# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-047092
**Filing Date:** 2023-2
**Character Count:** 525804
**Document Hash:** 02bc34cb600505a79976746a2a5cb4e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047092.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047092

**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**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794
- **IRS NUMBER:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23683862

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

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

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

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

## Series and Classes Contracts Data

### AB Limited Duration High Income Portfolio (Series ID: S000034979)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000107580 | Advisor Class | ALHYX           |
| C000107583 | Class A       | ALHAX           |
| C000107584 | Class C       | ALHCX           |
| C000107585 | Class I       | ALHIX           |
| C000107586 | Class K       | ALHKX           |
| C000107587 | Class R       | ALHRX           |

## Nport-Ex

**AB Bond Fund, Inc.** 

**AB Limited Duration High Income Portfolio** 

**Portfolio of Investments** 

**December 31, 2022 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 46.7%** | **CORPORATES - NON-INVESTMENT GRADE – 46.7%** | **CORPORATES - NON-INVESTMENT GRADE – 46.7%** | **CORPORATES - NON-INVESTMENT GRADE – 46.7%** |
|  **Industrial – 41.6%** | **Industrial – 41.6%** | **Industrial – 41.6%** | **Industrial – 41.6%** |
|  **Basic – 3.4%** | **Basic – 3.4%** | **Basic – 3.4%** | **Basic – 3.4%** |
|  Ahlstrom-Munksjo Holding 3 Oy<br>3.625%, 02/04/2028<sup>(a)</sup> | EUR | 310 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279485 |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(a)</sup> | U.S.$| 227 | 182801 |
|  Cleveland-Cliffs, Inc.<br>6.75%, 03/15/2026<sup>(a)</sup> |  | 294 | 295191 |
|  Constellium SE<br>3.125%, 07/15/2029<sup>(a)</sup> | EUR | 617 | 521208 |
|  Element Solutions, Inc.<br>3.875%, 09/01/2028<sup>(a)</sup> | U.S.$| 320 | 273146 |
|  FMG Resources (August 2006) Pty Ltd.<br>5.125%, 05/15/2024<sup>(a)</sup> |  | 632 | 623550 |
|  Guala Closures SpA<br>3.25%, 06/15/2028<sup>(a)</sup> | EUR | 716 | 658603 |
|  Hecla Mining Co.<br>7.25%, 02/15/2028 | U.S.$| 298 | 294054 |
|  INEOS Quattro Finance 1 PLC<br>3.75%, 07/15/2026<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | 263954 |
|  INEOS Quattro Finance 2 PLC<br>2.50%, 01/15/2026<sup>(a)</sup> |  | 257 | 233540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 01/15/2026<sup>(a)</sup> | U.S.$| 1073 | 970539 |
|  INEOS Styrolution Group GmbH<br>2.25%, 01/16/2027<sup>(a)</sup> | EUR | 280 | 243060 |
|  Ingevity Corp.<br>3.875%, 11/01/2028<sup>(a)</sup> | U.S.$| 855 | 737566 |
|  Kleopatra Finco Sarl<br>4.25%, 03/01/2026<sup>(a)</sup> | EUR | 920 | 766086 |
|  Monitchem HoldCo 3 SA<br>5.25%, 03/15/2025<sup>(a)</sup> |  | 209 | 214746 |
|  Olin Corp.<br>5.625%, 08/01/2029 | U.S.$| 743 | 704520 |
|  Olympus Water US Holding Corp.<br>3.875%, 10/01/2028<sup>(a)</sup> | EUR | 100 | 86666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 10/01/2027<sup>(a)</sup> | U.S.$| 453 | 431976 |
|  Rimini Bidco SpA<br>7.296% (EURIBOR 3 Month + 5.25%), 12/14/2026<sup>(a) (b)</sup> | EUR | 995 | 952548 |
|  SCIL IV LLC/SCIL USA Holdings LLC<br>4.375%, 11/01/2026<sup>(a)</sup> |  | 187 | 171891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/01/2026<sup>(a)</sup> | U.S.$| 551 | 467088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.016% (EURIBOR 3 Month + 4.38%), 11/01/2026<sup>(a) (b)</sup> | EUR | 318 | 323757 |
|  SPCM SA<br>3.125%, 03/15/2027<sup>(a)</sup> | U.S.$| 862 | 745923 |
|  Synthomer PLC<br>3.875%, 07/01/2025<sup>(a)</sup> | EUR | 200 | 195640 |
|  thyssenkrupp AG<br>2.875%, 02/22/2024<sup>(a)</sup> |  | 343 | 360508 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  WR Grace Holdings LLC<br>4.875%, 06/15/2027<sup>(a)</sup> | U.S.$| 1037 | $918668 |
|  |  |  | 11916714 |
|  **Capital Goods – 3.9%** |  |  |  |
|  ARD Finance SA<br>5.00% (5.00% Cash or 5.75% PIK), 06/30/2027<sup>(a) (c)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | 179641 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC<br>6.00%, 06/15/2027<sup>(a)</sup> | U.S.$| 324 | 317446 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.<br>2.125%, 08/15/2026<sup>(a)</sup> | EUR | 200 | 179127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/2026<sup>(a)</sup> | U.S.$| 523 | 453378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 521 | 392891 |
|  Ball Corp.<br>1.50%, 03/15/2027 | EUR | 493 | 466642 |
|  Bombardier, Inc.<br>7.50%, 03/15/2025<sup>(a)</sup> | U.S.$| 23 | 22840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 04/15/2027<sup>(a)</sup> |  | 1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011539 |
|  Chart Industries, Inc.<br>7.50%, 01/01/2030<sup>(a)</sup> |  | 300 | 301245 |
|  Clean Harbors, Inc.<br>4.875%, 07/15/2027<sup>(a)</sup> |  | 852 | 805217 |
|  Eco Material Technologies, Inc.<br>7.875%, 01/31/2027<sup>(a)</sup> |  | 1011 | 966324 |
|  Gates Global LLC/Gates Corp.<br>6.25%, 01/15/2026<sup>(a)</sup> |  | 1143 | 1102995 |
|  GFL Environmental, Inc.<br>3.75%, 08/01/2025<sup>(a)</sup> |  | 355 | 335255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/2028<sup>(a)</sup> |  | 489 | 425420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/15/2026<sup>(a)</sup> |  | 64 | 61512 |
|  LSB Industries, Inc.<br>6.25%, 10/15/2028<sup>(a)</sup> |  | 319 | 290670 |
