25%, 05/15/2027<sup>(a)</sup> |  | 781 | 706847 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp. <br>5.125%, 10/01/2029<sup>(a)</sup> |  | 1988 | 1704888 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29620647 |
|  **Consumer Cyclical - Restaurants – 0.7%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>3.875%, 01/15/2028<sup>(a)</sup> |  | 1506 | 1356433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/2030<sup>(a)</sup> |  | 2061 | 1673626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028<sup>(a)</sup> |  | 192 | 172664 |
|  CEC Entertainment LLC <br>6.75%, 05/01/2026<sup>(a)</sup> |  | 127 | 117953 |
|  Stonegate Pub Co. Financing 2019 PLC<br>8.00%, 07/13/2025<sup>(a)</sup> | GBP | 192 | 206958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 07/31/2025<sup>(a)</sup> |  | 1245 | 1360521 |
|  Yum! Brands, Inc.<br>3.625%, 03/15/2031 | U.S.$| 49 | 41062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/31/2032 |  | 1072 | 950473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2030<sup>(a)</sup> |  | 85 | 78133 |
|  |  |  | 5957823 |
|  **Consumer Cyclical - Retailers – 2.8%** |  |  |  |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(a)</sup> |  | 1035 | 811852 |
|  Asbury Automotive Group, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 852 | 718848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(a)</sup> |  | 381 | 314310 |
|  At Home Group, Inc. <br>7.125%, 07/15/2029<sup>(a)</sup> |  | 63 | 36572 |
|  Bath & Body Works, Inc.<br>6.625%, 10/01/2030<sup>(a)</sup> |  | 1916 | 1797068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/2036 |  | 285 | 249828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | 551 | 489820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/2029 |  | 107 | 105534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.60%, 07/15/2037 |  | 261 | 221133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 07/01/2025<sup>(a)</sup> |  | 41 | 43938 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  BCPE Ulysses Intermediate, Inc. <br>7.75% (7.75% Cash or 8.50% PIK), 04/01/2027<sup>(a) (f)</sup> | U.S.$| 518 | $320541 |
|  Bed Bath & Beyond, Inc. <br>5.165%, 08/01/2044 |  | 58 | 5745 |
|  Carvana Co.<br>5.50%, 04/15/2027<sup>(a)</sup> |  | 415 | 161850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/2028<sup>(a)</sup> |  | 1298 | 500387 |
|  Dufry One BV <br>2.50%, 10/15/2024<sup>(a)</sup> | EUR | 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306041 |
|  eG Global Finance PLC<br>6.75%, 02/07/2025<sup>(a)</sup> | U.S.$| 428 | 375429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 10/30/2025<sup>(a)</sup> |  | 408 | 381684 |
|  FirstCash, Inc. <br>5.625%, 01/01/2030<sup>(a)</sup> |  | 1347 | 1203064 |
|  Foundation Building Materials, Inc. <br>6.00%, 03/01/2029<sup>(a)</sup> |  | 246 | 184732 |
|  Gap, Inc. (The)<br>3.625%, 10/01/2029<sup>(a)</sup> |  | 935 | 665362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/01/2031<sup>(a)</sup> |  | 56 | 39507 |
|  Group 1 Automotive, Inc. <br>4.00%, 08/15/2028<sup>(a)</sup> |  | 246 | 209149 |
|  Guitar Center, Inc. <br>8.50%, 01/15/2026<sup>(a)</sup> |  | 145 | 119987 |
|  Kontoor Brands, Inc. <br>4.125%, 11/15/2029<sup>(a)</sup> |  | 894 | 719497 |
|  LBM Acquisition LLC <br>6.25%, 01/15/2029<sup>(a)</sup> |  | 81 | 52533 |
|  LCM Investments Holdings II LLC <br>4.875%, 05/01/2029<sup>(a)</sup> |  | 13 | 10500 |
|  Levi Strauss & Co. <br>3.50%, 03/01/2031<sup>(a) (g)</sup> |  | 602 | 479473 |
|  Lithia Motors, Inc. <br>3.875%, 06/01/2029<sup>(a)</sup> |  | 65 | 53572 |
|  LSF9 Atlantis Holdings LLC/Victra Finance Corp. <br>7.75%, 02/15/2026<sup>(a)</sup> |  | 154 | 136513 |
|  Michaels Cos, Inc. (The)<br>5.25%, 05/01/2028<sup>(a)</sup> |  | 1475 | 1191253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/01/2029<sup>(a)</sup> |  | 1378 | 929992 |
|  Murphy Oil USA, Inc.<br>3.75%, 02/15/2031<sup>(a)</sup> |  | 246 | 204828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/2029 |  | 201 | 183623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 05/01/2027 |  | 69 | 66934 |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC <br>7.125%, 04/01/2026<sup>(a)</sup> |  | 1720 | 1617738 |
|  Party City Holdings, Inc. <br>8.75%, 02/15/2026<sup>(a)</sup> |  | 63 | 18253 |
|  Penske Automotive Group, Inc. <br>3.75%, 06/15/2029 |  | 196 | 159182 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  PetSmart, Inc./PetSmart Finance Corp. <br>7.75%, 02/15/2029<sup>(a)</sup> | U.S.$| 1219 | $1137202 |
|  QVC, Inc.<br>4.375%, 09/01/2028 |  | 5 | 2960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2027 |  | 213 | 150628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/01/2024 |  | 133 | 123887 |
|  Rite Aid Corp.<br>7.50%, 07/01/2025<sup>(a)</sup> |  | 1036 | 693096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2026<sup>(a)</sup> |  | 45 | 23699 |
|  Sonic Automotive, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 1736 | 1399810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2031<sup>(a)</sup> |  | 77 | 60622 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp. <br>6.375%, 09/30/2026<sup>(a)</sup> |  | 508 | 408034 |
|  SRS Distribution, Inc. <br>6.125%, 07/01/2029<sup>(a)</sup> |  | 329 | 267033 |
|  Staples, Inc.<br>7.50%, 04/15/2026<sup>(a)</sup> |  | 2498 | 2150346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 04/15/2027<sup>(a)</sup> |  | 1271 | 915433 |
|  TPro Acquisition Corp. <br>11.00%, 10/15/2024<sup>(a)</sup> |  | 1062 | 1056764 |
|  Victoria's Secret & Co. <br>4.625%, 07/15/2029<sup>(a)</sup> |  | 58 | 45510 |
|  White Cap Buyer LLC <br>6.875%, 10/15/2028<sup>(a)</sup> |  | 226 | 196927 |
|  White Cap Parent LLC <br>8.25%, 03/15/2026<sup>(a) (f)</sup> |  | 329 | 284258 |
|  Wolverine World Wide, Inc. <br>4.00%, 08/15/2029<sup>(a)</sup> |  | 628 | 475525 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25478006 |
|  **Consumer Non-Cyclical – 6.2%** |  |  |  |
|  AdaptHealth LLC <br>6.125%, 08/01/2028<sup>(a)</sup> |  | 288 | 266285 |
|  AHP Health Partners, Inc. <br>5.75%, 07/15/2029<sup>(a)</sup> |  | 988 | 771143 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.25%, 03/15/2026<sup>(a)</sup> |  | 50 | 45641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/2029<sup>(a)</sup> |  | 161 | 135005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/2027<sup>(a)</sup> |  | 833 | 775164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/15/2030<sup>(a)</sup> |  | 200 | 178414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/2028<sup>(a)</sup> |  | 99 | 94184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/2026<sup>(a)</sup> |  | 164 | 167888 |
|  B&G Foods, Inc. <br>5.25%, 04/01/2025 |  | 217 | 191174 |
|  Bausch Health Americas, Inc. <br>8.50%, 01/31/2027<sup>(a)</sup> |  | 543 | 285106 |
|  Bausch Health Cos., Inc.<br>4.875%, 06/01/2028<sup>(a)</sup> |  | 2835 | 1813746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(a)</sup> |  | 1431 | 687708 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/30/2030<sup>(a)</sup> | U.S.$| 123 | $59423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2025<sup>(a)</sup> |  | 196 | 166878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/2027<sup>(a)</sup> |  | 303 | 208444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/15/2029<sup>(a)</sup> |  | 911 | 441449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2028<sup>(a)</sup> |  | 204 | 99430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/30/2029<sup>(a)</sup> |  | 254 | 122435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 09/30/2028<sup>(a)</sup> |  | 236 | 185072 |
|  CAB SELAS <br>3.375%, 02/01/2028<sup>(a)</sup> | EUR | 1880 | 1617191 |
|  CD&R Smokey Buyer, Inc. <br>6.75%, 07/15/2025<sup>(a)</sup> | U.S.$| 203 | 175083 |
|  Cheplapharm Arzneimittel GmbH <br>5.50%, 01/15/2028<sup>(a)</sup> |  | 436 | 367129 |
|  Chrome Bidco SASU <br>3.50%, 05/31/2028<sup>(a)</sup> | EUR | 885 | 794443 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 493 | 358810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2030<sup>(a)</sup> |  | 66 | 49849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 03/15/2027<sup>(a)</sup> |  | 416 | 356938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/2030<sup>(a)</sup> |  | 3702 | 1864029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/01/2028<sup>(a) (g)</sup> |  | 577 | 280471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/2029<sup>(a)</sup> |  | 1537 | 796925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2026<sup>(a)</sup> |  | 769 | 701071 |
|  Cidron Aida Finco SARL <br>5.00%, 04/01/2028<sup>(a)</sup> | EUR | 236 | 215621 |
|  DaVita, Inc.<br>3.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 687 | 512380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2030<sup>(a)</sup> |  | 3271 | 2636142 |
|  Elanco Animal Health, Inc. <br>6.40%, 08/28/2028 |  | 165 | 156945 |
|  Embecta Corp. <br>5.00%, 02/15/2030<sup>(a)</sup> |  | 2011 | 1685678 |
|  Emergent BioSolutions, Inc. <br>3.875%, 08/15/2028<sup>(a)</sup> |  | 1516 | 748746 |
|  Garden Spinco Corp. <br>8.625%, 07/20/2030<sup>(a)</sup> |  | 883 | 921644 |
|  Global Medical Response, Inc. <br>6.50%, 10/01/2025<sup>(a)</sup> |  | 510 | 371833 |
|  Grifols Escrow Issuer SA <br>3.875%, 10/15/2028<sup>(a)</sup> | EUR | 2222 | 1992893 |
|  Gruenenthal GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 11/15/2026<sup>(a)</sup> |  | 885 | 865894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/15/2028<sup>(a)</sup> |  | 1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096954 |
|  Herbalife Nutrition Ltd./HLF Financing, Inc. <br>7.875%, 09/01/2025<sup>(a)</sup> | U.S.$| 59 | 52260 |
|  HLF Financing SARL LLC/Herbalife International, Inc. <br>4.875%, 06/01/2029<sup>(a)</sup> |  | 204 | 139709 |
|  Hologic, Inc. <br>3.25%, 02/15/2029<sup>(a)</sup> |  | 236 | 203810 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  IQVIA, Inc. <br>2.25%, 03/15/2029<sup>(a)</sup> | EUR | 862 | $775420 |
|  Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc. <br>7.00%, 12/31/2027<sup>(a)</sup> | U.S.$| 1951 | 1604120 |
|  Lamb Weston Holdings, Inc.<br>4.125%, 01/31/2030<sup>(a)</sup> |  | 1209 | 1069736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2032<sup>(a)</sup> |  | 29 | 25329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/15/2028<sup>(a)</sup> |  | 204 | 193392 |
|  Legacy LifePoint Health LLC<br>4.375%, 02/15/2027<sup>(a)</sup> |  | 2831 | 2396213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2025<sup>(a)</sup> |  | 89 | 83729 |
|  LifePoint Health, Inc. <br>5.375%, 01/15/2029<sup>(a)</sup> |  | 65 | 36798 |
|  Mallinckrodt International Finance SA / Mallinckrodt CB LLC <br>11.50%, 12/15/2028<sup>(a)</sup> |  | 201 | 171359 |
|  Mallinckrodt International Finance SA/Mallinckrodt CB LLC <br>10.00%, 06/15/2029<sup>(a)</sup> |  | 108 | 58355 |
|  Medline Borrower LP 3.875%, 04/01/2029<sup>(a)</sup> |  | 1566 | 1262131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(a)</sup> |  | 3373 | 2680791 |
|  Nidda Healthcare Holding GmbH <br>7.50%, 08/21/2026<sup>(a)</sup> | EUR | 1470 | 1496485 |
|  Organon & Co.,/Organon Foreign Debt Co-Issuer BV<br>2.875%, 04/30/2028<sup>(a)</sup> |  | 885 | 827743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/30/2028<sup>(a)</sup> | U.S.$| 416 | 368334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/30/2031<sup>(a)</sup> |  | 420 | 363814 |
|  Oriflame Investment Holding PLC <br>5.125%, 05/04/2026<sup>(a)</sup> |  | 347 | 213240 |
|  Owens & Minor, Inc. <br>4.50%, 03/31/2029<sup>(a)</sup> |  | 47 | 37353 |
|  Performance Food Group, Inc. <br>4.25%, 08/01/2029<sup>(a)</sup> |  | 1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023954 |
|  Post Holdings, Inc.<br>4.50%, 09/15/2031<sup>(a)</sup> |  | 1564 | 1321055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/2030<sup>(a)</sup> |  | 870 | 750582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2029<sup>(a)</sup> |  | 529 | 479264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 01/15/2028<sup>(a)</sup> |  | 210 | 198481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 208 | 201415 |
|  Prime Healthcare Services, Inc. <br>7.25%, 11/01/2025<sup>(a)</sup> |  | 225 | 190427 |
|  Primo Water Holdings, Inc. <br>4.375%, 04/30/2029<sup>(a)</sup> |  | 148 | 127818 |
|  Radiology Partners, Inc. <br>9.25%, 02/01/2028<sup>(a)</sup> |  | 1599 | 899209 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. <br>9.75%, 12/01/2026<sup>(a)</sup> | U.S.$| 990 | $797005 |
|  RP Escrow Issuer LLC <br>5.25%, 12/15/2025<sup>(a)</sup> |  | 638 | 487927 |
|  Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed <br>4.625%, 03/01/2029<sup>(a)</sup> |  | 10 | 8182 |
|  Spectrum Brands, Inc.<br>3.875%, 03/15/2031<sup>(a)</sup> |  | 2079 | 1625408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2026<sup>(a)</sup> | EUR | 530 | 528828 |
|  Tenet Healthcare Corp.<br>4.375%, 01/15/2030<sup>(a)</sup> | U.S.$| 2307 | 1998766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/2028<sup>(a)</sup> |  | 872 | 782503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2030<sup>(a)</sup> |  | 1017 | 968606 |
|  TreeHouse Foods, Inc. <br>4.00%, 09/01/2028 |  | 154 | 131298 |
|  Triton Water Holdings, Inc. <br>6.25%, 04/01/2029<sup>(a)</sup> |  | 966 | 782574 |
|  United Natural Foods, Inc. <br>6.75%, 10/15/2028<sup>(a)</sup> |  | 187 | 179867 |
|  US Acute Care Solutions LLC <br>6.375%, 03/01/2026<sup>(a)</sup> |  | 3003 | 2665195 |
|  US Renal Care, Inc. <br>10.625%, 07/15/2027<sup>(a)</sup> |  | 616 | 129465 |
|  Vector Group Ltd. <br>10.50%, 11/01/2026<sup>(a)</sup> |  | 138 | 137472 |
|  Vista Outdoor, Inc. <br>4.50%, 03/15/2029<sup>(a)</sup> |  | 202 | 148797 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55885477 |
|  **Energy – 4.6%** |  |  |  |
|  Aethon United BR LP/Aethon United Finance Corp. <br>8.25%, 02/15/2026<sup>(a)</sup> |  | 68 | 67526 |
|  Berry Petroleum Co. LLC <br>7.00%, 02/15/2026<sup>(a)</sup> |  | 245 | 226417 |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.625%, 12/15/2025<sup>(a)</sup> |  | 631 | 627665 |
|  Buckeye Partners LP<br>3.95%, 12/01/2026 |  | 6 | 5363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/2027 |  | 214 | 187549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2028<sup>(a)</sup> |  | 214 | 188026 |
|  California Resources Corp. <br>7.125%, 02/01/202 <sup>(a)</sup> |  | 217 | 206995 |
|  Callon Petroleum Co. <br>8.25%, 07/15/2025 |  | 301 | 300167 |
|  Calumet Specialty Products Partners LP/Calumet Finance Corp. <br>11.00%, 04/15/2025<sup>(a)</sup> |  | 196 | 204744 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  CGG SA <br>8.75%, 04/01/2027<sup>(a)</sup> | U.S.$| 422 | $342101 |
|  Chesapeake Energy Corp.<br>5.50%, 02/01/2026<sup>(a)</sup> |  | 169 | 163128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/01/2029<sup>(a)</sup> |  | 135 | 128608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2029<sup>(a)</sup> |  | 158 | 153856 |
|  Citgo Holding, Inc. <br>9.25%, 08/01/2024<sup>(a)</sup> |  | 478 | 479421 |
|  CITGO Petroleum Corp.<br>6.375%, 06/15/2026<sup>(a)</sup> |  | 471 | 452754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/2025<sup>(a)</sup> |  | 1781 | 1740936 |
|  Civitas Resources, Inc. <br>5.00%, 10/15/2026<sup>(a)</sup> |  | 682 | 626751 |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(a)</sup> |  | 423 | 390423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/14/2027<sup>(a)</sup> |  | 21 | 20936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/2031<sup>(a)</sup> |  | 72 | 69084 |
|  Comstock Resources, Inc. <br>6.75%, 03/01/2029<sup>(a)</sup> |  | 294 | 265437 |
|  Crescent Energy Finance LLC <br>7.25%, 05/01/2026<sup>(a)</sup> |  | 1005 | 954524 |
|  Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.<br>5.625%, 05/01/2027<sup>(a)</sup> |  | 182 | 169686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2029<sup>(a)</sup> |  | 54 | 49809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/01/2029<sup>(a)</sup> |  | 101 | 100832 |
|  CVR Energy, Inc. <br>5.25%, 02/15/2025<sup>(a)</sup> |  | 223 | 205045 |
|  Diamond Foreign Asset Co./Diamond Finance LLC<br>9.00% (9.00% Cash or 13.00% PIK), 04/22/2027<sup>(a) (f)</sup> |  | 90 | 82465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00% (9.00% Cash or 13.00% PIK), 04/22/2027<sup>(f)</sup> |  | 79 | 71838 |
|  Earthstone Energy Holdings LLC <br>8.00%, 04/15/2027<sup>(a)</sup> |  | 173 | 164944 |
|  Encino Acquisition Partners Holdings LLC <br>8.50%, 05/01/2028<sup>(a)</sup> |  | 1352 | 1231716 |
|  EnLink Midstream LLC<br>5.625%, 01/15/2028<sup>(a)</sup> |  | 199 | 189830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/01/2030<sup>(a)</sup> |  | 129 | 127740 |
|  EnLink Midstream Partners LP<br>4.15%, 06/01/2025 |  | 197 | 187620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/2026 |  | 96 | 90746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/2045 |  | 807 | 608108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/2047 |  | 116 | 93125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/2044 |  | 104 | 85271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C<br>8.879% (LIBOR 3 Month + 4.11%), 01/30/2023<sup>(i) (k)</sup> |  | 2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270356 |
|  EQM Midstream Partners LP<br>4.50%, 01/15/2029<sup>(a)</sup> |  | 784 | 663274 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(a)</sup> | U.S.$| 797 | $656754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/2048 |  | 126 | 94502 |
|  FTAI Infra Escrow Holdings LLC <br>10.50%, 06/01/2027<sup>(a)</sup> |  | 157 | 157176 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>5.625%, 06/15/2024 |  | 412 | 400314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/2026 |  | 92 | 84356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2025 |  | 596 | 567956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 612 | 563917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 849 | 799047 |
|  Global Partners LP/GLP Finance Corp.<br>6.875%, 01/15/2029 |  | 439 | 397613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/01/2027 |  | 403 | 384598 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(c)</sup> |  | 589 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2025<sup>(c)</sup> |  | 1547 | 975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2026<sup>(c)</sup> |  | 1710 | 1077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/01/2023<sup>(c)</sup> |  | 161 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(a)</sup> |  | 610 | 604658 |
|  Harvest Midstream I LP <br>7.50%, 09/01/2028 <sup>(a)</sup> |  | 69 | 66208 |
|  Hess Midstream Operations LP <br>5.625%, 02/15/2026 <sup>(a)</sup> |  | 481 | 466854 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<br>5.75%, 02/01/2029<sup>(a)</sup> |  | 233 | 208201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2031<sup>(a)</sup> |  | 340 | 288617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/2032<sup>(a)</sup> |  | 96 | 82475 |
|  Ithaca Energy North Sea PLC <br>9.00%, 07/15/2026<sup>(a)</sup> |  | 1188 | 1169592 |
|  ITT Holdings LLC <br>6.50%, 08/01/2029<sup>(a)</sup> |  | 2299 | 1939853 |
|  KCA Deutag UK Finance PLC <br>9.875%, 12/01/2025<sup>(a)</sup> |  | 88 | 82753 |
|  KLX Energy Services Holdings, Inc. <br>11.50%, 11/01/2025<sup>(a)</sup> |  | 64 | 57661 |
|  MEG Energy Corp. <br>5.875%, 02/01/2029 <sup>(a)</sup> |  | 214 | 201906 |
|  Moss Creek Resources Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2026<sup>(a)</sup> |  | 713 | 642215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 05/15/2027<sup>(a)</sup> |  | 202 | 193292 |
|  Murphy Oil Corp.<br>5.875%, 12/01/2027 |  | 211 | 203044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 07/15/2028 |  | 185 | 179004 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(a)</sup> |  | 403 | 381498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup> |  | 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900212 |
|  Nabors Industries, Inc. <br>7.375%, 05/15/2027<sup>(a)</sup> |  | 319 | 312568 |
|  New Fortress Energy, Inc. <br>6.75%, 09/15/2025<sup>(a)</sup> |  | 1126 | 1067500 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  NGL Energy Operating LLC/NGL Energy Finance Corp. <br>7.50%, 02/01/2026<sup>(a)</sup> | U.S.$| 1575 | $1402869 |
|  Northern Oil and Gas, Inc. <br>8.125%, 03/01/2028<sup>(a)</sup> |  | 140 | 134339 |
|  NuStar Logistics LP<br>6.00%, 06/01/2026 |  | 49 | 47326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 10/01/2030 |  | 177 | 164201 |
|  Occidental Petroleum Corp.<br>5.50%, 12/01/2025 |  | 158 | 157582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/01/2025 |  | 181 | 181274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/01/2031 |  | 166 | 167991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/2040 |  | 69 | 67542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/2036 |  | 202 | 206080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/15/2046 |  | 35 | 36020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/01/2030 |  | 166 | 171525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/01/2031 |  | 187 | 200292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/15/2031 |  | 12 | 13245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 07/15/2027 |  | 184 | 198899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 07/15/2030 |  | 173 | 195358 |
|  Parkland Corp./Alberta<br>4.50%, 10/01/2029<sup>(a)</sup> |  | 220 | 184243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/01/2030<sup>(a)</sup> |  | 220 | 183277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/15/2027<sup>(a)</sup> |  | 90 | 85277 |
|  PBF Holding Co. LLC/PBF Finance Corp.<br>6.00%, 02/15/2028 |  | 201 | 177888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/2025 |  | 212 | 208924 |
|  PDC Energy, Inc.<br>5.75%, 05/15/2026 |  | 1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/15/2024 |  | 593 | 587975 |
|  Petrofac Ltd. <br>9.75%, 11/15/2026<sup>(a)</sup> |  | 200 | 112977 |
|  Range Resources Corp. <br>4.875%, 05/15/2025 |  | 195 | 185866 |
|  Rockies Express Pipeline LLC <br>6.875%, 04/15/2040<sup>(a)</sup> |  | 77 | 64671 |
|  SM Energy Co. <br>6.75%, 09/15/2026 |  | 26 | 25344 |
|  Southwestern Energy Co.<br>5.375%, 02/01/2029 |  | 187 | 173204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 09/15/2028 |  | 120 | 124281 |
|  Strathcona Resources Ltd. <br>6.875%, 08/01/2026<sup>(a)</sup> |  | 227 | 166596 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp. <br>8.50%, 10/15/2026<sup>(a)</sup> |  | 1086 | 1031125 |
|  Sunnova Energy Corp. <br>5.875%, 09/01/2026<sup>(a)</sup> |  | 503 | 449549 |
|  Sunoco LP/Sunoco Finance Corp.<br>4.50%, 05/15/2029 |  | 114 | 99713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2028 |  | 774 | 733791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/2027 |  | 117 | 115519 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. <br>6.00%, 12/31/2030(a) |  | 104 | 90457 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. <br>6.00%, 09/01/2031<sup>(a)</sup> | U.S.$| 79 | $68039 |
|  Talos Production, Inc. <br>12.00%, 01/15/2026 |  | 435 | 458892 |
|  Topaz Solar Farms LLC <br>5.75%, 09/30/2039<sup>(a)</sup> |  | 112 | 105618 |
|  Transocean Guardian Ltd. <br>5.875%, 01/15/2024<sup>(a)</sup> |  | 153 | 149433 |
|  Transocean Phoenix 2 Ltd. <br>7.75%, 10/15/2024<sup>(a)</sup> |  | 867 | 859710 |
|  Transocean Pontus Ltd. <br>6.125%, 08/01/2025<sup>(a)</sup> |  | 156 | 153763 |
|  Transocean Poseidon Ltd. <br>6.875%, 02/01/2027<sup>(a)</sup> |  | 19 | 18757 |
|  Transocean, Inc. <br>11.50%, 01/30/2027<sup>(a)</sup> |  | 159 | 159696 |
|  USA Compression Partners LP/USA Compression Finance Corp. <br>6.875%, 09/01/2027 |  | 225 | 211015 |
|  Venture Global Calcasieu Pass LLC <br>4.125%, 08/15/2031<sup>(a)</sup> |  | 890 | 758733 |
|  Weatherford International Ltd.<br>8.625%, 04/30/2030<sup>(a)</sup> |  | 175 | 168989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 12/01/2024<sup>(a)</sup> |  | 11 | 11302 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41119009 |
|  **Other Industrial – 0.2%** |  |  |  |
|  AECOM <br>5.125%, 03/15/2027 |  | 210 | 203277 |
|  Belden, Inc. <br>3.375%, 07/15/2031<sup>(a)</sup> | EUR | 1530 | 1363987 |
|  Grand Canyon University <br>4.125%, 10/01/2024 | U.S.$| 145 | 136185 |
|  Interface, Inc. <br>5.50%, 12/01/2028<sup>(a)</sup> |  | 258 | 212487 |
|  |  |  | 1915936 |
|  **Services – 3.3%** |  |  |  |
|  ADT Security Corp. (The)<br>4.125%, 06/15/2023 |  | 83 | 82465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 07/15/2032<sup>(a)</sup> |  | 54 | 45935 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<br>6.00%, 06/01/2029<sup>(a)</sup> |  | 527 | 385547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/15/2026<sup>(a)</sup> |  | 312 | 286113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/2027<sup>(a)</sup> |  | 1287 | 1129700 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL<br>3.625%, 06/01/2028<sup>(a)</sup> | EUR | 255 | 215490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2028<sup>(a)</sup> | U.S.$| 1727 | 1438671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2028<sup>(a)</sup> | GBP | 1010 | 957014 |