|  Paprec Holding SA<br>3.50%, 07/01/2028<sup>(a)</sup> | EUR | 260 | 239984 |
|  PCF GmbH<br>4.75%, 04/15/2026<sup>(a)</sup> |  | 520 | 462301 |
|  Renk AG/Frankfurt am Main<br>5.75%, 07/15/2025<sup>(a)</sup> |  | 931 | 925073 |
|  Silgan Holdings, Inc.<br>2.25%, 06/01/2028 |  | 412 | 373791 |
|  TK Elevator Midco GmbH<br>4.375%, 07/15/2027<sup>(a)</sup> |  | 180 | 170800 |
|  TK Elevator US Newco, Inc.<br>5.25%, 07/15/2027<sup>(a)</sup> | U.S.$| 847 | 753440 |
|  TransDigm, Inc.<br>5.50%, 11/15/2027 |  | 794 | 745606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 12/15/2025<sup>(a)</sup> |  | 275 | 278575 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Triumph Group, Inc.<br>6.25%, 09/15/2024<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(a)</sup> |  | 1054 | 1073330 |
|  Trivium Packaging Finance BV<br>3.75%, 08/15/2026<sup>(a)</sup> | EUR | 440 | 429451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/2026<sup>(a)</sup> | U.S.$| 232 | 216862 |
|  WESCO Distribution, Inc.<br>7.125%, 06/15/2025<sup>(a)</sup> |  | 262 | 265584 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13711077 |
|  **Communications - Media – 4.6%** |  |  |  |
|  Altice Financing SA<br>2.25%, 01/15/2025<sup>(a)</sup> | EUR | 106 | 104253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/2028<sup>(a)</sup> | U.S.$| 1078 | 871218 |
|  AMC Networks, Inc.<br>4.25%, 02/15/2029 |  | 1228 | 766223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/2025 |  | 791 | 607140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2024 |  | 284 | 266290 |
|  Banijay Entertainment SASU<br>3.50%, 03/01/2025<sup>(a)</sup> | EUR | 360 | 362910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2025<sup>(a)</sup> | U.S.$| 999 | 942736 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.00%, 03/01/2023<sup>(a)</sup> |  | 614 | 612017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/2027<sup>(a)</sup> |  | 352 | 328458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/2029<sup>(a)</sup> |  | 652 | 612398 |
|  Clear Channel Outdoor Holdings, Inc.<br>5.125%, 08/15/2027<sup>(a)</sup> |  | 1020 | 883830 |
|  CSC Holdings LLC<br>5.375%, 02/01/2028<sup>(a)</sup> |  | 1639 | 1321165 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(a)</sup> |  | 725 | 611559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 754 | 602273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/2026 |  | 145 | 117016 |
|  iHeartCommunications, Inc.<br>6.375%, 05/01/2026 |  | 1048 | 964003 |
|  LCPR Senior Secured Financing DAC<br>6.75%, 10/15/2027<sup>(a)</sup> |  | 1186 | 1114211 |
|  McGraw-Hill Education, Inc.<br>5.75%, 08/01/2028<sup>(a)</sup> |  | 714 | 600981 |
|  Radiate Holdco LLC/Radiate Finance, Inc.<br>4.50%, 09/15/2026<sup>(a)</sup> |  | 787 | 578398 |
|  Sinclair Television Group, Inc.<br>5.50%, 03/01/2030<sup>(a)</sup> |  | 431 | 301704 |
|  Sirius XM Radio, Inc.<br>3.125%, 09/01/2026<sup>(a)</sup> |  | 736 | 653480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2028<sup>(a)</sup> |  | 972 | 843822 |
|  Summer BC Bidco B LLC<br>5.50%, 10/31/2026<sup>(a)</sup> |  | 350 | 283476 |
|  Univision Communications, Inc.<br>5.125%, 02/15/2025<sup>(a)</sup> |  | 357 | 340100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/01/2027<sup>(a)</sup> |  | 304 | 293600 |
|  Urban One, Inc.<br>7.375%, 02/01/2028<sup>(a)</sup> |  | 608 | 514058 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Virgin Media Finance PLC<br>3.75%, 07/15/2030<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172732 |
|  Virgin Media Secured Finance PLC<br>5.00%, 04/15/2027<sup>(a)</sup> | GBP | 200 | 216090 |
|  |  |  | 15886141 |
|  **Communications - Telecommunications – 1.7%** |  |  |  |
|  Altice France SA/France<br>5.125%, 07/15/2029<sup>(a)</sup> | U.S.$| 200 | 149588 |
|  Connect Finco SARL/Connect US Finco LLC<br>6.75%, 10/01/2026<sup>(a)</sup> |  | 791 | 736896 |
|  Consolidated Communications, Inc.<br>5.00%, 10/01/2028<sup>(a)</sup> |  | 246 | 181410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2028<sup>(a)</sup> |  | 994 | 774028 |
|  DKT Finance ApS<br>9.375%, 06/17/2023<sup>(a)</sup> |  | 200 | 197892 |
|  Hughes Satellite Systems Corp.<br>6.625%, 08/01/2026 |  | 714 | 666455 |
|  Kaixo Bondco Telecom SA<br>5.125%, 09/30/2029<sup>(a)</sup> | EUR | 590 | 536925 |
|  Level 3 Financing, Inc.<br>3.625%, 01/15/2029<sup>(a)</sup> | U.S.$| 543 | 397259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/15/2027<sup>(a)</sup> |  | 154 | 128519 |
|  Lorca Telecom Bondco SA<br>4.00%, 09/18/2027<sup>(a)</sup> | EUR | 1164 | 1113765 |
|  United Group BV<br>3.625%, 02/15/2028<sup>(a)</sup> |  | 147 | 113517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2027<sup>(a)</sup> |  | 269 | 213383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/2028<sup>(a)</sup> |  | 420 | 330520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(a)</sup> |  | 157 | 120877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.516% (EURIBOR 3 Month + 4.88%), 02/01/2029<sup>(a) (b)</sup> |  | 317 | 292260 |
|  Zayo Group Holdings, Inc.<br>4.00%, 03/01/2027<sup>(a)</sup> | U.S.$| 140 | 103755 |
|  |  |  | 6057049 |
|  **Consumer Cyclical - Automotive – 2.5%** |  |  |  |
|  American Axle & Manufacturing, Inc.<br>6.50%, 04/01/2027 |  | 49 | 44425 |
|  Clarios Global LP/Clarios US Finance Co.<br>4.375%, 05/15/2026<sup>(a)</sup> | EUR | 430 | 422084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/2026<sup>(a)</sup> | U.S.$| 511 | 500019 |
|  Ford Motor Credit Co. LLC<br>2.30%, 02/10/2025 |  | 252 | 230046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/10/2026 |  | 254 | 220574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/2027 |  | 246 | 229769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 942 | 965267 |
|  Goodyear Tire & Rubber Co. (The)<br>5.00%, 07/15/2029 |  | 419 | 349509 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  IHO Verwaltungs GmbH<br>3.625% (3.625% Cash or 4.375% PIK), 05/15/2025<sup>(a) (c)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% (6.00% Cash or 6.75% PIK), 05/15/2027<sup>(a) (c)</sup> | U.S.$| 1073 | 943657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2029<sup>(a)</sup> |  | 662 | 558827 |
|  Jaguar Land Rover Automotive PLC<br>4.50%, 10/01/2027<sup>(a)</sup> |  | 954 | 726948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2024<sup>(a)</sup> | EUR | 100 | 100454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/15/2026<sup>(a)</sup> |  | 702 | 665797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/15/2025<sup>(a)</sup> | U.S.$| 293 | 272423 |
|  Mclaren Finance PLC<br>7.50%, 08/01/2026<sup>(a)</sup> |  | 357 | 266179 |
|  PM General Purchaser LLC<br>9.50%, 10/01/2028<sup>(a)</sup> |  | 148 | 112530 |
|  ZF Europe Finance BV<br>2.00%, 02/23/2026<sup>(a)</sup> | EUR | 300 | 276182 |
|  ZF Finance GmbH<br>3.00%, 09/21/2025<sup>(a)</sup> |  | 200 | 196898 |
|  ZF North America Capital, Inc.<br>4.75%, 04/29/2025<sup>(a)</sup> | U.S.$| 1233 | 1172423 |
|  |  |  | 8528059 |
|  **Consumer Cyclical - Entertainment – 2.6%** |  |  |  |
|  Boyne USA, Inc.<br>4.75%, 05/15/2029<sup>(a)</sup> |  | 197 | 176384 |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(a)</sup> |  | 820 | 668046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 246 | 175519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/2026<sup>(a)</sup> | EUR | 182 | 157128 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op<br>5.50%, 05/01/2025<sup>(a)</sup> | U.S.$| 1294 | 1278627 |
|  CPUK Finance Ltd.<br>4.50%, 08/28/2027<sup>(a)</sup> | GBP | 400 | 401966 |
|  Lindblad Expeditions LLC<br>6.75%, 02/15/2027<sup>(a)</sup> | U.S.$| 396 | 359279 |
|  Motion Bondco DAC<br>4.50%, 11/15/2027<sup>(a)</sup> | EUR | 239 | 207589 |
|  NCL Corp., Ltd.<br>3.625%, 12/15/2024<sup>(a)</sup> | U.S.$| 891 | 763052 |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(a)</sup> |  | 299 | 243233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(a)</sup> |  | 244 | 205287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(a)</sup> |  | 526 | 420174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/15/2029<sup>(a)</sup> |  | 378 | 388516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/2025<sup>(a)</sup> |  | 363 | 389916 |
|  Vail Resorts, Inc.<br>6.25%, 05/15/2025<sup>(a)</sup> |  | 1353 | 1355652 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(a)</sup> |  | 132 | 107744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(a)</sup> |  | 656 | 695373 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Viking Ocean Cruises Ship VII Ltd.<br>5.625%, 02/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182710 |
|  VOC Escrow Ltd.<br>5.00%, 02/15/2028<sup>(a)</sup> |  | 831 | 713688 |
|  |  |  | 8889883 |
|  **Consumer Cyclical - Other – 3.2%** |  |  |  |
|  Adams Homes, Inc.<br>7.50%, 02/15/2025<sup>(a)</sup> |  | 354 | 300458 |
|  Allwyn Entertainment Financing UK PLC<br>5.887% (EURIBOR 3 Month + 4.12%), 02/15/2028<sup>(a) (b)</sup> | EUR | 466 | 485112 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC<br>6.25%, 09/15/2027<sup>(a)</sup> | U.S.$| 545 | 483835 |
|  Caesars Entertainment, Inc.<br>6.25%, 07/01/2025<sup>(a)</sup> |  | 330 | 321064 |
|  Castle UK Finco PLC<br>7.00%, 05/15/2029<sup>(a)</sup> | GBP | 276 | 232041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.434% (EURIBOR 3 Month + 5.25%), 05/15/2028<sup>(a) (b)</sup> | EUR | 194 | 153620 |
|  Churchill Downs, Inc.<br>4.75%, 01/15/2028<sup>(a)</sup> | U.S.$| 331 | 296202 |
|  Cirsa Finance International SARL<br>4.75%, 05/22/2025<sup>(a)</sup> | EUR | 360 | 363215 |
|  Five Point Operating Co. LP/Five Point Capital Corp.<br>7.875%, 11/15/2025<sup>(a)</sup> | U.S.$| 1125 | 944258 |
|  Forestar Group, Inc.<br>3.85%, 05/15/2026<sup>(a)</sup> |  | 464 | 412561 |
|  Hilton Domestic Operating Co., Inc.<br>4.875%, 01/15/2030 |  | 526 | 477250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/2025<sup>(a)</sup> |  | 105 | 104095 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(a)</sup> |  | 35 | 28646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(a)</sup> |  | 422 | 366351 |
|  International Game Technology PLC<br>3.50%, 06/15/2026<sup>(a)</sup> | EUR | 300 | 305004 |
|  Marriott Ownership Resorts, Inc.<br>4.50%, 06/15/2029<sup>(a)</sup> | U.S.$| 139 | 115667 |
|  Mattamy Group Corp.<br>5.25%, 12/15/2027<sup>(a)</sup> |  | 702 | 623537 |
|  MGM Resorts International<br>4.75%, 10/15/2028 |  | 513 | 447885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2027 |  | 267 | 248171 |
|  NAC Aviation 29 DAC<br>4.75%, 06/30/2026 |  | 354 | 288711 |
|  NH Hotel Group SA<br>4.00%, 07/02/2026<sup>(a)</sup> | EUR | 817 | 803097 |
|  Samsonite Finco SARL<br>3.50%, 05/15/2026<sup>(a)</sup> |  | 685 | 677611 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Shea Homes LP/Shea Homes Funding Corp.<br>4.75%, 02/15/2028 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388859 |
|  Taylor Morrison Communities, Inc.<br>5.875%, 06/15/2027<sup>(a)</sup> |  | 195 | 187656 |
|  Travel + Leisure Co.<br>6.625%, 07/31/2026<sup>(a)</sup> |  | 1119 | 1095881 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.<br>5.25%, 05/15/2027<sup>(a)</sup> |  | 1024 | 926771 |