---

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  AMN Healthcare, Inc. <br>4.625%, 10/01/2027<sup>(a)</sup> | U.S.$| 205 | $188983 |
|  ANGI Group LLC <br>3.875%, 08/15/2028<sup>(a)</sup> |  | 2883 | 2173228 |
|  Aptim Corp. <br>7.75%, 06/15/2025<sup>(a)</sup> |  | 1378 | 959809 |
|  APX Group, Inc.<br>5.75%, 07/15/2029<sup>(a)</sup> |  | 1504 | 1246961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2027<sup>(a)</sup> |  | 415 | 399789 |
|  Aramark Services, Inc.<br>5.00%, 02/01/2028<sup>(a)</sup> |  | 224 | 209338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/01/2025<sup>(a)</sup> |  | 217 | 214864 |
|  ASGN, Inc. <br>4.625%, 05/15/2028<sup>(a)</sup> |  | 227 | 205762 |
|  Block, Inc.<br>2.75%, 06/01/2026 463 |  |  | 413847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/2031 |  | 1474 | 1176515 |
|  Cars.com, Inc. <br>6.375%, 11/01/2028<sup>(a)</sup> |  | 830 | 739554 |
|  CoreLogic, Inc. <br>4.50%, 05/01/2028<sup>(a)</sup> |  | 119 | 91283 |
|  Garda World Security Corp.<br>4.625%, 02/15/2027<sup>(a)</sup> |  | 102 | 90205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/2029<sup>(a)</sup> |  | 99 | 80929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2027<sup>(a)</sup> |  | 479 | 463822 |
|  Gartner, Inc. <br>3.625%, 06/15/2029 <sup>(a)</sup> |  | 177 | 155156 |
|  GrubHub Holdings, Inc. <br>5.50%, 07/01/2027<sup>(a)</sup> |  | 234 | 169500 |
|  IHS Markit Ltd.<br>4.125%, 08/01/2023 202 |  |  | 200359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/2028 |  | 104 | 100748 |
|  ION Trading Technologies SARL <br>5.75%, 05/15/2028<sup>(a)</sup> |  | 1067 | 890069 |
|  Korn Ferry <br>4.625%, 12/15/2027<sup>(a)</sup> |  | 402 | 370246 |
|  Millennium Escrow Corp. <br>6.625%, 08/01/2026<sup>(a)</sup> |  | 1894 | 1205658 |
|  Monitronics International, Inc. <br>0.00%, 04/01/2020<sup>(b) (c) (d) (e)</sup> |  | 958 | 0 |
|  MPH Acquisition Holdings LLC<br>5.50%, 09/01/2028<sup>(a)</sup> |  | 911 | 710970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2028<sup>(a) (g)</sup> |  | 3593 | 2387917 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(a)</sup> |  | 2080 | 1959866 |
|  Photo Holdings Merger Sub, Inc. <br>8.50%, 10/01/2026<sup>(a)</sup> |  | 102 | 58614 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup> |  | 195 | 169450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/2024<sup>(a)</sup> |  | 25 | 24587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/2028<sup>(a)</sup> |  | 1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478321 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Q-Park Holding I BV<br>1.50%, 03/01/2025<sup>(a)</sup> | EUR | 184 | $180087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/01/2027<sup>(a)</sup> |  | 579 | 516506 |
|  Sabre GLBL, Inc.<br>9.25%, 04/15/2025<sup>(a)</sup> | U.S.$| 378 | 378906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2027<sup>(a)</sup> |  | 2483 | 2555586 |
|  Service Corp. International/US<br>3.375%, 08/15/2030 |  | 239 | 196451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/2031 |  | 166 | 140901 |
|  Sotheby's/Bidfair Holdings, Inc. <br>5.875%, 06/01/2029<sup>(a)</sup> |  | 205 | 171917 |
|  TriNet Group, Inc. <br>3.50%, 03/01/2029<sup>(a)</sup> |  | 238 | 197139 |
|  Verisure Holding AB<br>3.25%, 02/15/2027<sup>(a)</sup> | EUR | 885 | 822109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/15/2026<sup>(a)</sup> |  | 934 | 903882 |
|  Verscend Escrow Corp. <br>9.75%, 08/15/2026 <sup>(a)</sup> | U.S.$| 551 | 539738 |
|  WASH Multifamily Acquisition, Inc. <br>5.75%, 04/15/2026<sup>(a)</sup> |  | 8 | 7540 |
|  ZipRecruiter, Inc. <br>5.00%, 01/15/2030<sup>(a)</sup> |  | 25 | 20593 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29708640 |
|  **Technology – 2.6%** |  |  |  |
|  Ahead DB Holdings LLC <br>6.625%, 05/01/2028<sup>(a)</sup> |  | 725 | 582863 |
|  AthenaHealth Group, Inc. <br>6.50%, 02/15/2030<sup>(a) (g)</sup> |  | 1754 | 1299414 |
|  Cablevision Lightpath LLC <br>5.625%, 09/15/2028<sup>(a)</sup> |  | 1060 | 793259 |
|  Central Parent, Inc. / CDK Global, Inc. <br>7.25%, 06/15/2029<sup>(a)</sup> |  | 164 | 160688 |
|  Centurion Bidco SpA <br>5.875%, 09/30/2026<sup>(a)</sup> | EUR | 946 | 871628 |
|  Clarivate Science Holdings Corp. <br>4.875%, 07/01/2029<sup>(a)</sup> | U.S.$| 173 | 147099 |
|  Cloud Software Group Holdings, Inc. <br>6.50%, 03/31/2029<sup>(a)</sup> |  | 174 | 147334 |
|  CommScope Technologies LLC<br>5.00%, 03/15/2027<sup>(a)</sup> |  | 255 | 174892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/2025<sup>(a)</sup> |  | 158 | 143790 |
|  CommScope, Inc.<br>4.75%, 09/01/2029<sup>(a)</sup> |  | 637 | 514413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/2026<sup>(a)</sup> |  | 276 | 254719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 07/01/2028<sup>(a)</sup> |  | 195 | 140236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/2027<sup>(a)</sup> |  | 86 | 67284 |
|  Conduent Business Services LLC/Conduent State & Local Solutions, Inc. <br>6.00%, 11/01/2029<sup>(a)</sup> |  | 136 | 111169 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Consensus Cloud Solutions, Inc. <br>6.50%, 10/15/2028<sup>(a)</sup> | U.S.$| 51 | $46606 |
|  CWT Travel Group, Inc. <br>8.50%, 11/19/2026<sup>(a)</sup> |  | 1195 | 1016051 |
|  Diebold Nixdorf, Inc. <br>9.375%, 07/15/2025 |  | 51 | 34680 |
|  Entegris Escrow Corp. <br>5.95%, 06/15/2030<sup>(a)</sup> |  | 1146 | 1057242 |
|  Fair Isaac Corp. <br>4.00%, 06/15/2028<sup>(a)</sup> |  | 160 | 145146 |
|  GoTo Group, Inc. <br>5.50%, 09/01/2027<sup>(a)</sup> |  | 1201 | 648240 |
|  Imola Merger Corp. <br>4.75%, 05/15/2029<sup>(a)</sup> |  | 968 | 838714 |
|  MicroStrategy, Inc. <br>6.125%, 06/15/2028<sup>(a)</sup> |  | 40 | 29000 |
|  NCR Corp.<br>5.125%, 04/15/2029<sup>(a)</sup> |  | 963 | 805352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/01/2027<sup>(a)</sup> |  | 89 | 85306 |
|  NortonLifeLock, Inc.<br>6.75%, 09/30/2027<sup>(a)</sup> |  | 1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/2030<sup>(a)</sup> |  | 771 | 759525 |
|  ON Semiconductor Corp. <br>3.875%, 09/01/2028<sup>(a)</sup> |  | 216 | 188812 |
|  Playtech PLC <br>4.25%, 03/07/2026<sup>(a)</sup> | EUR | 101 | 101584 |
|  Playtika Holding Corp. <br>4.25%, 03/15/2029<sup>(a)</sup> | U.S.$| 867 | 680372 |
|  Presidio Holdings, Inc.<br>4.875%, 02/01/2027<sup>(a)</sup> |  | 98 | 89411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2028<sup>(a)</sup> |  | 1588 | 1471656 |
|  Rackspace Technology Global, Inc.<br>3.50%, 02/15/2028<sup>(a)</sup> |  | 3885 | 2261646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/01/2028<sup>(a)</sup> |  | 82 | 36040 |
|  Science Applications International Corp. <br>4.875%, 04/01/2028<sup>(a)</sup> |  | 105 | 97591 |
|  Seagate HDD Cayman<br>3.375%, 07/15/2031 |  | 45 | 34062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.091%, 06/01/2029 |  | 1382 | 1143872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/2031 |  | 38 | 29701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2034 |  | 194 | 166019 |
|  Sensata Technologies BV<br>5.00%, 10/01/2025<sup>(a)</sup> |  | 219 | 214111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/01/2024<sup>(a)</sup> |  | 53 | 52619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/01/2030<sup>(a)</sup> |  | 200 | 189492 |
|  Sensata Technologies, Inc. <br>3.75%, 02/15/2031<sup>(a)</sup> |  | 474 | 392219 |
|  TeamSystem SpA <br>3.50%, 02/15/2028<sup>(a)</sup> | EUR | 579 | 517982 |
|  TTM Technologies, Inc. <br>4.00%, 03/01/2029<sup>(a)</sup> | U.S.$| 58 | 49795 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Vericast Corp. <br>11.00%, 09/15/2026<sup>(a)</sup> | U.S.$| 130 | $138289 |
|  Veritas US, Inc./Veritas Bermuda Ltd. <br>7.50%, 09/01/2025<sup>(a)</sup> |  | 2993 | 2052207 |
|  Viasat, Inc. <br>5.625%, 09/15/2025<sup>(a)</sup> |  | 161 | 150272 |
|  Virtusa Corp. <br>7.125%, 12/15/2028<sup>(a)</sup> |  | 717 | 550087 |
|  Xerox Corp. <br>6.75%, 12/15/2039 |  | 42 | 31455 |
|  Xerox Holdings Corp. <br>5.50%, 08/15/2028<sup>(a)</sup> |  | 248 | 200155 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22962018 |
|  **Transportation - Airlines – 0.8%** |  |  |  |
|  Allegiant Travel Co. <br>7.25%, 08/15/2027<sup>(a)</sup> |  | 127 | 120892 |
|  American Airlines Pass Through Trust <br>3.375%, 05/01/2027 |  | 257 | 210331 |
|  American Airlines, Inc. <br>11.75%, 07/15/2025<sup>(a)</sup> |  | 113 | 121570 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(a)</sup> |  | 1007 | 968394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(a)</sup> |  | 3265 | 2986808 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd. <br>5.75%, 01/20/2026<sup>(a)</sup> |  | 1242 | 1123786 |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>8.00%, 09/20/2025<sup>(a)</sup> |  | 1590 | 1584246 |
|  |  |  | 7116027 |
|  **Transportation - Services – 1.2%** |  |  |  |
|  AerCap Global Aviation Trust <br>6.50%, 06/15/2045<sup>(a)</sup> |  | 235 | 223247 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc.<br>5.25%, 10/15/2026<sup>(a)</sup> | EUR | 625 | 584153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/15/2026<sup>(a)</sup> | U.S.$| 657 | 587095 |
|  Atlantia SpA <br>1.875%, 02/12/2028<sup>(a)</sup> | EUR | 1915 | 1703522 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>4.75%, 04/01/2028<sup>(a)</sup> | U.S.$| 825 | 699222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(a)</sup> |  | 1031 | 937111 |
|  BCP V Modular Services Finance II PLC <br>4.75%, 11/30/2028<sup>(a)</sup> | EUR | 132 | 117931 |
|  BCP V Modular Services Finance PLC <br>6.75%, 11/30/2029 |  | 1214 | 955448 |
|  EC Finance PLC <br>3.00%, 10/15/2026 |  | 302 | 292369 |
|  Hertz Corp. (The)<br>4.625%, 12/01/2026<sup>(a)</sup> | U.S.$| 1307 | 1095072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2029<sup>(a)</sup> |  | 718 | 544567 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Kapla Holding SAS <br>3.375%, 12/15/2026<sup>(a)</sup> | EUR | 422 | $400430 |
|  Loxam SAS<br>2.875%, 04/15/2026<sup>(a)</sup> |  | 301 | 286229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2027 |  | 629 | 615414 |
|  PROG Holdings, Inc. <br>6.00%, 11/15/2029<sup>(a)</sup> | U.S.$| 1550 | 1247633 |
|  United Rentals North America, Inc.<br>3.75%, 01/15/2032 |  | 67 | 54729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/2031 |  | 137 | 115299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2030 |  | 150 | 128390 |
|  Williams Scotsman International, Inc. <br>4.625%, 08/15/2028<sup>(a)</sup> |  | 132 | 120060 |
|  |  |  | 10707921 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441335667 |
|  **Financial Institutions – 5.9%** |  |  |  |
|  **Banking – 0.8%** |  |  |  |
|  Ally Financial, Inc. <br>Series C <br>4.70%, 05/15/2028<sup>(k)</sup> |  | 256 | 160320 |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(a)</sup> |  | 1253 | 1108737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2026<sup>(a)</sup> |  | 600 | 522000 |
|  Credit Suisse Group AG<br>6.25%, 12/18/2024<sup>(a) (k)</sup> |  | 1404 | 1102836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 08/21/2026<sup>(a) (k)</sup> |  | 1290 | 928800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/17/2023<sup>(a) (k)</sup> |  | 1415 | 1139131 |
|  Discover Financial Services <br>Series D <br>6.125%, 06/23/2025<sup>(k)</sup> |  | 1723 | 1676116 |
|  Freedom Mortgage Corp.<br>7.625%, 05/01/2026<sup>(a)</sup> |  | 35 | 29427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 04/15/2025<sup>(a)</sup> |  | 222 | 200935 |
|  Societe Generale SA <br>8.00%, 09/29/2025<sup>(a) (k)</sup> |  | 601 | 604313 |
|  |  |  | 7472615 |
|  **Brokerage – 0.9%** |  |  |  |
|  Advisor Group Holdings, Inc. <br>10.75%, 08/01/2027<sup>(a)</sup> |  | 1425 | 1453525 |
|  AG Issuer LLC <br>6.25%, 03/01/2028<sup>(a)</sup> |  | 376 | 346445 |
|  AG TTMT Escrow Issuer LLC <br>8.625%, 09/30/2027<sup>(a)</sup> |  | 787 | 794357 |
|  Hightower Holding LLC <br>6.75%, 04/15/2029<sup>(a)</sup> |  | 2936 | 2457691 |
|  NFP Corp.<br>6.875%, 08/15/2028<sup>(a)</sup> |  | 2714 | 2247166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 10/01/2030<sup>(a)</sup> |  | 1323 | 1243620 |
|  |  |  | 8542804 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Finance – 1.9%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(a) (k)</sup> | U.S.$| 1374 | $1029602 |
|  Castlelake Aviation Finance DAC <br>5.00%, 04/15/2027<sup>(a)</sup> |  | 1036 | 898963 |
|  CNG Holdings, Inc. <br>12.50%, 06/15/2024<sup>(a)</sup> |  | 861 | 728812 |
|  Compass Group Diversified Holdings LLC <br>5.25%, 04/15/2029<sup>(a)</sup> |  | 1277 | 1095097 |
|  Curo Group Holdings Corp. <br>7.50%, 08/01/2028<sup>(a)</sup> |  | 3717 | 1722280 |
|  Enact Holdings, Inc. <br>6.50%, 08/15/2025<sup>(a)</sup> |  | 207 | 203503 |
|  Enova International, Inc.<br>8.50%, 09/01/2024<sup>(a)</sup> |  | 343 | 325377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 09/15/2025<sup>(a)</sup> |  | 1996 | 1844451 |
|  Home Point Capital, Inc. <br>5.00%, 02/01/2026 <sup>(a)</sup> |  | 25 | 17089 |
|  Icahn Enterprises LP/Icahn Enterprises Finance Corp. <br>4.375%, 02/01/2029 |  | 125 | 106280 |
|  ILFC E-Capital Trust II <br>6.538% (LIBOR 3 Month + 1.80%), 12/21/2065 <sup>(a) (i)</sup> |  | 2000 | 1296267 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp. <br>5.00%, 08/15/2028<sup>(a)</sup> |  | 2234 | 1824354 |
|  LD Holdings Group LLC <br>6.50%, 11/01/2025<sup>(a)</sup> |  | 106 | 72253 |
|  Lincoln Financing SARL <br>3.625%, 04/01/2024<sup>(a)</sup> | EUR | 390 | 410765 |
|  Midcap Financial Issuer Trust <br>5.625%, 01/15/2030<sup>(a)</sup> | U.S.$| 216 | 174734 |
|  Nationstar Mortgage Holdings, Inc.<br>5.125%, 12/15/2030<sup>(a)</sup> |  | 128 | 98427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2027<sup>(a)</sup> |  | 176 | 157864 |
|  Navient Corp.<br>4.875%, 03/15/2028 |  | 1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/2027 |  | 792 | 692723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/2029 |  | 79 | 64787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/01/2033 |  | 40 | 28763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/25/2025 |  | 954 | 917064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/2026 |  | 835 | 797511 |
|  OneMain Finance Corp.<br>3.50%, 01/15/2027 |  | 174 | 144151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/15/2028 |  | 24 | 19094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/15/2029 |  | 124 | 101586 |
|  PennyMac Financial Services, Inc.<br>5.375%, 10/15/2025<sup>(a)</sup> |  | 85 | 77013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/15/2031<sup>(a)</sup> |  | 135 | 109358 |
|  Quicken Loans LLC/Quicken Loans Co-Issuer, Inc. <br>3.625%, 03/01/2029<sup>(a)</sup> |  | 225 | 178530 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Springleaf Finance Corp. <br>7.125%, 03/15/2026 | U.S.$| 180 | $171147 |
|  VistaJet Malta Finance PLC/XO Management Holding, Inc.<br>6.375%, 02/01/2030<sup>(a)</sup> |  | 15 | 11991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/01/2027<sup>(a)</sup> |  | 185 | 166963 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16887196 |
|  **Insurance – 0.6%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc. <br>10.125%, 08/01/2026 <sup>(a)</sup> |  | 1086 | 1061314 |
|  Ardonagh Midco 2 PLC <br>11.50% (11.50% Cash or 12.75% PIK), 01/15/2027<sup>(a) (f)</sup> |  | 1926 | 1820001 |
|  AssuredPartners, Inc. <br>5.625%, 01/15/2029<sup>(a)</sup> |  | 1951 | 1620833 |
|  HUB International Ltd. <br>7.00%, 05/01/2026<sup>(a)</sup> |  | 292 | 286631 |
|  Molina Healthcare, Inc.<br>3.875%, 05/15/2032<sup>(a)</sup> |  | 206 | 171217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/15/2028<sup>(a)</sup> |  | 222 | 202559 |
|  |  |  | 5162555 |
|  **Other Finance – 0.6%** |  |  |  |
|  Altice France Holding SA <br>10.50%, 05/15/2027<sup>(a)</sup> |  | 448 | 342410 |
|  Armor Holdco, Inc. <br>8.50%, 11/15/2029<sup>(a)</sup> |  | 1967 | 1468827 |
|  Coinbase Global, Inc.<br>3.375%, 10/01/2028<sup>(a)</sup> |  | 852 | 450107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/2031<sup>(a)</sup> |  | 818 | 394852 |
|  Intrum AB<br>3.00%, 09/15/2027<sup>(a) (g)</sup> | EUR | 360 | 306844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 07/15/2024<sup>(a)</sup> |  | 255 | 261182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/2026<sup>(a)</sup> |  | 705 | 630927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 08/15/2025 |  | 683 | 664512 |
|  Motion Finco SARL <br>7.00%, 05/15/2025<sup>(a)</sup> |  | 885 | 942980 |
|  |  |  | 5462641 |
|  **REITs – 1.1%** |  |  |  |
|  ADLER Group SA <br>2.75%, 11/13/2026<sup>(a)</sup> |  | 200 | 84884 |
|  Aedas Homes Opco SLU <br>4.00%, 08/15/2026 |  | 1580 | 1424235 |
|  American Finance Trust, Inc. (The) / American Finance Operating Partner LP <br>4.50%, 09/30/2028<sup>(a)</sup> | U.S.$| 27 | 19844 |
|  Apollo Commercial Real Estate Finance, Inc. <br>4.625%, 06/15/2029<sup>(a)</sup> |  | 14 | 11203 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(a)</sup> | U.S.$| 2519 | $2129699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2026<sup>(a)</sup> |  | 316 | 291106 |
|  Diversified Healthcare Trust <br>9.75%, 06/15/2025 |  | 477 | 457403 |
|  Hunt Cos., Inc. <br>5.25%, 04/15/2029<sup>(a)</sup> |  | 32 | 27035 |
|  Iron Mountain, Inc.<br>4.50%, 02/15/2031<sup>(a)</sup> |  | 53 | 43656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/15/2029<sup>(a)</sup> |  | 161 | 140267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/2028<sup>(a)</sup> |  | 1576 | 1449716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/15/2032<sup>(a)</sup> |  | 169 | 147394 |
|  Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp<br>4.25%, 02/01/2027<sup>(a)</sup> |  | 13 | 10947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/2029<sup>(a)</sup> |  | 99 | 79933 |
|  Neinor Homes SA <br>4.50%, 10/15/2026<sup>(a)</sup> | EUR | 786 | 714949 |
|  Realogy Group LLC/Realogy Co-Issuer Corp. <br>5.75%, 01/15/2029<sup>(a)</sup> | U.S.$| 236 | 178111 |
|  Rithm Capital Corp. <br>6.25%, 10/15/2025<sup>(a)</sup> |  | 18 | 16158 |
|  Service Properties Trust<br>4.75%, 10/01/2026 |  | 48 | 37939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/2029 |  | 85 | 59494 |
|  Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC <br>7.875%, 02/15/2025<sup>(a)</sup> |  | 187 | 181493 |
|  Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC <br>4.75%, 04/15/2028<sup>(a)</sup> |  | 244 | 194861 |
|  Via Celere Desarrollos Inmobiliarios SA <br>5.25%, 04/01/2026 | EUR | 771 | 738659 |
|  Vivion Investments SARL<br>3.00%, 08/08/2024<sup>(a)</sup> |  | 1000 | 835015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2025<sup>(a)</sup> |  | 400 | 313237 |
|  |  |  | 9587238 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53115049 |
|  **Utility – 0.8%** |  |  |  |
|  **Electric – 0.4%** |  |  |  |
|  Algonquin Power & Utilities Corp. <br>4.75%, 01/18/2082 | U.S.$| 242 | 196207 |
|  Calpine Corp.<br>3.75%, 03/01/2031<sup>(a)</sup> |  | 72 | 58218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/15/2028<sup>(a)</sup> |  | 362 | 324036 |
|  ContourGlobal Power Holdings SA <br>3.125%, 01/01/2028<sup>(a)</sup> | EUR | 167 | 147131 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  FirstEnergy Corp. <br>Series C <br>3.40%, 03/01/2050 | U.S.$| 51 | $33701 |
|  NextEra Energy Operating Partners LP <br>3.875%, 10/15/2026<sup>(a)</sup> |  | 180 | 165355 |
|  NRG Energy, Inc.<br>3.375%, 02/15/2029<sup>(a)</sup> |  | 185 | 149367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 02/15/2031<sup>(a)</sup> |  | 13 | 9947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/2032<sup>(a)</sup> |  | 12 | 9047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/2029<sup>(a)</sup> |  | 225 | 198786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2028 |  | 207 | 194472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/2027 |  | 7 | 6953 |
|  PG&E Corp.<br>5.00%, 07/01/2028 |  | 209 | 191251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2030 |  | 38 | 34579 |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(a) (k)</sup> |  | 835 | 761196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(a) (k)</sup> |  | 1003 | 959172 |
|  Vistra Operations Co. LLC<br>4.375%, 05/01/2029<sup>(a)</sup> |  | 207 | 178602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/31/2027<sup>(a)</sup> |  | 163 | 151689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 02/15/2027<sup>(a)</sup> |  | 163 | 155670 |
|  |  |  | 3925379 |
|  **Natural Gas – 0.2%** |  |  |  |
|  AmeriGas Partners LP / AmeriGas Finance Corp.<br>5.75%, 05/20/2027 |  | 230 | 215016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/20/2026 |  | 334 | 317825 |
|  UGI International LLC <br>2.50%, 12/01/2029<sup>(a)</sup> | EUR | 1169 | 953259 |
|  |  |  | 1486100 |
|  **Other Utility – 0.2%** |  |  |  |
|  Solaris Midstream Holdings LLC <br>7.625%, 04/01/2026<sup>(a)</sup> | U.S.$| 1376 | 1370181 |
|  |  |  | 6781660 |
|  Total Corporates - Non-Investment Grade <br>(cost $586,116,285) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501232376 |
|  **CORPORATES - INVESTMENT GRADE – 14.0%** |  |  |  |
|  **Financial Institutions – 7.3%** |  |  |  |
|  **Banking – 4.7%** |  |  |  |
|  AIB Group PLC <br>7.583%, 10/14/2026<sup>(a)</sup> |  | 1640 | 1668524 |
|  Ally Financial, Inc.<br>8.00%, 11/01/2031 |  | 39 | 40329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>4.70%, 05/15/2026<sup>(g) (k)</sup> |  | 2950 | 1980233 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Banco Bilbao Vizcaya Argentaria SA <br>Series 9 <br>6.50%, 03/05/2025<sup>(k)</sup> | U.S.$| 1200 | $1151316 |
|  Banco Santander SA <br>5.179%, 11/19/2025 |  | 400 | 395219 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series X<br>6.25%, 09/05/2024<sup>(k)</sup> |  | 2047 | 1981055 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Z<br>6.50%, 10/23/2024<sup>(k)</sup> |  | 15 | 14834 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> |  | 655 | 651308 |
|  Barclays PLC<br>7.125%, 06/15/2025<sup>(k)</sup> | GBP | 404 | 462435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/2023<sup>(a) (k)</sup> |  | 219 | 261934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.385%, 11/02/2028 | U.S.$| 1696 | 1762963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2029<sup>(k)</sup> |  | 1402 | 1320976 |
|  BNP Paribas SA<br>4.625%, 02/25/2031<sup>(a) (k)</sup> |  | 1550 | 1199939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/16/2029<sup>(a) (k)</sup> |  | 755 | 751257 |
|  CaixaBank SA <br>5.875%, 10/09/2027<sup>(a) (k)</sup> | EUR | 1000 | 979859 |
|  Citigroup, Inc.<br>5.95%, 01/30/2023<sup>(k)</sup> | U.S.$| 1759 | 1746371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(k)</sup> |  | 413 | 360248 |
|  Credit Agricole SA<br>8.125%, 12/23/2025<sup>(a) (k)</sup> |  | 1461 | 1477509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 03/23/2171<sup>(k)</sup> |  | 448 | 454220 |
|  Credit Suisse Group AG <br>6.373%, 07/15/2026<sup>(a)</sup> |  | 712 | 668206 |
|  Discover Financial Services <br>6.70%, 11/29/2032 |  | 286 | 291043 |
|  Dresdner Funding Trust I <br>8.151%, 06/30/2031<sup>(a)</sup> |  | 108 | 111778 |
|  Goldman Sachs Group, Inc. (The) <br>Series P <br>7.466% (LIBOR 3 Month + 2.87%), 01/30/2023<sup>(i) (k)</sup> |  | 1008 | 978820 |
|  HSBC Holdings PLC<br>4.75%, 07/04/2029<sup>(a) (k)</sup> | EUR | 1595 | 1465089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/29/2033 | U.S.$| 901 | 779135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/29/2023<sup>(a) (k)</sup> | EUR | 1819 | 1921395 |
|  ING Groep NV <br>6.50%, 04/16/2025<sup>(k)</sup> | U.S.$| 520 | 492128 |
|  Intesa Sanpaolo SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.017%, 06/26/2024<sup>(a)</sup> |  | 548 | 529182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup> |  | 1444 | 1390733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/21/2025<sup>(a)</sup> |  | 355 | 362656 |
|  Lloyds Banking Group PLC <br>7.953%, 11/15/2033 |  | 854 | 904277 |
|  NatWest Group PLC <br>7.472%, 11/10/2026 |  | 800 | 832912 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Nordea Bank Abp <br>6.625%, 03/26/2026<sup>(a) (k)</sup> | U.S.$| 3065 | $3013739 |
|  Santander UK Group Holdings PLC <br>6.833%, 11/21/2026 |  | 3258 | 3295617 |
|  Societe Generale SA <br>8.00%, 09/29/2025<sup>(a) (k)</sup> |  | 2007 | 2017785 |
|  Standard Chartered PLC<br>7.75%, 04/02/2023<sup>(a) (k)</sup> |  | 232 | 231161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2027<sup>(a) (k)</sup> |  | 255 | 251827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.776%, 11/16/2025<sup>(a)</sup> |  | 1355 | 1397471 |
|  Swedbank AB <br>Series NC5 <br>5.625%, 09/17/2024<sup>(a) (k)</sup> |  | 1000 | 957701 |
|  UBS Group AG <br>7.00%, 02/19/2025 <sup>(a) (k)</sup> |  | 620 | 612995 |
|  UniCredit SpA <br>5.861%, 06/19/2032<sup>(a)</sup> |  | 622 | 546365 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41712544 |
|  **Brokerage – 0.1%** |  |  |  |
|  Charles Schwab Corp. (The) <br>Series I <br>4.00%, 06/01/2026<sup>(k)</sup> |  | 1251 | 1084807 |
|  LPL Holdings, Inc. <br>4.375%, 05/15/2031<sup>(a)</sup> |  | 75 | 64309 |
|  |  |  | 1149116 |
|  **Finance – 0.8%** |  |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust <br>3.30%, 01/30/2032 |  | 913 | 712461 |
|  Air Lease Corp. <br>Series B <br>4.65%, 06/15/2026<sup>(k)</sup> |  | 1229 | 1036622 |
|  Aircastle Ltd.<br>4.25%, 06/15/2026 |  | 33 | 31069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 2239 | 2155724 |
|  Aviation Capital Group LLC<br>3.50%, 11/01/2027<sup>(a)</sup> |  | 295 | 258134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup> |  | 395 | 367073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 319 | 300518 |
|  Huarong Finance 2017 Co., Ltd. <br>4.75%, 04/27/2027<sup>(a)</sup> |  | 200 | 174912 |
|  Huarong Finance 2019 Co., Ltd. <br>3.75%, 05/29/2024<sup>(a)</sup> |  | 343 | 324521 |
|  Huarong Finance II Co., Ltd.<br>4.875%, 11/22/2026<sup>(a)</sup> |  | 430 | 381974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/16/2025<sup>(a)</sup> |  | 1082 | 1019650 |
|  United Wholesale Mortgage LLC<br>5.50%, 04/15/2029<sup>(a)</sup> |  | 13 | 10364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/2027<sup>(a)</sup> |  | 15 | 12900 |
|  |  |  | 6785922 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Insurance – 1.4%** |  |  |  |
|  Allstate Corp. (The) <br>6.50%, 05/15/2057 | U.S.$| 1657 | $1607623 |
|  Centene Corp. <br>2.625%, 08/01/2031 |  | 2749 | 2159203 |
|  Enstar Finance LLC <br>5.50%, 01/15/2042 |  | 216 | 173170 |
|  Global Atlantic Fin Co. <br>4.70%, 10/15/2051<sup>(a)</sup> |  | 62 | 47680 |
|  Liberty Mutual Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/15/2051<sup>(a)</sup> |  | 43 | 34857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2061<sup>(a)</sup> |  | 32 | 19608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.80%, 03/15/2037<sup>(a)</sup> |  | 2187 | 2402824 |
|  MetLife, Inc. <br>10.75%, 08/01/2039 |  | 2350 | 3139907 |
|  MGIC Investment Corp. <br>5.25%, 08/15/2028 |  | 189 | 174555 |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 |  | 340 | 326965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 1082 | 1065774 |
|  Transatlantic Holdings, Inc. <br>8.00%, 11/30/2039 |  | 1261 | 1556384 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12708550 |
|  **REITs – 0.3%** |  |  |  |
|  MPT Operating Partnership LP/MPT Finance Corp.<br>5.00%, 10/15/2027 |  | 120 | 100980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/2026 |  | 137 | 125081 |
|  Office Properties Income Trust <br>3.45%, 10/15/2031 |  | 1582 | 1066410 |
|  Trust Fibra Uno <br>4.869%, 01/15/2030<sup>(a)</sup> |  | 605 | 518901 |
|  VICI Properties LP/VICI Note Co., Inc. <br>5.75%, 02/01/2027<sup>(a)</sup> |  | 767 | 747132 |
|  |  |  | 2558504 |
|  |  |  | 64914636 |
|  **Industrial – 6.5%** |  |  |  |
|  **Basic – 1.0%** |  |  |  |
|  ArcelorMittal SA <br>6.75%, 03/01/2041 |  | 362 | 352094 |
|  Arconic Corp. <br>6.00%, 05/15/2025<sup>(a)</sup> |  | 774 | 765042 |
|  Braskem Netherlands Finance BV <br>4.50%, 01/31/2030<sup>(a)</sup> |  | 1342 | 1133990 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 |  | 626 | 625668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 626 | 624222 |
|  Freeport Indonesia PT <br>4.763%, 04/14/2027<sup>(a)</sup> |  | 281 | 269440 |
|  Freeport-McMoRan, Inc. <br>5.45%, 03/15/2043 |  | 694 | 625454 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Georgia-Pacific LLC <br>8.875%, 05/15/2031 | U.S.$| 1 | $1222 |
|  Industrias Penoles SAB de CV <br>5.65%, 09/12/2049<sup>(a)</sup> |  | 386 | 360982 |
|  INEOS Finance PLC<br>2.875%, 05/01/2026<sup>(a)</sup> | EUR | 1692 | 1562211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/31/2026<sup>(a)</sup> |  | 351 | 334413 |
|  MEGlobal Canada ULC <br>5.875%, 05/18/2030<sup>(a)</sup> | U.S.$| 343 | 344029 |
|  Nexa Resources SA <br>6.50%, 01/18/2028<sup>(a)</sup> |  | 773 | 748022 |
|  Smurfit Kappa Treasury Funding DAC <br>7.50%, 11/20/2025 |  | 238 | 253196 |
|  Suzano Austria GmbH<br>3.75%, 01/15/2031 |  | 131 | 109369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/2030 |  | 421 | 393846 |
|  Series DM3N<br>3.125%, 01/15/2032 |  | 331 | 257766 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760966 |
|  **Capital Goods – 0.3%** |  |  |  |
|  General Electric Co. <br>Series D <br>8.099% (LIBOR 3 Month + 3.33%), 03/15/2023<sup>(i) (k)</sup> |  | 1681 | 1664617 |
|  Howmet Aerospace, Inc.<br>3.00%, 01/15/2029 |  | 198 | 167346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/01/2024 |  | 164 | 161907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/01/2027 |  | 119 | 118671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/2037 |  | 89 | 86432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 05/01/2025 |  | 154 | 158166 |
|  Weir Group PLC (The) <br>2.20%, 05/13/2026<sup>(a)</sup> |  | 200 | 177915 |
|  |  |  | 2535054 |
|  **Communications - Media – 0.7%** |  |  |  |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(a)</sup> |  | 2295 | 2058089 |
|  Discovery Communications LLC <br>4.125%, 05/15/2029 |  | 179 | 155232 |
|  Netflix, Inc. <br>4.875%, 04/15/2028 |  | 247 | 239996 |
|  Paramount Global<br>6.25%, 02/28/2057 |  | 200 | 161755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/2062 |  | 188 | 152769 |
|  Prosus NV <br>4.027%, 08/03/2050<sup>(a)</sup> |  | 331 | 209937 |
|  Telecomunicaciones Digitales SA <br>4.50%, 01/30/2030<sup>(a)</sup> |  | 505 | 449766 |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027<sup>(a)</sup> |  | 745 | 672395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 03/15/2032<sup>(a)</sup> |  | 1034 | 852550 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Weibo Corp. <br>3.375%, 07/08/2030 | U.S.$| 1158 | $882468 |
|  |  |  | 5834957 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  Sprint Capital Corp.<br>6.875%, 11/15/2028 |  | 154 | 160152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/2032 |  | 790 | 939758 |
|  Sprint Corp.<br>7.125%, 06/15/2024 |  | 160 | 163251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 02/15/2025 |  | 165 | 170846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2026 |  | 186 | 195729 |
|  |  |  | 1629736 |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |
|  General Motors Co. <br>5.20%, 04/01/2045 |  | 19 | 15535 |
|  General Motors Financial Co., Inc. <br>5.65%, 01/17/2029 |  | 30 | 29444 |
|  Lear Corp.<br>3.50%, 05/30/2030 |  | 3 | 2535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2029 |  | 17 | 15308 |
|  Nissan Motor Co., Ltd. <br>4.345%, 09/17/2027<sup>(a)</sup> |  | 1084 | 981449 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044271 |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |  |
|  Mattel, Inc.<br>3.375%, 04/01/2026<sup>(a)</sup> |  | 1152 | 1061459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/2029<sup>(a)</sup> |  | 383 | 336635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/15/2027<sup>(a)</sup> |  | 578 | 566959 |
|  |  |  | 1965053 |
|  **Consumer Cyclical - Other – 0.6%** |  |  |  |
|  Genting New York LLC/GENNY Capital, Inc. <br>3.30%, 02/15/2026<sup>(a)</sup> |  | 458 | 401936 |
|  Las Vegas Sands Corp. <br>3.50%, 08/18/2026 |  | 166 | 150053 |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 |  | 1881 | 1539171 |
|  Owens Corning <br>7.00%, 12/01/2036 |  | 777 | 828781 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc.<br>4.625%, 04/16/2029<sup>(a)</sup> |  | 1200 | 852633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/06/2031<sup>(a)</sup> |  | 1100 | 737503 |
|  Sands China Ltd.<br>3.75%, 08/08/2031 |  | 285 | 225280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/18/2030 |  | 935 | 807455 |
|  |  |  | 5542812 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  Macy's Retail Holdings LLC<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 552 | 491013 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2030<sup>(a)</sup> | U.S.$| 1064 | $924855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(a)</sup> |  | 688 | 578285 |
|  Nordstrom, Inc.<br>4.25%, 08/01/2031 |  | 188 | 135618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/01/2030 |  | 47 | 35282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/2044 |  | 26 | 15767 |
|  |  |  | 2180820 |
|  **Consumer Non - Cyclical – 0.9%** |  |  |  |
|  180 Medical, Inc. <br>3.875%, 10/15/2029<sup>(a)</sup> |  | 1040 | 893670 |
|  BAT Capital Corp. <br>7.75%, 10/19/2032 |  | 665 | 715560 |
|  Charles River Laboratories International, Inc.<br>3.75%, 03/15/2029<sup>(a)</sup> |  | 770 | 680790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/2031<sup>(a)</sup> |  | 991 | 857528 |
|  Newell Brands, Inc.<br>4.45%, 04/01/2026 |  | 687 | 650056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2025 |  | 170 | 165850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/01/2036 |  | 57 | 49253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2046 |  | 41 | 32236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/2027 |  | 1500 | 1489295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029 |  | 1500 | 1480511 |
|  Pilgrim's Pride Corp. <br>3.50%, 03/01/2032<sup>(a)</sup> |  | 1249 | 976290 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991039 |
|  **Energy – 1.2%** |  |  |  |
|  Antero Resources Corp. <br>7.625%, 02/01/2029<sup>(a)</sup> |  | 24 | 24312 |
|  Apache Corp.<br>4.25%, 01/15/2030 |  | 146 | 129194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/2043 |  | 74 | 55814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/01/2040 |  | 134 | 111281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2037 |  | 214 | 198548 |
|  Cenovus Energy, Inc. <br>6.75%, 11/15/2039 |  | 30 | 31075 |
|  Cheniere Energy Partners LP <br>4.50%, 10/01/2029 |  | 603 | 542715 |
|  Cheniere Energy, Inc. <br>4.625%, 10/15/2028 |  | 141 | 127864 |
|  Continental Resources, Inc./OK <br>5.75%, 01/15/2031<sup>(a)</sup> |  | 970 | 903808 |
|  Ecopetrol SA<br>4.625%, 11/02/2031 |  | 588 | 448350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/02/2051 |  | 118 | 79355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 1035 | 936675 |
|  Energy Transfer LP<br>3.90%, 07/15/2026 |  | 32 | 30258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/2027 |  | 1466 | 1394532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2026 |  | 25 | 24396 |
|  EQT Corp. <br>3.90%, 10/01/2027 |  | 291 | 268604 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Hunt Oil Co. of Peru LLC Sucursal Del Peru <br>6.375%, 06/01/2028<sup>(a)</sup> | U.S.$| 177 | $167312 |
|  Oleoducto Central SA <br>4.00%, 07/14/2027<sup>(a)</sup> |  | 424 | 372272 |
|  Tengizchevroil Finance Co. International Ltd. <br>3.25%, 08/15/2030<sup>(a)</sup> |  | 1212 | 859611 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 894 | 909000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 1300 | 1338499 |
|  Western Midstream Operating LP<br>3.35%, 02/01/2025 |  | 150 | 141933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/2025 |  | 225 | 213303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2030 |  | 801 | 701615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2028 |  | 381 | 349141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2028 |  | 453 | 415027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/2044 |  | 193 | 161198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2050 |  | 96 | 79378 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11015070 |
|  **Other Industrial – 0.2%** |  |  |  |
|  Alfa SAB de CV <br>5.25%, 03/25/2024<sup>(a)</sup> |  | 1580 | 1565977 |
|  Fluor Corp. <br>4.25%, 09/15/2028 |  | 227 | 205830 |
|  |  |  | 1771807 |
|  **Services – 0.1%** |  |  |  |
|  Elis SA <br>1.625%, 04/03/2028<sup>(a)</sup> | EUR | 300 | 273427 |
|  Expedia Group, Inc. <br>6.25%, 05/01/2025<sup>(a)</sup> | U.S.$| 176 | 177271 |
|  Verisk Analytics, Inc. <br>5.50%, 06/15/2045 |  | 5 | 4686 |
|  |  |  | 455384 |
|  **Technology – 0.5%** |  |  |  |
|  Booz Allen Hamilton, Inc. <br>3.875%, 09/01/2028<sup>(a)</sup> |  | 166 | 147998 |
|  Broadcom, Inc.<br>4.00%, 04/15/2029<sup>(a)</sup> |  | 211 | 192015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/2032<sup>(a)</sup> |  | 1017 | 893956 |
|  Dell International LLC/EMC Corp. <br>8.35%, 07/15/2046 |  | 130 | 149128 |
|  HP, Inc. <br>5.50%, 01/15/2033 |  | 1353 | 1272672 |
|  Lenovo Group Ltd. <br>3.421%, 11/02/2030<sup>(a)</sup> |  | 289 | 227371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.831%, 01/27/2028<sup>(a)</sup> |  | 597 | 577591 |
|  MSCI, Inc.<br>3.25%, 08/15/2033<sup>(a)</sup> |  | 60 | 46318 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/01/2030<sup>(a)</sup> | U.S.$| 185 | $154131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 11/01/2031<sup>(a)</sup> |  | 156 | 129805 |
|  Nokia Oyj <br>6.625%, 05/15/2039 |  | 194 | 185671 |
|  Western Digital Corp.<br>2.85%, 02/01/2029 |  | 27 | 20882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/2032 |  | 172 | 123682 |
|  |  |  | 4121220 |
|  **Transportation - Airlines – 0.3%** |  |  |  |
|  American Airlines Pass Through Trust <br>4.95%, 01/15/2023 |  | 89 | 88255 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(a)</sup> |  | 716 | 673913 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. <br>6.50%, 06/20/2027<sup>(a)</sup> |  | 2236 | 2227747 |
|  |  |  | 2989915 |
|  **Transportation - Railroads – 0.0%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd. <br>4.35%, 04/05/2036<sup>(a)</sup> |  | 407 | 360967 |
|  |  |  | 58199071 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Cometa Energia SA de CV <br>6.375%, 04/24/2035<sup>(a)</sup> |  | 471 | 446104 |
|  Enel Finance International NV <br>7.50%, 10/14/2032<sup>(a)</sup> |  | 1190 | 1266541 |
|  FirstEnergy Corp. <br>Series C <br>5.35%, 07/15/2047 |  | 48 | 42900 |
|  |  |  | 1755545 |
|  Total Corporates - Investment Grade <br>(cost $130,876,860) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124869252 |
|  **EMERGING MARKETS - CORPORATE BONDS – 5.1%** |  |  |  |
|  **Industrial – 4.6%** |  |  |  |
|  **Basic – 1.3%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a)</sup> |  | 652 | 464550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/2029<sup>(a)</sup> |  | 1010 | 797142 |
|  Cia de Minas Buenaventura SAA <br>5.50%, 07/23/2026<sup>(a)</sup> |  | 1072 | 917097 |
|  Consolidated Energy Finance SA <br>5.625%, 10/15/2028<sup>(a)</sup> |  | 196 | 167160 |
|  CSN Inova Ventures <br>6.75%, 01/28/2028<sup>(a)</sup> |  | 2644 | 2517253 |
|  Eldorado Gold Corp. <br>6.25%, 09/01/2029<sup>(a)</sup> |  | 986 | 865523 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  First Quantum Minerals Ltd.<br>6.875%, 10/15/2027<sup>(a)</sup> | U.S.$| 1215 | $1133215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/2025<sup>(a)</sup> |  | 261 | 253953 |
|  Indika Energy Capital IV Pte Ltd. <br>8.25%, 10/22/2025<sup>(a)</sup> |  | 1431 | 1409535 |
|  OCP SA <br>3.75%, 06/23/2031<sup>(a)</sup> |  | 403 | 335825 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup> |  | 319 | 280381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/16/2029<sup>(a)</sup> |  | 309 | 247451 |
|  Vedanta Resources Finance II PLC <br>13.875%, 01/21/2024<sup>(a)</sup> |  | 2112 | 1831236 |
|  Volcan Cia Minera SAA <br>4.375%, 02/11/2026<sup>(a)</sup> |  | 345 | 296657 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11516978 |
|  **Capital Goods – 0.4%** |  |  |  |
|  Cemex SAB de CV<br>5.125%, 06/08/2026<sup>(a) (k)</sup> |  | 505 | 467125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/05/2027<sup>(a)</sup> |  | 424 | 434070 |
|  Embraer Netherlands Finance BV<br>5.40%, 02/01/2027 |  | 918 | 879157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/17/2028<sup>(a)</sup> |  | 724 | 721421 |
|  IHS Holding Ltd.<br>5.625%, 11/29/2026<sup>(a)</sup> |  | 402 | 333610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/29/2028<sup>(a)</sup> |  | 383 | 307908 |
|  Odebrecht Holdco Finance Ltd. <br>Zero Coupon, 09/10/2058<sup>(a)</sup> |  | 2661 | 4990 |
|  |  |  | 3148281 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Globo Comunicacao e Participacoes SA <br>4.875%, 01/22/2030<sup>(a)</sup> |  | 1130 | 942349 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  CT Trust <br>5.125%, 02/03/2032<sup>(a)</sup> |  | 230 | 201940 |
|  Digicel Group Holdings Ltd. <br>7.00%, 01/17/2023<sup>(f) (h) (k)</sup> |  | 98 | 8811 |
|  Digicel International Finance Ltd./Digicel international Holdings Ltd. <br>8.75%, 05/25/2024<sup>(a)</sup> |  | 657 | 563496 |
|  |  |  | 774247 |
|  **Consumer Cyclical - Other – 1.0%** |  |  |  |
|  Allwyn International AS <br>3.875%, 02/15/2027<sup>(a)</sup> | EUR | 170 | 163551 |
|  Melco Resorts Finance Ltd.<br>5.375%, 12/04/2029<sup>(a)</sup> | U.S.$| 1356 | 1057680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/17/2027<sup>(a)</sup> |  | 965 | 819225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/21/2028<sup>(a)</sup> |  | 1255 | 1035375 |
|  MGM China Holdings Ltd.<br>4.75%, 02/01/2027<sup>(a)</sup> |  | 1322 | 1161955 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/18/2025<sup>(a)</sup> | U.S.$| 222 | $207542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/15/2024<sup>(a)</sup> |  | 398 | 382080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/15/2026<sup>(a)</sup> |  | 414 | 383416 |
|  Studio City Co., Ltd. <br>7.00%, 02/15/2027<sup>(a)</sup> |  | 289 | 269493 |
|  Studio City Finance Ltd.<br>5.00%, 01/15/2029<sup>(a)</sup> |  | 609 | 449899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/15/2025<sup>(a)</sup> |  | 448 | 383264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/2028<sup>(a)</sup> |  | 199 | 152645 |
|  Wynn Macau Ltd.<br>4.875%, 10/01/2024<sup>(a)</sup> |  | 286 | 268697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2026<sup>(a)</sup> |  | 734 | 668307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/2027<sup>(a)</sup> |  | 747 | 647089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/26/2028<sup>(a)</sup> |  | 717 | 605786 |
|  |  |  | 8656004 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K201640219 South Africa Ltd. <br>Zero Coupon, 06/25/2023<sup>(d) (e)</sup> | ZAR | 66 | 0 |
|  K2016470219 South Africa Ltd. <br>3.00%, 01/20/2023<sup>(d) (f) (h)</sup> | U.S.$| 1100 | 550 |
|  K2016470260 South Africa Ltd. <br>25.00%, 01/20/2023<sup>(a) (d) (f)</sup> |  | 771 | 77 |
|  |  |  | 627 |
|  **Consumer Non-Cyclical – 0.8%** |  |  |  |
|  BBFI Liquidating Trust <br>Zero Coupon, 12/30/2099<sup>(d) (e) (h) (k)</sup> |  | 780 | 458561 |
|  BRF SA <br>4.875%, 01/24/2030<sup>(a)</sup> |  | 455 | 383138 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL <br>5.25%, 04/27/2029<sup>(a)</sup> |  | 377 | 352212 |
|  MARB BondCo PLC <br>3.95%, 01/29/2031<sup>(a)</sup> |  | 2318 | 1783846 |
|  Natura & Co. Luxembourg Holdings SARL <br>6.00%, 04/19/2029<sup>(a)</sup> |  | 837 | 730439 |
|  Teva Pharmaceutical Finance Netherlands II BV<br>3.75%, 05/09/2027 | EUR | 446 | 411566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/09/2030 |  | 1000 | 881315 |
|  Teva Pharmaceutical Finance Netherlands III BV<br>4.75%, 05/09/2027 | U.S.$| 517 | 465882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/09/2029 |  | 517 | 456511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 01/31/2025 |  | 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025895 |
|  Tonon Luxembourg SA <br>6.50% (0.50% Cash and 6.00% PIK), 10/31/2024<sup>(c) (d) (f) (h) (l)</sup> |  | 621 | 62 |
|  Ulker Biskuvi Sanayi AS <br>6.95%, 10/30/2025<sup>(a)</sup> |  | 327 | 272289 |
|  Virgolino de Oliveira Finance SA<br>10.50%, 01/28/2018<sup>(b) (c) (d) (e) (h)</sup> |  | 4090 | 410 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.875%, 01/13/2020<sup>(b) (c) (d) (e) (h)</sup> | U.S.$| 480 | $48 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.75%, 02/09/2022<sup>(b) (c) (d) (e) (h)</sup> |  | 1620 | 162 |
|  |  |  | 7222336 |
|  **Energy – 0.7%** |  |  |  |
|  Acu Petroleo Luxembourg SARL <br>7.50%, 01/13/2032<sup>(a)</sup> |  | 549 | 498492 |
|  Cosan SA <br>5.50%, 09/20/2029<sup>(a)</sup> |  | 461 | 432130 |
|  Gran Tierra Energy, Inc. <br>7.75%, 05/23/2027<sup>(a)</sup> |  | 732 | 595178 |
|  Greenko Wind Projects Mauritius Ltd. <br>5.50%, 04/06/2025<sup>(a)</sup> |  | 957 | 891685 |
|  Kosmos Energy Ltd.<br>7.50%, 03/01/2028<sup>(a)</sup> |  | 545 | 435932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 05/01/2027<sup>(a)</sup> |  | 200 | 165725 |
|  Leviathan Bond Ltd.<br>5.75%, 06/30/2023<sup>(a)</sup> |  | 190 | 188670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/30/2027<sup>(a)</sup> |  | 1197 | 1164853 |
|  MV24 Capital BV <br>6.748%, 06/01/2034<sup>(a)</sup> |  | 475 | 434150 |
|  Peru LNG SRL <br>5.375%, 03/22/2030<sup>(a)</sup> |  | 909 | 756629 |
|  ReNew Power Pvt Ltd. <br>5.875%, 03/05/2027<sup>(a)</sup> |  | 202 | 193011 |
|  SEPLAT Energy PLC <br>7.75%, 04/01/2026<sup>(a)</sup> |  | 581 | 460914 |
|  SierraCol Energy Andina LLC <br>6.00%, 06/15/2028<sup>(a)</sup> |  | 558 | 429067 |
|  |  |  | 6646436 |
|  **Services – 0.0%** |  |  |  |
|  Bidvest Group UK PLC (The) <br>3.625%, 09/23/2026<sup>(a)</sup> |  | 454 | 406557 |
|  **Technology – 0.2%** |  |  |  |
|  CA Magnum Holdings <br>5.375%, 10/31/2026<sup>(a)</sup> |  | 2039 | 1845560 |
|  **Transportation - Services – 0.0%** |  |  |  |
|  JSW Infrastructure Ltd. <br>4.95%, 01/21/2029<sup>(a)</sup> |  | 204 | 174140 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41333515 |
|  **Utility – 0.3%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  Adani Green Energy Ltd. <br>4.375%, 09/08/2024<sup>(a)</sup> |  | 495 | 447140 |
|  AES Andes SA <br>6.35%, 10/07/2079<sup>(a)</sup> |  | 495 | 455400 |
|  India Clean Energy Holdings <br>4.50%, 04/18/2027<sup>(a)</sup> |  | 511 | 404904 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Investment Energy Resources Ltd. <br>6.25%, 04/26/2029<sup>(a)</sup> | U.S.$| 403 | $377132 |
|  JSW Hydro Energy Ltd. <br>4.125%, 05/18/2031<sup>(a)</sup> |  | 482 | 401325 |
|  Light Servicos de Eletricidade SA/Light Energia SA <br>4.375%, 06/18/2026<sup>(a)</sup> |  | 804 | 670988 |
|  Star Energy Geothermal Wayang Windu Ltd. <br>6.75%, 04/24/2033<sup>(a)</sup> |  | 186 | 175148 |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(h)</sup> |  | 118 | 109875 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041912 |
|  **Financial Institutions – 0.2%** |  |  |  |
|  **Finance – 0.0%** |  |  |  |
|  Global Aircraft Leasing Co., Ltd. <br>6.50% (6.50% Cash or 7.25% PIK), 09/15/2024<sup>(a) (f)</sup> |  | 212 | 181028 |
|  **Insurance – 0.1%** |  |  |  |
|  Highlands Holdings Bond Issuer Ltd./Highlands Holdings Bond Co-Issuer, Inc. <br>7.625% (7.625% Cash or 8.375% PIK), 10/15/2025<sup>(a) (f)</sup> |  | 416 | 385100 |
|  **Other Finance – 0.0%** |  |  |  |
|  OEC Finance Ltd.<br>4.375%, 10/25/2029<sup>(a) (f)</sup> |  | 201 | 4620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/27/2033<sup>(a) (f)</sup> |  | 646 | 14589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 12/26/2046<sup>(a) (f)</sup> |  | 1764 | 42783 |
|  |  |  | 61992 |
|  **REITs – 0.1%** |  |  |  |
|  China Aoyuan Group Ltd.<br>5.375%, 09/13/2022<sup>(a) (b) (c)</sup> |  | 247 | 19760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/01/2027<sup>(a) (c) (l)</sup> |  | 306 | 23715 |
|  CIFI Holdings Group Co., Ltd. <br>4.80%, 05/17/2028<sup>(a) (c) (l)</sup> |  | 320 | 79860 |
|  KWG Group Holdings Ltd.<br>5.95%, 08/10/2025<sup>(a)</sup> |  | 320 | 130800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 01/13/2027<sup>(a)</sup> |  | 254 | 90170 |
|  Powerlong Real Estate Holdings Ltd.<br>4.90%, 05/13/2026<sup>(a)</sup> |  | 201 | 54270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/30/2025<sup>(a)</sup> |  | 505 | 143073 |
|  Shimao Group Holdings Ltd.<br>5.20%, 01/16/2027<sup>(a) (c) (l)</sup> |  | 256 | 42240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/2026<sup>(a) (c) (l)</sup> |  | 378 | 62370 |
|  Sunac China Holdings Ltd.<br>5.95%, 04/26/2024<sup>(a) (c) (l)</sup> |  | 320 | 66400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/26/2026<sup>(a) (c) (l)</sup> |  | 334 | 68470 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Times China Holdings Ltd.<br>5.75%, 01/14/2027<sup>(a)</sup> | U.S.$| 320 | $51460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/22/2026<sup>(a)</sup> |  | 200 | 32100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/08/2025<sup>(a)</sup> |  | 313 | 51410 |
|  Yango Justice International Ltd.<br>7.50%, 02/17/2025<sup>(a) (c) (l)</sup> |  | 206 | 3090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/25/2023<sup>(a) (c) (l)</sup> |  | 414 | 6210 |
|  |  |  | 925398 |
|  |  |  | 1553518 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $62,543,716) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45928945 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.9%** |  |  |  |
|  **Risk Share Floating Rate – 3.8%** |  |  |  |
|  Bellemeade Re Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class M1C<br>6.339% (LIBOR 1 Month + 1.95%), 07/25/2029<sup>(a) (i)</sup> |  | 1555 | 1540791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class M2<br>7.239% (LIBOR 1 Month + 2.85%), 10/25/2029<sup>(a) (i)</sup> |  | 475 | 453506 |
|  Eagle Re Ltd.<br>Series 2018-1, Class M2 <br>7.389% (LIBOR 1 Month + 3.00%), 11/25/2028<sup>(a) (i)</sup> |  | 2764 | 2767897 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-DN2, Class M2<br>8.639% (LIBOR 1 Month + 4.25%), 11/25/2023<sup>(i)</sup> |  | 760 | 769521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-DN3, Class M3<br>8.389% (LIBOR 1 Month + 4.00%), 08/25/2024<sup>(i)</sup> |  | 39 | 39328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-HQ2, Class M3<br>8.139% (LIBOR 1 Month + 3.75%), 09/25/2024<sup>(i)</sup> |  | 1445 | 1448981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DN1, Class B<br>15.889% (LIBOR 1 Month + 11.50%), 01/25/2025<sup>(i)</sup> |  | 1303 | 1319223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA1, Class B<br>13.589% (LIBOR 1 Month + 9.20%), 10/25/2027<sup>(i)</sup> |  | 592 | 602516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA2, Class B<br>11.939% (LIBOR 1 Month + 7.55%), 12/25/2027<sup>(i)</sup> |  | 1373 | 1375022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA3, Class B<br>13.739% (LIBOR 1 Month + 9.35%), 04/25/2028<sup>(i)</sup> |  | 1015 | 1042577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-HQA1, Class B<br>13.189% (LIBOR 1 Month + 8.80%), 03/25/2028<sup>(i)</sup> |  | 1002 | 993559 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA2, Class B<br>14.889% (LIBOR 1 Month + 10.50%), 10/25/2028<sup>(i)</sup> | U.S.$| 853 | $875932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA3, Class B<br>15.639% (LIBOR 1 Month + 11.25%), 12/25/2028<sup>(i)</sup> |  | 2748 | 2880919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA4, Class B<br>12.989% (LIBOR 1 Month + 8.60%), 03/25/2029<sup>(i)</sup> |  | 392 | 380079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HQA2, Class B<br>15.889% (LIBOR 1 Month + 11.50%), 11/25/2028<sup>(i)</sup> |  | 421 | 446466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-DNA2, Class B1<br>9.539% (LIBOR 1 Month + 5.15%), 10/25/2029<sup>(i)</sup> |  | 978 | 1051073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-DNA3, Class B1<br>8.839% (LIBOR 1 Month + 4.45%), 03/25/2030<sup>(i)</sup> |  | 323 | 339847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-HQA2, Class M2<br>7.489% (LIBOR 1 Month + 3.10%), 03/25/2050<sup>(a) (i)</sup> |  | 41 | 41401 |
|  Federal National Mortgage Association Connecticut Avenue Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C01, Class M2<br>8.789% (LIBOR 1 Month + 4.40%), 01/25/2024<sup>(i)</sup> |  | 681 | 698637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 1M2<br>9.289% (LIBOR 1 Month + 4.90%), 11/25/2024<sup>(i)</sup> |  | 984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C02, Class 1M2<br>8.389% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(i)</sup> |  | 149 | 149408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C03, Class 1M2<br>9.389% (LIBOR 1 Month + 5.00%), 07/25/2025<sup>(i)</sup> |  | 442 | 448913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 1M2<br>10.089% (LIBOR 1 Month + 5.70%), 04/25/2028<sup>(i)</sup> |  | 1062 | 1120532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 2M2<br>9.939% (LIBOR 1 Month + 5.55%), 04/25/2028<sup>(i)</sup> |  | 4 | 4365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 1B<br>16.139% (LIBOR 1 Month + 11.75%), 08/25/2028<sup>(i)</sup> |  | 674 | 718545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 1M2<br>11.139% (LIBOR 1 Month + 6.75%), 08/25/2028<sup>(i)</sup> |  | 895 | 934191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br>11.339% (LIBOR 1 Month + 6.95%), 08/25/2028<sup>(i)</sup> |  | 171 | 181818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1B<br>16.639% (LIBOR 1 Month + 12.25%), 09/25/2028<sup>(i)</sup> |  | 446 | 490078 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.389% (LIBOR 1 Month + 6.00%), 09/25/2028<sup>(i)</sup> | U.S.$| 476 | $492381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C03, Class 1B<br>16.139% (LIBOR 1 Month + 11.75%), 10/25/2028<sup>(i)</sup> |  | 371 | 397608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C03, Class 2B<br>17.139% (LIBOR 1 Month + 12.75%), 10/25/2028<sup>(i)</sup> |  | 630 | 687237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C04, Class 1B<br>14.639% (LIBOR 1 Month + 10.25%), 01/25/2029<sup>(i)</sup> |  | 1476 | 1532693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C05, Class 2B<br>15.139% (LIBOR 1 Month + 10.75%), 01/25/2029<sup>(i)</sup> |  | 1817 | 1884091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C06, Class 1B<br>13.639% (LIBOR 1 Month + 9.25%), 04/25/2029<sup>(i)</sup> |  | 1277 | 1281444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2B<br>13.889% (LIBOR 1 Month + 9.50%), 05/25/2029<sup>(i)</sup> |  | 1555 | 1558572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C03, Class 1B1<br>9.239% (LIBOR 1 Month + 4.85%), 10/25/2029<sup>(i)</sup> |  | 142 | 149504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C05, Class 1B1<br>7.989% (LIBOR 1 Month + 3.60%), 01/25/2030<sup>(i)</sup> |  | 319 | 322743 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C01, Class 1B1<br>7.939% (LIBOR 1 Month + 3.55%), 07/25/2030<sup>(i)</sup> |  | 847 | 861851 |
|  JPMorgan Madison Avenue Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CH1, Class M2 <br>9.889% (LIBOR 1 Month + 5.50%), 10/25/2025<sup>(h) (i)</sup> |  | 410 | 401403 |
|  Traingle Re Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class M2 <br>9.989% (LIBOR 1 Month + 5.60%), 10/25/2030<sup>(a) (i)</sup> |  | 294 | 295799 |
|  Wells Fargo Credit Risk Transfer Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-WF1, Class 2M2 <br>9.889% (LIBOR 1 Month + 5.50%), 11/25/2025<sup>(h) (i)</sup> |  | 136 | 128988 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34119163 |
|  **Non-Agency Fixed Rate – 0.4%** |  |  |  |
|  Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A15<br>5.75%, 08/25/2036 |  | 504 | 284182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-42, Class 1A6<br>6.00%, 01/25/2047 |  | 458 | 274286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-HY12, Class A5<br>3.566%, 08/25/2036 |  | 528 | 447715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A10<br>5.50%, 02/25/2036 |  | 571 | 407355 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J5, Class 1A1<br>6.50%, 09/25/2036 | U.S.$| 507 | $288748 |
|  Bear Stearns ARM Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class 1A1<br>3.255%, 05/25/2047 |  | 78 | 68521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-4, Class 22A1<br>3.696%, 06/25/2047 |  | 312 | 278075 |
|  ChaseFlex Trust<br>Series 2007-1, Class 1A3 <br>6.50%, 02/25/2037 |  | 401 | 145454 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-HY4, Class 1A1 <br>3.632%, 09/25/2047 |  | 92 | 79718 |
|  Citigroup Mortgage Loan Trust<br>Series 2007-AR4, Class 1A1A <br>3.463%, 03/25/2037 |  | 48 | 41509 |
|  CitiMortgage Alternative Loan Trust <br>Series 2007-A3, Class 1A4 <br>5.75%, 03/25/2037 |  | 447 | 385665 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 192 | 81596 |
|  Residential Accredit Loans, Inc. Trust<br>Series 2005-QS14, Class 3A1 <br>6.00%, 09/25/2035 |  | 204 | 175135 |
|  Residential Asset Securitization Trust<br>Series 2006-A8, Class 3A4 <br>6.00%, 08/25/2036 |  | 126 | 65591 |
|  Washington Mutual Mortgage Pass-Through Certificates Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-9, Class A4 <br>4.283%, 10/25/2036 |  | 1235 | 348219 |
|  Wells Fargo Mortgage Backed Securities Trust<br>Series 2007-AR7, Class A1 <br>4.332%, 12/28/2037 |  | 314 | 272161 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643930 |
|  **Non-Agency Floating Rate – 0.4%** |  |  |  |
|  Alternative Loan Trust<br>Series 2007-7T2, Class A3 <br>4.989% (LIBOR 1 Month + 0.60%), 04/25/2037<sup>(i)</sup> |  | 1982 | 665182 |
|  Countrywide Home Loan Mortgage Pass-Through Trust<br>Series 2007-13, Class A7 <br>4.989% (LIBOR 1 Month + 0.60%), 08/25/2037<sup>(i)</sup> |  | 289 | 120017 |
|  First Horizon Alternative Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FA2, Class 1A6<br>1.161% (5.55% - LIBOR 1 Month), 04/25/2037<sup>(i) (m)</sup> |  | 71 | 7317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FA2, Class 1A10<br>4.639% (LIBOR 1 Month + 0.25%), 04/25/2037<sup>(i)</sup> |  | 209 | 53579 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Lehman XS Trust<br>Series 2007-10H, Class 2AIO <br>2.88% (7.00% - LIBOR 1 Month), 07/25/2037<sup>(i) (m)</sup> | U.S.$| 120 | $10890 |
|  Residential Accredit Loans, Inc. Trust<br>Series 2006-QS18, Class 2A2 <br>2.161% (6.55% - LIBOR 1 Month), 12/25/2036<sup>(i) (m)</sup> |  | 1820 | 169102 |
|  Wachovia Mortgage Loan Trust<br>Series 2006-ALT1, Class A2 <br>4.749% (LIBOR 1 Month + 0.36%), 01/25/2037<sup>(i)</sup> |  | 5252 | 2054309 |
|  |  |  | 3080396 |
|  **Agency Fixed Rate – 0.3%** |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 247, Class 54 <br>5.50%, 04/15/2036<sup>(n)</sup> |  | 4504 | 986408 |
|  Federal Home Loan Mortgage Corp. REMICs<br>Series 4767, Class KI <br>6.00%, 03/15/2048<sup>(n)</sup> |  | 9898 | 2022770 |
|  |  |  | 3009178 |
|  Total Collateralized Mortgage Obligations <br>(cost $47,581,064) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43852667 |
|  **BANK LOANS – 4.7%** |  |  |  |
|  **Industrial – 4.5%** |  |  |  |
|  **Capital Goods – 0.6%** |  |  |  |
|  ACProducts Holdings, Inc. <br>8.980% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(o)</sup> |  | 1947 | 1449662 |
|  Apex Tool Group, LLC <br>9.667% (SOFR 1 Month + 5.25%), 02/08/2029<sup>(o)</sup> |  | 1730 | 1477131 |
|  Chariot Buyer, LLC <br>7.634% (LIBOR 1 Month + 3.25%), 11/03/2028<sup>(o)</sup> |  | 158 | 149027 |
|  Granite US Holdings Corporation <br>8.750% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(e) (o)</sup> |  | 1509 | 1507033 |
|  TransDigm, Inc. <br>6.980% (LIBOR 3 Month + 2.25%), 12/09/2025<sup>(o)</sup> |  | 342 | 337602 |
|  |  |  | 4920455 |
|  **Communications - Media – 0.2%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>8.284% (LIBOR 3 Month + 4.50%), 10/28/2027<sup>(o)</sup> |  | 1715 | 1411874 |
|  Clear Channel Outdoor Holdings, Inc. <br>7.915% (LIBOR 3 Month + 3.50%), 08/21/2026<sup>(o)</sup> |  | 314 | 285582 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) <br>7.384% (LIBOR 1 Month + 3.00%), 05/01/2026<sup>(o)</sup> | U.S.$| 355 | $324567 |
|  |  |  | 2022023 |
|  **Communications - Telecommunications – 0.7%** |  |  |  |
|  Crown Subsea Communications Holding, Inc. <br>8.870% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(o)</sup> |  | 1515 | 1474195 |
|  DIRECTV Financing, LLC <br>9.384% (LIBOR 1 Month + 5.00%), 08/02/2027<sup>(o)</sup> |  | 621 | 603519 |
|  Proofpoint, Inc. <br>10.985% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(o)</sup> |  | 2480 | 2372542 |
|  Zacapa SARL <br>8.830% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(o)</sup> |  | 2126 | 2038993 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489249 |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |
|  Clarios Global LP <br>7.634% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(o)</sup> |  | 431 | 421538 |
|  Dealer Tire Financial, LLC <br>8.817% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(o)</sup> |  | 292 | 287520 |
|  |  |  | 709058 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Caesars Resort Collection, LLC <br>7.134% (LIBOR 1 Month + 2.75%), 12/23/2024<sup>(o)</sup> |  | 1039 | 1035803 |
|  **Consumer Cyclical - Restaurants – 0.1%** |  |  |  |
|  IRB Holding Corp. <br>6.821% (LIBOR 1 Month + 2.75%), 02/05/2025<sup>(o)</sup> |  | 829 | 818244 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Great Outdoors Group, LLC <br>8.134% (LIBOR 1 Month + 3.75%), 03/06/2028<sup>(o)</sup> |  | 477 | 457160 |
|  Restoration Hardware, Inc. <br>7.673% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(o)</sup> |  | 840 | 781602 |
|  |  |  | 1238762 |
|  **Consumer Non-Cyclical – 0.9%** |  |  |  |
|  Gainwell Acquisition Corp. <br>8.730% (LIBOR 3 Month + 4.00%), 10/01/2027<sup>(e) (o)</sup> |  | 1215 | 1137731 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Global Medical Response, Inc. <br>8.634% (LIBOR 1 Month + 4.25%), 03/14/2025<sup>(o)</sup> | U.S.$| 889 | $625507 |
|  Kronos Acquisition Holdings, Inc. <br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(o)</sup> |  | 774 | 734522 |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) <br>8.165% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(o)</sup> |  | 793 | 745474 |
|  Mallinckrodt International Finance S.A. <br>9.986% (LIBOR 3 Month + 5.25%), 09/30/2027<sup>(o)</sup> |  | 853 | 641061 |
|  Padagis, LLC <br>8.491% (LIBOR 3 Month + 4.75%), 07/06/2028<sup>(o)</sup> |  | 471 | 414904 |
|  PetSmart, LLC <br>8.130% (LIBOR 1 Month + 3.75%), 02/11/2028<sup>(o)</sup> |  | 2202 | 2150507 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.) <br>8.924% (LIBOR 3 Month + 5.25%), 12/15/2027<sup>(o)</sup> |  | 1950 | 1752466 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202172 |
|  **Energy – 0.5%** |  |  |  |
|  GIP II Blue Holding, L.P. <br>8.174% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(o)</sup> |  | 2890 | 2860236 |
|  Parkway Generation, LLC <br>9.070% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(o)</sup> |  | 1409 | 1382229 |
|  |  |  | 4242465 |
|  **Other Industrial – 0.3%** |  |  |  |
|  American Tire Distributors, Inc. <br>10.608% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(o)</sup> |  | 2103 | 1909221 |
|  FCG Acquisitions, Inc. <br>11.480% (LIBOR 3 Month + 6.75%), 03/30/2029<sup>(o)</sup> |  | 640 | 598400 |
|  Rockwood Service Corporation <br>8.634% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(o)</sup> |  | 84 | 82550 |
|  |  |  | 2590171 |
|  **Services – 0.1%** |  |  |  |
|  Amentum Government Services Holdings, LLC<br>8.170% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(o)</sup> |  | 78 | 76054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.384% (LIBOR 1 Month + 4.00%), 01/29/2027<sup>(o)</sup> |  | 234 | 228405 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Verscend Holding Corp. <br>8.384% (LIBOR 1 Month + 4.00%), 08/27/2025<sup>(o)</sup> | U.S.$| 744 | $737778 |
|  |  |  | 1042237 |
|  **Technology – 0.8%** |  |  |  |
|  Ascend Learning, LLC <br>10.134% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(o)</sup> |  | 840 | 717150 |
|  Banff Guarantor, Inc. <br>9.884% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(o)</sup> |  | 690 | 633075 |
|  Boxer Parent Company, Inc. <br>8.134% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(o)</sup> |  | 1484 | 1418444 |
|  Endurance International Group Holdings, Inc. <br>7.717% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(o)</sup> |  | 1964 | 1760095 |
|  FINThrive Software Intermediate Holdings, Inc. <br>11.134% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(o)</sup> |  | 660 | 497680 |
|  Loyalty Ventures, Inc. <br>8.571% (LIBOR 1 Month + 4.50%), 11/03/2027<sup>(o)</sup> |  | 1643 | 640052 |
|  Peraton Corp. <br>8.134% (LIBOR 1 Month + 3.75%), 02/01/2028<sup>(o)</sup> |  | 617 | 601789 |
|  Presidio Holdings, Inc.<br>7.890% (LIBOR 1 Month + 3.50%), 01/22/2027<sup>(o)</sup> |  | 16 | 15202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.920% (LIBOR 3 Month + 3.50%), 01/22/2027<sup>(o)</sup> |  | 373 | 364846 |
|  Veritas US, Inc. <br>9.730% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(o)</sup> |  | 576 | 403648 |
|  |  |  | 7051981 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40362620 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Granite Generation LLC <br>8.134% (LIBOR 1 Month + 3.75%), 11/09/2026<sup>(o)</sup> |  | 1796 | 1741021 |
|  **Financial Institutions – 0.0%** |  |  |  |
|  **Finance – 0.0%** |  |  |  |
|  Orbit Private Holdings I Ltd. <br>8.174% (LIBOR 3 Month + 4.50%), 12/11/2028<sup>(o)</sup> |  | 238 | 235124 |
|  Total Bank Loans <br>(cost $46,202,989) |  |  | 42338765 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COLLATERALIZED LOAN OBLIGATIONS – 4.7%** |  |  |  |
|  **CLO - Floating Rate – 4.7%** |  |  |  |
|  AMMC CLO 25 Ltd. <br>Series 2022-25A, Class E <br>11.454% (SOFR + 7.59%), 04/15/2035<sup>(a) (i)</sup> | U.S.$| 5000 | $4442195 |
|  Ares XXXIV CLO Ltd. <br>Series 2015-2A, Class CR <br>6.079% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(a) (i)</sup> |  | 2358 | 2205665 |
|  Balboa Bay Loan Funding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class ER<br>10.643% (LIBOR 3 Month + 6.40%), 01/20/2032<sup>(a) (i)</sup> |  | 3100 | 2760153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class E<br>10.843% (LIBOR 3 Month + 6.60%), 01/20/2035<sup>(a) (i)</sup> |  | 1000 | 870172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class E<br>11.893% (SOFR + 7.93%), 04/20/2034<sup>(a) (i)</sup> |  | 3700 | 3275725 |
|  Ballyrock CLO 15 Ltd. <br>Series 2021-1A, Class D <br>10.299% (LIBOR 3 Month + 6.22%), 04/15/2034<sup>(a) (i)</sup> |  | 250 | 221308 |
|  Crown Point CLO 11 Ltd. <br>Series 2021-11A, Class E <br>10.889% (LIBOR 3 Month + 6.81%), 01/17/2034<sup>(a) (i)</sup> |  | 2000 | 1769040 |
|  Dryden 49 Senior Loan Fund <br>Series 2017-49A, Class E <br>10.494% (LIBOR 3 Month + 6.30%), 07/18/2030<sup>(a) (i)</sup> |  | 417 | 344880 |
|  Dryden 57 CLO Ltd. <br>Series 2018-57A, Class E <br>9.806% (LIBOR 3 Month + 5.20%), 05/15/2031<sup>(a) (i)</sup> |  | 275 | 218866 |
|  Dryden 78 CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-78A, Class C<br>6.029% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(a) (i)</sup> |  | 3000 | 2824197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-78A, Class D<br>7.079% (LIBOR 3 Month + 3.00%), 04/17/2033<sup>(a) (i)</sup> |  | 1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220114 |
|  Dryden 98 CLO Ltd. <br>Series 2022-98A, Class E <br>10.363% (SOFR + 6.40%), 04/20/2035<sup>(a) (i)</sup> |  | 541 | 466886 |
|  Elevation CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-11A, Class C<br>6.279% (LIBOR 3 Month + 2.20%), 04/15/2033<sup>(a) (i)</sup> |  | 648 | 590542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-11A, Class D1<br>7.929% (LIBOR 3 Month + 3.85%), 04/15/2033<sup>(a) (i)</sup> |  | 1006 | 897538 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Elmwood CLO IX Ltd. <br>Series 2021-2A, Class E <br>10.193% (LIBOR 3 Month + 5.95%), 07/20/2034<sup>(a) (i)</sup> | U.S.$| 250 | $227200 |
|  Elmwood CLO VII Ltd. <br>Series 2020-4A, Class E <br>11.179% (LIBOR 3 Month + 7.10%), 01/17/2034<sup>(a) (i)</sup> |  | 402 | 377565 |
|  Elmwood CLO VIII Ltd. <br>Series 2021-1A, Class E1 <br>10.243% (LIBOR 3 Month + 6.00%), 01/20/2034<sup>(a) (i)</sup> |  | 350 | 324983 |
|  Elmwood CLO XII Ltd. <br>Series 2021-5A, Class E <br>10.593% (LIBOR 3 Month + 6.35%), 01/20/2035<sup>(a) (i)</sup> |  | 650 | 595955 |
|  Flatiron CLO 21 Ltd. <br>Series 2021-1A, Class E <br>10.227% (LIBOR 3 Month + 6.00%), 07/19/2034<sup>(a) (i)</sup> |  | 400 | 351316 |
|  Galaxy 30 CLO Ltd. <br>Series 2022-30A, Class E <br>10.814% (SOFR + 6.95%), 04/15/2035<sup>(a) (i)</sup> |  | 2000 | 1732298 |
|  Madison Park Funding LI Ltd. <br>Series 2021-51A, Class E <br>10.497% (LIBOR 3 Month + 6.27%), 07/19/2034<sup>(a) (i)</sup> |  | 250 | 221467 |
|  OCP CLO Ltd. <br>Series 2021-21A, Class E <br>10.523% (LIBOR 3 Month + 6.28%), 07/20/2034<sup>(a) (i)</sup> |  | 250 | 221440 |
|  Octagon Investment Partners 29 Ltd. <br>Series 2016-1A, Class DR <br>7.425% (LIBOR 3 Month + 3.10%), 01/24/2033<sup>(a) (i)</sup> |  | 1701 | 1533293 |
|  OZLM XXII Ltd. <br>Series 2018-22A, Class D <br>9.379% (LIBOR 3 Month + 5.30%), 01/17/2031<sup>(a) (i)</sup> |  | 349 | 256242 |
|  Palmer Square CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class D<br>10.243% (LIBOR 3 Month + 6.00%), 04/20/2034<sup>(a) (i)</sup> |  | 1202 | 1073989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class E<br>10.229% (LIBOR 3 Month + 6.15%), 01/15/2035<sup>(a) (i)</sup> |  | 4100 | 3692009 |
|  Rad CLO 4 Ltd. <br>Series 2019-4A, Class E <br>11.108% (LIBOR 3 Month + 6.75%), 04/25/2032<sup>(a) (i)</sup> |  | 585 | 511348 |
|  Rad CLO 10 Ltd. <br>Series 2021-10A, Class E <br>10.175% (LIBOR 3 Month + 5.85%), 04/23/2034<sup>(a) (i)</sup> |  | 750 | 671642 |