|  |  |  | 11077558 |
|  **Consumer Cyclical - Restaurants – 0.4%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>5.75%, 04/15/2025<sup>(a)</sup> |  | 452 | 449731 |
|  Stonegate Pub Co. Financing 2019 PLC<br>8.00%, 07/13/2025<sup>(a)</sup> | GBP | 112 | 120726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 07/31/2025<sup>(a)</sup> |  | 670 | 732164 |
|  |  |  | 1302621 |
|  **Consumer Cyclical - Retailers – 2.5%** |  |  |  |
|  Bath & Body Works, Inc.<br>6.625%, 10/01/2030<sup>(a)</sup> | U.S.$| 1474 | 1382509 |
|  CT Investment GmbH<br>5.50%, 04/15/2026<sup>(a)</sup> | EUR | 360 | 340918 |
|  Dufry One BV<br>2.00%, 02/15/2027<sup>(a)</sup> |  | 571 | 499226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/15/2024<sup>(a)</sup> |  | 748 | 775330 |
|  eG Global Finance PLC<br>4.375%, 02/07/2025<sup>(a)</sup> |  | 610 | 565789 |
|  Hanesbrands, Inc.<br>4.625%, 05/15/2024<sup>(a)</sup> | U.S.$| 607 | 588930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/15/2026<sup>(a)</sup> |  | 939 | 844424 |
|  Michaels Cos, Inc. (The)<br>5.25%, 05/01/2028<sup>(a)</sup> |  | 965 | 779363 |
|  PetSmart, Inc./PetSmart Finance Corp.<br>4.75%, 02/15/2028<sup>(a)</sup> |  | 302 | 273666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/2029<sup>(a)</sup> |  | 317 | 295729 |
|  Rite Aid Corp.<br>7.50%, 07/01/2025<sup>(a)</sup> |  | 101 | 67570 |
|  Sonic Automotive, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 116 | 93536 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp.<br>6.375%, 09/30/2026<sup>(a)</sup> |  | 357 | 286750 |
|  SRS Distribution, Inc.<br>4.625%, 07/01/2028<sup>(a)</sup> |  | 509 | 454664 |
|  Staples, Inc.<br>7.50%, 04/15/2026<sup>(a)</sup> |  | 739 | 636153 |
|  TPro Acquisition Corp.<br>11.00%, 10/15/2024<sup>(a)</sup> |  | 177 | 176127 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  William Carter Co. (The)<br>5.625%, 03/15/2027<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525902 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8586586 |
|  **Consumer Non-Cyclical – 4.0%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.50%, 02/15/2023<sup>(a)</sup> |  | 397 | 394674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/2027<sup>(a)</sup> |  | 694 | 645815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/2026<sup>(a)</sup> |  | 185 | 189386 |
|  Avantor Funding, Inc.<br>2.625%, 11/01/2025<sup>(a)</sup> | EUR | 346 | 348668 |
|  CAB SELAS<br>3.375%, 02/01/2028<sup>(a)</sup> |  | 659 | 566873 |
|  CD&R Smokey Buyer, Inc.<br>6.75%, 07/15/2025<sup>(a)</sup> | U.S.$| 321 | 276856 |
|  Cheplapharm Arzneimittel GmbH<br>3.50%, 02/11/2027<sup>(a)</sup> | EUR | 106 | 99187 |
|  CHS/Community Health Systems, Inc.<br>5.625%, 03/15/2027<sup>(a)</sup> | U.S.$| 1413 | 1212382 |
|  Cidron Aida Finco SARL<br>5.00%, 04/01/2028<sup>(a)</sup> | EUR | 575 | 525348 |
|  Emergent BioSolutions, Inc.<br>3.875%, 08/15/2028<sup>(a)</sup> | U.S.$| 1030 | 508717 |
|  Global Medical Response, Inc.<br>6.50%, 10/01/2025<sup>(a)</sup> |  | 108 | 78741 |
|  Grifols Escrow Issuer SA<br>3.875%, 10/15/2028<sup>(a)</sup> | EUR | 481 | 431402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/2028<sup>(a)</sup> | U.S.$| 1124 | 972485 |
|  Gruenenthal GmbH<br>4.125%, 05/15/2028<sup>(a)</sup> | EUR | 907 | 871983 |
|  IQVIA, Inc.<br>1.75%, 03/15/2026<sup>(a)</sup> |  | 798 | 782080 |
|  Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc.<br>7.00%, 12/31/2027<sup>(a)</sup> | U.S.$| 469 | 385612 |
|  Lamb Weston Holdings, Inc.<br>4.875%, 05/15/2028<sup>(a)</sup> |  | 220 | 208560 |
|  Legacy LifePoint Health LLC<br>4.375%, 02/15/2027<sup>(a)</sup> |  | 147 | 124424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2025<sup>(a)</sup> |  | 840 | 790255 |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(a)</sup> |  | 544 | 438442 |
|  ModivCare, Inc.<br>5.875%, 11/15/2025<sup>(a)</sup> |  | 221 | 209276 |
|  Nidda Healthcare Holding GmbH<br>7.50%, 08/21/2026<sup>(a)</sup> | EUR | 1120 | 1140181 |
|  Organon & Co.,/Organon Foreign Debt Co-Issuer BV<br>4.125%, 04/30/2028<sup>(a)</sup> | U.S.$| 497 | 440054 |
|  Picard Groupe SAS<br>3.875%, 07/01/2026<sup>(a)</sup> | EUR | 310 | 282525 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Post Holdings, Inc.<br>5.75%, 03/01/2027<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177206 |
|  Premier Foods Finance PLC<br>3.50%, 10/15/2026<sup>(a)</sup> | GBP | 200 | 211445 |
|  RP Escrow Issuer LLC<br>5.25%, 12/15/2025<sup>(a)</sup> | U.S.$| 570 | 435925 |
|  Syneos Health, Inc.<br>3.625%, 01/15/2029<sup>(a)</sup> |  | 757 | 603140 |
|  US Acute Care Solutions LLC<br>6.375%, 03/01/2026<sup>(a)</sup> |  | 731 | 648770 |
|  |  |  | 14000412 |
|  **Energy – 2.7%** |  |  |  |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp.<br>7.625%, 12/15/2025<sup>(a)</sup> |  | 653 | 649546 |
|  Callon Petroleum Co.<br>8.25%, 07/15/2025 |  | 125 | 124654 |
|  CITGO Petroleum Corp.<br>6.375%, 06/15/2026<sup>(a)</sup> |  | 356 | 342209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/2025<sup>(a)</sup> |  | 376 | 367544 |
|  Civitas Resources, Inc.<br>5.00%, 10/15/2026<sup>(a)</sup> |  | 407 | 374029 |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(a)</sup> |  | 165 | 152293 |
|  Crescent Energy Finance LLC<br>7.25%, 05/01/2026<sup>(a)</sup> |  | 467 | 443547 |
|  Cullinan Holdco Scsp<br>4.625%, 10/15/2026<sup>(a)</sup> | EUR | 190 | 178747 |
|  EnLink Midstream Partners LP<br>4.15%, 06/01/2025 | U.S.$| 306 | 291428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/2026 |  | 582 | 550147 |
|  EQM Midstream Partners LP<br>4.125%, 12/01/2026 |  | 1400 | 1246546 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>5.625%, 06/15/2024 |  | 108 | 104937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 680 | 626572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 449 | 422581 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(d) (e)</sup> |  | 400 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(a)</sup> |  | 64 | 63474 |
|  Hess Midstream Operations LP<br>5.625%, 02/15/2026<sup>(a)</sup> |  | 195 | 189265 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(a)</sup> |  | 271 | 256539 |
|  Nabors Industries, Inc.<br>7.375%, 05/15/2027<sup>(a)</sup> |  | 563 | 551650 |
|  New Fortress Energy, Inc.<br>6.75%, 09/15/2025<sup>(a)</sup> |  | 380 | 360259 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp.<br>7.50%, 02/01/2026<sup>(a)</sup> |  | 312 | 277902 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  PDC Energy, Inc.<br>5.75%, 05/15/2026 | U.S.$| 228 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216876 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp.<br>8.50%, 10/15/2026<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | 707355 |
|  Sunnova Energy Corp.<br>5.875%, 09/01/2026<sup>(a)</sup> |  | 356 | 318172 |
|  Transocean Phoenix 2 Ltd.<br>7.75%, 10/15/2024<sup>(a)</sup> |  | 136 | 134887 |
|  Transocean Sentry Ltd.<br>5.375%, 05/15/2023<sup>(a)</sup> |  | 351 | 347828 |
|  Weatherford International Ltd.<br>11.00%, 12/01/2024<sup>(a)</sup> |  | 5 | 5137 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9304376 |
|  **Other Industrial – 0.4%** |  |  |  |
|  Belden, Inc.<br>3.375%, 07/15/2031<sup>(a)</sup> | EUR | 693 | 616698 |
|  SIG PLC<br>5.25%, 11/30/2026<sup>(a)</sup> |  | 958 | 845538 |
|  |  |  | 1462236 |
|  **Services – 4.0%** |  |  |  |
|  ADT Security Corp. (The)<br>4.125%, 06/15/2023 | U.S.$| 539 | 535529 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<br>6.625%, 07/15/2026<sup>(a)</sup> |  | 597 | 547467 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL<br>3.625%, 06/01/2028<sup>(a)</sup> | EUR | 160 | 135581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2028<sup>(a)</sup> | U.S.$| 602 | 500802 |
|  ANGI Group LLC<br>3.875%, 08/15/2028<sup>(a)</sup> |  | 969 | 730442 |
|  APCOA Parking Holdings GmbH<br>4.625%, 01/15/2027<sup>(a)</sup> | EUR | 210 | 192784 |
|  APX Group, Inc.<br>6.75%, 02/15/2027<sup>(a)</sup> | U.S.$| 523 | 503832 |
|  Aramark Services, Inc.<br>5.00%, 04/01/2025<sup>(a)</sup> |  | 506 | 494742 |
|  Block, Inc.<br>2.75%, 06/01/2026 |  | 1375 | 1229030 |
|  Elior Group SA<br>3.75%, 07/15/2026<sup>(a)</sup> | EUR | 200 | 180071 |
|  Garda World Security Corp.<br>4.625%, 02/15/2027<sup>(a)</sup> | U.S.$| 678 | 599603 |
|  ION Trading Technologies SARL<br>5.75%, 05/15/2028<sup>(a)</sup> |  | 556 | 464104 |
|  Millennium Escrow Corp.<br>6.625%, 08/01/2026<sup>(a)</sup> |  | 748 | 476154 |
|  MPH Acquisition Holdings LLC<br>5.50%, 09/01/2028<sup>(a)</sup> |  | 1555 | 1213569 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Neptune Bidco US, Inc.<br>9.29%, 04/15/2029<sup>(a)</sup> | U.S.$| 1156 | $1089229 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/2024<sup>(a)</sup> |  | 583 | 573375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/2026<sup>(a)</sup> |  | 225 | 216808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/2028<sup>(a)</sup> |  | 753 | 687572 |
|  Q-Park Holding I BV<br>1.50%, 03/01/2025<sup>(a)</sup> | EUR | 170 | 166385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/01/2027<sup>(a)</sup> |  | 221 | 197147 |
|  Ritchie Bros Auctioneers, Inc.<br>5.375%, 01/15/2025<sup>(a)</sup> | U.S.$| 85 | 83813 |
|  Sabre GLBL, Inc.<br>7.375%, 09/01/2025<sup>(a)</sup> |  | 585 | 560728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/2025<sup>(a)</sup> |  | 141 | 141338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2027<sup>(a)</sup> |  | 292 | 300535 |
|  Techem Verwaltungsgesellschaft 675 mbH<br>2.00%, 07/15/2025<sup>(a)</sup> | EUR | 200 | 196376 |
|  TripAdvisor, Inc.<br>7.00%, 07/15/2025<sup>(a)</sup> | U.S.$| 461 | 458455 |
|  Verisure Holding AB<br>3.25%, 02/15/2027<sup>(a)</sup> | EUR | 638 | 592661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/15/2026<sup>(a)</sup> |  | 519 | 502263 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13725072 |
|  **Technology – 2.8%** |  |  |  |
|  Black Knight InfoServ LLC<br>3.625%, 09/01/2028<sup>(a)</sup> | U.S.$| 438 | 381936 |
|  Centurion Bidco SpA<br>5.875%, 09/30/2026<sup>(a)</sup> | EUR | 1450 | 1335999 |
|  Clarivate Science Holdings Corp.<br>3.875%, 07/01/2028<sup>(a)</sup> | U.S.$| 1039 | 901343 |
|  CWT Travel Group, Inc.<br>8.50%, 11/19/2026<sup>(a)</sup> |  | 994 | 845477 |
|  GoTo Group, Inc.<br>5.50%, 09/01/2027<sup>(a)</sup> |  | 423 | 228314 |
|  NCR Corp.<br>5.125%, 04/15/2029<sup>(a)</sup> |  | 882 | 737608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/01/2027<sup>(a)</sup> |  | 319 | 305758 |
|  NortonLifeLock, Inc.<br>6.75%, 09/30/2027<sup>(a)</sup> |  | 1313 | 1289156 |
|  Playtech PLC<br>4.25%, 03/07/2026<sup>(a)</sup> | EUR | 130 | 130908 |
|  Presidio Holdings, Inc.<br>4.875%, 02/01/2027<sup>(a)</sup> | U.S.$| 543 | 495412 |
|  Rackspace Technology Global, Inc.<br>3.50%, 02/15/2028<sup>(a)</sup> |  | 1378 | 802203 |
|  Seagate HDD Cayman<br>4.875%, 03/01/2024 |  | 218 | 214030 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  TeamSystem SpA<br>3.50%, 02/15/2028<sup>(a)</sup> | EUR | 614 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549295 |
|  Veritas US, Inc./Veritas Bermuda Ltd.<br>7.50%, 09/01/2025<sup>(a)</sup> | U.S.$| 1857 | 1273289 |