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Rad CLO 11 Ltd. <br>Series 2021-11A, Class E <br>10.329% (LIBOR 3 Month + 6.25%), 04/15/2034<sup>(a) (i)</sup> | U.S.$| 355 | $316914 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class E <br>10.843% (SOFR + 6.88%), 04/20/2035<sup>(a) (i)</sup> |  | 349 | 315876 |
|  Regatta XXIV Funding Ltd. <br>Series 2021-5A, Class E <br>11.043% (LIBOR 3 Month + 6.80%), 01/20/2035<sup>(a) (i)</sup> |  | 3600 | 3252283 |
|  Rockford Tower CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class ER<br>10.563% (LIBOR 3 Month + 6.32%), 04/20/2034<sup>(a) (i)</sup> |  | 250 | 202806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class E<br>10.643% (LIBOR 3 Month + 6.40%), 07/20/2034<sup>(a) (i)</sup> |  | 250 | 201878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class E<br>10.963% (LIBOR 3 Month + 6.72%), 10/20/2034<sup>(a) (i)</sup> |  | 1062 | 919122 |
|  Sixth Street CLO XVIII Ltd. <br>Series 2021-18A, Class E <br>10.743% (LIBOR 3 Month + 6.50%), 04/20/2034<sup>(a) (i)</sup> |  | 1238 | 1142262 |
|  Sixth Street CLO XX Ltd. <br>Series 2021-20A, Class E <br>10.393% (LIBOR 3 Month + 6.15%), 10/20/2034<sup>(a) (i)</sup> |  | 679 | 620788 |
|  Trimaran Cavu Ltd. <br>Series 2019-1A, Class E <br>11.283% (LIBOR 3 Month + 7.04%), 07/20/2032<sup>(a) (i)</sup> |  | 485 | 422168 |
|  Voya CLO Ltd. <br>Series 2019-1A, Class DR <br>6.929% (LIBOR 3 Month + 2.85%), 04/15/2031<sup>(a) (i)</sup> |  | 1050 | 910575 |
|  Total Collateralized Loan Obligations <br>(cost $46,911,675) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42202700 |
|  **EMERGING MARKETS - SOVEREIGNS – 3.9%** |  |  |  |
|  **Angola – 0.3%** |  |  |  |
|  Angolan Government International Bond<br>8.00%, 11/26/2029<sup>(a)</sup> |  | 835 | 734800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 05/09/2028<sup>(a)</sup> |  | 200 | 181000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/12/2025<sup>(a)</sup> |  | 2118 | 2181540 |
|  |  |  | 3097340 |
|  **Argentina – 0.1%** |  |  |  |
|  Argentine Republic Government International Bond<br>0.50%, 07/09/2030 |  | 952 | 257449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/09/2029 |  | 1099 | 291210 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/09/2035 | U.S.$| 1034 | $260585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/09/2041 |  | 562 | 159187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/09/2038 |  | 1323 | 416581 |
|  |  |  | 1385012 |
|  **Bahrain – 0.6%** |  |  |  |
|  Bahrain Government International Bond<br>5.45%, 09/16/2032<sup>(a)</sup> |  | 1146 | 1007621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/30/2031<sup>(a)</sup> |  | 1193 | 1084735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/20/2029<sup>(a)</sup> |  | 528 | 523149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/12/2028<sup>(a)</sup> |  | 1253 | 1254801 |
|  CBB International Sukuk Programme Co. WLL <br>6.25%, 11/14/2024<sup>(a)</sup> |  | 1116 | 1125765 |
|  |  |  | 4996071 |
|  **Dominican Republic – 0.7%** |  |  |  |
|  Dominican Republic International Bond <br>8.625%, 04/20/2027<sup>(a)</sup> |  | 5719 | 5929173 |
|  **Ecuador – 0.2%** |  |  |  |
|  Ecuador Government International Bond<br>1.50%, 07/31/2040<sup>(a)</sup> |  | 864 | 349776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/31/2035<sup>(a)</sup> |  | 371 | 169696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/2030<sup>(a)</sup> |  | 1426 | 907222 |
|  |  |  | 1426694 |
|  **Egypt – 0.2%** |  |  |  |
|  Egypt Government International Bond<br>8.50%, 01/31/2047<sup>(a)</sup> |  | 862 | 568920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.70%, 03/01/2049<sup>(a)</sup> |  | 611 | 401733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 05/29/2050<sup>(a)</sup> |  | 1096 | 730210 |
|  |  |  | 1700863 |
|  **El Salvador – 0.1%** |  |  |  |
|  El Salvador Government International Bond<br>7.125%, 01/20/2050<sup>(a)</sup> |  | 577 | 219188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 09/21/2034<sup>(a)</sup> |  | 762 | 293037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 02/01/2041<sup>(a)</sup> |  | 1024 | 392192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 07/15/2052<sup>(a)</sup> |  | 520 | 223535 |
|  |  |  | 1127952 |
|  **Gabon – 0.2%** |  |  |  |
|  Gabon Government International Bond <br>6.625%, 02/06/2031<sup>(a)</sup> |  | 2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128455 |
|  **Ivory Coast – 0.5%** |  |  |  |
|  Ivory Coast Government International Bond<br>4.875%, 01/30/2032<sup>(a)</sup> | EUR | 1727 | 1455017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/15/2025<sup>(a)</sup> |  | 168 | 172451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/17/2031<sup>(a)</sup> |  | 1880 | 1682027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(a)</sup> | U.S.$| 583 | 564053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/22/2048<sup>(a)</sup> | EUR | 331 | 249086 |
|  |  |  | 4122634 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Nigeria – 0.2%** |  |  |  |
|  Nigeria Government International Bond<br>7.143%, 02/23/2030<sup>(a)</sup> | U.S.$| 226 | $172608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 11/28/2047<sup>(a)</sup> |  | 1578 | 1011892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.696%, 02/23/2038<sup>(a)</sup> |  | 610 | 412436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/16/2032<sup>(a)</sup> |  | 289 | 216750 |
|  |  |  | 1813686 |
|  **Oman – 0.3%** |  |  |  |
|  Oman Government International Bond<br>4.125%, 01/17/2023<sup>(a)</sup> |  | 1832 | 1824489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/01/2025<sup>(a)</sup> |  | 991 | 969507 |
|  |  |  | 2793996 |
|  **Senegal – 0.3%** |  |  |  |
|  Senegal Government International Bond<br>6.25%, 05/23/2033<sup>(a)</sup> |  | 593 | 486927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/13/2048<sup>(a)</sup> |  | 2946 | 2069197 |
|  |  |  | 2556124 |
|  **Ukraine – 0.1%** |  |  |  |
|  Ukraine Government International Bond<br>7.253%, 03/15/2035<sup>(a)</sup> |  | 1886 | 351621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 09/25/2034<sup>(a)</sup> |  | 1164 | 215558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/2025<sup>(a)</sup> |  | 3507 | 786445 |
|  |  |  | 1353624 |
|  **Venezuela – 0.1%** |  |  |  |
|  Venezuela Government International Bond<br>9.25%, 09/15/2027<sup>(c) (l)</sup> |  | 7978 | 558460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 05/07/2028<sup>(a) (c) (l)</sup> |  | 300 | 21000 |
|  |  |  | 579460 |
|  Total Emerging Markets - Sovereigns <br>(cost $51,926,492) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35011084 |
|  **GOVERNMENTS - TREASURIES – 2.8%** |  |  |  |
|  **United States – 2.8%** |  |  |  |
|  U.S. Treasury Bonds<br>2.75%, 11/15/2042<sup>(p)</sup> |  | 2154 | 1739691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2037<sup>(p)</sup> |  | 1824 | 2045160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/2029<sup>(q)</sup> |  | 320 | 339900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 11/15/2027<sup>(r)</sup> |  | 1000 | 1090469 |
|  U.S. Treasury Notes<br>2.25%, 02/15/2027<sup>(q) (r)</sup> |  | 14311 | 13326839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/15/2028<sup>(q)</sup> |  | 6966 | 6571086 |
|  Total Governments - Treasuries <br>(cost $26,375,783) |  |  | 25113145 |