|  Virtusa Corp.<br>7.125%, 12/15/2028<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | 206380 |
|  Xerox Corp.<br>4.625%, 03/15/2023 |  | 72 | 71812 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9768920 |
|  **Transportation - Airlines – 1.1%** |  |  |  |
|  Allegiant Travel Co.<br>7.25%, 08/15/2027<sup>(a)</sup> |  | 337 | 320790 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(a)</sup> |  | 602 | 578919 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd.<br>5.75%, 01/20/2026<sup>(a)</sup> |  | 1711 | 1548219 |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd.<br>8.00%, 09/20/2025<sup>(a)</sup> |  | 1154 | 1152941 |
|  United Airlines, Inc.<br>4.375%, 04/15/2026<sup>(a)</sup> |  | 395 | 367891 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968760 |
|  **Transportation - Services – 1.8%** |  |  |  |
|  AerCap Global Aviation Trust<br>6.50%, 06/15/2045<sup>(a)</sup> |  | 291 | 276447 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc.<br>5.25%, 10/15/2026<sup>(a)</sup> | EUR | 253 | 236464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/15/2026<sup>(a)</sup> | U.S.$| 475 | 424370 |
|  Atlantia SpA<br>1.875%, 02/12/2028<sup>(a)</sup> | EUR | 573 | 509721 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>4.75%, 04/01/2028<sup>(a)</sup> | U.S.$| 418 | 354272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2029<sup>(a)</sup> |  | 963 | 826832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(a)</sup> |  | 69 | 62665 |
|  BCP V Modular Services Finance II PLC<br>4.75%, 11/30/2028<sup>(a)</sup> | EUR | 1295 | 1156977 |
|  EC Finance PLC<br>3.00%, 10/15/2026<sup>(a)</sup> |  | 322 | 311729 |
|  Hertz Corp. (The)<br>4.625%, 12/01/2026<sup>(a)</sup> | U.S.$| 1328 | 1112665 |
|  Kapla Holding SAS<br>3.375%, 12/15/2026<sup>(a)</sup> | EUR | 716 | 679405 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Loxam SAS<br>4.50%, 02/15/2027<sup>(a)</sup> | EUR | 404 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395274 |
|  |  |  |  | 6346821 |
|  |  |  |  | 144532285 |
|  **Financial Institutions – 4.6%** | **Financial Institutions – 4.6%** | **Financial Institutions – 4.6%** | **Financial Institutions – 4.6%** | **Financial Institutions – 4.6%** |
|  **Banking – 0.4%** | **Banking – 0.4%** | **Banking – 0.4%** | **Banking – 0.4%** | **Banking – 0.4%** |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(a)</sup> | U.S.$| 1128 |  | 998134 |
|  Discover Financial Services<br>Series D<br>6.125%, 06/23/2025<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |  | 388143 |
|  |  |  |  | 1386277 |
|  **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** |
|  AG Issuer LLC<br>6.25%, 03/01/2028<sup>(a)</sup> |  | 144 |  | 132682 |
|  AG TTMT Escrow Issuer LLC<br>8.625%, 09/30/2027<sup>(a)</sup> |  | 824 |  | 831704 |
|  NFP Corp.<br>4.875%, 08/15/2028<sup>(a)</sup> |  | 688 |  | 585763 |
|  |  |  |  | 1550149 |
|  **Finance – 1.7%** | **Finance – 1.7%** | **Finance – 1.7%** | **Finance – 1.7%** | **Finance – 1.7%** |
|  Castlelake Aviation Finance DAC<br>5.00%, 04/15/2027<sup>(a)</sup> |  | 748 |  | 649062 |
|  Curo Group Holdings Corp.<br>7.50%, 08/01/2028<sup>(a)</sup> |  | 1013 |  | 469373 |
|  Enova International, Inc.<br>8.50%, 09/15/2025<sup>(a)</sup> |  | 1290 |  | 1192050 |
|  goeasy Ltd.<br>5.375%, 12/01/2024<sup>(a)</sup> |  | 852 |  | 816685 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp.<br>5.00%, 08/15/2028<sup>(a)</sup> |  | 808 |  | 659837 |
|  Lincoln Financing SARL<br>3.625%, 04/01/2024<sup>(a)</sup> | EUR | 327 |  | 344412 |
|  Navient Corp.<br>4.875%, 03/15/2028 | U.S.$| 56 |  | 45969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/2027 |  | 441 |  | 385721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/25/2023 |  | 506 |  | 505069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/25/2025 |  | 607 |  | 583497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/2026 |  | 70 |  | 66857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/25/2023 |  | 82 |  | 82307 |
|  |  |  |  | 5800839 |
|  **Other Finance – 0.4%** | **Other Finance – 0.4%** | **Other Finance – 0.4%** | **Other Finance – 0.4%** | **Other Finance – 0.4%** |
|  Coinbase Global, Inc.<br>3.375%, 10/01/2028<sup>(a)</sup> |  | 616 |  | 325427 |
|  Intrum AB<br>3.50%, 07/15/2026<sup>(a)</sup> | EUR | 250 |  | 223732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 08/15/2025<sup>(a)</sup> |  | 345 |  | 335661 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Motion Finco SARL<br>7.00%, 05/15/2025<sup>(a)</sup> | EUR | 492 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524233 |
|  |  |  |  | 1409053 |
|  **REITs – 1.6%** | **REITs – 1.6%** | **REITs – 1.6%** | **REITs – 1.6%** | **REITs – 1.6%** |
|  Aedas Homes Opco SLU<br>4.00%, 08/15/2026<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |  | 744569 |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(a)</sup> | U.S.$| 1042 |  | 880959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2026<sup>(a)</sup> |  | 1011 |  | 931353 |
|  Diversified Healthcare Trust<br>9.75%, 06/15/2025 |  | 176 |  | 168770 |
|  Iron Mountain, Inc.<br>4.875%, 09/15/2027<sup>(a)</sup> |  | 323 |  | 297441 |
|  Neinor Homes SA<br>4.50%, 10/15/2026<sup>(a)</sup> | EUR | 821 |  | 746785 |
|  Via Celere Desarrollos Inmobiliarios SA<br>5.25%, 04/01/2026<sup>(a)</sup> |  | 1119 |  | 1072060 |
|  Vivion Investments SARL<br>3.00%, 08/08/2024<sup>(a)</sup> |  | 900 |  | 751513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2025<sup>(a)</sup> |  | 100 |  | 78310 |
|  |  |  |  | 5671760 |
|  |  |  |  | 15818078 |