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| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 1.0%** |  |  |
|  **Consumer Staples – 0.2%** |  |  |
|  **Household Products – 0.2%** |  |  |
|  Southeastern Grocers, Inc.<sup>(c) (d) (e)</sup> | 105865 | $2302564 |
|  **Industrials – 0.2%** |  |  |
|  **Construction & Engineering – 0.2%** |  |  |
|  WillScot Mobile Mini Holdings Corp.<sup>(c)</sup> | 38360 | 1732721 |
|  **Electrical Equipment – 0.0%** |  |  |
|  Exide Corp.<sup>(c) (d) (e)</sup> | 643 | 128600 |
|  |  | 1861321 |
|  **Consumer Discretionary – 0.2%** |  |  |
|  **Auto Components – 0.0%** |  |  |
|  EP Energy Corp.<sup>(c) (e)</sup> | 6941 | 55528 |
|  **Diversified Consumer Services – 0.0%** |  |  |
|  AG Tracker<sup>(c) (d) (e)</sup> | 91299 | 0 |
|  Carlson Travel, Inc.<sup>(c)</sup> | 23801 | 145186 |
|  Monitronics International, Inc.<sup>(c)</sup> | 17878 | 2682 |
|  |  | 147868 |
|  **Hotels, Restaurants & Leisure – 0.0%** |  |  |
|  Caesars Entertainment, Inc.<sup>(c)</sup> | 1674 | 69638 |
|  **Internet & Direct Marketing Retail – 0.0%** |  |  |
|  GOLO Mobile, Inc.<sup>(c) (d) (e)</sup> | 38543 | 0 |
|  **Leisure Products – 0.0%** |  |  |
|  New Cotai LLC/New Cotai Capital Corp.<sup>(c) (d) (e)</sup> | 3 | 0 |
|  **Multiline Retail – 0.2%** |  |  |
|  ATD New Holdings, Inc.<sup>(c)</sup> | 20185 | 1412950 |
|  K201640219 South Africa Ltd. A Shares<sup>(c) (d) (e)</sup> | 12695187 | 13 |
|  K201640219 South Africa Ltd. B Shares<sup>(c) (d) (e)</sup> | 2009762 | 2 |
|  |  | 1412965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685999 |
|  **Energy – 0.2%** |  |  |
|  **Energy Equipment & Services – 0.1%** |  |  |
|  BIS Industries Holdings Ltd.<sup>(c) (d) (e)</sup> | 838296 | 1 |
|  CHC Group LLC<sup>(c)</sup> | 21009 | 31 |
|  Diamond Offshore Drilling, Inc.<sup>(c) (h)</sup> | 23444 | 243818 |
|  Vantage Drilling International<sup>(c)</sup> | 6888 | 99807 |
|  |  | 343657 |
|  **Oil, Gas & Consumable Fuels – 0.1%** |  |  |
|  Berry Corp. | 37000 | 296000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  Civitas Resources, Inc. |  | 3393 | $196556 |
|  Denbury, Inc.<sup>(c)</sup> |  | 6529 | 568154 |
|  Golden Energy Offshore Services AS<sup>(c)</sup> |  | 916212 | 117837 |
|  SandRidge Energy, Inc.<sup>(c)</sup> |  | 243 | 4138 |
|  |  |  | 1182685 |
|  |  |  | 1526342 |
|  **Communication Services – 0.1%** |  |  |  |
|  **Diversified Telecommunication Services – 0.1%** |  |  |  |
|  Intelsat Jackson Holdings SA<sup>(c) (d) (e)</sup> |  | 3280 | 0 |
|  Intelsat SA<sup>(c)</sup> |  | 15662 | 358660 |
|  |  |  | 358660 |
|  **Media – 0.0%** |  |  |  |
|  iHeartMedia, Inc. - Class A<sup>(c)</sup> |  | 25545 | 156591 |
|  |  |  | 515251 |
|  **Financials – 0.1%** |  |  |  |
|  **Insurance – 0.1%** |  |  |  |
|  Mt Logan Re Ltd. (Special Investment)<sup>(c) (d) (e)</sup> |  | 541 | 459052 |
|  |  |  | 459052 |
|  **Information Technology – 0.0%** |  |  |  |
|  **IT Services – 0.0%** |  |  |  |
|  PAYSAFE Ltd.<sup>(c)</sup> |  | 10709 | 148748 |
|  **Health Care – 0.0%** |  |  |  |
|  **Pharmaceuticals – 0.0%** |  |  |  |
|  Mallinckrodt PLC<sup>(c)</sup> |  | 3821 | 29613 |
|  Total Common Stocks <br>(cost $19,054,960) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528890 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.8%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.8%** |  |  |  |
|  Citigroup Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC11, Class XA<br>1.263%, 04/10/2046<sup>(n)</sup> | U.S.$| 757 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC17, Class D<br>5.101%, 11/10/2046<sup>(a)</sup> |  | 902 | 809986 |
|  Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-CR3, Class F<br>4.75%, 10/15/2045<sup>(a)</sup> |  | 182 | 62464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-CR3, Class XA<br>1.53%, 10/15/2045<sup>(n)</sup> |  | 626 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-CR5, Class XA<br>1.092%, 12/10/2045<sup>(n)</sup> |  | 27 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-LC6, Class D<br>4.289%, 01/10/2046<sup>(a)</sup> |  | 3916 | 3723467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR15, Class XA<br>0.619%, 02/10/2047<sup>(n)</sup> |  | 1197 | 6028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR20, Class XA<br>0.945%, 11/10/2047<sup>(n)</sup> |  | 8491 | 112770 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  WF-RBS Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-C4, Class D<br>4.844%, 06/15/2044<sup>(a)</sup> | U.S.$| 1022 | $914076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-C10, Class XA<br>1.181%, 12/15/2045<sup>(a) (n)</sup> |  | 148 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C25, Class D<br>3.803%, 11/15/2047<sup>(a)</sup> |  | 1807 | 1485367 |
|  |  |  | 7114836 |
|  **Non-Agency Floating Rate CMBS – 0.0%** |  |  |  |
|  Morgan Stanley Capital I Trust <br>Series 2019-BPR, Class E <br>9.318% (LIBOR 1 Month + 5.00%), 05/15/2036<sup>(a) (i)</sup> |  | 301 | 242276 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $7,729,409) |  |  | 7357112 |
|  **QUASI-SOVEREIGNS – 0.5%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.5%** |  |  |  |
|  **Mexico – 0.4%** |  |  |  |
|  Comision Federal de Electricidad <br>4.688%, 05/15/2029<sup>(a)</sup> |  | 650 | 571919 |
|  Petroleos Mexicanos<br>5.95%, 01/28/2031 |  | 3604 | 2724624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 01/23/2027 |  | 463 | 422719 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719262 |
|  **Panama – 0.1%** |  |  |  |
|  Aeropuerto Internacional de Tocumen SA<br>4.00%, 08/11/2041<sup>(a)</sup> |  | 249 | 205005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 08/11/2061<sup>(a)</sup> |  | 236 | 193121 |
|  |  |  | 398126 |
|  Total Quasi-Sovereigns <br>(cost $4,471,642) |  |  | 4117388 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.5%** |  |  |  |
|  **United States – 0.5%** |  |  |  |
|  State of California<br>Series 2010<br>7.60%, 11/01/2040 |  | 750 | 960869 |
|  State of Illinois<br>Series 2010<br>7.35%, 07/01/2035 |  | 1778 | 1870725 |
|  Wisconsin Public Finance Authority (Catholic Bishop of Chicago (The))<br>Series 2021<br>5.75%, 07/25/2041<sup>(a)</sup> |  | 1435 | 1269277 |
|  Total Local Governments - US Municipal Bonds <br>(cost $3,975,089) |  |  | 4100871 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGN BONDS – 0.3%** |  |  |  |
|  **Mexico – 0.2%** |  |  |  |
|  Petroleos Mexicanos<br>6.75%, 09/21/2047 | U.S.$| 2113 | $1345728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/2060 |  | 579 | 366362 |
|  |  |  | 1712090 |
|  **Oman – 0.1%** |  |  |  |
|  Lamar Funding Ltd. <br>3.958%, 05/07/2025<sup>(a)</sup> |  | 837 | 789814 |
|  **Kazakhstan – 0.0%** |  |  |  |
|  KazMunayGas National Co. JSC <br>5.375%, 04/24/2030<sup>(a)</sup> |  | 470 | 417213 |
|  **South Africa – 0.0%** |  |  |  |
|  Eskom Holdings SOC Ltd. <br>7.125%, 02/11/2025<sup>(a)</sup> |  | 237 | 215048 |
|  Total Quasi-Sovereign Bonds <br>(cost $3,624,916) |  |  | 3134165 |
|  **INFLATION - LINKED SECURITIES – 0.2%** |  |  |  |
|  **Colombia – 0.2%** |  |  |  |
|  Fideicomiso PA Concesion Ruta al Mar <br>6.75%, 02/15/2044<sup>(a)</sup> | COP | 1437090 | 160079 |
|  Fideicomiso PA Costera <br>6.25%, 01/15/2034<sup>(a)</sup> |  | 1230800 | 222857 |
|  Fideicomiso PA Pacifico Tres <br>7.00%, 01/15/2035<sup>(h)</sup> |  | 6642880 | 1462722 |
|  Total Inflation-Linked Securities <br>(cost $2,843,985) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845658 |
|  **ASSET-BACKED SECURITIES – 0.2%** |  |  |  |
|  **Other ABS - Fixed Rate – 0.1%** |  |  |  |
|  Consumer Loan Underlying Bond Certificate Issuer Trust I |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-7, Class PT<br>4.979%, 06/15/2043<sup>(h)</sup> | U.S.$| 11 | 9737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-24, Class PT<br>11.47%, 08/15/2044<sup>(h)</sup> |  | 46 | 44404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-36, Class PT<br>12.891%, 10/17/2044<sup>(h)</sup> |  | 92 | 89453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-43, Class PT<br>(5.256)%, 11/15/2044<sup>(h)</sup> |  | 2 | 1567 |
|  Consumer Loan Underlying Bond Club Certificate Issuer Trust I |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-4, Class PT<br>8.989%, 05/15/2043<sup>(h)</sup> |  | 7 | 6657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-12, Class PT<br>9.134%, 06/15/2043<sup>(h)</sup> |  | 9 | 8658 |
|  Consumer Loan Underlying Bond Credit Trust <br>Series 2018-3, Class PT <br>4.117%, 03/16/2043 <sup>(h)</sup> |  | 2 | 1405 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Pagaya AI Debt Trust <br>11.00%, 05/15/2030<sup>(a) (e)</sup> | U.S.$| 930 | $930000 |
|  |  |  | 1091881 |
|  **Autos - Fixed Rate – 0.1%** |  |  |  |
|  Flagship Credit Auto Trust<br>Series 2019-4, Class E <br>4.11%, 03/15/2027<sup>(a)</sup> |  | 770 | 706190 |
|  Total Asset-Backed Securities <br>(cost $1,866,477) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798071 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.2%** |  |  |  |
|  **Industrials – 0.1%** |  |  |  |
|  **Industrial Conglomerates – 0.1%** |  |  |  |
|  WESCO International, Inc.<br>Series A <br>10.625% |  | 35175 | 922288 |
|  **Industrial – 0.1%** |  |  |  |
|  **Energy – 0.1%** |  |  |  |
|  Gulfport Energy Corp.<br>10.00%<sup>(c) (e)</sup> |  | 142 | 710000 |
|  Total Preferred Stocks <br>(cost $1,065,763) |  |  | 1632288 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.1%** |  |  |  |
|  **Colombia – 0.1%** |  |  |  |
|  Colombia Government International Bond <br>4.125%, 05/15/2051 | U.S.$| 1058 | 634337 |
|  **Netherlands – 0.0%** |  |  |  |
|  SNS Bank NV <br>Series E <br>11.25%, 12/31/2049<sup>(c) (d) (e) (k)</sup> | EUR | 620 | 0 |
|  Total Governments - Sovereign Bonds <br>(cost $1,895,180) |  |  | 634337 |
|  | **Shares** | **Shares** |  |
|  **RIGHTS – 0.0%** |  |  |  |
|  Vistra Energy Corp., expiring 12/31/2049<sup>(c) (e)</sup> <br>(cost $0) |  | 10721 | 12865 |
|  **WARRANTS – 0.0%** |  |  |  |
|  Encore Automotive Acceptance, expiring 07/05/2031<sup>(c) (d) (e)</sup> |  | 8 | 0 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  Flexpath Capital, Inc., expiring 04/15/2031<sup>(c) (d) (e)</sup> |  | 10974 | $0 |
|  Total Warrants <br>(cost $0) |  |  | 0 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **SHORT-TERM INVESTMENTS – 1.4%** |  |  |  |
|  **Time Deposits – 0.6%** |  |  |  |
|  ANZ, London <br>2.30%, 01/03/2023 | GBP | 60 | 72975 |
|  Citibank, London <br>1.10%, 01/02/2023 | EUR | 232 | 248288 |
|  Citibank, New York <br>3.69%, 01/03/2023 | U.S.$| 5249 | 5248792 |
|  Royal Bank of Canada, Toronto <br>3.06%, 01/03/2023 | CAD | 52 | 38428 |
|  Total Time Deposits <br>(cost $5,608,483) |  |  | 5608483 |
|  | **Shares** | **Shares** |  |
|  **Investment Companies – 0.6%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government<br>Money Market Portfolio - Class AB, 4.12%<sup>(s) (t) (u)</sup> <br>(cost $5,543,528) |  | 5543528 | 5543528 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **U.S. Treasury Bills – 0.2%** |  |  |  |
|  U.S. Treasury Bill <br>Zero Coupon, 04/27/2023 <br>(cost $1,932,819) | U.S.$| 1961 | 1933034 |
|  Total Short-Term Investments <br>(cost $13,084,830) |  |  | 13085045 |
|  **Total Investments – 101.3%** <br> (cost $1,058,147,115)<sup>(v)</sup> |  |  | 906795624 |
|  Other assets less liabilities – (1.3)% |  |  | (12047637) |
|  **Net Assets – 100.0%** |  |  | $**894747987** |

---

------

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration**<br> **Month** | **Current<br>Notional** | **Value and<br>Unrealized**<br> **Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| U.S. 10 Yr Ultra Futures | 103 | March 2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12182969 | $(82094) |
| U.S. Long Bond (CBT) Futures | 55 | March 2023 | 6893906 | (117227) |
| U.S. T-Note 5 Yr (CBT) Futures | 718 | March 2023 | 77493516 | (28046) |
| U.S. T-Note 10 Yr (CBT) Futures | 80 | March 2023 | 8983750 | (54961) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(282328) |

---

**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)** |
| Bank of America, NA | BRL | 51 | USD | 10 | 01/04/2023 | $114 |
| Bank of America, NA | USD | 10 | BRL | 51 | 01/04/2023 | (125) |
| Bank of America, NA | CLP | 43310 | USD | 46 | 01/19/2023 | (4745) |
| Bank of America, NA | USD | 1301 | CAD | 1775 | 01/19/2023 | 10566 |
| Bank of America, NA | USD | 38 | CLP | 34828 | 01/19/2023 | 2599 |
| Bank of America, NA | KRW | 57726 | USD | 44 | 01/30/2023 | (1701) |
| Bank of America, NA | USD | 104 | KRW | 145208 | 01/30/2023 | 11140 |
| Bank of America, NA | EUR | 1000 | USD | 1074 | 02/27/2023 | (175) |
| Bank of America, NA | INR | 1470 | USD | 18 | 03/16/2023 | (54) |
| Bank of America, NA | TWD | 890 | USD | 29 | 03/16/2023 | 224 |
| Bank of America, NA | USD | 20 | TWD | 605 | 03/16/2023 | (131) |
| Barclays Bank PLC | BRL | 188 | USD | 36 | 01/04/2023 | 425 |
| Barclays Bank PLC | BRL | 129 | USD | 24 | 01/04/2023 | (86) |
| Barclays Bank PLC | USD | 12 | BRL | 65 | 01/04/2023 | 4 |
| Barclays Bank PLC | USD | 48 | BRL | 252 | 01/04/2023 | (342) |
| Barclays Bank PLC | KRW | 72241 | USD | 53 | 01/30/2023 | (4077) |
| Barclays Bank PLC | USD | 9 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11601 | 01/30/2023 | 510 |
| BNP Paribas SA | BRL | 73 | USD | 14 | 01/04/2023 | 163 |
| BNP Paribas SA | USD | 14 | BRL | 73 | 01/04/2023 | 153 |
| BNP Paribas SA | CLP | 27928 | USD | 32 | 01/19/2023 | (958) |
| BNP Paribas SA | COP | 13572390 | USD | 2785 | 01/19/2023 | (6365) |
| BNP Paribas SA | USD | 8 | CLP | 7462 | 01/19/2023 | 384 |
| BNP Paribas SA | USD | 1 | COP | 2987 | 01/19/2023 | 1 |
| BNP Paribas SA | USD | 1 | IDR | 13160 | 01/26/2023 | 5 |
| BNP Paribas SA | USD | 37 | KRW | 50668 | 01/30/2023 | 3096 |
| BNP Paribas SA | CNH | 526 | USD | 74 | 02/16/2023 | (2682) |
| BNP Paribas SA | INR | 2330 | USD | 28 | 03/16/2023 | 33 |
| BNP Paribas SA | USD | 13 | INR | 1115 | 03/16/2023 | (44) |
| BNP Paribas SA | USD | 12 | TWD | 370 | 03/16/2023 | (3) |
| Brown Brothers Harriman & Co. | GBP | 76 | USD | 90 | 01/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268) |
| Brown Brothers Harriman & Co. | USD | 108 | GBP | 89 | 01/18/2023 | 708 |
| Brown Brothers Harriman & Co. | USD | 19 | GBP | 16 | 01/18/2023 | (297) |
| Brown Brothers Harriman & Co. | AUD | 44 | USD | 30 | 01/19/2023 | 253 |
| Brown Brothers Harriman & Co. | AUD | 233 | USD | 152 | 01/19/2023 | (6939) |
| Brown Brothers Harriman & Co. | CAD | 19 | USD | 14 | 01/19/2023 | 219 |
| Brown Brothers Harriman & Co. | CAD | 313 | USD | 230 | 01/19/2023 | (1229) |
| Brown Brothers Harriman & Co. | MXN | 212 | USD | 11 | 01/19/2023 | 55 |
| Brown Brothers Harriman & Co. | MXN | 2234 | USD | 113 | 01/19/2023 | (1259) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Brown Brothers Harriman & Co. | USD | 167 | AUD | 254 | 01/19/2023 | $5212 |
| Brown Brothers Harriman & Co. | USD | 9 | AUD | 13 | 01/19/2023 | (3) |
| Brown Brothers Harriman & Co. | USD | 61 | CAD | 84 | 01/19/2023 | 414 |
| Brown Brothers Harriman & Co. | USD | 93 | CAD | 124 | 01/19/2023 | (1013) |
| Brown Brothers Harriman & Co. | USD | 50 | MXN | 990 | 01/19/2023 | 305 |
| Brown Brothers Harriman & Co. | USD | 126 | MXN | 2447 | 01/19/2023 | (432) |
| Brown Brothers Harriman & Co. | PLN | 92 | USD | 20 | 01/30/2023 | (650) |
| Brown Brothers Harriman & Co. | USD | 117 | PLN | 528 | 01/30/2023 | 3031 |
| Brown Brothers Harriman & Co. | NZD | 102 | USD | 63 | 02/02/2023 | (1680) |
| Brown Brothers Harriman & Co. | USD | 62 | NZD | 99 | 02/02/2023 | 1550 |
| Brown Brothers Harriman & Co. | USD | 51 | NZD | 79 | 02/02/2023 | (232) |
| Brown Brothers Harriman & Co. | NOK | 135 | USD | 14 | 02/03/2023 | 90 |
| Brown Brothers Harriman & Co. | NOK | 670 | USD | 68 | 02/03/2023 | (338) |
| Brown Brothers Harriman & Co. | SEK | 123 | USD | 12 | 02/03/2023 | 121 |
| Brown Brothers Harriman & Co. | SEK | 303 | USD | 29 | 02/03/2023 | (219) |
| Brown Brothers Harriman & Co. | USD | 101 | NOK | 1005 | 02/03/2023 | 2044 |
| Brown Brothers Harriman & Co. | USD | 14 | SEK | 151 | 02/03/2023 | 4 |
| Brown Brothers Harriman & Co. | USD | 49 | SEK | 508 | 02/03/2023 | (483) |
| Brown Brothers Harriman & Co. | JPY | 18323 | USD | 136 | 02/09/2023 | (4072) |
| Brown Brothers Harriman & Co. | USD | 95 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13015 | 02/09/2023 | 4458 |
| Brown Brothers Harriman & Co. | CNH | 686 | USD | 97 | 02/16/2023 | (1927) |
| Brown Brothers Harriman & Co. | USD | 83 | CNH | 595 | 02/16/2023 | 3036 |
| Brown Brothers Harriman & Co. | USD | 11 | CNH | 76 | 02/16/2023 | (19) |
| Brown Brothers Harriman & Co. | USD | 97 | ZAR | 1703 | 02/16/2023 | 2475 |
| Brown Brothers Harriman & Co. | ZAR | 135 | USD | 8 | 02/16/2023 | 21 |
| Brown Brothers Harriman & Co. | ZAR | 1758 | USD | 101 | 02/16/2023 | (1969) |
| Brown Brothers Harriman & Co. | EUR | 106 | USD | 113 | 02/27/2023 | (1670) |
| Brown Brothers Harriman & Co. | USD | 1201 | EUR | 1126 | 02/27/2023 | 9391 |
| Brown Brothers Harriman & Co. | CHF | 8 | USD | 8 | 03/01/2023 | 25 |
| Brown Brothers Harriman & Co. | CHF | 83 | USD | 89 | 03/01/2023 | (806) |
| Brown Brothers Harriman & Co. | SGD | 109 | USD | 81 | 03/02/2023 | (741) |
| Brown Brothers Harriman & Co. | USD | 75 | SGD | 102 | 03/02/2023 | 697 |
| Citibank, NA | GBP | 3391 | USD | 4039 | 01/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61979) |
| Citibank, NA | CLP | 20293 | USD | 22 | 01/19/2023 | (1523) |
| Citibank, NA | KRW | 11987 | USD | 9 | 01/30/2023 | (471) |
| Citibank, NA | INR | 5262 | USD | 63 | 03/16/2023 | (19) |
| Credit Suisse International | USD | 10 | SEK | 108 | 02/03/2023 | (115) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Goldman Sachs Bank USA | USD | 17 | CLP | 14569 | 01/19/2023 | $615 |
| JPMorgan Chase Bank, NA | BRL | 273 | USD | 52 | 01/04/2023 | 617 |
| JPMorgan Chase Bank, NA | USD | 31 | BRL | 163 | 01/04/2023 | 72 |
| JPMorgan Chase Bank, NA | USD | 21 | BRL | 110 | 01/04/2023 | (212) |
| JPMorgan Chase Bank, NA | KRW | 18114 | USD | 13 | 01/30/2023 | (1711) |
| JPMorgan Chase Bank, NA | USD | 15 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20896 | 01/30/2023 | 1140 |
| Morgan Stanley Capital Services LLC | BRL | 230 | USD | 44 | 01/04/2023 | 138 |
| Morgan Stanley Capital Services LLC | BRL | 511 | USD | 94 | 01/04/2023 | (2585) |
| Morgan Stanley Capital Services LLC | USD | 142 | BRL | 741 | 01/04/2023 | (1668) |
| Morgan Stanley Capital Services LLC | CLP | 40302 | USD | 45 | 01/19/2023 | (2341) |
| Morgan Stanley Capital Services LLC | KRW | 65427 | USD | 46 | 01/30/2023 | (5933) |
| Morgan Stanley Capital Services LLC | USD | 11 | KRW | 14333 | 01/30/2023 | 645 |
| Morgan Stanley Capital Services LLC | USD | 43 | BRL | 230 | 02/02/2023 | (159) |
| Morgan Stanley Capital Services LLC | USD | 1538 | EUR | 1440 | 02/27/2023 | 8713 |
| Morgan Stanley Capital Services LLC | TWD | 486 | USD | 16 | 03/16/2023 | 244 |
| Morgan Stanley Capital Services LLC | USD | 15 | TWD | 446 | 03/16/2023 | (166) |
| Royal Bank of Scotland PLC | KRW | 134526 | USD | 98 | 01/30/2023 | (8531) |
| Royal Bank of Scotland PLC | USD | 45 | KRW | 64221 | 01/30/2023 | 6092 |
| Royal Bank of Scotland PLC | TWD | 709 | USD | 23 | 03/16/2023 | 120 |
| Standard Chartered Bank | BRL | 285 | USD | 54 | 01/04/2023 | 640 |
| Standard Chartered Bank | USD | 32 | BRL | 174 | 01/04/2023 | 808 |
| Standard Chartered Bank | USD | 21 | BRL | 111 | 01/04/2023 | (191) |
| Standard Chartered Bank | CLP | 7022 | USD | 8 | 01/19/2023 | (421) |
| Standard Chartered Bank | USD | 22 | CLP | 19195 | 01/19/2023 | 938 |
| Standard Chartered Bank | KRW | 11969 | USD | 10 | 01/30/2023 | 24 |
| Standard Chartered Bank | KRW | 24152 | USD | 18 | 01/30/2023 | (1013) |
| Standard Chartered Bank | TWD | 342 | USD | 11 | 03/16/2023 | 3 |
| Standard Chartered Bank | USD | 89 | TWD | 2666 | 03/16/2023 | (1314) |
| UBS AG | CLP | 21758 | USD | 25 | 01/19/2023 | (271) |
| UBS AG | USD | 67 | CLP | 59857 | 01/19/2023 | 3645 |
| UBS AG | BRL | 52 | USD | 10 | 02/02/2023 | 1 |
| UBS AG | EUR | 67955 | USD | 71734 | 02/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1280767) |
| UBS AG | USD | 1404 | EUR | 1315 | 02/27/2023 | 8454 |
|  |  |  |  |  |  | $(1323689) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront**<br> **Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazilian Government International Bond, 4.250%, 01/07/2025, 12/20/2027\* | 1.00% | Quarterly | 2.51% | USD | 320 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20565) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22410) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00 | Quarterly | 4.85 | USD | 114620 | 845620 | (4255356) | 5100976 |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Europe Crossover Series 38, 5 Year Index, 12/20/2027\* | 5.00 | Quarterly | 4.74 | EUR | 36820 | 454691 | (1485762) | 1940453 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa Government International Bond, 5.875%, 09/16/2025, 12/20/2027\* | 1.00 | Quarterly | 2.48 | USD | 2380 | (149874) | (176109) | 26235 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129872 | $(5939637) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7069509 |

---

*\** *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)** |
| USD | 22 | 03/14/2032 | 1.811% | 1 Day SOFR | Annual | $3052 | $— | $3052 |
| USD | 20 | 07/25/2032 | 2.731% | 1 Day SOFR | Annual | 1376 |  | 1376 |
| USD | 14 | 09/23/2032 | 3.342% | 1 Day SOFR | Annual | 264 |  | 264 |
| USD | 50 | 10/17/2032 | 3.653% | 1 Day SOFR | Annual | (350) |  | (350) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,**<br> **2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 200 | $(76505) | $(94105) | $17600 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 288 | (70388) | (30067) | (40321) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1305547) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(494798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(810749) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,**<br> **2022** | **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)** |
| Deutsche Bank AG |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 163 | $(39549) | $(16881) | $(22668) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 231 | (56454) | (25151) | (31303) |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.48 | USD | 270 | 9416 | 3370 | 6046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.48 | USD | 300 | 10462 | 5860 | 4602 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 40 | (15405) | (18924) | 3519 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 40 | (15405) | (18924) | 3519 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1140 | (435270) | (182330) | (252940) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 1416 | (540683) | (193987) | (346696) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 2003 | (764864) | (274419) | (490445) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 3419 | (1304598) | (522202) | (782396) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 6837 | (2611095) | (943855) | (1667240) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 9230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3524978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1272492) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2252486) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 84 | (20620) | (8463) | (12157) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 114 | (27917) | (9509) | (18408) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 228 | (55833) | (20959) | (34874) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 228 | $(55833) | $(19368) | $(36465) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 235 | (57539) | (18463) | (39076) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 336 | (82171) | (33482) | (48689) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 456 | (111512) | (45753) | (65759) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 660 | (159575) | (66205) | (93370) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1367 | (330913) | (109915) | (220998) |
| JPMorgan Securities, LLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 4055 | (992593) | (454328) | (538265) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 7603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1861112) | (812499) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1048613) |
| Morgan Stanley & Co. International PLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 249 | (95044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107844) | 12800 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 80 | (30550) | (36730) | 6180 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 249 | (95044) | (99658) | 4614 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 249 | (95044) | (99075) | 4031 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 248 | (94783) | (98222) | 3439 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 248 | (94783) | (97640) | 2857 |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 753 | (184187) | (73557) | (110630) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 806 | $(197211) | $(82017) | $(115194) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2116 | (518009) | (21794) | (496215) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15901136) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6394386) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9506750) |

---

*\** *Termination date* 

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate<br>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 | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International |
| &nbsp;&nbsp;&nbsp;&nbsp; Markit iBoxx EUR Contingent Convertible Liquid Developed Market AT1 TRI | 3 Month<br>EURIBOR | Quarterly | EUR | 9151 | 03/20/2023 | $229672 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | | **Maturity** | **U.S. $Value at<br>December 31,**<br> **2022** |
| Barclays Capital, Inc.† | USD | 2465 | (1.00) |)%\* |  | $2463357 |
| Barclays Capital, Inc.† | USD | 2172 | 4.35 | % |  | 2184842 |
| Barclays Capital, Inc.† | USD | 1408 | 4.20 | % |  | 1418543 |
| Barclays Capital, Inc.† | USD | 485 | 4.00 | % |  | 487246 |
| Barclays Capital, Inc.† | USD | 263 | (7.00) |)%\* |  | 260763 |
| Credit Suisse Securities (USA)† | EUR | 854 | 1.50 | % |  | 915644 |
| Credit Suisse Securities (USA)† | EUR | 266 | 1.00 | % |  | 284984 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015379 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on December 31, 2022.* 

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than**<br> **90 Days** | **Total** |
| Corporates - Non Investment Grade | $5830537 | $0 | $0 | $0 | $5830537 |
| Corporates - Investment Grade | 2184842 | 0 | 0 | 0 | 2184842 |
|  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015379 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015379 |

---

*(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 December 31, 2022, the aggregate market value of these securities amounted to $628,617,917 or 70.3% of net assets.* 

------

*(b)* *Defaulted matured security.* 

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

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

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

*(f)* *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 December 31, 2022.* 

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

*(h)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.32% of net assets as of December 31, 2022, 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** |
|  *BBFI Liquidating Trust <br>Zero Coupon, 12/30/2099* | *01/18/2013 - 05/09/2017* | $*665756* | | $*458561* | | *0.05%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-43, Class PT <br>(5.256)%, 11/15/2044* | *04/25/2018 - 06/01/2020* | *1691* | | *1567* | | *0.00%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-24, Class PT <br>11.47%, 08/15/2044* | *06/27/2019* | *44734* | | *44404* | | *0.01%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-36, Class PT <br>12.891%, 10/17/2044* | *09/04/2019* | *91375* | | *89453* | | *0.01%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2018-7, Class PT <br>4.979%, 06/15/2043* | *10/09/2019* | *10805* | | *9737* | | *0.00%* |
|  *Consumer Loan Underlying Bond Club Certificate Issuer Trust I<br>Series 2018-4, Class PT <br>8.989%, 05/15/2043* | *03/27/2018- 05/11/2018* | *7109* | | *6657* | | *0.00%* |
|  *Consumer Loan Underlying Bond Club Certificate Issuer Trust I<br>Series 2018-12, Class PT <br>9.134%, 06/15/2043* | *06/26/2018* | *9226* | | *8658* | | *0.00%* |
|  *Consumer Loan Underlying Bond Credit Trust<br>Series 2018-3, Class PT <br>4.117%, 03/16/2043* | *03/07/2018* | *1551* | | *1405* | | *0.00%* |
|  *Diamond Offshore Drilling, Inc.* | *04/23/2021* | *475210* | | *243818* | | *0.03%* |
|  *Digicel Group Holdings Ltd. <br>7.00%, 01/17/2023* | *11/28/2016 - 10/01/2021* | *152931* | | *8811* | | *0.00%* |
|  *Exide Technologies (First Lien) <br>11.00%, 10/31/2024* | *10/29/2020* | *0* | | *0* | | *0.00%* |
|  *Fideicomiso PA Pacifico Tres <br>7.00%, 01/15/2035* | *03/04/2016* | *1971306* | | *1462722* | | *0.16%* |
|  *JPMorgan Madison Avenue Securities Trust<br>Series 2015-CH1, Class M2 <br>9.889%, 10/25/2025* | *09/18/2015* | *409873* | | *401403* | | *0.04%* |
|  *K2016470219 South Africa Ltd. <br>3.00%, 12/31/2022* | *01/31/2017 - 06/30/2021* | *1100178* | | *550* | | *0.00%* |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | **Percentage<br>of<br>Net Assets** | **Percentage<br>of<br>Net Assets** |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018* | *05/05/2013 - 02/19/2015* | $*2295760* | | $*0* | | *0.00 %* |
|  *Terraform Global Operating LP <br>6.125%, 03/01/2026* | *02/08/2018* | *118000* | | *109875* | | *0.01 %* |
|  *Tonon Luxembourg SA <br>6.50%, 10/31/2024* | *05/03/2019 -10/31/2021* | *1209003* | | *62* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* | *01/23/2014 -01/27/2014* | *1408980* | | *239* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2023* | *06/09/2014* | *992873* | | *171* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>10.875%, 01/13/2020* | *01/29/2014* | *477418* | | *48* | | *0.00 %* |
|  *Virgolino de Oliveira Finance SA <br>11.75%, 02/09/2022* | *02/26/2018* | *838866* | | *162* | | *0.00 %* |
|  *Wells Fargo Credit Risk Transfer Securities Trust<br>Series 2015-WF1, Class 2M2 <br>9.889%, 11/25/2025* | *06/26/2018* | *136137* | | *128988* | | *0.01 %* |

---

*(i)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at December 31, 2022.* 

*(j)* *Convertible security.* 

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

*(l)* *Defaulted.* 

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

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

*(o)* *The stated coupon rate represents the greater of the LIBOR or the LIBOR floor rate plus a spread at December 31, 2022.* 

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

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

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

*(s)* *Affiliated investments.* 

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

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

*(v)* *As of December 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $19,681,259 and gross unrealized depreciation of investments was $(174,841,994), resulting in net unrealized depreciation of $(155,160,735).* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*COP – Colombian Peso* 

*EUR – Euro* 

*GBP – Great British Pound* 

*IDR – Indonesian Rupiah* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

------

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*PLN – Polish Zloty* 

*SEK – Swedish Krona* 

*SGD – Singapore Dollar* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*CBT – Chicago Board of Trade* 

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

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*EURIBOR – Euro Interbank Offered Rate* 

*LIBOR – London Interbank Offered Rate* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*SOFR – Secured Overnight Financing Rate* 

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

**December 31, 2022 (unaudited)** 

68.1 % United States

4.4 % United Kingdom

2.4 % Canada

2.0 % France

1.8 % Luxembourg

1.6 % Brazil

1.4 % Mexico

1.4 % Germany

1.2 % Spain

1.1 % Nigeria

0.8 % Italy

0.7 % Bahrain

0.7 % Dominican Republic

11.0 % Other

1.4 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Portfolio also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.7% or less in the following: Angola, Argentina, Australia, Bahrain, Belgium, Bermuda, Cayman Islands, Chile, China, Colombia, Czech Republic, Denmark, Dominican Republic, Ecuador, Egypt, El Salvador, Finland, Gabon, Ghana, Guatemala, Indonesia, Ireland, Israel, Ivory Coast, Jamaica, Japan, Jersey (Channel Islands), Kazakhstan, Kuwait, Macau, Morocco, Nigeria, Norway, Oman, Panama, Peru, Senegal, South Africa, Sweden, Switzerland, Trinidad & Tobago, Turkey, Ukraine, Venezuela and Zambia. 

------

**AB Global High Income Fund** 

**December 31, 2022 (unaudited)** 

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

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

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

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

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

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

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

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

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

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of December 31, 2022:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **lnvestments in Securities** | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| **Assets:** |  |  |  |  |  |
| Corporates - Non-Investment Grade | $-0- | $501072267 | $160109 | <sup>#</sup> | $501232376 |
| Corporates - Investment Grade | 1199939 | 123669313 | -0- |  | 124869252 |
| Emerging Markets - Corporate Bonds | -0- | 45469764 | 459181 | # | 45928945 |
| Collateralized Mortgage Obligations | -0- | 43852667 | -0- |  | 43852667 |
| Bank Loans | -0- | 39694001 | 2644764 |  | 42338765 |
| Collateralized Loan Obligations | -0- | 42202700 | -0- |  | 42202700 |
| Emerging Markets - Sovereigns | -0- | 35011084 | -0- |  | 35011084 |
| Governments - Treasuries | -0- | 25113145 | -0- |  | 25113145 |
| Common Stocks | 3666303 | 1916827 | 2945760 | <sup>#</sup> | 8528890 |
| Commercial Mortgage-Backed Securities | -0- | 7357112 | -0- |  | 7357112 |
| Quasi-Sovereigns | -0- | 4117388 | -0- |  | 4117388 |
| Local Governments - US Municipal Bonds | -0- | 4100871 | -0- |  | 4100871 |
| Quasi-Sovereign Bonds | -0- | 3134165 | -0- |  | 3134165 |
| Inflation-Linked Securities | -0- | 1845658 | -0- |  | 1845658 |
| Asset-Backed Securities | -0- | 868071 | 930000 |  | 1798071 |
| Preferred Stocks | 922288 | -0- | 710000 |  | 1632288 |
| Governments - Sovereign Bonds | -0- | 634337 | 0 | <sup>#</sup> | 634337 |
| Rights | -0- | -0- | 12865 |  | 12865 |
| Warrants | -0- | -0- | 0 | <sup>#</sup> | 0 |
| Short-Term Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | -0- | 5608483 | -0- |  | 5608483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 5543528 | -0- | -0- |  | 5543528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills | -0- | 1933034 | -0- |  | 1933034 |
| Total Investments in Securities | 11332058 | 887600887 | 7862679 |  | 906795624 |
| **Other Financial Instruments\*:** |  |  |  |  |  |
| **Assets** |  |  |  |  |  |
| Forward Currency Exchange Contracts | -0- | 96435 | -0- |  | 96435 |
| Centrally Cleared Credit Default Swaps | -0- | 1300311 | -0- |  | 1300311 |
| Centrally Cleared Interest Rate Swaps | -0- | 4692 | -0- |  | 4692 |
| Credit Default Swaps | -0- | 19878 | -0- |  | 19878 |
| Total Return Swaps | -0- | 229672 | -0- |  | 229672 |
| **Liabilities** |  |  |  |  |  |
| Futures | (282328) | -0- | -0- |  | (282328) |
| Forward Currency Exchange Contracts | -0- | (1420124) | -0- |  | (1420124) |
| Centrally Cleared Credit Default Swaps | -0- | (170439) | -0- |  | (170439) |
| Centrally Cleared Interest Rate Swaps | -0- | (350) | -0- |  | (350) |
| Credit Default Swaps | -0- | (15921014) | -0- |  | (15921014) |
| Reverse Repurchase Agreements | (8015379) | -0- | -0- |  | (8015379) |
| **Total** | $**3034351** | $**871739948** | $**7862679** |  | $**882636978** |

---

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

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

A summary of the Fund's transactions in AB mutual funds for the nine months ended December 31, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **3/31/22**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **12/31/22**<br> **(000)** | **Dividend<br>Income**<br> **(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216594 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219040 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AllianceBernstein Global High Income Fund Inc

- **b. Investment Company Act file number:** 811-07732

- **c. CIK number of Registrant:** 0000906013

- **d. LEI of Registrant:** AE2ZT9UGMEIJ7T4R5734

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AllianceBernstein Global High Income Fund Inc

- **c. LEI of Series:** AE2ZT9UGMEIJ7T4R5734

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $932897926.92

**Total Liabilities:** $38300930.41

**Net Assets:** $894596996.51

**Cash Not Reported:** $16692459.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6.64000000 | **1-Year:** -143.25000000 | **5-Year:** -3066.98000000 | **10-Year:** -1182.96000000 | **30-Year:** -770.57000000

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

- **3-Month:** -48959.60000000 | **1-Year:** -52686.86000000 | **5-Year:** -377334.01000000 | **10-Year:** -105128.48000000 | **30-Year:** -117494.01000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 8.53%                | 6.65%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5139263.72             | $18396874.14                               |
| Month 2  | $-2087142.42             | $28227281.70                               |
| Month 3  | $-3728132.39             | $-2345199.14                               |