|  **Utility – 0.5%** | **Utility – 0.5%** | **Utility – 0.5%** | **Utility – 0.5%** | **Utility – 0.5%** |
|  **Electric – 0.4%** |  |  |  |  |
|  Calpine Corp.<br>4.50%, 02/15/2028<sup>(a)</sup> | U.S.$| 879 |  | 785597 |
|  ContourGlobal Power Holdings SA<br>3.125%, 01/01/2028<sup>(a)</sup> | EUR | 120 |  | 105723 |
|  Vistra Operations Co. LLC<br>5.50%, 09/01/2026<sup>(a)</sup> | U.S.$| 528 |  | 509309 |
|  |  |  |  | 1400629 |
|  **Natural Gas – 0.1%** |  |  |  |  |
|  UGI International LLC<br>2.50%, 12/01/2029<sup>(a)</sup> | EUR | 433 |  | 353088 |
|  |  |  |  | 1753717 |
|  Total Corporates - Non-Investment Grade<br>(cost $180,810,691) |  |  |  | 162104080 |
|  **CORPORATES - INVESTMENT GRADE – 21.7%** |  |  |  |  |
|  **Industrial – 13.2%** |  |  |  |  |
|  **Basic – 2.1%** |  |  |  |  |
|  Anglo American Capital PLC<br>4.75%, 04/10/2027<sup>(a)</sup> | U.S.$| 1323 |  | 1270741 |
|  Arconic Corp.<br>6.00%, 05/15/2025<sup>(a)</sup> |  | 285 |  | 281703 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/31/2030<sup>(a)</sup> |  | 231 |  | 195195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/10/2028<sup>(a)</sup> |  | 341 |  | 305259 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 | U.S.$| 320 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 320 |  | 319091 |
|  Freeport Indonesia PT<br>4.763%, 04/14/2027<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |  | 209031 |
|  Freeport-McMoRan, Inc.<br>3.875%, 03/15/2023 |  | 521 |  | 519937 |
|  Glencore Finance Europe Ltd.<br>1.875%, 09/13/2023<sup>(a)</sup> | EUR | 290 |  | 307373 |
|  Industrias Penoles SAB de CV<br>5.65%, 09/12/2049<sup>(a)</sup> | U.S.$| 395 |  | 369399 |
|  INEOS Finance PLC<br>2.125%, 11/15/2025<sup>(a)</sup> | EUR | 200 |  | 193193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/01/2026<sup>(a)</sup> |  | 472 |  | 435795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/31/2026<sup>(a)</sup> |  | 185 |  | 176257 |
|  MEGlobal Canada ULC<br>5.00%, 05/18/2025<sup>(a)</sup> | U.S.$| 248 |  | 242932 |
|  Nexa Resources SA<br>5.375%, 05/04/2027<sup>(a)</sup> |  | 346 |  | 324332 |
|  SABIC Capital II BV<br>4.50%, 10/10/2028<sup>(a)</sup> |  | 319 |  | 312779 |
|  Smurfit Kappa Acquisitions ULC<br>2.875%, 01/15/2026<sup>(a)</sup> | EUR | 334 |  | 346515 |
|  Suzano Austria GmbH<br>6.00%, 01/15/2029 | U.S.$| 309 |  | 307030 |
|  Westlake Corp.<br>3.60%, 08/15/2026 |  | 843 |  | 792353 |
|  |  |  |  | 7228745 |
|  **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** |
|  Westinghouse Air Brake Technologies Corp.<br>3.20%, 06/15/2025 |  | 91 |  | 85599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/2024 |  | 50 |  | 49182 |
|  |  |  |  | 134781 |
|  **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc.<br>5.875%, 08/15/2027<sup>(a)</sup> |  | 605 |  | 542546 |
|  Netflix, Inc.<br>3.625%, 05/15/2027 | EUR | 1136 |  | 1165772 |
|  Pinewood Finance Co., Ltd.<br>3.25%, 09/30/2025<sup>(a)</sup> | GBP | 420 |  | 467524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 11/15/2027<sup>(a)</sup> |  | 200 |  | 212782 |
|  Prosus NV<br>4.85%, 07/06/2027<sup>(a)</sup> | U.S.$| 321 |  | 304509 |
|  Telecomunicaciones Digitales SA<br>4.50%, 01/30/2030<sup>(a)</sup> |  | 205 |  | 182578 |
|  Warnermedia Holdings, Inc.<br>4.054%, 03/15/2029<sup>(a)</sup> |  | 391 |  | 338884 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Weibo Corp.<br>3.50%, 07/05/2024 | U.S.$| 352 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339698 |
|  |  |  | 3554293 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  Level 3 Financing, Inc.<br>3.875%, 11/15/2029<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | 679446 |
|  **Consumer Cyclical - Automotive – 1.2%** |  |  |  |
|  General Motors Financial Co., Inc.<br>2.20%, 04/01/2024<sup>(a)</sup> | EUR | 472 | 495223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/05/2028 | U.S.$| 376 | 343946 |
|  Harley-Davidson Financial Services, Inc.<br>3.05%, 02/14/2027<sup>(a)</sup> |  | 796 | 711337 |
|  Hyundai Capital America<br>5.875%, 04/07/2025<sup>(a)</sup> |  | 771 | 773907 |
|  Nissan Motor Acceptance Co. LLC<br>3.45%, 03/15/2023<sup>(a)</sup> |  | 29 | 28873 |
|  Nissan Motor Co., Ltd.<br>4.345%, 09/17/2027<sup>(a)</sup> |  | 1110 | 1006004 |
|  Volkswagen Group of America Finance LLC<br>3.35%, 05/13/2025<sup>(a)</sup> |  | 785 | 750405 |
|  |  |  | 4109695 |
|  **Consumer Cyclical - Entertainment – 0.4%** |  |  |  |
|  Hasbro, Inc.<br>3.90%, 11/19/2029 |  | 382 | 339571 |
|  Mattel, Inc.<br>3.375%, 04/01/2026<sup>(a)</sup> |  | 1100 | 1013551 |
|  |  |  | 1353122 |
|  **Consumer Cyclical - Other – 1.3%** |  |  |  |
|  Genting New York LLC/GENNY Capital, Inc.<br>3.30%, 02/15/2026<sup>(a)</sup> |  | 588 | 516023 |
|  Gohl Capital Ltd.<br>4.25%, 01/24/2027<sup>(a)</sup> |  | 347 | 308461 |
|  Las Vegas Sands Corp.<br>3.20%, 08/08/2024 |  | 545 | 515112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/08/2029 |  | 674 | 570750 |
|  Marriott International, Inc./MD<br>Series EE<br>5.75%, 05/01/2025 |  | 112 | 113185 |
|  PulteGroup, Inc.<br>5.50%, 03/01/2026 |  | 345 | 346449 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc.<br>4.625%, 04/16/2029<sup>(a)</sup> |  | 800 | 568424 |
|  Sands China Ltd.<br>4.30%, 01/08/2026 |  | 437 | 399855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 08/08/2028 |  | 318 | 298631 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Toll Brothers Finance Corp.<br>4.375%, 04/15/2023 | U.S.$| 867 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862734 |
|  |  |  | 4499624 |
|  **Consumer Cyclical - Retailers – 0.5%** |  |  |  |
|  Advance Auto Parts, Inc.<br>3.90%, 04/15/2030 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | 631749 |
|  Macy's Retail Holdings LLC<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 770 | 684930 |
|  PVH Corp.<br>4.625%, 07/10/2025 |  | 246 | 237555 |
|  Ross Stores, Inc.<br>4.70%, 04/15/2027 |  | 142 | 139727 |
|  |  |  | 1693961 |
|  **Consumer Non-Cyclical – 1.4%** |  |  |  |
|  BAT Capital Corp.<br>2.259%, 03/25/2028 |  | 735 | 611733 |
|  BAT International Finance PLC<br>4.448%, 03/16/2028 |  | 1586 | 1467986 |
|  Charles River Laboratories International, Inc.<br>4.25%, 05/01/2028<sup>(a)</sup> |  | 1061 | 976300 |
|  Kimberly-Clark de Mexico SAB de CV<br>2.431%, 07/01/2031<sup>(a)</sup> |  | 343 | 280402 |
|  Newell Brands, Inc.<br>4.45%, 04/01/2026 |  | 1190 | 1126002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2025 |  | 122 | 119022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/2027 |  | 165 | 163822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029 |  | 165 | 162857 |
|  |  |  | 4908124 |
|  **Energy – 3.0%** |  |  |  |
|  Boardwalk Pipelines LP<br>4.80%, 05/03/2029 |  | 363 | 341510 |
|  Cheniere Energy Partners LP<br>4.50%, 10/01/2029 |  | 193 | 173704 |
|  Continental Resources, Inc./OK<br>3.80%, 06/01/2024 |  | 483 | 469631 |
|  Devon Energy Corp.<br>4.50%, 01/15/2030 |  | 345 | 321899 |
|  Ecopetrol SA<br>4.125%, 01/16/2025 |  | 353 | 335526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 06/26/2026 |  | 329 | 310296 |
|  Energy Transfer LP<br>3.90%, 05/15/2024 |  | 1564 | 1524118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/2026 |  | 20 | 18912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2026 |  | 253 | 246890 |
|  Hunt Oil Co. of Peru LLC Sucursal Del Peru<br>6.375%, 06/01/2028<sup>(a)</sup> |  | 175 | 165656 |
|  Marathon Petroleum Corp.<br>4.70%, 05/01/2025 |  | 345 | 339953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/15/2026 |  | 1656 | 1649525 |
|  Oleoducto Central SA<br>4.00%, 07/14/2027<sup>(a)</sup> |  | 560 | 491680 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  ONEOK, Inc.<br>4.35%, 03/15/2029 | U.S.$| 323 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/2031 |  | 200 | 203814 |
|  Plains All American Pipeline LP/PAA Finance Corp.<br>4.50%, 12/15/2026 |  | 57 | 54803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | 666815 |
|  Raizen Fuels Finance SA<br>5.30%, 01/20/2027<sup>(a)</sup> |  | 392 | 379823 |
|  Sabine Pass Liquefaction LLC<br>5.75%, 05/15/2024 |  | 387 | 387135 |
|  Tengizchevroil Finance Co. International Ltd.<br>3.25%, 08/15/2030<sup>(a)</sup> |  | 242 | 171639 |
|  Transportadora de Gas del Peru SA<br>4.25%, 04/30/2028<sup>(a)</sup> |  | 343 | 320555 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 703 | 715267 |
|  Western Midstream Operating LP<br>4.30%, 02/01/2030 |  | 1182 | 1035337 |
|  |  |  | 10624006 |
|  **Services – 0.1%** |  |  |  |
|  Booking Holdings, Inc.<br>4.625%, 04/13/2030 |  | 195 | 188686 |
|  Expedia Group, Inc.<br>6.25%, 05/01/2025<sup>(a)</sup> |  | 50 | 50361 |
|  |  |  | 239047 |
|  **Technology – 1.3%** |  |  |  |
|  Baidu, Inc.<br>3.075%, 04/07/2025 |  | 234 | 220203 |
|  Broadcom, Inc.<br>3.187%, 11/15/2036<sup>(a)</sup> |  | 719 | 518931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/2029<sup>(a)</sup> |  | 386 | 351268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/2030 |  | 149 | 133486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 05/15/2037<sup>(a)</sup> |  | 200 | 174806 |
|  CDW LLC/CDW Finance Corp.<br>3.276%, 12/01/2028 |  | 406 | 348401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/01/2025 |  | 999 | 971577 |
|  Entegris Escrow Corp.<br>4.75%, 04/15/2029<sup>(a)</sup> |  | 701 | 641163 |
|  Lenovo Group Ltd.<br>3.421%, 11/02/2030<sup>(a)</sup> |  | 269 | 211636 |
|  Microchip Technology, Inc.<br>4.25%, 09/01/2025 |  | 238 | 231119 |
|  Micron Technology, Inc.<br>5.327%, 02/06/2029 |  | 353 | 338771 |
|  Western Digital Corp.<br>4.75%, 02/15/2026 |  | 363 | 341492 |
|  Workday, Inc.<br>3.70%, 04/01/2029 |  | 200 | 183460 |
|  |  |  | 4666313 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Airlines – 0.4%** |  |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.50%, 10/20/2025<sup>(a)</sup> | U.S.$| 272 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264754 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd.<br>6.50%, 06/20/2027<sup>(a)</sup> |  | 1001 | 997211 |
|  |  |  | 1261965 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | 169383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 95 | 91652 |
|  |  |  | 261035 |
|  **Transportation - Services – 0.2%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd.<br>4.00%, 07/30/2027<sup>(a)</sup> |  | 346 | 300977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/03/2029<sup>(a)</sup> |  | 348 | 291189 |
|  |  |  | 592166 |
|  |  |  | 45806323 |
|  **Financial Institutions – 7.4%** |  |  |  |
|  **Banking – 4.4%** |  |  |  |
|  ABN AMRO Bank NV<br>7.75%, 05/15/2023<sup>(g)</sup> |  | 200 | 200642 |
|  AIB Group PLC<br>7.583%, 10/14/2026<sup>(a)</sup> |  | 643 | 654330 |
|  Ally Financial, Inc.<br>5.75%, 11/20/2025 |  | 785 | 761607 |
|  Banco de Credito del Peru S.A.<br>3.125%, 07/01/2030<sup>(a)</sup> |  | 248 | 225804 |
|  Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand<br>5.375%, 04/17/2025<sup>(a)</sup> |  | 266 | 262974 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 400 | 370716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.179%, 11/19/2025 |  | 400 | 394940 |
|  Bank of Ireland Group PLC<br>6.253%, 09/16/