**Designated Index Information**

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

- **Index Identifier:** LG30TRUU:IND

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America, National Association                                        | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $-124.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                                                    | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     402000 | PA      | $333609.75    | 0.04%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2274040.22   | 0.25%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $156.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                      | INEOS Quattro Finance 2 Plc                                                                                                                        | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     426000 | PA      | $385368.16    | 0.04%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                     | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                           | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     376000 | PA      | $311817.44    | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                                        | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                                      | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     619000 | PA      | $499751.84    | 0.06%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                       | Nationstar Mortgage Holdings Inc                                                                                                                   | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $157864.46    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E Corp                                                                                                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     209000 | PA      | $191250.45    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                      | Liberty Interactive LLC                                                                                                                            | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      23000 | PA      | $9986.87      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                         | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     552000 | PA      | $491012.75    | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                                                                                          | CUSIP: 28621YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1006000 | PA      | $897538.11    | 0.10%             | 2033-04-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                        | Palmer Square CLO 2021-3 Ltd                                                                                                                       | CUSIP: 69688JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $3692009.00   | 0.41%             | 2035-01-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                   | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1598000 | PA      | $1387277.67   | 0.16%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAB                                                                          | CAB SELAS                                                                                                                                          | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    1880000 | PA      | $1617190.91   | 0.18%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                   | CUSIP: G9372JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1705000 | PA      | $170.50       | 0.00%             | 2023-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     226000 | PA      | $172607.50    | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                            | Expedia Group Inc                                                                                                                                  | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $177270.57    | 0.02%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $279.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     197000 | PA      | $187619.70    | 0.02%             | 2025-06-01      | Fixed         | 4.15%                 | 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        |    5543528 | NS      | $5543527.69   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2IA44   CDS US836205AR58 01.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2IA44   CDS US836205AR58 01.000 SP 12/20/2027 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2380000 | OU      | $-149874.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     453000 | PA      | $415026.94    | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $146.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                                | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     463000 | PA      | $422719.00    | 0.05%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14310700 | PA      | $13326839.38  | 1.49%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     164000 | PA      | $167887.88    | 0.02%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                       | Residential Asset Securitization Trust 2006-A8                                                                                                     | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126137 | PA      | $65590.58     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA REGD                                                      | CREDIT AGRICOLE SA REGD V/R /PERP/ REG S                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     448000 | PA      | $454219.59    | 0.05%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                                                       | Berry Petroleum Co LLC                                                                                                                             | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |     245000 | PA      | $226417.00    | 0.03%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                                                  | Paysafe Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      10709 | NS      | $148748.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                         | Neptune Bidco US Inc                                                                                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1959865.61   | 0.22%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                   | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     450000 | PA      | $437816.41    | 0.05%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $135.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                       | Lumen Technologies Inc                                                                                                                             | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      68000 | PA      | $44795.10     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                         | Colombia Government International Bond                                                                                                             | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1058000 | PA      | $634337.13    | 0.07%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43                                                                       | CUSIP: 21055AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1704 | PA      | $1566.36      | 0.00%             | 2044-11-15      | Variable      | -5.26%                | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                             | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2663000 | PA      | $2308492.97   | 0.26%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                          | Spectrum Brands Inc                                                                                                                                | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $1625407.98   | 0.18%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                       | Chesapeake Energy Corp                                                                                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     158000 | PA      | $153856.26    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REVERSE REPO CONTRACT U S CREDIT .25% 9/29/24/EUR                                                                                                  | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -266400 | PA      | $-285167.87   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                                           | Everi Holdings Inc                                                                                                                                 | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     240000 | PA      | $206832.37    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NOK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-84.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                            | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     343000 | PA      | $325377.25    | 0.04%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                     | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                                                 | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101000 | PA      | $100831.90    | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                             | Armor Holdco Inc                                                                                                                                   | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1468826.74   | 0.16%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-319.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     181000 | PA      | $181274.50    | 0.02%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                               | PDC Energy Inc                                                                                                                                     | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     593000 | PA      | $587974.99    | 0.07%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                               | Galaxy 30 Clo Ltd                                                                                                                                  | CUSIP: 36321TAA0<br>LEI: 549300QQ6WEN7DIBD138 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1732298.00   | 0.19%             | 2035-04-15      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2019-1 Ltd                                                                                                                      | CUSIP: 77342NAE4<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $202806.50    | 0.02%             | 2034-04-20      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1377.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                     | ION Trading Technologies Sarl                                                                                                                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    1067000 | PA      | $890068.83    | 0.10%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                  | Balboa Bay Loan Funding 2020-1 Ltd                                                                                                                 | CUSIP: 05766CAE6<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $2760153.20   | 0.31%             | 2032-01-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                     | Indika Energy Capital IV Pte Ltd                                                                                                                   | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    1431000 | PA      | $1409535.00   | 0.16%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED TWD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |          1 | NC      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                | Parkland Corp/Alberta                                                                                                                              | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $85277.27     | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                      | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                                                       | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1617737.61   | 0.18%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     219000 | PA      | $261933.67    | 0.03%             | 2023-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     255000 | PA      | $215489.75    | 0.02%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                          | Allegiant Travel Co                                                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     127000 | PA      | $120891.36    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golden Energy Offshore Services AS                                           | Golden Energy Offshore Services AS                                                                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGIQ006 | Long             | EC               | CORP              | NO        |     916212 | NS      | $117837.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC INC                                                                      | QVC Inc                                                                                                                                            | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |       5000 | PA      | $2959.71      | 0.00%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $288616.98    | 0.03%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                       | Southwestern Energy Co                                                                                                                             | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124280.70    | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US 10YR ULTRA FUT MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        103 | NC      | $-82093.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                       | Smurfit Kappa Treasury Funding DAC                                                                                                                 | CUSIP: 832724AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     238000 | PA      | $253196.08    | 0.03%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                        | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     312000 | PA      | $286113.11    | 0.03%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                             | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1290000 | PA      | $928800.00    | 0.10%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                     | Moog Inc                                                                                                                                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     144000 | PA      | $133030.33    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187078.27    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $33.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                             | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     212000 | PA      | $202237.40    | 0.02%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S BK NY MELLON                                                                                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -484500 | PA      | $-484500.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                      | KazMunayGas National Co JSC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     470000 | PA      | $417213.13    | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1578000 | PA      | $1011892.50   | 0.11%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                                                | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     421000 | PA      | $393845.50    | 0.04%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                 | Rockwood Service Corporation Initial Term Loan                                                                                                     | CUSIP: 000000000<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |      83860 | PA      | $82549.73     | 0.01%             | 2027-01-23      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                | Nordstrom Inc                                                                                                                                      | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      26000 | PA      | $15767.56     | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                                                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74040.26     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED JPY / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |          1 | NC      | $301.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-12                                                                       | CUSIP: 21052BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9202 | PA      | $8658.31      | 0.00%             | 2043-06-15      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                                          | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                                          | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     176548 | PA      | $167312.33    | 0.02%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                      | Standard Industries Inc/NJ                                                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     929000 | PA      | $760995.56    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                               | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    1984261 | PA      | $1744931.98   | 0.20%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    1367291 | OU      | $-330913.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                                      | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                              | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     215000 | PA      | $204007.51    | 0.02%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                         | EnLink Midstream LLC                                                                                                                               | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     129000 | PA      | $127740.47    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1064000 | PA      | $924854.85    | 0.10%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     230627 | OU      | $-56453.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                             | Beazer Homes USA Inc                                                                                                                               | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     355000 | PA      | $344132.28    | 0.04%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-54.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-2 Ltd                                                                                                                      | CUSIP: 77341MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $201877.50    | 0.02%             | 2034-07-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1323005 | PA      | $416581.20    | 0.05%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                  | Embarq Corp                                                                                                                                        | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2128000 | PA      | $989676.43    | 0.11%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                     | Cia de Minas Buenaventura SAA                                                                                                                      | CUSIP: 000000000<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     507000 | PA      | $433738.50    | 0.05%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH LONG / Short: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH SHORT  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     270000 | OU      | $9415.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED PLN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | PL        |          1 | NC      | $64.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                       | CUSIP: 32053LAF9<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      70761 | PA      | $7316.61      | 0.00%             | 2037-04-25      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2013-GC17                                                                                                      | CUSIP: 17321RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902000 | PA      | $809986.26    | 0.09%             | 2046-11-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1122.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                     | Nidda Healthcare Holding GmbH                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    1470000 | PA      | $1496484.71   | 0.17%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SGD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-397.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                             | United States Cellular Corp                                                                                                                        | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     121000 | PA      | $107391.61    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-1382.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $1326.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                               | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1137201.74   | 0.13%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                        | Trivium Packaging Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $97602.15     | 0.01%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                                              | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      99000 | PA      | $85127.63     | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1461000 | PA      | $1222915.73   | 0.14%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                    | Arko Corp                                                                                                                                          | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $811851.61    | 0.09%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                            | Gabon Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     739000 | PA      | $602885.44    | 0.07%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                | CommScope Inc                                                                                                                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     637000 | PA      | $514413.22    | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $-517.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                           | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     626000 | PA      | $624222.07    | 0.07%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | PURCHASED USD / SOLD INR                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $138.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                                                    | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     383000 | PA      | $307908.06    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                       | Chesapeake Energy Corp                                                                                                                             | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     169000 | PA      | $163127.90    | 0.02%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191043.17    | 0.02%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-51.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     493000 | PA      | $358810.46    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     593000 | PA      | $486927.13    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                        | AG TTMT Escrow Issuer LLC                                                                                                                          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     787000 | PA      | $794357.00    | 0.09%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     504000 | PA      | $424625.56    | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     835000 | PA      | $672207.94    | 0.08%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                                             | RIMINI BIDCO SPA /EUR/ REGD V/R 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |     912000 | PA      | $873094.64    | 0.10%             | 2026-12-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                   | Weibo Corp                                                                                                                                         | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    1158000 | PA      | $882468.38    | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                                             | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1404000 | PA      | $1102835.95   | 0.12%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Markit Ltd                                                               | IHS Markit Ltd                                                                                                                                     | CUSIP: 44962LAG2<br>LEI: 549300HLPTRASHS0E726 | Long             | DBT              | CORP              | BM        |     202000 | PA      | $200359.08    | 0.02%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                   | Sprint LLC                                                                                                                                         | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     160000 | PA      | $163250.59    | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-57.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SGD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SG        |          1 | NC      | $282.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     104000 | PA      | $90456.52     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                     | Five Point Operating Co LP / Five Point Capital Corp                                                                                               | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1969000 | PA      | $1652667.27   | 0.18%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                                             | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1355000 | PA      | $1397470.97   | 0.16%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                              | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     195000 | PA      | $154565.76    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                          | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                 | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446713 | PA      | $385665.08    | 0.04%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1069735.57   | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      99000 | PA      | $94184.00     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                       | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     334000 | PA      | $317825.17    | 0.04%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan B                                                                                                                | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    1247824 | PA      | $1223803.73   | 0.14%             | 2029-02-18      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                                     | Digicel International Finance Ltd/Digicel international Holdings Ltd                                                                               | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     656756 | PA      | $563496.65    | 0.06%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                  | Apache Corp                                                                                                                                        | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     146000 | PA      | $129193.90    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4348000 | PA      | $3457833.96   | 0.39%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    2946000 | PA      | $2069196.75   | 0.23%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     835000 | PA      | $761196.19    | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                           | Rithm Capital Corp                                                                                                                                 | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      18000 | PA      | $16158.01     | 0.00%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1321055.32   | 0.15%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                | B&G Foods Inc                                                                                                                                      | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     217000 | PA      | $191174.27    | 0.02%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141616 | PA      | $149504.00    | 0.02%             | 2029-10-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      76000 | PA      | $71132.63     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                                 | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |      99000 | PA      | $79933.45     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                                                     | Masonite International Corp                                                                                                                        | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     166000 | PA      | $153755.53    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                     | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1242035 | PA      | $1123786.33   | 0.13%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                                      | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                                                        | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     187000 | PA      | $181493.23    | 0.02%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0JZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     853039 | PA      | $875932.04    | 0.10%             | 2028-10-25      | Floating      | 14.89%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1223000 | PA      | $1030391.00   | 0.12%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                  | Deluxe Corp                                                                                                                                        | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      17000 | PA      | $13942.39     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1476376 | PA      | $1532692.90   | 0.17%             | 2029-01-25      | Floating      | 14.64%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     327000 | PA      | $305129.09    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                      | Acu Petroleo Luxembourg Sarl                                                                                                                       | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     549000 | PA      | $498492.00    | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                   | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     316000 | PA      | $291106.25    | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                                                      | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $693096.29    | 0.08%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                                        | Carnival Holdings Bermuda Ltd                                                                                                                      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3812368.48   | 0.43%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-254.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                            | Renk AG/Frankfurt am Main                                                                                                                          | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |     732000 | PA      | $727339.17    | 0.08%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 98 CLO Ltd                                                                                                                                  | CUSIP: 26248CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     540940 | PA      | $466885.85    | 0.05%             | 2035-04-20      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-271.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                         | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     319000 | PA      | $300517.79    | 0.03%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     246000 | PA      | $193427.34    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $390.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                                                         | Weir Group PLC/The                                                                                                                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $177915.31    | 0.02%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                            | Vibrantz Technologies Inc                                                                                                                          | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $2476663.41   | 0.28%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                  | INEOS Styrolution Group GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |    1008000 | PA      | $875015.51    | 0.10%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                        | Windstream Escrow LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $192253.77    | 0.02%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                         | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                                               | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     840000 | PA      | $717150.00    | 0.08%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | Molina Healthcare Inc                                                                                                                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     206000 | PA      | $171216.81    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    9229974 | OU      | $-3524978.18  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     283971 | PA      | $277190.55    | 0.03%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                                     | Advisor Group Holdings Inc                                                                                                                         | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1453524.88   | 0.16%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-320.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI Inc                                                                                                                                           | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      60000 | PA      | $46317.68     | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD TWD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $208.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                            | Post Holdings Inc                                                                                                                                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     208000 | PA      | $201414.71    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED PLN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | PL        |          1 | NC      | $132.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     818000 | PA      | $394851.57    | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                                            | US Renal Care Inc                                                                                                                                  | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     616000 | PA      | $129465.13    | 0.01%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                                                                                                 | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     719000 | PA      | $667581.41    | 0.07%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DFE              |  | SE        |          1 | NC      | $-115.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                                                  | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     106000 | PA      | $100179.35    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $169.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                     | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                        | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     508000 | PA      | $408034.11    | 0.05%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     166000 | PA      | $171525.34    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                        | eG Global Finance PLC                                                                                                                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     408000 | PA      | $381684.13    | 0.04%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                       | Harvest Midstream I LP                                                                                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      69000 | PA      | $66207.78     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED JPY / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |          1 | NC      | $595.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                      | United Rentals North America Inc                                                                                                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     137000 | PA      | $115299.02    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     225000 | PA      | $213302.71    | 0.02%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                     | Korn Ferry                                                                                                                                         | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     402000 | PA      | $370246.02    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                            | Kapla Holding SAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |     422000 | PA      | $400429.67    | 0.04%             | 2026-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                     | PUBLIC FIN AUTH WI REVENUE                                                                                                                         | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    1435000 | PA      | $1269276.87   | 0.14%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1035000 | PA      | $936675.00    | 0.10%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM General Purchaser LLC                                                                                                                           | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1080450.05   | 0.12%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $73.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                         | Commercial Metals Co                                                                                                                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69221.60     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     683000 | PA      | $664512.15    | 0.07%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |          1 | NC      | $-21.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD TWD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $15.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                     | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1040000 | PA      | $1025895.00   | 0.11%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORIFLAME INVESTMENT HLDG                                                     | Oriflame Investment Holding PLC                                                                                                                    | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |     347000 | PA      | $213239.68    | 0.02%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-120.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                      | United Rentals North America Inc                                                                                                                   | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $128390.35    | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2614.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                                       | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     520000 | PA      | $492128.00    | 0.06%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                           | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     851000 | PA      | $685303.80    | 0.08%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     204000 | PA      | $99430.02     | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                       | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     600000 | PA      | $522000.00    | 0.06%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1555417 | PA      | $1558572.55   | 0.17%             | 2029-05-25      | Floating      | 13.89%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674398 | PA      | $718545.39    | 0.08%             | 2028-08-25      | Floating      | 16.14%                | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     242000 | PA      | $169198.84    | 0.02%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                                               | EP Energy Corp                                                                                                                                     | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       6941 | NS      | $55528.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-175.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                                                                                          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     163000 | PA      | $134795.70    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                     | EQT Corp                                                                                                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     291000 | PA      | $268603.80    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                                     | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                                                                                       | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $138163.80    | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     351000 | PA      | $334413.02    | 0.04%             | 2026-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                              | Mercer International Inc                                                                                                                           | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     969000 | PA      | $809848.46    | 0.09%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                       | ESC GCB INTELSAT JACKS                                                                                                                             | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1675000 | PA      | $0.02         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1456000 | PA      | $1178246.76   | 0.13%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $796924.88    | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     579000 | PA      | $366362.25    | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                              | iHeartMedia Inc                                                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25545 | NS      | $156590.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-417.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                           | Eldorado Gold Corp                                                                                                                                 | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     986000 | PA      | $865523.13    | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-HY12                                                                                                                   | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528264 | PA      | $447715.16    | 0.05%             | 2036-08-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                               | Trust Fibra Uno                                                                                                                                    | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |     605000 | PA      | $518900.94    | 0.06%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                                      | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp                                                                            | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1669163.00   | 0.19%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                    | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     510000 | PA      | $479204.54    | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                              | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1233000 | PA      | $1094624.31   | 0.12%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                | Owens Corning                                                                                                                                      | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     777000 | PA      | $828781.21    | 0.09%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | Entegris Escrow Corp                                                                                                                               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1057241.82   | 0.12%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                                                                                               | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2047000 | PA      | $1981055.16   | 0.22%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                | CHC Group LLC                                                                                                                                      | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      21009 | NS      | $31.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                     | United Natural Foods Inc                                                                                                                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     187000 | PA      | $179866.70    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 49 Senior Loan Fund                                                                                                                         | CUSIP: 26244QAE3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     417194 | PA      | $344879.68    | 0.04%             | 2030-07-18      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SLU                                                         | Aedas Homes Opco SLU                                                                                                                               | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              |  | ES        |    1580000 | PA      | $1424234.98   | 0.16%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                     | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                                                 | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $49808.51     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                                          | CIFI Holdings Group Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              |  | KY        |     320000 | PA      | $79860.00     | 0.01%             | 2028-05-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1786456.32   | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                                                | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1061313.71   | 0.12%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                         | ZF Europe Finance BV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $184122.37    | 0.02%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                           | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     963000 | PA      | $805351.81    | 0.09%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB Group PLC                                                                                                                                      | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1640000 | PA      | $1668524.44   | 0.19%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                                         | Wolverine World Wide Inc                                                                                                                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     628000 | PA      | $475525.10    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)                                                                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     431056 | PA      | $421538.32    | 0.05%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | Northern Oil and Gas Inc                                                                                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     140000 | PA      | $134338.83    | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                               | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1740936.51   | 0.19%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                           | JSW Infrastructure Ltd                                                                                                                             | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     204000 | PA      | $174139.50    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $-55.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-583.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                     | Banco Bilbao Vizcaya Argentaria SA                                                                                                                 | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1151316.40   | 0.13%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $488.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR FUNDING LTD                                                            | Lamar Funding Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |     837000 | PA      | $789814.13    | 0.09%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                                                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24396.16     | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS /EUR/ REGD                                                         | LOXAM SAS /EUR/ REGD 144A P/P                                                                                                                      | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     629000 | PA      | $615414.16    | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                          | Xerox Holdings Corp                                                                                                                                | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     248000 | PA      | $200155.27    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                        | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                              | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $106279.50    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                         | Townsquare Media Inc                                                                                                                               | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |     113000 | PA      | $99577.66     | 0.01%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                | Allstate Corp/The                                                                                                                                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1607623.42   | 0.18%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     527000 | PA      | $385547.14    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                                                      | Ahlstrom-Munksjo Holding 3 Oy                                                                                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     972000 | PA      | $785716.53    | 0.09%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | Nabors Industries Inc                                                                                                                              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     319000 | PA      | $312568.48    | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NOK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |          1 | NC      | $2043.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $8712.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | Navient Corp                                                                                                                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1400396.83   | 0.16%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                            | Kosmos Energy Ltd                                                                                                                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $165725.00    | 0.02%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                   | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1417000 | PA      | $1317521.80   | 0.15%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NH HOTEL GROUP SA                                                            | NH Hotel Group SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 959800LM1RW3PKJ4A296 | Long             | DBT              | CORP              | ES        |     930000 | PA      | $914173.88    | 0.10%             | 2026-07-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                          | Callon Petroleum Co                                                                                                                                | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     301000 | PA      | $300167.22    | 0.03%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                                                                                             | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     398000 | PA      | $382080.00    | 0.04%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $45641.02     | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                      | International Game Technology PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     214000 | PA      | $217570.40    | 0.02%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | KR        |          1 | NC      | $3319.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                       | General Motors Financial Co Inc                                                                                                                    | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29444.33     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                           | Huarong Finance II Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     430000 | PA      | $381974.38    | 0.04%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                              | Sealed Air Corp                                                                                                                                    | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     183000 | PA      | $182109.49    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                                         | CWT Travel Group Inc                                                                                                                               | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1194765 | PA      | $1016050.63   | 0.11%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc. Term Loan (Second Lien )                                                                                                          | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    2480000 | PA      | $2372541.60   | 0.27%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                     | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235389 | PA      | $348218.61    | 0.04%             | 2036-10-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                                 | SPX FLOW Inc                                                                                                                                       | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $805128.20    | 0.09%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                                                                                          | CUSIP: 283875AM4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     612000 | PA      | $235352.25    | 0.03%             | 2034-09-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     626000 | PA      | $625668.38    | 0.07%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                               | TeamSystem SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     579000 | PA      | $517981.66    | 0.06%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD TWD                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $2.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     228000 | PA      | $184965.00    | 0.02%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     228093 | OU      | $-55833.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                           | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     246000 | PA      | $156294.52    | 0.02%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC LONG / Short: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC SHORT    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     300000 | OU      | $10461.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1620000 | PA      | $162.00       | 0.00%             | 2022-02-09      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                                                                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     208000 | PA      | $155407.70    | 0.02%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                          | New Home Co Inc/The                                                                                                                                | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     211000 | PA      | $178244.40    | 0.02%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     954000 | PA      | $917064.24    | 0.10%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHS Markit Ltd                                                               | IHS Markit Ltd                                                                                                                                     | CUSIP: 44962LAF4<br>LEI: 549300HLPTRASHS0E726 | Long             | DBT              | CORP              | US        |     104000 | PA      | $100748.01    | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     295000 | PA      | $258134.26    | 0.03%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-42                                                                                                                     | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     458289 | PA      | $274286.45    | 0.03%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     984111 | PA      | $1009723.65   | 0.11%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                       | HP Inc                                                                                                                                             | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1272672.13   | 0.14%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-177.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                        | AMMC CLO 25 Ltd                                                                                                                                    | CUSIP: 00177KAA0<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4442195.00   | 0.50%             | 2035-04-15      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     900000 | PA      | $810064.88    | 0.09%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-211.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                            | Renk AG/Frankfurt am Main                                                                                                                          | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |     828000 | PA      | $822727.92    | 0.09%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E Corp                                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      38000 | PA      | $34578.90     | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                                             | SEPLAT Energy PLC                                                                                                                                  | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |     581000 | PA      | $460914.56    | 0.05%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                            | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     409873 | PA      | $401403.16    | 0.04%             | 2025-10-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                     | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    2483000 | PA      | $2555586.58   | 0.29%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0KK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     420649 | PA      | $446465.97    | 0.05%             | 2028-11-25      | Floating      | 15.89%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     318976 | PA      | $322742.76    | 0.04%             | 2030-01-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1711.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                     | ContourGlobal Power Holdings SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     167000 | PA      | $147130.57    | 0.02%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $929991.90    | 0.10%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                      | Elis SA                                                                                                                                            | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $273426.93    | 0.03%             | 2028-04-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA LONG / Short: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA SHORT          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      40338 | OU      | $-15405.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-1800.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $56.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                                       | Williams Scotsman International Inc                                                                                                                | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87730.00     | 0.01%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 11 Ltd                                                                                                                                     | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     354788 | PA      | $316913.67    | 0.04%             | 2034-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                                     | Triton Water Holdings Inc                                                                                                                          | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     966000 | PA      | $782573.57    | 0.09%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                        | Investment Energy Resources Ltd                                                                                                                    | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     403000 | PA      | $377132.44    | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: IS2ERJ6   IRS RSOFRP01.81 03/14/32 MSNYUS33XXX FLOAT / Short: IS2ERJ6   IRS P01.81RSOFR 03/14/32 MSNYUS33XXX FIXED                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      22000 | OU      | $3051.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     190000 | PA      | $188670.00    | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    2734000 | PA      | $2270355.70   | 0.25%             | 2023-01-30      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                       | BRF SA                                                                                                                                             | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     455000 | PA      | $383138.44    | 0.04%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     381000 | PA      | $314309.69    | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                       | Adient Global Holdings Ltd                                                                                                                         | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372260.64    | 0.04%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    3418509 | OU      | $-1304597.89  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Bill                                                                                                                        | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1960600 | PA      | $1933033.96   | 0.22%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1062266 | PA      | $1120531.59   | 0.13%             | 2028-04-25      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194841.81    | 0.02%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                       | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1108736.68   | 0.12%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1522.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     460000 | PA      | $404191.81    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     577000 | PA      | $219187.88    | 0.02%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                                                    | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1247918.98   | 0.14%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                     | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                                                 | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      69000 | PA      | $50769.37     | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     362000 | PA      | $324036.18    | 0.04%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $476.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $68039.04     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                                        | Earthstone Energy Holdings LLC                                                                                                                     | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     173000 | PA      | $164943.57    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    6837017 | OU      | $-2611094.95  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                   | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1295000 | PA      | $997504.74    | 0.11%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-411.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36                                                                            | CUSIP: 21055KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      91846 | PA      | $89453.14     | 0.01%             | 2044-10-17      | Variable      | 12.89%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $943735.51    | 0.11%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI Inc                                                                                                                                           | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     156000 | PA      | $129804.55    | 0.01%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     116000 | PA      | $93125.45     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |          1 | NC      | $-239.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $188.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-463.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     610000 | PA      | $412436.25    | 0.05%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                              | MEG Energy Corp                                                                                                                                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     214000 | PA      | $201906.00    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-184.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                   | Sprint LLC                                                                                                                                         | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     186000 | PA      | $195729.45    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SGD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-68.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     233000 | PA      | $208201.42    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                       | CGG SA                                                                                                                                             | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     422000 | PA      | $342101.29    | 0.04%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-529.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-181.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp                                                                                                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     790000 | PA      | $939757.99    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2682.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                      | US Acute Care Solutions LLC                                                                                                                        | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3003000 | PA      | $2665195.08   | 0.30%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                       | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2055000 | PA      | $1617417.63   | 0.18%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                      | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                                                                                         | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     244000 | PA      | $194861.14    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     256000 | PA      | $42240.00     | 0.00%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                | FirstCash Inc                                                                                                                                      | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1203064.21   | 0.13%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                         | Teva Pharmaceutical Finance Netherlands II BV                                                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     446000 | PA      | $411566.48    | 0.05%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-45.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                    | Caesars Entertainment Inc                                                                                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       1674 | NS      | $69638.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp                                                        | Freedom Mortgage Corp                                                                                                                              | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     222000 | PA      | $200935.24    | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED ZAR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $2144.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                    | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     191000 | PA      | $183807.17    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1191252.52   | 0.13%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                          | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     161000 | PA      | $150414.25    | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                                   | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $67525.85     | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                          | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29155.75     | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                     | Advanced Drainage Systems Inc                                                                                                                      | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125954.89    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      57000 | PA      | $49253.34     | 0.01%             | 2036-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                                       | JB Poindexter & Co Inc                                                                                                                             | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     146000 | PA      | $141609.62    | 0.02%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                                           | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     177907 | PA      | $151524.02    | 0.02%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-572.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                      | Big River Steel LLC / BRS Finance Corp                                                                                                             | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171000 | PA      | $163674.30    | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                     | Industrias Penoles SAB de CV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     386000 | PA      | $360982.38    | 0.04%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                                                     | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     918000 | PA      | $879157.13    | 0.10%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                      | Kaixo Bondco Telecom SA                                                                                                                            | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     897000 | PA      | $816306.23    | 0.09%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                     | AerCap Global Aviation Trust                                                                                                                       | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |     235000 | PA      | $223246.81    | 0.02%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2073607.44   | 0.23%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                               | Wynn Macau Ltd                                                                                                                                     | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     747000 | PA      | $647088.75    | 0.07%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |     320000 | PA      | $130800.00    | 0.01%             | 2025-08-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                         | Las Vegas Sands Corp                                                                                                                               | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     166000 | PA      | $150052.92    | 0.02%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     583000 | PA      | $564052.50    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $56.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      69000 | PA      | $67542.46     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1566000 | PA      | $1262131.14   | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39225 | PA      | $39328.09     | 0.00%             | 2024-08-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                    | Great Outdoors Group, LLC Term B-2 Loan                                                                                                            | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     476830 | PA      | $457160.41    | 0.05%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     261000 | PA      | $221132.74    | 0.02%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-1.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                                                                                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47325.67     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                      | Algonquin Power & Utilities Corp                                                                                                                   | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $196207.18    | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI Inc                                                                                                                                           | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     185000 | PA      | $154130.85    | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     132000 | PA      | $87120.00     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     659569 | OU      | $-159574.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $175.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                              | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     403000 | PA      | $381497.64    | 0.04%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                                             | Midcap Financial Issuer Trust                                                                                                                      | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $174734.33    | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-4.16        | -0.00%            |  |  |  | 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        |     209217 | PA      | $53579.51     | 0.01%             | 2037-04-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                      | Realogy Group LLC / Realogy Co-Issuer Corp                                                                                                         | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              |  | US        |     236000 | PA      | $178110.89    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                         | EnLink Midstream LLC                                                                                                                               | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     199000 | PA      | $189830.03    | 0.02%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust 2014-C25                                                                                                           | CUSIP: 92939LAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1806641 | PA      | $1485367.11   | 0.17%             | 2047-11-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                           | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24587.27     | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                                                                                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1963000 | PA      | $1848043.38   | 0.21%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     206000 | PA      | $3090.00      | 0.00%             | 2025-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                          | Sunnova Energy Corp                                                                                                                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     503000 | PA      | $449549.13    | 0.05%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-69.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC Mortgage-Backed Trust 2006-7                                                                                                                  | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191594 | PA      | $81595.98     | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 10 Ltd                                                                                                                                     | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750050 | PA      | $671642.02    | 0.08%             | 2034-04-23      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                     | Cia de Minas Buenaventura SAA                                                                                                                      | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     565000 | PA      | $483357.50    | 0.05%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    6196000 | PA      | $3503366.48   | 0.39%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                              | Hecla Mining Co                                                                                                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     282000 | PA      | $278266.44    | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     793000 | PA      | $688640.07    | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED JPY / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |          1 | NC      | $2598.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                      | Sensata Technologies BV                                                                                                                            | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $189492.51    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                                                                                           | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1268865.98   | 0.14%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     228093 | OU      | $-55833.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                           | K2016470260 South Africa Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |     770975 | PA      | $77.10        | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                     | Clear Channel Outdoor Holdings Inc                                                                                                                 | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     512000 | PA      | $443647.81    | 0.05%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                     | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                                     | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      89615 | PA      | $82464.88     | 0.01%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                                                       | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      83000 | PA      | $78016.19     | 0.01%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CAD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $218.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                                     | Mohegan Tribal Gaming Authority                                                                                                                    | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |     223000 | PA      | $206820.80    | 0.02%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $364.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                  | Bear Stearns ARM Trust 2007-3                                                                                                                      | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77646 | PA      | $68520.98     | 0.01%             | 2047-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                                                | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5362.74      | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | Fair Isaac Corp                                                                                                                                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     160000 | PA      | $145146.08    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                                                      | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      45000 | PA      | $23699.06     | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SEK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-200.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                       | Sunoco LP / Sunoco Finance Corp                                                                                                                    | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $99712.85     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc                                                                                                                           | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2187000 | PA      | $2402823.42   | 0.27%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                  | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     169000 | PA      | $147393.91    | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                             | RALI Series 2006-QS18 Trust                                                                                                                        | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1819704 | PA      | $169102.33    | 0.02%             | 2036-12-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                                                                                               | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14833.97     | 0.00%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-79.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                          | Tonon Luxembourg SA                                                                                                                                | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |     621242 | PA      | $62.12        | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                               | CVR Energy Inc                                                                                                                                     | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     223000 | PA      | $205044.66    | 0.02%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     611000 | PA      | $401732.50    | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG / Short: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC SHORT        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      40338 | OU      | $-15405.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1013.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                           | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      89000 | PA      | $85305.85     | 0.01%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                             | ITT Holdings LLC                                                                                                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    2299000 | PA      | $1939853.23   | 0.22%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                 | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2940060 | PA      | $0.03         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                           | WillScot Mobile Mini Holdings Corp                                                                                                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      38360 | NS      | $1732721.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                             | Kronos Acquisition Holdings Inc. Term Loan B                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     774200 | PA      | $734522.25    | 0.08%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     187000 | PA      | $200292.19    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1739000 | PA      | $1411476.74   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                     | Cheplapharm Arzneimittel GmbH                                                                                                                      | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     436000 | PA      | $367128.66    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                             | Paramount Global                                                                                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     188000 | PA      | $152769.50    | 0.02%             | 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        |    2295000 | PA      | $2058089.33   | 0.23%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | REV RC THE BA 2.950% 09/30/24                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |   -1407585 | PA      | $-1407585.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE TECH LLC                                                           | CommScope Technologies LLC                                                                                                                         | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     158000 | PA      | $143789.71    | 0.02%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITAN HOLDINGS II BV                                                         | Titan Holdings II BV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |     649000 | PA      | $548753.18    | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                          | ReNew Power Pvt Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     202000 | PA      | $193011.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                                                      | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                                        | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      59000 | PA      | $52260.43     | 0.01%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, LLC                                            | Wachovia Mortgage Loan Trust Series 2006-ALT1                                                                                                      | CUSIP: 92978GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5251568 | PA      | $2054308.72   | 0.23%             | 2037-01-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Aptim Corp                                                                   | Aptim Corp                                                                                                                                         | CUSIP: 12595DAA5<br>LEI: 5493007OBZ8YTJ6O7E92 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $959808.93    | 0.11%             | 2025-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DaVita Inc                                                                                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     687000 | PA      | $512379.90    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                                                      | Transocean Poseidon Ltd                                                                                                                            | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      19250 | PA      | $18756.64     | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                            | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     199000 | PA      | $152645.44    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBFI LIQUIDATING TRUST                                                       | BBFI Liquidating Trust                                                                                                                             | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     779899 | PA      | $458561.13    | 0.05%             | 2099-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | BR        |          1 | NC      | $-190.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1118000 | PA      | $937722.50    | 0.10%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    2116196 | OU      | $-518009.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                                                                                                | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1096000 | PA      | $730210.00    | 0.08%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     752707 | OU      | $-184187.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $551.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $10566.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     437000 | PA      | $413511.25    | 0.05%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $126.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     320000 | PA      | $66400.00     | 0.01%             | 2024-04-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                          | Georgia-Pacific LLC                                                                                                                                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1222.33      | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                          | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                                        | CUSIP: 561233AM9<br>LEI: 549300MQQ92LN1A0B514 | Long             | DBT              | CORP              | LU        |     201000 | PA      | $171358.70    | 0.02%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                        | INTELSAT EMERGENCE SA                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      15662 | NS      | $358659.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     645559 | PA      | $14589.63     | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                           | Enstar Finance LLC                                                                                                                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $173170.24    | 0.02%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                           | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $852549.96    | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                       | Transatlantic Holdings Inc                                                                                                                         | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1556384.12   | 0.17%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                           | Vivion Investments Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |     400000 | PA      | $313237.39    | 0.04%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc                                                                                                                              | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     113000 | PA      | $121569.64    | 0.01%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                                            | Vista Outdoor Inc                                                                                                                                  | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     202000 | PA      | $148796.90    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen SA                                                                                                             | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     249000 | PA      | $205004.81    | 0.02%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | Swedbank AB                                                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $957700.96    | 0.11%             | 2024-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         80 | NC      | $-54960.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                      | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $721713.56    | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1595000 | PA      | $1465088.89   | 0.16%             | 2029-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                     | United Wholesale Mortgage LLC                                                                                                                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      13000 | PA      | $10364.00     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | UNITED GROUP BV /EUR/ REGD V/R 144A P/P                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     896000 | PA      | $826077.42    | 0.09%             | 2029-02-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                        | Civitas Resources Inc                                                                                                                              | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       3393 | NS      | $196556.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1083462.52   | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                             | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     235000 | PA      | $177195.88    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                            | Post Holdings Inc                                                                                                                                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     210000 | PA      | $198481.46    | 0.02%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                       | Granite Generation LLC Term Loan                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |    1796311 | PA      | $1741020.64   | 0.19%             | 2026-11-09      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI Holdings Inc                                                                                                                                   | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |     117000 | PA      | $96757.26     | 0.01%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                         | Cornerstone Building Brands Inc                                                                                                                    | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     215000 | PA      | $151552.10    | 0.02%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     894765 | PA      | $934191.25    | 0.10%             | 2028-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED JPY / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |          1 | NC      | $378.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                         | Kleopatra Finco Sarl                                                                                                                               | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    1061000 | PA      | $883495.30    | 0.10%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                       | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     118000 | PA      | $79355.00     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0LK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392061 | PA      | $380078.87    | 0.04%             | 2029-03-25      | Floating      | 12.99%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     597000 | PA      | $577591.53    | 0.06%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                                      | Mallinckrodt International Finance S.A. 2017 Replacement Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     858252 | PA      | $645122.56    | 0.07%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                         | Pilgrim's Pride Corp                                                                                                                               | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $976290.14    | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $15.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                                                                                    | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3258000 | PA      | $3295616.44   | 0.37%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                   | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      54000 | PA      | $45481.00     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                            | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     609000 | PA      | $449898.75    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                       | Group 1 Automotive Inc                                                                                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     246000 | PA      | $209149.06    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                             | Neinor Homes SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              |  | ES        |     786000 | PA      | $714948.66    | 0.08%             | 2026-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                               | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     164000 | PA      | $161907.31    | 0.02%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                          | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     913000 | PA      | $712460.87    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     911000 | PA      | $441449.16    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                       | Real Hero Merger Sub 2 Inc                                                                                                                         | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1217070.93   | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     331000 | PA      | $257766.25    | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                                | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     976000 | PA      | $795525.48    | 0.09%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                          | LBM Acquisition LLC                                                                                                                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      81000 | PA      | $52533.18     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                     | Consolidated Communications Inc                                                                                                                    | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     795000 | PA      | $586266.53    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                                                 | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1461000 | PA      | $1477509.30   | 0.17%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                                                 | CUSIP: 3137FERY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9898077 | PA      | $2022770.11   | 0.23%             | 2048-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                 | Voya CLO 2019-1 Ltd                                                                                                                                | CUSIP: 92917NAS7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    1049598 | PA      | $910574.55    | 0.10%             | 2031-04-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                                                                                                 | CUSIP: 81180WBE0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      45000 | PA      | $34061.51     | 0.00%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-170.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2248.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                                      | Allen Media LLC / Allen Media Co-Issuer Inc                                                                                                        | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $15968.51     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CAD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-902.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1764237 | PA      | $42782.75     | 0.00%             | 2046-12-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                           | Huarong Finance II Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    1082000 | PA      | $1019649.75   | 0.11%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     578000 | PA      | $566958.81    | 0.06%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                     | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $737502.77    | 0.08%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                          | Churchill Downs Inc                                                                                                                                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     491000 | PA      | $439379.32    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                | Urban One Inc                                                                                                                                      | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $1877840.04   | 0.21%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NOK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-84.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2019-BPR                                                                                                            | CUSIP: 61769GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301000 | PA      | $242275.89    | 0.03%             | 2036-05-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                  | Gap Inc/The                                                                                                                                        | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      56000 | PA      | $39507.05     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                         | Weatherford International Ltd                                                                                                                      | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      11000 | PA      | $11301.80     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     445771 | PA      | $490077.79    | 0.05%             | 2028-09-25      | Floating      | 16.64%                | No            |                  2 | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     254823 | PA      | $261182.11    | 0.03%             | 2024-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                     | NextEra Energy Operating Partners LP                                                                                                               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     180000 | PA      | $165354.60    | 0.02%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COSAN SA                                                                     | Cosan SA                                                                                                                                           | CUSIP: 22113AAB1<br>LEI: 549300PGFCX2JMKKLC96 | Long             | DBT              | CORP              | BR        |     461000 | PA      | $432129.88    | 0.05%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                                            | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      53000 | PA      | $52619.51     | 0.01%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                      | Gates Global LLC / Gates Corp                                                                                                                      | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     954000 | PA      | $920610.00    | 0.10%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                            | Xerox Corp                                                                                                                                         | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      42000 | PA      | $31454.62     | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                                                                                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     893000 | PA      | $911764.69    | 0.10%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc                                                                                                                                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     332000 | PA      | $328123.09    | 0.04%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                   | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    2519000 | PA      | $2129699.21   | 0.24%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     204000 | PA      | $168532.58    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     687000 | PA      | $650055.81    | 0.07%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                        | K201640219 SOUTH AFRICA A      SHARES                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   12695187 | NS      | $12.70        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                     | California Resources Corp                                                                                                                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     217000 | PA      | $206994.73    | 0.02%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Chamberlain Group, LLC.                                                  | The Chamberlain Group, LLC. Term Loan B                                                                                                            | CUSIP: 000000000<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     158400 | PA      | $149027.47    | 0.02%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | Transocean Inc                                                                                                                                     | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     159000 | PA      | $159695.58    | 0.02%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                                                                                          | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      99000 | PA      | $80929.09     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $153.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                       | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |          1 | NC      | $614.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                | Telecomunicaciones Digitales SA                                                                                                                    | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     505000 | PA      | $449765.63    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                    | Nokia Oyj                                                                                                                                          | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     194000 | PA      | $185671.48    | 0.02%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $182.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc                                                                                                                                      | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1746371.00   | 0.20%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                              | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     872000 | PA      | $782503.08    | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                     | Jacobs Entertainment Inc                                                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     131000 | PA      | $119135.02    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     801000 | PA      | $701615.37    | 0.08%             | 2030-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                         | Elmwood CLO XII Ltd                                                                                                                                | CUSIP: 29003CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $595955.10    | 0.07%             | 2035-01-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                  | Balboa Bay Loan Funding 2021-2 Ltd                                                                                                                 | CUSIP: 05766LAA4<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $870172.00    | 0.10%             | 2035-01-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $54.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1622000 | PA      | $1357978.40   | 0.15%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      65000 | PA      | $68901.24     | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                         | Bidvest Group UK PLC/The                                                                                                                           | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     454000 | PA      | $406557.00    | 0.05%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | CALIFORNIA ST                                                                                                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     750000 | PA      | $960868.65    | 0.11%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp                                                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     154000 | PA      | $160151.47    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc                                                                                                                                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $31075.24     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                                                                                       | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      72000 | PA      | $58218.20     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-103.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     863910 | PA      | $349775.56    | 0.04%             | 2040-07-31      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                                     | Diamond Sports Group LLC / Diamond Sports Finance Co                                                                                               | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     299000 | PA      | $35598.61     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                                                                                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     244000 | PA      | $198646.78    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                     | Connect Finco SARL / Connect US Finco LLC                                                                                                          | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2440000 | PA      | $2271981.60   | 0.25%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1550000 | PA      | $1199938.81   | 0.13%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| American Tire Distributors, Inc.                                             | American Tire Distributors, Inc. Term Loan B                                                                                                       | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    2103330 | PA      | $1914030.76   | 0.21%             | 2028-10-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                                                                                  | CUSIP: 04625HAE9<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    1028360 | PA      | $1048527.60   | 0.12%             | 2026-11-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6966200 | PA      | $6571085.50   | 0.73%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     310000 | PA      | $328574.62    | 0.04%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-297.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     577000 | PA      | $280471.02    | 0.03%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-470.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      89000 | PA      | $86432.01     | 0.01%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1164000 | PA      | $215558.25    | 0.02%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                                                     | Solaris Midstream Holdings LLC                                                                                                                     | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1370180.91   | 0.15%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                       | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                             | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |      65840 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1635.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                        | HUB International Ltd                                                                                                                              | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     292000 | PA      | $286631.38    | 0.03%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                | Nordstrom Inc                                                                                                                                      | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     188000 | PA      | $135617.67    | 0.02%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1372961 | PA      | $1375021.95   | 0.15%             | 2027-12-25      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     760488 | PA      | $769521.36    | 0.09%             | 2023-11-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                                                                                                 | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1394531.85   | 0.16%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Encore Automotive Acceptance                                                 | AG44635ENCORE AUTOMOTIVE ACCEPTANCE WARRANTS EXP 7/5/2031                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                     | Hess Midstream Operations LP                                                                                                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     481000 | PA      | $466853.98    | 0.05%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-56.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                              | Zacapa S.a r.l. Initial Term Loan (2022)                                                                                                           | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    2126254 | PA      | $2038992.58   | 0.23%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                                      | Regatta XIX Funding Ltd                                                                                                                            | CUSIP: 75888CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     348513 | PA      | $315875.80    | 0.04%             | 2035-04-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $363814.32    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     807000 | PA      | $608107.62    | 0.07%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-48.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp                                                                   | Fluor Corp                                                                                                                                         | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     227000 | PA      | $205829.72    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $218.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                                            | General Motors Co                                                                                                                                  | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      19000 | PA      | $15535.37     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                       | Gran Tierra Energy Inc                                                                                                                             | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     732000 | PA      | $595177.88    | 0.07%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                             | FirstEnergy Corp                                                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      51000 | PA      | $33701.32     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                           | CA Magnum Holdings                                                                                                                                 | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    2039000 | PA      | $1845560.07   | 0.21%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                                              | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $89411.36     | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-72.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                               | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     433000 | PA      | $375317.46    | 0.04%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                                            | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     448000 | PA      | $383264.00    | 0.04%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                   | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      62000 | PA      | $53809.46     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                                                                                           | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      48000 | PA      | $37938.74     | 0.00%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                              | Lehman XS Trust 2007-10H                                                                                                                           | CUSIP: 525237AV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119692 | PA      | $10890.44     | 0.00%             | 2037-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1506000 | PA      | $1356433.19   | 0.15%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                      | Natura &Co Luxembourg Holdings Sarl                                                                                                                | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     837000 | PA      | $730439.44    | 0.08%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     211000 | PA      | $192014.60    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                    | Olin Corp                                                                                                                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     263000 | PA      | $249379.32    | 0.03%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd                                                        | Transocean Pontus Ltd                                                                                                                              | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     156240 | PA      | $153763.09    | 0.02%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-800.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                      | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1578000 | PA      | $1178150.56   | 0.13%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2IKR7   CDX 2I65BRZH6 05.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2IKR7   CDX 2I65BRZH6 05.000 SP 12/20/2027 MSNYUS33XXX FLOAT       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  114620000 | OU      | $845620.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG Investors Corp.                                                          | EIG Investors Corp. Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300AWVC7LBOKRMB96 | Long             | LON              | CORP              | US        |    1968828 | PA      | $1764562.18   | 0.20%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)   | LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)                                                | CUSIP: 000000000<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     792636 | PA      | $745473.74    | 0.08%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-2.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                         | Rackspace Technology Global Inc                                                                                                                    | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |      82000 | PA      | $36040.05     | 0.00%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1704887.65   | 0.19%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1444000 | PA      | $1390732.89   | 0.16%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     158000 | PA      | $157582.41    | 0.02%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                            | Kosmos Energy Ltd                                                                                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     545000 | PA      | $435931.88    | 0.05%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                                | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     208000 | PA      | $197818.65    | 0.02%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD INR                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-53.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                     | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                                     | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      78688 | PA      | $71837.82     | 0.01%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                              | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1886000 | PA      | $351621.13    | 0.04%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-CCRE20 Mortgage Trust                                                                                                                    | CUSIP: 12592LBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8491401 | PA      | $112770.05    | 0.01%             | 2047-11-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | Block Inc                                                                                                                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     463000 | PA      | $413847.16    | 0.05%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                     | Liberty Mutual Group Inc                                                                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      32000 | PA      | $19608.07     | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    5165000 | PA      | $4078014.34   | 0.46%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                                                                                         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     530000 | PA      | $428727.24    | 0.05%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                      | EnerSys                                                                                                                                            | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     935000 | PA      | $845163.31    | 0.09%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     114046 | OU      | $-27916.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                 | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     256000 | PA      | $160320.00    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $7283.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $123.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                     | Granite US Holdings Corp                                                                                                                           | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     507000 | PA      | $533800.82    | 0.06%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | Centene Corp                                                                                                                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2749000 | PA      | $2159202.76   | 0.24%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2995000 | PA      | $1932109.18   | 0.22%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $1980232.66   | 0.22%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                 | Cars.com Inc                                                                                                                                       | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     830000 | PA      | $739554.00    | 0.08%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                      | ILFC E-Capital Trust II                                                                                                                            | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    2000000 | PA      | $1296267.28   | 0.14%             | 2065-12-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                       | BCP V MODULAR SERVICES /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    1214000 | PA      | $955448.11    | 0.11%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                          | Verisure Holding AB                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     885000 | PA      | $822108.86    | 0.09%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                     | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1307000 | PA      | $1095072.34   | 0.12%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                              | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    2085000 | PA      | $1900211.89   | 0.21%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                     | Vistra Operations Co LLC                                                                                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     207000 | PA      | $178602.02    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                    | Olin Corp                                                                                                                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     145000 | PA      | $132343.77    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $568.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     769000 | PA      | $701071.09    | 0.08%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2193.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED IDR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $4.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     202000 | PA      | $206079.65    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                               | Air Lease Corp                                                                                                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1036621.93   | 0.12%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2563000 | PA      | $2390434.41   | 0.27%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Stacr Remic Trust 2020-HQA2                                                                                                            | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40982 | PA      | $41401.06     | 0.00%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                 | Dufry One BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    1260000 | PA      | $1306040.96   | 0.15%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-130.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                      | MPT Operating Partnership LP / MPT Finance Corp                                                                                                    | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              |  | US        |     137000 | PA      | $125081.20    | 0.01%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                  | Chemours Co/The                                                                                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     232000 | PA      | $208316.63    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                                                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     548000 | PA      | $529182.12    | 0.06%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                  | Bear Stearns ARM Trust 2007-4                                                                                                                      | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311540 | PA      | $278074.96    | 0.03%             | 2047-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                               | ANGI Group LLC                                                                                                                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2173227.71   | 0.24%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     236000 | PA      | $185072.10    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28762.83     | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2I9O7   CDS US105756BV13 01.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2I9O7   CDS US105756BV13 01.000 SP 12/20/2027 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     320000 | OU      | $-20564.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN LONG                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    1139731 | OU      | $-435269.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                                        | Bed Bath & Beyond Inc                                                                                                                              | CUSIP: 075896AC4<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |      58000 | PA      | $5744.71      | 0.00%             | 2044-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1336000 | PA      | $951900.00    | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442310 | PA      | $448912.86    | 0.05%             | 2025-07-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     691000 | PA      | $557641.22    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                                                                                    | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3065000 | PA      | $3013739.01   | 0.34%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                           | Enact Holdings Inc                                                                                                                                 | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     207000 | PA      | $203502.61    | 0.02%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                                                 | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $395218.58    | 0.04%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                     | Advanced Drainage Systems Inc                                                                                                                      | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     140000 | PA      | $131588.88    | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2247165.57   | 0.25%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                     | Rockies Express Pipeline LLC                                                                                                                       | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      77000 | PA      | $64671.44     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                              | Nissan Motor Co Ltd                                                                                                                                | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1084000 | PA      | $981448.98    | 0.11%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                                     | Curo Group Holdings Corp                                                                                                                           | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    3717000 | PA      | $1722280.35   | 0.19%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      33000 | PA      | $31068.71     | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                     | Teva Pharmaceutical Finance Netherlands III BV                                                                                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     517000 | PA      | $465881.63    | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $18.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                            | Q-Park Holding I BV                                                                                                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     579000 | PA      | $516505.66    | 0.06%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                                      | Universal Entertainment Corp                                                                                                                       | CUSIP: 91349WAB4<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $186582.37    | 0.02%             | 2024-12-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean Guardian Ltd                                                      | Transocean Guardian Ltd                                                                                                                            | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     152525 | PA      | $149432.68    | 0.02%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                     | Smyrna Ready Mix Concrete LLC                                                                                                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      41000 | PA      | $36663.79     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                     | Comision Federal de Electricidad                                                                                                                   | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     650000 | PA      | $571918.75    | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                          | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2235916 | PA      | $2227747.25   | 0.25%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                     | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     378000 | PA      | $378905.71    | 0.04%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                                                                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $832912.20    | 0.09%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                                  | Harsco Corp                                                                                                                                        | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1088803.00   | 0.12%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                              | Cemex SAB de CV                                                                                                                                    | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     424000 | PA      | $434070.00    | 0.05%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                                                  | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     382000 | PA      | $389004.49    | 0.04%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | Long: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL SHORT      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     200325 | OU      | $-76505.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CT TRUST                                                                     | CT Trust                                                                                                                                           | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     230000 | PA      | $201940.00    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     123000 | PA      | $59423.03     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUISS LONG                                                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |    3418509 | OU      | $-1305547.48  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     981000 | PA      | $681795.00    | 0.08%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                 | Peru LNG Srl                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     909000 | PA      | $756628.88    | 0.08%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                          | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1356000 | PA      | $1057680.00   | 0.12%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1098905 | PA      | $291209.83    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                             | RALI Series 2005-QS14 Trust                                                                                                                        | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203660 | PA      | $175135.30    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                        | TPro Acquisition Corp                                                                                                                              | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1056764.19   | 0.12%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SEK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $121.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                           | Forestar Group Inc                                                                                                                                 | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     385000 | PA      | $342318.06    | 0.04%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                     | Veritas US Inc / Veritas Bermuda Ltd                                                                                                               | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2052206.93   | 0.23%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                | Nordstrom Inc                                                                                                                                      | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      47000 | PA      | $35282.20     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                              | Madison IAQ LLC                                                                                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     359000 | PA      | $246933.78    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                          | TreeHouse Foods Inc                                                                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     154000 | PA      | $131298.46    | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     847043 | PA      | $861850.75    | 0.10%             | 2030-07-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     805929 | OU      | $-197210.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                      | Fideicomiso PA Pacifico Tres                                                                                                                       | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 6642880338 | PA      | $1462721.69   | 0.16%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    5699000 | PA      | $4947490.82   | 0.55%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                       | National CineMedia LLC                                                                                                                             | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     623000 | PA      | $142037.70    | 0.02%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1280766.98  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                             | Arches Buyer Inc                                                                                                                                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     666000 | PA      | $534433.50    | 0.06%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | REVERSE REPO CONTRACT U S THE BA 3.000% 10/12/24                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |    -262535 | PA      | $-262535.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                     | Magnetation LLC / Mag Finance Corp                                                                                                                 | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2857000 | PA      | $0.03         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN /EUR/ REGD                                          | ALLWYN ENTERTAINMENT FIN /EUR/ REGD V/R 144A P/P                                                                                                   | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $676658.19    | 0.08%             | 2028-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | IS2I9G9   TRS IBXXC2D1-3-2023 /LONG/                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    8930000 | OU      | $229715.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                      | LCPR Senior Secured Financing DAC                                                                                                                  | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $187890.41    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                          | Braskem Netherlands Finance BV                                                                                                                     | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1342000 | PA      | $1133990.00   | 0.13%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     335804 | OU      | $-82171.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                            | Iron Mountain Inc                                                                                                                                  | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    1576000 | PA      | $1449716.19   | 0.16%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                | CommScope Inc                                                                                                                                      | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      86000 | PA      | $67284.22     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                     | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     718000 | PA      | $544567.42    | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                     | Telenet Finance Luxembourg Notes Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $359860.38    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                                                  | Domtar Corp                                                                                                                                        | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     243000 | PA      | $210822.83    | 0.02%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                    | TEGNA Inc                                                                                                                                          | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     333000 | PA      | $315243.25    | 0.04%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                       | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                                      | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     196000 | PA      | $204743.82    | 0.02%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                                        | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $183776.06    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                       | Star Energy Geothermal Wayang Windu Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     185673 | PA      | $175147.85    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                | TopBuild Corp                                                                                                                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      69000 | PA      | $56060.06     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0KV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2747878 | PA      | $2880919.15   | 0.32%             | 2028-12-25      | Floating      | 15.64%                | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                      | MPT Operating Partnership LP / MPT Finance Corp                                                                                                    | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     120000 | PA      | $100980.34    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                                                                                    | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1072000 | PA      | $950472.47    | 0.11%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |     505000 | PA      | $143072.81    | 0.02%             | 2025-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     840000 | PA      | $783560.40    | 0.09%             | 2028-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                            | Tutor Perini Corp                                                                                                                                  | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      31000 | PA      | $27174.20     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                                             | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     580000 | PA      | $466922.88    | 0.05%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTEL PKG HOLDCO ISSUER                                                      | Intelligent Packaging Holdco Issuer LP                                                                                                             | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     611000 | PA      | $424332.12    | 0.05%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NOK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $89.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                     | Telesat Canada / Telesat LLC                                                                                                                       | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $28042.07     | 0.00%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                      | Dealer Tire LLC / DT Issuer LLC                                                                                                                    | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1116000 | PA      | $950943.95    | 0.11%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                           | Telecom Italia SpA/Milano                                                                                                                          | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | US        |     403000 | PA      | $379137.90    | 0.04%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                                                                                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      49000 | PA      | $41062.37     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178413.68    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                      | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $56412.67     | 0.01%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS Group AG                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     620000 | PA      | $612995.44    | 0.07%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                                           | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $1065773.77   | 0.12%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | AssuredPartners Inc                                                                                                                                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1620833.13   | 0.18%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                                                     | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                    | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $400313.78    | 0.04%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CoreLogic Inc                                                                                                                                      | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     119000 | PA      | $91283.51     | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-958.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                                           | Elmwood CLO IX Ltd                                                                                                                                 | CUSIP: 29003VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $227199.75    | 0.03%             | 2034-07-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| KCA DEUTAG UK FINANCE PL                                                     | KCA Deutag UK Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |      88000 | PA      | $82753.05     | 0.01%             | 2025-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148668 | PA      | $149408.53    | 0.02%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $972497.36    | 0.11%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc. (aka BMC Software, Inc.)                           | Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan                                                               | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    1484039 | PA      | $1418444.33   | 0.16%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4244 | PA      | $4365.17      | 0.00%             | 2028-04-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | Sealed Air Corp                                                                                                                                    | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45593.83     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                                                  | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2824197.00   | 0.32%             | 2033-04-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     331000 | PA      | $249086.22    | 0.03%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                         | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $211014.94    | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Koppers Inc                                                                  | Koppers Inc                                                                                                                                        | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |     118000 | PA      | $113087.11    | 0.01%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                                              | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     439000 | PA      | $397612.63    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                         | Elmwood CLO VIII Ltd                                                                                                                               | CUSIP: 290021AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     350235 | PA      | $324983.41    | 0.04%             | 2034-01-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Angolan Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $181000.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                      | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     249000 | PA      | $191480.84    | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 4 Ltd                                                                                                                                      | CUSIP: 48662AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     585320 | PA      | $511347.84    | 0.06%             | 2032-04-25      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                    | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     612000 | PA      | $563917.00    | 0.06%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                       | Energizer Holdings Inc                                                                                                                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     147000 | PA      | $124954.32    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                   | Belden Inc                                                                                                                                         | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1363986.89   | 0.15%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2496000 | PA      | $2105449.31   | 0.24%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                                                         | Strathcona Resources Ltd/Alberta                                                                                                                   | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |     227000 | PA      | $166596.43    | 0.02%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     247000 | PA      | $19760.00     | 0.00%             | 2022-09-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                       | Victoria's Secret & Co                                                                                                                             | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      58000 | PA      | $45509.83     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                                               | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     172000 | PA      | $123682.03    | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                       | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $2387916.60   | 0.27%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NZD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1511.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-689.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CaixaBank SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $979859.42    | 0.11%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                     | BCPE Ulysses Intermediate Inc                                                                                                                      | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     518000 | PA      | $320540.65    | 0.04%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                   | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     597000 | PA      | $488613.74    | 0.05%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                                                                                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     760000 | PA      | $612428.24    | 0.07%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC Initial Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2202125 | PA      | $2150507.19   | 0.24%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $-18.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                     | Camelot Return Merger Sub Inc                                                                                                                      | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $221981.45    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     862000 | PA      | $568920.00    | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                        | PennyMac Financial Services Inc                                                                                                                    | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      85000 | PA      | $77013.15     | 0.01%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2013-GC11                                                                                                      | CUSIP: 17320DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     756991 | PA      | $650.26       | 0.00%             | 2046-04-10      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1735749.79   | 0.19%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED ZAR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $48.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                                               | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     649000 | PA      | $541225.44    | 0.06%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                              | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $1998766.46   | 0.22%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                            | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    7978000 | PA      | $558460.00    | 0.06%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp. Term B-1 Loan                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744020 | PA      | $737777.83    | 0.08%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $-57.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-309.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $174762.31    | 0.02%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                         | Verisk Analytics Inc                                                                                                                               | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4686.38      | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-105.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                   | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $816513.82    | 0.09%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                         | Freeport-McMoRan Inc                                                                                                                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     694000 | PA      | $625454.11    | 0.07%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vector Group Ltd                                                             | Vector Group Ltd                                                                                                                                   | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     138000 | PA      | $137471.91    | 0.02%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                                                                                          | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     102000 | PA      | $90205.45     | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | Lloyds Banking Group PLC                                                                                                                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     854000 | PA      | $904277.41    | 0.10%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                                 | Hunt Cos Inc                                                                                                                                       | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              |  | US        |      32000 | PA      | $27035.31     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $621.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                              | 180 Medical Inc                                                                                                                                    | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $893670.09    | 0.10%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                           | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     204000 | PA      | $193392.36    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                                               | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     319000 | PA      | $280381.06    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                                                                                              | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     835000 | PA      | $734800.00    | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                       | Millennium Escrow Corp                                                                                                                             | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1894000 | PA      | $1205657.65   | 0.13%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                               | MONITRONICS INTERNATIONAL, INC                                                                                                                     | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     958000 | PA      | $0.01         | 0.00%             | 2023-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| GRAY ESCROW II INC                                                           | Gray Escrow II Inc                                                                                                                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1364000 | PA      | $987199.39    | 0.11%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                            | Nexa Resources SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     773000 | PA      | $748022.44    | 0.08%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                              | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1739000 | PA      | $1451262.63   | 0.16%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Industries Holdings Ltd                                                      | Industries Holdings Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     838296 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STUDIO CITY CO LTD                                                           | Studio City Co Ltd                                                                                                                                 | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     289000 | PA      | $269492.50    | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     192000 | PA      | $206958.35    | 0.02%             | 2025-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6953.10      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD PLN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-350.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     870000 | PA      | $750581.83    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $959171.97    | 0.11%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $1528.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | Viking Cruises Ltd                                                                                                                                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     791000 | PA      | $645647.28    | 0.07%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                     | Graphic Packaging International LLC                                                                                                                | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1472762.81   | 0.16%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    2379400 | PA      | $1702947.18   | 0.19%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SEK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-17.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: IS2IGJ1   IRS RSOFRP03.34 09/23/32 MSNYUS33XXX FLOAT / Short: IS2IGJ1   IRS P03.34RSOFR 09/23/32 MSNYUS33XXX FIXED                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      14000 | OU      | $264.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $279.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $-100.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-277.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                     | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $323522.32    | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                          | Buckeye Partners LP                                                                                                                                | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     214000 | PA      | $188025.61    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHOTO HOLDINGS MERGER SU                                                     | Photo Holdings Merger Sub Inc                                                                                                                      | CUSIP: 719245AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     102000 | PA      | $58614.29     | 0.01%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                | Parkland Corp/Alberta                                                                                                                              | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     220000 | PA      | $183276.89    | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      84268 | OU      | $-20620.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $87.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                      | Dell International LLC / EMC Corp                                                                                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $149127.80    | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                          | MEGlobal Canada ULC                                                                                                                                | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |     343000 | PA      | $344029.00    | 0.04%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                          | CASTLE UK FINCO PLC /EUR/ REGD V/R 144A P/P                                                                                                        | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     514000 | PA      | $407011.28    | 0.05%             | 2028-05-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                     | Marriott Ownership Resorts Inc                                                                                                                     | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     449000 | PA      | $462752.87    | 0.05%             | 2025-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     207000 | PA      | $194472.40    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                  | Hologic Inc                                                                                                                                        | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     236000 | PA      | $203809.53    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD TWD                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $119.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                           | Vivion Investments Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |    1000000 | PA      | $835014.56    | 0.09%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     652000 | PA      | $464550.00    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities, LLC                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 JPMORGAN LONG                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    4054986 | OU      | $-992593.06   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                               | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     610438 | PA      | $604658.15    | 0.07%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2012-CCRE3 Mortgage Trust                                                                                                                     | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1194967 | PA      | $41.82        | 0.00%             | 2045-10-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                 | SM Energy Co                                                                                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25343.71     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | XX        |    1819000 | PA      | $1921394.63   | 0.21%             | 2023-09-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-138.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                      | Crescent Energy Finance LLC                                                                                                                        | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $954523.98    | 0.11%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                                                                                                 | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     115000 | PA      | $83769.45     | 0.01%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $283.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                                                                                              | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     682000 | PA      | $626751.10    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $894.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| de Volksbank N.V.                                                            | SNS BANK NV /EUR/ REGD /PERP/ REG S EMTN                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     620000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| ECO MATERIAL TECH INC                                                        | Eco Material Technologies Inc                                                                                                                      | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2512830.14   | 0.28%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                               | GoTo Group Inc                                                                                                                                     | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    1201000 | PA      | $648239.93    | 0.07%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED JPY / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |          1 | NC      | $583.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc                                                                                                                                        | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $3139906.96   | 0.35%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                          | Kobe US Midco 2 Inc                                                                                                                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $909855.83    | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                               | PDC Energy Inc                                                                                                                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1498158.19   | 0.17%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1034069 | PA      | $260585.39    | 0.03%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                | CommScope Inc                                                                                                                                      | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     276000 | PA      | $254718.75    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                        | Shea Homes LP / Shea Homes Funding Corp                                                                                                            | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     549000 | PA      | $479736.22    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                      | Standard Industries Inc/NJ                                                                                                                         | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     211000 | PA      | $189876.20    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     248867 | OU      | $-95043.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1489294.41   | 0.17%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                                                                                         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3880000 | PA      | $3158849.19   | 0.35%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     235062 | OU      | $-57539.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     852000 | PA      | $718848.43    | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $893956.22    | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165850.11    | 0.02%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                        | AECOM                                                                                                                                              | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     210000 | PA      | $203276.78    | 0.02%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                 | JELD-WEN Inc                                                                                                                                       | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     128000 | PA      | $106931.31    | 0.01%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | Lindblad Expeditions LLC                                                                                                                           | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     365000 | PA      | $331152.55    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $125.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                                    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2191000 | PA      | $2164975.41   | 0.24%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI INFRA ESC HLDGS LLC                                                     | FTAI Infra Escrow Holdings LLC                                                                                                                     | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     157000 | PA      | $157175.84    | 0.02%             | 2027-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                         | JSW Hydro Energy Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     482325 | PA      | $401324.55    | 0.04%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                           | Murphy Oil USA Inc                                                                                                                                 | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      69000 | PA      | $66934.40     | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                      | Stagwell Global LLC                                                                                                                                | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $55234.03     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1431000 | PA      | $687707.76    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                        | Foundation Building Materials Inc                                                                                                                  | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     246000 | PA      | $184732.37    | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     196000 | PA      | $166878.15    | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                 | Virtusa Corp                                                                                                                                       | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     717000 | PA      | $550087.45    | 0.06%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                          | General Electric Co                                                                                                                                | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1664616.32   | 0.19%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | KR        |          1 | NC      | $2773.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                                                              | Affinity Gaming                                                                                                                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $169202.03    | 0.02%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     797000 | PA      | $656753.86    | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                           | Bahrain Government International Bond                                                                                                              | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1193000 | PA      | $1084735.25   | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt PLC                                                             | Mallinckrodt PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |       3821 | NS      | $29612.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $-109.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                       | VistaJet Malta Finance PLC / XO Management Holding Inc                                                                                             | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      15000 | PA      | $11990.63     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1916000 | PA      | $1797068.19   | 0.20%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     306000 | PA      | $23715.00     | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-63.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-251.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                        | CMG Media Corp                                                                                                                                     | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     158000 | PA      | $118878.89    | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                                                                                               | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    1736000 | PA      | $1399809.87   | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                                          | Centurion Bidco SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |     946000 | PA      | $871627.80    | 0.10%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | Diebold Nixdorf Inc                                                                                                                                | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      51500 | PA      | $35020.00     | 0.00%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                             | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1547000 | PA      | $974.61       | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                                            | Motion Bondco DAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     670000 | PA      | $581331.11    | 0.06%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                        | Hightower Holding LLC                                                                                                                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2936000 | PA      | $2457691.28   | 0.27%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                         | LifePoint Health Inc                                                                                                                               | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      65000 | PA      | $36798.20     | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-372.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                           | Garden Spinco Corp                                                                                                                                 | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     883000 | PA      | $921644.29    | 0.10%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                                      | Ulker Biskuvi Sanayi AS                                                                                                                            | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     327000 | PA      | $272288.81    | 0.03%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                     | Discovery Communications LLC                                                                                                                       | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     179000 | PA      | $155231.97    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                    | Lear Corp                                                                                                                                          | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2534.46      | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SGD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SG        |          1 | NC      | $152.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                       | Presidio Holdings Inc. Initial Term Loan (2020)                                                                                                    | CUSIP: 000000000<br>LEI: 549300W6QS2STYNT5D78 | Long             | LON              | CORP              | US        |     388050 | PA      | $380048.41    | 0.04%             | 2027-01-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $510.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                       | CHL Mortgage Pass-Through Trust 2007-13                                                                                                            | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     289425 | PA      | $120016.59    | 0.01%             | 2037-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                                        | Dresdner Funding Trust I                                                                                                                           | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     108000 | PA      | $111777.85    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MONITRONICS                                                                  | MONITRONICS                                                                                                                                        | CUSIP: 000000000<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      17878 | NS      | $2681.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-51.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                             | AHP Health Partners Inc                                                                                                                            | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     988000 | PA      | $771143.29    | 0.09%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NZD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-36.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                         | Rackspace Technology Global Inc                                                                                                                    | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $2261646.26   | 0.25%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                                                                                               | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      77000 | PA      | $60621.63     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                     | Olympus Water US Holding Corp                                                                                                                      | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     755000 | PA      | $719960.63    | 0.08%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                             | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $101.43       | 0.00%             | 2023-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                                            | Chrome Bidco SASU                                                                                                                                  | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $794443.08    | 0.09%             | 2028-05-31      | Fixed         | 3.50%                 | 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        |     314462 | PA      | $272160.69    | 0.03%             | 2037-12-28      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                                          | Crown Point CLO 11 Ltd                                                                                                                             | CUSIP: 22845KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1769040.00   | 0.20%             | 2034-01-17      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |          1 | NC      | $-185.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-79.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                         | SandRidge Energy Inc                                                                                                                               | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        243 | NS      | $4138.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                                                                                                 | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      38000 | PA      | $29701.31     | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                     | Venture Global Calcasieu Pass LLC                                                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     890000 | PA      | $758732.71    | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                      | WESCO International Inc                                                                                                                            | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      35175 | NS      | $922288.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $129.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $175.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     951752 | PA      | $257448.92    | 0.03%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Costera                                                       | Fideicomiso PA Costera                                                                                                                             | CUSIP: 31574FAB3<br>LEI: 5493002XQPJWQYQDVX07 | Long             | DBT              | CORP              | CO        | 1230800000 | PA      | $222857.18    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     481000 | PA      | $378524.66    | 0.04%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                          | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     451000 | PA      | $366076.68    | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                     | Compass Group Diversified Holdings LLC                                                                                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    1277000 | PA      | $1095097.17   | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                     | Apollo Commercial Real Estate Finance Inc                                                                                                          | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |      14000 | PA      | $11202.93     | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                                                     | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     724000 | PA      | $721420.75    | 0.08%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                          | Mclaren Finance PLC                                                                                                                                | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    1973000 | PA      | $1471116.13   | 0.16%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-277.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                             | Ziggo Bond Co BV                                                                                                                                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    1124000 | PA      | $912222.56    | 0.10%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                        | UGI International LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $953259.32    | 0.11%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                 | ADT Security Corp/The                                                                                                                              | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82465.24     | 0.01%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                                                    | Alfa SAB de CV                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    1580000 | PA      | $1565977.50   | 0.18%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     131000 | PA      | $109368.63    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4231133.96   | 0.47%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-7                                                                             | CUSIP: 21052JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10805 | PA      | $9737.10      | 0.00%             | 2043-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1134887.06   | 0.13%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-4316.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1001625 | PA      | $993559.36    | 0.11%             | 2028-03-25      | Floating      | 13.19%                | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     885000 | PA      | $865894.10    | 0.10%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     161000 | PA      | $140267.13    | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      53000 | PA      | $43655.67     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                        | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      74000 | PA      | $74389.98     | 0.01%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1070.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                                                        | Conduent Business Services LLC / Conduent State & Local Solutions Inc                                                                              | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     136000 | PA      | $111169.03    | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                        | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1409000 | PA      | $1510278.92   | 0.17%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     303000 | PA      | $208444.10    | 0.02%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0EZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     592494 | PA      | $602516.22    | 0.07%             | 2027-10-25      | Floating      | 13.59%                | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                               | ADLER Group SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              |  | LU        |     200000 | PA      | $84883.79     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-154.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apache Corp                                                                  | Apache Corp                                                                                                                                        | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     214000 | PA      | $198548.20    | 0.02%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     319000 | PA      | $245291.06    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNG Holdings Inc                                                             | CNG Holdings Inc                                                                                                                                   | CUSIP: 12612DAH9<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     861000 | PA      | $728811.61    | 0.08%             | 2024-06-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA Inc                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     862000 | PA      | $775420.40    | 0.09%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                     | Science Applications International Corp                                                                                                            | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97590.93     | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                                                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     774000 | PA      | $765041.66    | 0.09%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                      | F-Brasile SpA / F-Brasile US LLC                                                                                                                   | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     957000 | PA      | $782720.40    | 0.09%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     551000 | PA      | $489819.98    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CAD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-225.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3264770 | PA      | $2986807.97   | 0.33%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                                             | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    1322000 | PA      | $1161955.38   | 0.13%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                                                                                        | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $978820.22    | 0.11%             | 2023-01-30      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     104000 | PA      | $85270.76     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-68.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                  | OCP CLO 2021-21 Ltd                                                                                                                                | CUSIP: 670897AA5<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $221440.50    | 0.02%             | 2034-07-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $59.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                                              | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     403000 | PA      | $384597.80    | 0.04%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                       | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1204000 | PA      | $1008189.80   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                      | QVC Inc                                                                                                                                            | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     133000 | PA      | $123887.16    | 0.01%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                         | RP Escrow Issuer LLC                                                                                                                               | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     638000 | PA      | $487926.78    | 0.05%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                     | Performance Food Group Inc                                                                                                                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $1023953.72   | 0.11%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                                                       | Home Point Capital Inc                                                                                                                             | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17089.22     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                              | Veritas US Inc. Dollar Term B-2021 Loan                                                                                                            | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     575759 | PA      | $403647.69    | 0.05%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                                                                                                 | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1382000 | PA      | $1143871.70   | 0.13%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     260000 | PA      | $232682.46    | 0.03%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                      | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                                   | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     781000 | PA      | $706846.67    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROFAC LTD                                                                 | Petrofac Ltd                                                                                                                                       | CUSIP: 716473AE3<br>LEI: 2138004624W8CKCSJ177 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $112977.34    | 0.01%             | 2026-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                           | AMN Healthcare Inc                                                                                                                                 | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     205000 | PA      | $188982.69    | 0.02%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                            | Service Corp International/US                                                                                                                      | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     239000 | PA      | $196450.67    | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     168000 | PA      | $172451.10    | 0.02%             | 2025-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-4                                                                        | CUSIP: 21051KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7077 | PA      | $6656.87      | 0.00%             | 2043-05-15      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                          | Clarivate Science Holdings Corp                                                                                                                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $147098.74    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                       | Energizer Holdings Inc                                                                                                                             | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     348000 | PA      | $302863.66    | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1090468.80   | 0.12%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH Salt Holdings Inc                                                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $11194.56     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                     | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                                   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1589871 | PA      | $1584246.02   | 0.18%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KLX ENERGY SERVICES HOLD                                                     | KLX Energy Services Holdings Inc                                                                                                                   | CUSIP: 48253LAA4<br>LEI: 5493004D4S7MAO1H3U27 | Long             | DBT              | CORP              | US        |      64000 | PA      | $57660.54     | 0.01%             | 2025-11-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $667313.57    | 0.07%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1351.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1024000 | PA      | $392192.00    | 0.04%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1880000 | PA      | $1682027.49   | 0.19%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: IS2H1T3   IRS RSOFRP02.73 07/25/32 MSNYUS33XXX FLOAT / Short: IS2H1T3   IRS P02.73RSOFR 07/25/32 MSNYUS33XXX FIXED                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      20000 | OU      | $1375.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | Block Inc                                                                                                                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1176515.30   | 0.13%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-156.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $676371.65    | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                           | PBF Holding Co LLC / PBF Finance Corp                                                                                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     201000 | PA      | $177888.20    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2272387.40   | 0.25%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     184000 | PA      | $198898.94    | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                           | CommScope Technologies LLC                                                                                                                         | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     255000 | PA      | $174891.79    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-557.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                   | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2385000 | PA      | $238.50       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                    | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     849000 | PA      | $799046.73    | 0.09%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                         | SRS Distribution Inc                                                                                                                               | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     329000 | PA      | $267032.65    | 0.03%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                      | AMC Entertainment Holdings Inc                                                                                                                     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     192000 | PA      | $104442.33    | 0.01%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                                                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     588000 | PA      | $448350.00    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                        | Playtika Holding Corp                                                                                                                              | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     867000 | PA      | $680372.07    | 0.08%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-321.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SGD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SG        |          1 | NC      | $193.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | Molina Healthcare Inc                                                                                                                              | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     222000 | PA      | $202559.04    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                     | Advantage Sales & Marketing Inc                                                                                                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     393000 | PA      | $297397.86    | 0.03%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1206673 | PA      | $0.01         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     414000 | PA      | $6210.00      | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                         | IHO Verwaltungs GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     885000 | PA      | $822131.81    | 0.09%             | 2026-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                                 | Carnival PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |     202000 | PA      | $88375.59     | 0.01%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                                                                                                 | CUSIP: 68205LAA1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     991000 | PA      | $969507.69    | 0.11%             | 2025-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    1415751 | OU      | $-540683.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED TWD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |          1 | NC      | $-131.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLO Mobile Inc                                                              | GOLO Mobile Inc                                                                                                                                    | CUSIP: 381721109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      38543 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                       | Sunoco LP / Sunoco Finance Corp                                                                                                                    | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     774000 | PA      | $733791.23    | 0.08%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $67496.69     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                                                                                           | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     109000 | PA      | $101081.77    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $1078.50      | 0.00%             |  |  |  | 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        |      47800 | PA      | $41509.50     | 0.00%             | 2037-03-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NOK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $37.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                                                  | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1329417 | PA      | $1220113.66   | 0.14%             | 2033-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BMC Software, Inc.                                                           | BMC Software, Inc. 2nd Lien Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     690000 | PA      | $633075.00    | 0.07%             | 2026-02-27      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Milano Acquisition Corp.                                                     | Milano Acquisition Corp. Term Loan B                                                                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1215200 | PA      | $1137731.00   | 0.13%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Genworth Mortgage Insurance Corporation                                      | Traingle Re 2020-1 Ltd                                                                                                                             | CUSIP: 89600MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     294445 | PA      | $295798.70    | 0.03%             | 2030-10-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $0.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4665000 | PA      | $3862712.46   | 0.43%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                           | Kontoor Brands Inc                                                                                                                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     894000 | PA      | $719496.54    | 0.08%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                     | Amentum Government Services Holdings LLC Initial Term Loan (First Lien)                                                                            | CUSIP: 000000000<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     312800 | PA      | $305239.62    | 0.03%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ATLANTIA SPA                                                                 | Atlantia SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    1915000 | PA      | $1703522.08   | 0.19%             | 2028-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                            | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     224000 | PA      | $204753.14    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                               | US Radiology Specialists, Inc. Closing Date Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1950411 | PA      | $1756891.54   | 0.20%             | 2027-12-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SGD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-71.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                         | Eagle RE 2018-1 Ltd                                                                                                                                | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |    2764436 | PA      | $2767897.07   | 0.31%             | 2028-11-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-172.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                     | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                                                     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8182.35      | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     193000 | PA      | $161197.66    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     520000 | PA      | $223535.00    | 0.02%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0RJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322953 | PA      | $339847.29    | 0.04%             | 2030-03-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                       | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      96000 | PA      | $90746.01     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                               | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |        136 | NS      | $680000.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                                                                                                           | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     154000 | PA      | $64543.54     | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $618.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERP IRON ORE LLC                                                             | ERP IRON ORE LLC                                                                                                                                   | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240007 | PA      | $160108.91    | 0.02%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| SPRINT LLC                                                                   | Sprint LLC                                                                                                                                         | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170846.10    | 0.02%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |     201000 | PA      | $54270.00     | 0.01%             | 2026-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                                         | Verscend Escrow Corp                                                                                                                               | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     551000 | PA      | $539738.02    | 0.06%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                                                       | Mauser Packaging Solutions Holding Co                                                                                                              | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204320.77    | 0.02%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                              | Adams Homes Inc                                                                                                                                    | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     598000 | PA      | $507554.49    | 0.06%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     289000 | PA      | $227370.75    | 0.03%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     202000 | PA      | $183197.64    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                | CDX 137BERAF4 03.000 SP 05/11/2063 CITIBANK LONG                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     287651 | OU      | $-70388.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                        | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $915432.70    | 0.10%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                             | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1077.30      | 0.00%             | 2026-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    5719000 | PA      | $5929173.25   | 0.66%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | Viasat Inc                                                                                                                                         | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     161000 | PA      | $150271.68    | 0.02%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                                               | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     309000 | PA      | $247451.06    | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     313000 | PA      | $51410.25     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                      | Consolidated Energy Finance SA                                                                                                                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     196000 | PA      | $167159.55    | 0.02%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                        | Topaz Solar Farms LLC                                                                                                                              | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     111655 | PA      | $105618.35    | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                                                  | Padagis LLC Term B Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     470588 | PA      | $414903.53    | 0.05%             | 2028-07-06      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                         | ZF Europe Finance BV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $325901.43    | 0.04%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1480511.31   | 0.17%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | Murphy Oil Corp                                                                                                                                    | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179004.36    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                                         | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     210000 | PA      | $211698.57    | 0.02%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $135004.64    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | Navient Corp                                                                                                                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     792000 | PA      | $692722.63    | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                     | British Telecommunications PLC                                                                                                                     | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     214000 | PA      | $180065.58    | 0.02%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                             | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     136137 | PA      | $128988.37    | 0.01%             | 2025-11-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                                                      | Ahlstrom-Munksjo Holding 3 Oy                                                                                                                      | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     178000 | PA      | $160478.52    | 0.02%             | 2028-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-594.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $331.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Angolan Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2118000 | PA      | $2181540.00   | 0.24%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                              | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1097000 | PA      | $856637.95    | 0.10%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                     | Moss Creek Resources Holdings Inc                                                                                                                  | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     202000 | PA      | $193292.12    | 0.02%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $249.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED COP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $1.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     200000 | PA      | $32100.00     | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                     | Primo Water Holdings Inc                                                                                                                           | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     148000 | PA      | $127818.38    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Operations Co LLC                                                                                                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     163000 | PA      | $151689.17    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                           | Bahrain Government International Bond                                                                                                              | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1146000 | PA      | $1007620.50   | 0.11%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                             | REVERSE REPO CONTRACT CREDIT SUISSE /EUR                                                                                                           | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |    -853574 | PA      | $-913708.81   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-45.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                                                          | Spectrum Brands Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     530000 | PA      | $528827.55    | 0.06%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD INR                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $19.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                                                                                     | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     734000 | PA      | $668307.00    | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                                         | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    2324000 | PA      | $2193020.92   | 0.25%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $57684.38     | 0.01%             | 2034-09-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                              | AdaptHealth LLC                                                                                                                                    | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     288000 | PA      | $266284.87    | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) | Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan                                                           | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    1039097 | PA      | $1035803.38   | 0.12%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                                                                                                   | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     562497 | PA      | $159186.65    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                | Global Medical Response, Inc. 2018 New Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     888820 | PA      | $625507.07    | 0.07%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-74.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                       | Southwestern Energy Co                                                                                                                             | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     187000 | PA      | $173204.22    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                      | SPCM SA                                                                                                                                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     655000 | PA      | $566636.90    | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                     | OZLM XXII Ltd                                                                                                                                      | CUSIP: 67111XAA0<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |     349085 | PA      | $256241.66    | 0.03%             | 2031-01-17      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                        | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1129700.04   | 0.13%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                            | Service Corp International/US                                                                                                                      | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     166000 | PA      | $140900.92    | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3373000 | PA      | $2680791.35   | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                                        | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89000 | PA      | $83729.48     | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-243.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED ZAR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |          1 | NC      | $283.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPL Holdings Inc                                                                                                                                   | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      75000 | PA      | $64309.10     | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $902382.90    | 0.10%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1276674 | PA      | $1281443.86   | 0.14%             | 2029-04-25      | Floating      | 13.64%                | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                                                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     991000 | PA      | $857527.59    | 0.10%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                      | Liberty Interactive LLC                                                                                                                            | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     871006 | PA      | $291058.78    | 0.03%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                                             | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     255000 | PA      | $251827.20    | 0.03%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |          1 | NC      | $937.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                       | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     911000 | PA      | $710969.84    | 0.08%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     163467 | OU      | $-39548.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                          | Charles Schwab Corp/The                                                                                                                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1084807.31   | 0.12%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                              | Cemex SAB de CV                                                                                                                                    | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     505000 | PA      | $467125.00    | 0.05%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2835000 | PA      | $1813746.36   | 0.20%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                     | First Quantum Minerals Ltd                                                                                                                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1215000 | PA      | $1133215.31   | 0.13%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                        | Ahead DB Holdings LLC                                                                                                                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     725000 | PA      | $582862.92    | 0.07%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1203000 | PA      | $978941.25    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     445000 | PA      | $398244.99    | 0.04%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                   | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1060898.68   | 0.12%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-183.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | Talos Production Inc                                                                                                                               | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     435000 | PA      | $458891.73    | 0.05%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-420.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                                                                 | Playtech Plc                                                                                                                                       | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |     101000 | PA      | $101584.19    | 0.01%             | 2026-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: IS2J2U7   IRS RSOFRP03.65 10/17/32 MSNYUS33XXX FLOAT / Short: IS2J2U7   IRS P03.65RSOFR 10/17/32 MSNYUS33XXX FIXED                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      50000 | OU      | $-349.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     338000 | PA      | $305650.27    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-399.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                                                                                                    | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     935000 | PA      | $807454.55    | 0.09%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     416000 | PA      | $356937.76    | 0.04%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                                                   | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1030175.25   | 0.12%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)          | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan                                                                  | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     354839 | PA      | $324567.61    | 0.04%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                       | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                           | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92161 | PA      | $79718.16     | 0.01%             | 2047-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                           | Murphy Oil USA Inc                                                                                                                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     246000 | PA      | $204828.44    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                       | VistaJet Malta Finance PLC / XO Management Holding Inc                                                                                             | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     185000 | PA      | $166962.50    | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                            | Cometa Energia SA de CV                                                                                                                            | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |     471350 | PA      | $446103.32    | 0.05%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $13.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     371022 | PA      | $169696.19    | 0.02%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1050307.23   | 0.12%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp. Term B Loan (First Lien)                                                                                                             | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     617352 | PA      | $601788.53    | 0.07%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENRGY CRP / PREFERRED RESTRICTED                                    | GULFPORT ENRGY CRP / PREFERRED RESTRICTED                                                                                                          | CUSIP: 000000000<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |          6 | NS      | $30000.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITHACA ENERGY NORTH                                                          | Ithaca Energy North Sea PLC                                                                                                                        | CUSIP: 46567TAB0<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    1188000 | PA      | $1169592.24   | 0.13%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                       | Chesapeake Energy Corp                                                                                                                             | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     135000 | PA      | $128608.33    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     237000 | PA      | $183017.73    | 0.02%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                        | Shea Homes LP / Shea Homes Funding Corp                                                                                                            | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     911000 | PA      | $767904.00    | 0.09%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                                         | White Cap Parent LLC                                                                                                                               | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     329000 | PA      | $284258.19    | 0.03%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $9109.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                            | At Home Group Inc                                                                                                                                  | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |      63000 | PA      | $36571.80     | 0.00%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                      | INEOS Quattro Finance 1 Plc                                                                                                                        | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |     101000 | PA      | $88864.55     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     680599 | PA      | $698636.74    | 0.08%             | 2024-01-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | Netflix Inc                                                                                                                                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     247000 | PA      | $239995.77    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      12000 | PA      | $9047.37      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARLSON TRAVEL INC                                                           | CARLSON TRAVEL INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002YB4LSO97BF704 | Long             | EC               | CORP              | US        |      23801 | NS      | $145186.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                     | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     657000 | PA      | $587094.80    | 0.07%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                          | Artera Services LLC                                                                                                                                | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     192000 | PA      | $160229.65    | 0.02%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                               | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     344000 | PA      | $313185.70    | 0.04%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                         | Commercial Metals Co                                                                                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70495.33     | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                      | Titan International Inc                                                                                                                            | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1393354.51   | 0.16%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2585.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                               | Wynn Macau Ltd                                                                                                                                     | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     286000 | PA      | $268697.00    | 0.03%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                         | Aramark Services Inc                                                                                                                               | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     217000 | PA      | $214863.67    | 0.02%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                       | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $21410.03     | 0.00%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                    | ACProducts Holdings, Inc. Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1947345 | PA      | $1449662.04   | 0.16%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                                           | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     340000 | PA      | $326965.06    | 0.04%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                             | Flatiron CLO 21 Ltd                                                                                                                                | CUSIP: 33883TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $351315.60    | 0.04%             | 2034-07-19      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                         | Enel Finance International NV                                                                                                                      | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1190000 | PA      | $1266541.01   | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                     | Graham Packaging Co Inc                                                                                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     297000 | PA      | $248255.50    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     173000 | PA      | $195357.96    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                   | CUSIP: 92824DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     480000 | PA      | $48.00        | 0.00%             | 2020-01-13      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-146.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                                                                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     217000 | PA      | $212691.27    | 0.02%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-71.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $21.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denbury Inc                                                                  | Denbury Inc                                                                                                                                        | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       6529 | NS      | $568153.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equiniti Group PLC                                                           | Equiniti Group PLC Term Loan B (USD)                                                                                                               | CUSIP: 000000000<br>LEI: 5493003SHB5VLXWFOS15 | Long             | LON              | CORP              | GB        |     238200 | PA      | $235717.96    | 0.03%             | 2028-12-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                        | Grifols Escrow Issuer SA                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     885000 | PA      | $793749.18    | 0.09%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                  | Apache Corp                                                                                                                                        | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      74000 | PA      | $55813.56     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust 2012-C10                                                                                                           | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148146 | PA      | $4.93         | 0.00%             | 2045-12-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                                                                                             | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20273.60     | 0.00%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                              | Thor Industries Inc                                                                                                                                | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     162000 | PA      | $127791.08    | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    1141000 | PA      | $1096953.97   | 0.12%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                      | Castlelake Aviation Finance DAC                                                                                                                    | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    1036000 | PA      | $898963.39    | 0.10%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                    | Crown Subsea Communications Holding, Inc. Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    1514589 | PA      | $1474194.95   | 0.16%             | 2027-04-27      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     320000 | PA      | $51460.00     | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                     | Marriott Ownership Resorts Inc                                                                                                                     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     242000 | PA      | $201378.12    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                                 | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     631000 | PA      | $627665.03    | 0.07%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                | Ballyrock CLO 15 Ltd                                                                                                                               | CUSIP: 05875UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $221307.75    | 0.02%             | 2034-04-15      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                                     | Summit Materials LLC / Summit Materials Finance Corp                                                                                               | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     164000 | PA      | $152787.02    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                                                   | Glatfelter Corp                                                                                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     209000 | PA      | $126913.69    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $44.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE LTD SPECIAL INVESTMENT                                           | MT LOGAN RE LTD SPECIAL INVESTMENT SERIES 1 JUNE 2022 /PREFERRED                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        100 | NS      | $84964.33     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED TWD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | TW        |          1 | NC      | $-166.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                         | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     415000 | PA      | $161850.00    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-112.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                          | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1255000 | PA      | $1035375.00   | 0.12%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED MXN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |          1 | NC      | $-13.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     381000 | PA      | $349141.01    | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3702000 | PA      | $1864028.93   | 0.21%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                              | ChaseFlex Trust Series 2007-1                                                                                                                      | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400711 | PA      | $145453.91    | 0.02%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-2                                                     | American Airlines 2013-2 Class A Pass Through Trust                                                                                                | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      88608 | PA      | $88254.71     | 0.01%             | 2023-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan C                                                                                                                | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     160702 | PA      | $158425.15    | 0.02%             | 2029-02-18      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                  | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      41000 | PA      | $32236.41     | 0.00%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                                                | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     214000 | PA      | $187549.09    | 0.02%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED PLN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | PL        |          1 | NC      | $597.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                    | Regatta XXIV Funding Ltd                                                                                                                           | CUSIP: 75889TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3252283.20   | 0.36%             | 2035-01-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1061458.92   | 0.12%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-79.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD INR                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $12.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Operations Co LLC                                                                                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     163000 | PA      | $155669.71    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |          1 | NC      | $3.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                     | Installed Building Products Inc                                                                                                                    | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     291000 | PA      | $262389.36    | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                    | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      92000 | PA      | $84356.34     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                                                                                           | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48799.70     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                       | Cidron Aida Finco Sarl                                                                                                                             | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     236000 | PA      | $215621.11    | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-CCRE15 Mortgage Trust                                                                                                                    | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1197300 | PA      | $6028.17      | 0.00%             | 2047-02-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                      | International Game Technology PLC                                                                                                                  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    1352000 | PA      | $1269103.80   | 0.14%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | REV R/P THE BA 1.000% 12/08/24                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |   -2465000 | PA      | $-2465000.00  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     767000 | PA      | $747131.57    | 0.08%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                     | Nexstar Media Inc                                                                                                                                  | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     172000 | PA      | $149009.94    | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                               | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $699221.55    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                                                                                  | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     595000 | PA      | $554138.24    | 0.06%             | 2025-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |          1 | NC      | $27.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     216000 | PA      | $201798.00    | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO RUTA AL MAR                                                      | Fideicomiso PA Concesion Ruta al Mar                                                                                                               | CUSIP: 31574HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        | 1437090058 | PA      | $160079.28    | 0.02%             | 2044-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                                                     | United States Steel Corp                                                                                                                           | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33544.04     | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3604000 | PA      | $2724624.00   | 0.30%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                             | Bellemeade Re 2019-3 Ltd                                                                                                                           | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    1555000 | PA      | $1540790.72   | 0.17%             | 2029-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED NZD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $289.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     717000 | PA      | $605786.13    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $3.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $417.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                                | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     637000 | PA      | $623838.91    | 0.07%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                      | Zayo Group Holdings Inc                                                                                                                            | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     128000 | PA      | $72993.31     | 0.01%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     107000 | PA      | $105534.18    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED EUR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $8454.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                         | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     383000 | PA      | $336635.66    | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |          1 | NC      | $645.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                     | Consensus Cloud Solutions Inc                                                                                                                      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $46605.77     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-174.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED INR / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |          1 | NC      | $-44.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       1640 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVITA INC                                                                   | DaVita Inc                                                                                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3271000 | PA      | $2636142.08   | 0.29%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-288.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                       | TK Elevator Midco GmbH                                                                                                                             | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     885000 | PA      | $839771.58    | 0.09%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                              | DKT Finance ApS                                                                                                                                    | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |     895000 | PA      | $885113.55    | 0.10%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     107000 | PA      | $77413.27     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                         | BCP V Modular Services Finance II PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     132000 | PA      | $117930.95    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     529000 | PA      | $479263.82    | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                               | MedAssets Software Intermediate Holdings, Inc. Term Loan (Second Lien)                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     660000 | PA      | $497679.60    | 0.06%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                                        | LD Holdings Group LLC                                                                                                                              | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $72252.84     | 0.01%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1010000 | PA      | $957014.09    | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                                | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2012438.84   | 0.22%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                              | NCL Finance Ltd                                                                                                                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      39000 | PA      | $28952.21     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1298000 | PA      | $500387.18    | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                                                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     281000 | PA      | $269439.66    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                        | Continental Resources Inc/OK                                                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     970000 | PA      | $903808.04    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                      | SPCM SA                                                                                                                                            | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     951000 | PA      | $774955.75    | 0.09%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0DZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1302818 | PA      | $1319223.56   | 0.15%             | 2025-01-25      | Floating      | 15.89%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                       | Spirit AeroSystems Inc                                                                                                                             | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      23000 | PA      | $18628.09     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $321.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1007000 | PA      | $968394.33    | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $278.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                                         | Huarong Finance 2019 Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |     343000 | PA      | $324520.88    | 0.04%             | 2024-05-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $164.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                            | Imola Merger Corp                                                                                                                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     968000 | PA      | $838714.41    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                                                      | CBB International Sukuk Programme Co WLL                                                                                                           | CUSIP: 05675M2B9<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    1116000 | PA      | $1125765.00   | 0.13%             | 2024-11-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $-2.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $-187.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                                                                                    | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78133.15     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                               | Pagaya AI Debt Trust 2022-6                                                                                                                        | CUSIP: 69546NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     930000 | PA      | $930000.00    | 0.10%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                        | Freedom Mortgage Corp                                                                                                                              | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29426.82     | 0.00%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-477.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     248867 | OU      | $-95043.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                     | Allison Transmission Inc                                                                                                                           | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     627000 | PA      | $588720.43    | 0.07%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                     | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                                                 | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $27513.28     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                               | Owens-Brockway Glass Container Inc                                                                                                                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     165000 | PA      | $160593.89    | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                              | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $968605.60    | 0.11%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                           | CNX Resources Corp                                                                                                                                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20935.70     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                              | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833000 | PA      | $775163.89    | 0.09%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                         | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     395000 | PA      | $367072.84    | 0.04%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                                                                                                 | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30258.53     | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                              | DKT Finance ApS                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |     506000 | PA      | $538900.23    | 0.06%             | 2023-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                                     | Central Parent Inc / CDK Global Inc                                                                                                                | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     164000 | PA      | $160688.41    | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                     | Sensata Technologies Inc                                                                                                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     474000 | PA      | $392218.70    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $23.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                            | ILLINOIS ST                                                                                                                                        | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    1778214 | PA      | $1870725.19   | 0.21%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $149366.76    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                        | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     985000 | PA      | $778150.00    | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-3 Ltd                                                                                                                      | CUSIP: 77341PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1062495 | PA      | $919121.92    | 0.10%             | 2034-10-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                              | Granite US Holdings Corporation Replacement Term B Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1508919 | PA      | $1507032.55   | 0.17%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                      | India Clean Energy Holdings                                                                                                                        | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     511000 | PA      | $404903.63    | 0.05%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                     | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                                         | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112000 | PA      | $94573.64     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    1245000 | PA      | $1360520.60   | 0.15%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                         | Aramark Services Inc                                                                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     224000 | PA      | $209337.94    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                                             | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     222000 | PA      | $207542.25    | 0.02%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      64000 | PA      | $46822.11     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                                                | Vericast Corp                                                                                                                                      | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |     130000 | PA      | $138289.49    | 0.02%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                                                                                           | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      85000 | PA      | $59493.95     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      41000 | PA      | $43937.52     | 0.00%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     300000 | PA      | $21000.00     | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    2002758 | OU      | $-764864.39   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $119.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | Navient Corp                                                                                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      79000 | PA      | $64787.46     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     225000 | PA      | $198786.12    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                         | Elmwood CLO VII Ltd                                                                                                                                | CUSIP: 29002RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     402408 | PA      | $377564.54    | 0.04%             | 2034-01-17      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD JPY                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-451.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                      | Huarong Finance 2017 Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $174912.50    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                     | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2234000 | PA      | $1824353.79   | 0.20%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                           | EXIDE COMMON STOCK                                                                                                                                 | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |        643 | NS      | $128600.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1832000 | PA      | $1824488.80   | 0.20%             | 2023-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    1127000 | PA      | $893986.10    | 0.10%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                                                                                                           | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1331000 | PA      | $978208.76    | 0.11%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1692000 | PA      | $1562210.51   | 0.17%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                                                                                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     524000 | PA      | $433218.53    | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                    | Loxam SAS                                                                                                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     301000 | PA      | $286229.06    | 0.03%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                     | United States Steel Corp                                                                                                                           | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $106842.01    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | Lithia Motors Inc                                                                                                                                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53572.31     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                     | TK Elevator US Newco Inc                                                                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     306000 | PA      | $272199.77    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      79993 | OU      | $-30549.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-267.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                             | Cinemark USA Inc                                                                                                                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     521000 | PA      | $386987.31    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                         | Apex Tool Group, LLC Initial Term Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    1730492 | PA      | $1477131.04   | 0.17%             | 2029-02-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                                                | Trimaran Cavu 2019-1 Ltd                                                                                                                           | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |     484867 | PA      | $422167.88    | 0.05%             | 2032-07-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                                      | TK Elevator Holdco GmbH                                                                                                                            | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     465000 | PA      | $379653.60    | 0.04%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                        | American Airlines 2015-1 Class A Pass Through Trust                                                                                                | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     257203 | PA      | $210330.95    | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                     | Hughes Satellite Systems Corp                                                                                                                      | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $434037.97    | 0.05%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                                                                                             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     518000 | PA      | $525176.35    | 0.06%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                             | Guala Closures SpA                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    1841000 | PA      | $1693423.49   | 0.19%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | Intesa Sanpaolo SpA                                                                                                                                | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     355000 | PA      | $362656.10    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     126000 | PA      | $94501.80     | 0.01%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                               | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     119000 | PA      | $118670.65    | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $146.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1824000 | PA      | $2045160.00   | 0.23%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                               | TransDigm Inc. Tranche F Refinancing Term Loan                                                                                                     | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     342195 | PA      | $337602.33    | 0.04%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416000 | PA      | $368334.25    | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1055.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                                        | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2831000 | PA      | $2396213.15   | 0.27%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     819000 | PA      | $758277.10    | 0.08%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                                                                                          | CUSIP: 28621YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     648471 | PA      | $590542.44    | 0.07%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     311000 | PA      | $266963.42    | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                           | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $169449.74    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $890.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-248.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                 | Embecta Corp                                                                                                                                       | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1685677.61   | 0.19%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                                                    | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     771000 | PA      | $759524.75    | 0.08%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $49349.92     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                       | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                                                                         | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     416324 | PA      | $385099.70    | 0.04%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |     254000 | PA      | $90170.00     | 0.01%             | 2027-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $2150345.57   | 0.24%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1653100.87   | 0.18%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167990.73    | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $827742.83    | 0.09%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $163.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                               | Vantage Drilling International                                                                                                                     | CUSIP: 000000000<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |       6888 | NS      | $99807.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | Grand Canyon University                                                                                                                            | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $136184.84    | 0.02%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                          | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     965000 | PA      | $819224.69    | 0.09%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                     | Lima Metro Line 2 Finance Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     406781 | PA      | $360967.29    | 0.04%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                         | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $578284.78    | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                        | Sixth Street CLO XVIII Ltd                                                                                                                         | CUSIP: 83012JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1237964 | PA      | $1142261.96   | 0.13%             | 2034-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                     | Prime Healthcare Services Inc                                                                                                                      | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $190426.89    | 0.02%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC                                                                                                                             | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     232000 | PA      | $231160.90    | 0.03%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                                        | Sotheby's/Bidfair Holdings Inc                                                                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $171917.47    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                                                            | Guitar Center Inc                                                                                                                                  | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $119987.42    | 0.01%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                             | TriNet Group Inc                                                                                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     238000 | PA      | $197139.29    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                         | Range Resources Corp                                                                                                                               | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     195000 | PA      | $185866.17    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                            | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     431000 | PA      | $330035.12    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | New Fortress Energy Inc                                                                                                                            | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1067500.16   | 0.12%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | Party City Holdings Inc                                                                                                                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |      63000 | PA      | $18253.38     | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-135.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                        | Element Solutions Inc                                                                                                                              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     993000 | PA      | $847607.87    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0CH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1445387 | PA      | $1448980.64   | 0.16%             | 2024-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII                                                      | Rain CII Carbon LLC / CII Carbon Corp                                                                                                              | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $219836.46    | 0.02%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-77.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                     | Genting New York LLC / GENNY Capital Inc                                                                                                           | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     458000 | PA      | $401936.10    | 0.04%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                                            | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     219000 | PA      | $214111.44    | 0.02%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                          | CSN Inova Ventures                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    2644000 | PA      | $2517253.25   | 0.28%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD COP                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-6365.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3507000 | PA      | $786444.75    | 0.09%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-24CB                                                                                                                   | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504099 | PA      | $284181.60    | 0.03%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1696000 | PA      | $1762962.69   | 0.20%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                        | Emergent BioSolutions Inc                                                                                                                          | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    1516000 | PA      | $748746.31    | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-24                                                                            | CUSIP: 21054DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45827 | PA      | $44403.80     | 0.00%             | 2044-08-15      | Variable      | 11.47%                | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                      | Summer BC Holdco B SARL                                                                                                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    1395000 | PA      | $1273734.29   | 0.14%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OneMain Finance Corp                                                                                                                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      24000 | PA      | $19094.46     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                             | Societe Generale SA                                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2007000 | PA      | $2017785.38   | 0.23%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $203.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     192000 | PA      | $172664.28    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1538500.79   | 0.17%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                    | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     596000 | PA      | $567956.14    | 0.06%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                  | Chemours Co/The                                                                                                                                    | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11979.73     | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED PLN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | PL        |          1 | NC      | $111.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $116622.00    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                            | Gabon Government International Bond                                                                                                                | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1870000 | PA      | $1525569.38   | 0.17%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                | Methanex Corp                                                                                                                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       7000 | PA      | $6215.48      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                      | Zayo Group Holdings Inc                                                                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1122787.15   | 0.13%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SGD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-88.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $82474.69     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                       | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     523000 | PA      | $430481.30    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     716000 | PA      | $673912.95    | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     360000 | PA      | $306843.49    | 0.03%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                      | United Rentals North America Inc                                                                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      67000 | PA      | $54729.13     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | Levi Strauss & Co                                                                                                                                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     602000 | PA      | $479473.28    | 0.05%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                                       | Light Servicos de Eletricidade SA/Light Energia SA                                                                                                 | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     804000 | PA      | $670988.25    | 0.08%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                        | Mineral Resources Ltd                                                                                                                              | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     158000 | PA      | $160407.06    | 0.02%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                      | Monitchem HoldCo 3 SA                                                                                                                              | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |     265000 | PA      | $272285.04    | 0.03%             | 2025-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                     | Tengizchevroil Finance Co International Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    1212000 | PA      | $859611.00    | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CNH                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-522.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                     | New Enterprise Stone & Lime Co Inc                                                                                                                 | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11684.06     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $114.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $705.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1014983 | PA      | $1042576.63   | 0.12%             | 2028-04-25      | Floating      | 13.74%                | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                             | MDC Holdings Inc                                                                                                                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1539171.01   | 0.17%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                              | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     386000 | PA      | $381445.62    | 0.04%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                      | Penske Automotive Group Inc                                                                                                                        | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     196000 | PA      | $159181.88    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS                                                      | Allwyn International AS                                                                                                                            | CUSIP: 000000000<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |     170000 | PA      | $163551.38    | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $19.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | Eskom Holdings SOC Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     237000 | PA      | $215047.88    | 0.02%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                        | Grifols Escrow Issuer SA                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    1337000 | PA      | $1199144.25   | 0.13%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                        | ON Semiconductor Corp                                                                                                                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     216000 | PA      | $188811.53    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2061000 | PA      | $1673625.86   | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | Prosus NV                                                                                                                                          | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     331000 | PA      | $209936.75    | 0.02%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                                                     | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     755000 | PA      | $751257.10    | 0.08%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                                                                                         | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      97898 | PA      | $8810.82      | 0.00%             | 2023-01-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                     | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                                                 | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     182000 | PA      | $169685.83    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                           | Murphy Oil USA Inc                                                                                                                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     201000 | PA      | $183622.94    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2113000 | PA      | $1345727.44   | 0.15%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                        | Cablevision Lightpath LLC                                                                                                                          | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $793259.46    | 0.09%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                     | Elanco Animal Health Inc                                                                                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     165000 | PA      | $156944.70    | 0.02%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FlexPath Capital Inc.                                                        | FlexPath Capital Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      10974 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                                                         | Ardonagh Midco 2 PLC                                                                                                                               | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    1926417 | PA      | $1820001.20   | 0.20%             | 2027-01-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                        | Bausch Health Cos Inc                                                                                                                              | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     254000 | PA      | $122434.66    | 0.01%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     625000 | PA      | $584152.54    | 0.07%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                      | American Axle & Manufacturing Inc                                                                                                                  | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     175000 | PA      | $140364.26    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                             | FirstEnergy Corp                                                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      48000 | PA      | $42900.24     | 0.00%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     413000 | PA      | $360248.17    | 0.04%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $339900.00    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                        | Bank of Ireland Group PLC                                                                                                                          | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     655000 | PA      | $651307.99    | 0.07%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                            | ASGN Inc                                                                                                                                           | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     227000 | PA      | $205761.70    | 0.02%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                                                   | Berry Corp                                                                                                                                         | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37000 | NS      | $296000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL INC                                                                     | LABL Inc                                                                                                                                           | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     222000 | PA      | $210729.26    | 0.02%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $384.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1243620.00   | 0.14%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                            | Owens & Minor Inc                                                                                                                                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      47000 | PA      | $37353.09     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4412000 | PA      | $4520976.44   | 0.51%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                     | Odebrecht Holdco Finance Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2661298 | PA      | $4989.93      | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                       | DIRECTV Financing, LLC Term Loan                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     621250 | PA      | $603519.53    | 0.07%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                             | Societe Generale SA                                                                                                                                | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     601000 | PA      | $604313.18    | 0.07%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UniCredit SpA                                                                                                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     622000 | PA      | $546365.11    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                              | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     285000 | PA      | $249828.48    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                        | Antero Resources Corp                                                                                                                              | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24311.61     | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | Cleveland-Cliffs Inc                                                                                                                               | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     107000 | PA      | $107433.48    | 0.01%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     248867 | OU      | $-95043.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                   | AG TRACKER                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      91299 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                     | Necessity Retail REIT Inc/The / American Finance Operating Partner LP                                                                              | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |      27000 | PA      | $19843.81     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-130.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                     | HLF Financing Sarl LLC / Herbalife International Inc                                                                                               | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     204000 | PA      | $139708.74    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                               | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     687000 | PA      | $623925.47    | 0.07%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1374000 | PA      | $1029601.60   | 0.12%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $2995.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1293.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2395.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED KRW / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $1140.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                      | Global Medical Response Inc                                                                                                                        | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     510000 | PA      | $371832.99    | 0.04%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     901000 | PA      | $779134.59    | 0.09%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                                     | Garda World Security Corp                                                                                                                          | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     479000 | PA      | $463821.76    | 0.05%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                 | Ares XXXIV CLO Ltd                                                                                                                                 | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    2358395 | PA      | $2205665.34   | 0.25%             | 2033-04-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                       | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $215015.99    | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                           | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1478321.09   | 0.17%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                         | Teva Pharmaceutical Finance Netherlands II BV                                                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $881314.85    | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2191000 | PA      | $1852292.78   | 0.21%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lincoln Financing SARL                                                       | Lincoln Financing SARL                                                                                                                             | CUSIP: 000000000<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |     390000 | PA      | $410764.78    | 0.05%             | 2024-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-58.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                           | Cerdia Finanz GmbH                                                                                                                                 | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     419000 | PA      | $353753.02    | 0.04%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171146 | PA      | $181817.97    | 0.02%             | 2028-08-25      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                                                     | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                                                                                   | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     154000 | PA      | $136512.76    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     246000 | PA      | $211529.25    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        718 | NC      | $-28046.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                                               | Constellium SE                                                                                                                                     | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1109000 | PA      | $936828.73    | 0.10%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     269000 | PA      | $270221.44    | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                                       | Stevens Holding Co Inc                                                                                                                             | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $142054.71    | 0.02%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                     | Transocean Phoenix 2 Ltd                                                                                                                           | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     866800 | PA      | $859709.75    | 0.10%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | Novelis Corp                                                                                                                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      19000 | PA      | $15547.26     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     689414 | PA      | $493208.93    | 0.06%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $-19.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2012-CCRE5 Mortgage Trust                                                                                                                     | CUSIP: 12623SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26653 | PA      | $0.90         | 0.00%             | 2045-12-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED PLN / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | PL        |          1 | NC      | $2123.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SGD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SG        |          1 | NC      | $67.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED CLP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $2750.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Cotai Participation Corp                                                 | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     784000 | PA      | $663274.47    | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                               | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     154000 | PA      | $158165.87    | 0.02%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                          | CASTLE UK FINCO PLC /GBP/ REGD 144A P/P                                                                                                            | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     679000 | PA      | $570858.32    | 0.06%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $192.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                            | MicroStrategy Inc                                                                                                                                  | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28999.97     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                     | First Quantum Minerals Ltd                                                                                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     261000 | PA      | $253953.00    | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                               | VOC Escrow Ltd                                                                                                                                     | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1822000 | PA      | $1564794.42   | 0.17%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                    | Lear Corp                                                                                                                                          | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15307.59     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                                        | CD&R Smokey Buyer Inc                                                                                                                              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     203000 | PA      | $175082.73    | 0.02%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-119.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1814000 | PA      | $1766047.82   | 0.20%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | Murphy Oil Corp                                                                                                                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     211000 | PA      | $203044.02    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1426170 | PA      | $907222.39    | 0.10%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                                | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $178530.16    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                | Parkland Corp/Alberta                                                                                                                              | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     220000 | PA      | $184243.23    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                           | Mattamy Group Corp                                                                                                                                 | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $138932.92    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                     | Moss Creek Resources Holdings Inc                                                                                                                  | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     713000 | PA      | $642215.29    | 0.07%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NOK                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-149.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                        | eG Global Finance PLC                                                                                                                              | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     428000 | PA      | $375429.07    | 0.04%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                        | WASH Multifamily Acquisition Inc                                                                                                                   | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7539.92      | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED TWD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TW        |          1 | NC      | $-1313.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                     | Cheniere Energy Partners LP                                                                                                                        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     603000 | PA      | $542714.87    | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                                       | Via Celere Desarrollos Inmobiliarios SA                                                                                                            | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              |  | ES        |     771000 | PA      | $738658.66    | 0.08%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                            | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $1844451.19   | 0.21%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 Capital BV                                                                                                                                    | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     475358 | PA      | $434149.95    | 0.05%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                | DIAMOND OFFSHORE DRILLING INC                                                                                                                      | CUSIP: 25271C300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23444 | NS      | $243817.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                                         | MGIC Investment Corp                                                                                                                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     189000 | PA      | $174555.06    | 0.02%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                  | Apache Corp                                                                                                                                        | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     134000 | PA      | $111281.30    | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                     | Encino Acquisition Partners Holdings LLC                                                                                                           | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    1352000 | PA      | $1231715.82   | 0.14%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     404000 | PA      | $462434.61    | 0.05%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-J5                                                                                                                     | CUSIP: 12668EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     506613 | PA      | $288748.12    | 0.03%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $604.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-596.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES GENER SA                                                                 | AES Andes SA                                                                                                                                       | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     495000 | PA      | $455400.00    | 0.05%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $101.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | Comstock Resources Inc                                                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     294000 | PA      | $265436.55    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                          | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1080985.77   | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD TWD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $244.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                 | ADT Security Corp/The                                                                                                                              | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      54000 | PA      | $45934.65     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                                                                                                    | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $225280.27    | 0.03%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                                                       | Crown Americas LLC / Crown Americas Capital Corp VI                                                                                                | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     333000 | PA      | $323518.88    | 0.04%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $25.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                        | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     684000 | PA      | $669369.24    | 0.07%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                            | Motion Finco Sarl                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     885000 | PA      | $942980.34    | 0.11%             | 2025-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $779343.32    | 0.09%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                     | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                                                                      | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1031125.19   | 0.12%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                      | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1246961.36   | 0.14%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP SA                                                                                                                                             | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     403000 | PA      | $335824.94    | 0.04%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                            | PROG Holdings Inc                                                                                                                                  | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1247633.33   | 0.14%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      66000 | PA      | $49848.80     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      12000 | PA      | $13245.07     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                         | GrubHub Holdings Inc                                                                                                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     234000 | PA      | $169499.59    | 0.02%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                                              | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     289000 | PA      | $216750.00    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                                                                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      51000 | PA      | $47336.47     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                                                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     770000 | PA      | $680789.96    | 0.08%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     248184 | OU      | $-94782.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OneMain Finance Corp                                                                                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     174000 | PA      | $144150.48    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                        | CEC Entertainment LLC                                                                                                                              | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     127000 | PA      | $117952.50    | 0.01%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                              | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     743000 | PA      | $585319.20    | 0.07%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                     | United Wholesale Mortgage LLC                                                                                                                      | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12899.70     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $330.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc. Term B Loan                                                                                                   | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     314196 | PA      | $285581.77    | 0.03%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen SA                                                                                                             | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     236000 | PA      | $193121.75    | 0.02%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     248184 | OU      | $-94782.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust 2018-3                            | Consumer Loan Underlying Bond Credit Trust 2018-3                                                                                                  | CUSIP: 21050MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1545 | PA      | $1404.98      | 0.00%             | 2043-03-16      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                      | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                                          | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1604119.65   | 0.18%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                  | Gartner Inc                                                                                                                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     177000 | PA      | $155156.29    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD ZAR                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-93.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Bahrain Government International Bond                                                                                                              | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1253000 | PA      | $1254801.19   | 0.14%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                               | EC FINANCE PLC /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     302000 | PA      | $292368.62    | 0.03%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                     | Greenko Wind Projects Mauritius Ltd                                                                                                                | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     957000 | PA      | $891684.75    | 0.10%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $1098.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1300000 | PA      | $1338498.92   | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     198000 | PA      | $167346.01    | 0.02%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)                          | IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan                                                                   | CUSIP: 000000000<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     828812 | PA      | $820391.41    | 0.09%             | 2025-02-05      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                                                                                       | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     477000 | PA      | $457403.19    | 0.05%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7183000 | PA      | $5823323.54   | 0.65%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                                              | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1471655.89   | 0.16%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     334000 | PA      | $68470.00     | 0.01%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OneMain Finance Corp                                                                                                                               | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     124000 | PA      | $101585.73    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OneMain Finance Corp                                                                                                                               | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     180000 | PA      | $171147.43    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                            | Triumph Group Inc                                                                                                                                  | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     428000 | PA      | $364505.24    | 0.04%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial, LLC                                                   | Dealer Tire Financial, LLC Term B-2 Loan                                                                                                           | CUSIP: 000000000<br>LEI: 549300XTS06OMOCRSE50 | Long             | LON              | CORP              | US        |     291750 | PA      | $287519.63    | 0.03%             | 2027-12-14      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                       | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     835000 | PA      | $797510.77    | 0.09%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                    | GIP II Blue Holding, L.P. Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2889740 | PA      | $2860235.77   | 0.32%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     894000 | PA      | $908999.56    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE LTD SPECIAL INVEST SPECIAL INVESTMENT                            | MT LOGAN RE LTD SPECIAL INVEST SPECIAL INVESTMENT SERIES 2 JUNE 2022 /PREFERRED                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        441 | NS      | $374087.44    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                     | LCM Investments Holdings II LLC                                                                                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      13000 | PA      | $10500.32     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX Resources Corp                                                                                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     423000 | PA      | $390423.26    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                             | Advantage Sales & Marketing Inc. Term B-1 Loan (First Lien)                                                                                        | CUSIP: 000000000<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    1715000 | PA      | $1411873.75   | 0.16%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1816661 | PA      | $1884090.94   | 0.21%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                       | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1402000 | PA      | $1320976.16   | 0.15%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-61979.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 57 Clo Ltd                                                                                                                                  | CUSIP: 26243KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $218866.45    | 0.02%             | 2031-05-15      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                          | Century Communities Inc                                                                                                                            | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      29000 | PA      | $22794.37     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                      | Booz Allen Hamilton Inc                                                                                                                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     166000 | PA      | $147998.53    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | Radiology Partners Inc                                                                                                                             | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $899209.03    | 0.10%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                       | AthenaHealth Group Inc                                                                                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1299414.17   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                                | Interface Inc                                                                                                                                      | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     258000 | PA      | $212487.01    | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                                 | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |      13000 | PA      | $10946.65     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NuStar Logistics LP                                                                                                                                | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     177000 | PA      | $164201.01    | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     630291 | PA      | $687236.58    | 0.08%             | 2028-10-25      | Floating      | 17.14%                | No            |                  2 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                                                                                           | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     182000 | PA      | $165568.93    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $220.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                       | Discover Financial Services                                                                                                                        | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1676116.12   | 0.19%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                            | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    6254000 | PA      | $4686301.81   | 0.52%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-499.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                        | Sixth Street CLO XX Ltd                                                                                                                            | CUSIP: 83012RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     678837 | PA      | $620788.29    | 0.07%             | 2034-10-20      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG Energy Inc                                                                                                                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      13000 | PA      | $9946.68      | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD PLN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-300.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     186000 | PA      | $169929.69    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                       | Bausch Health Americas Inc                                                                                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     543000 | PA      | $285106.51    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36020.27     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-157.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                          | Cheniere Energy Inc                                                                                                                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     141000 | PA      | $127863.90    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-21.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                     | Weatherford International Ltd                                                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     175000 | PA      | $168989.33    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                     | Telesat Canada / Telesat LLC                                                                                                                       | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     132000 | PA      | $38784.56     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $104.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                          | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-1031.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                                      | Dana Financing Luxembourg Sarl                                                                                                                     | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     109000 | PA      | $107468.98    | 0.01%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                               | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     471000 | PA      | $452753.76    | 0.05%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | FUTURE CONTRACT ON US LONG BOND(CBT) MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         55 | NC      | $-117226.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                            | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $713008.28    | 0.08%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $-158.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     852000 | PA      | $450106.90    | 0.05%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $707.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                | CommScope Inc                                                                                                                                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     195000 | PA      | $140235.54    | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                         | Oleoducto Central SA                                                                                                                               | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     424000 | PA      | $372272.00    | 0.04%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                     | Altice France Holding SA                                                                                                                           | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     448000 | PA      | $342410.43    | 0.04%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                          | Griffon Corp                                                                                                                                       | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     603000 | PA      | $551432.46    | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                                               | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     481000 | PA      | $401123.94    | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Bahrain Government International Bond                                                                                                              | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     528000 | PA      | $523149.00    | 0.06%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                                          | VZ Vendor Financing II BV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |     885000 | PA      | $729064.75    | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                           | K2016470219 South Africa Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |    1100178 | PA      | $550.09       | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX Resources Corp                                                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      72000 | PA      | $69083.85     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      29000 | PA      | $25328.94     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                       | Lumen Technologies Inc                                                                                                                             | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      73000 | PA      | $49746.80     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD CLP                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1473.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-534.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $-1151.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                       | Nationstar Mortgage Holdings Inc                                                                                                                   | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     128000 | PA      | $98426.86     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     296000 | PA      | $227897.14    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                           | Seagate HDD Cayman                                                                                                                                 | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     194000 | PA      | $166019.06    | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                           | CP Atlas Buyer Inc                                                                                                                                 | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     126000 | PA      | $94328.88     | 0.01%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                        | Palmer Square CLO 2021-1 Ltd                                                                                                                       | CUSIP: 69701UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1202254 | PA      | $1073989.13   | 0.12%             | 2034-04-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                                       | Williams Scotsman International Inc                                                                                                                | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     132000 | PA      | $120060.23    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     378000 | PA      | $62370.00     | 0.01%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                      | Global Aircraft Leasing Co Ltd                                                                                                                     | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     212382 | PA      | $181028.06    | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | Novelis Corp                                                                                                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     135000 | PA      | $119356.71    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                             | Bellemeade Re 2019-4 Ltd                                                                                                                           | CUSIP: 07876LAD1<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |     474621 | PA      | $453505.63    | 0.05%             | 2029-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      96000 | PA      | $79378.16     | 0.01%             | 2050-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED BRL / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | BR        |          1 | NC      | $807.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                                                                                   | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    2112000 | PA      | $1831236.00   | 0.20%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                        | PennyMac Financial Services Inc                                                                                                                    | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     135000 | PA      | $109358.41    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                                                     | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                                                                                    | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     256000 | PA      | $210854.70    | 0.02%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                       | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      93000 | PA      | $69986.79     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                          | White Cap Buyer LLC                                                                                                                                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     226000 | PA      | $196926.75    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                             | ZipRecruiter Inc                                                                                                                                   | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20592.97     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southeastern Grocers Inc                                                     | Southeastern Grocers Inc                                                                                                                           | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     105865 | NS      | $2302563.75   | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                  | Balboa Bay Loan Funding 2022-1 Ltd                                                                                                                 | CUSIP: 05766FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3275724.70   | 0.37%             | 2034-04-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                           | Vistra Energy Corp Exp 31Dec46                                                                                                                     | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |      10721 | NS      | $12865.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371108 | PA      | $397608.21    | 0.04%             | 2028-10-25      | Floating      | 16.14%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-158.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CAD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-102.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     455552 | OU      | $-111511.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                    | PURCHASED USD / SOLD BRL                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $129.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                                                                                             | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     414000 | PA      | $383415.75    | 0.04%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     517000 | PA      | $456511.00    | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | 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        |     770000 | PA      | $706190.18    | 0.08%             | 2027-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD SGD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-113.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED SEK / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |          1 | NC      | $-36.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                  | Gap Inc/The                                                                                                                                        | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     935000 | PA      | $665362.42    | 0.07%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CNH / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |          1 | NC      | $898.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                | ArcelorMittal SA                                                                                                                                   | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     362000 | PA      | $352094.37    | 0.04%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1180.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     200875 | PA      | $4620.13      | 0.00%             | 2029-10-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: IS2IE86   CDX 2I667KJQ2 05.000 SP 12/20/2027 MSNYUS33XXX FIXED / Short: IS2IE86   CDX 2I667KJQ2 05.000 SP 12/20/2027 MSNYUS33XXX FLOAT       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   36820000 | OU      | $454248.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                                               | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      27000 | PA      | $20881.77     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                     | Consolidated Communications Inc                                                                                                                    | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    2067000 | PA      | $1609573.44   | 0.18%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-180.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                            | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1022000 | PA      | $914075.88    | 0.10%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                                                     | Cloud Software Group Holdings Inc                                                                                                                  | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     174000 | PA      | $147334.05    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                     | Liberty Mutual Group Inc                                                                                                                           | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      43000 | PA      | $34856.51     | 0.00%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                            | Citgo Holding Inc                                                                                                                                  | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     478000 | PA      | $479420.86    | 0.05%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $293697.65    | 0.03%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                             | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     589000 | PA      | $371.07       | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                      | Office Properties Income Trust                                                                                                                     | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    1582000 | PA      | $1066409.94   | 0.12%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                      | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     415000 | PA      | $399789.41    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                             | Paramount Global                                                                                                                                   | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161755.41    | 0.02%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2013-LC6 Mortgage Trust                                                                                                                       | CUSIP: 20048EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3916000 | PA      | $3723467.12   | 0.42%             | 2046-01-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                        | K201640219 SOUTH AFRICA B      SHARES                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2009762 | NS      | $2.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INGEVITY CORP                                                                | Ingevity Corp                                                                                                                                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     643000 | PA      | $554682.88    | 0.06%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                              | Global Atlantic Fin Co                                                                                                                             | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62000 | PA      | $47680.07     | 0.01%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                     | Madison Park Funding LI Ltd                                                                                                                        | CUSIP: 55821HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $221467.50    | 0.02%             | 2034-07-19      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED GBP / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $48.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                         | TTM Technologies Inc                                                                                                                               | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      58000 | PA      | $49795.20     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                         | Lorca Telecom Bondco SA                                                                                                                            | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     952000 | PA      | $910917.35    | 0.10%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                         | Octagon Investment Partners 29 Ltd                                                                                                                 | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    1700730 | PA      | $1533293.13   | 0.17%             | 2033-01-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     210000 | PA      | $207164.99    | 0.02%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                                                    | Fluid-Flow Products, Inc. 2nd Lien Cov-Lite TL                                                                                                     | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |     640000 | PA      | $598400.00    | 0.07%             | 2029-03-30      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED AUD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $62.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                       | Discover Financial Services                                                                                                                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     286000 | PA      | $291043.42    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-J1                                                                                                                     | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570723 | PA      | $407354.99    | 0.05%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc                                                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24755.91     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD NZD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-131.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                           | PBF Holding Co LLC / PBF Finance Corp                                                                                                              | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $208924.35    | 0.02%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       1640 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD CHF                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-457.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                | ZF North America Capital Inc                                                                                                                       | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2403791.78   | 0.27%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     712000 | PA      | $668206.18    | 0.07%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2154000 | PA      | $1739691.45   | 0.19%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                           | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     745000 | PA      | $672394.71    | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                            | Q-Park Holding I BV                                                                                                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     184000 | PA      | $180087.08    | 0.02%             | 2025-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                          | Verisure Holding AB                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     934000 | PA      | $903882.35    | 0.10%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                         | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                                                 | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     990000 | PA      | $797004.60    | 0.09%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP                                                             | Freddie Mac Strips                                                                                                                                 | CUSIP: 3128HUGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4504128 | PA      | $986407.51    | 0.11%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc                                                                                                                                 | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15572.81     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                     | Terraform Global Operating LP                                                                                                                      | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     118000 | PA      | $109875.25    | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1197408 | PA      | $1164853.47   | 0.13%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                              | MARB BondCo PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    2318000 | PA      | $1783845.88   | 0.20%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S BONY MELLON                                                                                                              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -1097360 | PA      | $-1097360.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2012-CCRE3 Mortgage Trust                                                                                                                     | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181848 | PA      | $62464.04     | 0.01%             | 2045-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    2239000 | PA      | $2155724.38   | 0.24%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD KRW                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1083.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                        | Loyalty Ventures Inc. TLB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |    1642833 | PA      | $653026.05    | 0.07%             | 2027-11-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                     | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141933.24    | 0.02%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                        | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1402868.61   | 0.16%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED CAD / SOLD USD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |          1 | NC      | $-125.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                                                                      | QVC Inc                                                                                                                                            | CUSIP: 747262AY9<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     213000 | PA      | $150628.30    | 0.02%             | 2027-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD AUD                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-106.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                          | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      77000 | PA      | $58962.09     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT Capital Corp                                                                                                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     665000 | PA      | $715560.11    | 0.08%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                | AG Issuer LLC                                                                                                                                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     376000 | PA      | $346445.53    | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities, LLC                                                  | IS1O797  CDX 137BERAF4 03.000 SP 05/11/2063 J P MORGAN S LONG                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    7603099 | OU      | $-1861111.98  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                       | Sunoco LP / Sunoco Finance Corp                                                                                                                    | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     117000 | PA      | $115519.51    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY LTD                                                       | Adani Green Energy Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |     495000 | PA      | $447139.69    | 0.05%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                                              | Summer BidCo BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     876541 | PA      | $675023.41    | 0.08%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                     | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $852633.16    | 0.10%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                             | AMC Networks Inc                                                                                                                                   | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     890000 | PA      | $683131.38    | 0.08%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1841000 | PA      | $1828192.13   | 0.20%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2007-7T2                                                                                                                    | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1982439 | PA      | $665181.83    | 0.07%             | 2037-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                           | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     476196 | PA      | $492380.70    | 0.06%             | 2028-09-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                                                                                               | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     533000 | PA      | $535212.00    | 0.06%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                         | ATD New Holdings Inc                                                                                                                               | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      20185 | NS      | $1412950.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                          | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                                        | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     108000 | PA      | $58355.06     | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                                                                                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132000 | PA      | $102361.18    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                                                 | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    1010000 | PA      | $797142.50    | 0.09%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                               | CUSIP: 3137G0PR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     978247 | PA      | $1051072.99   | 0.12%             | 2029-10-25      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $775157.71    | 0.09%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | REVERSE REPO CONTRACT U S THE BANK OF NEW YORK MELLON/BARCLAYS                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -2171938 | PA      | $-2171937.50  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                   | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     229000 | PA      | $227026.56    | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** AllianceBernstein Global High Income Fund Inc

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer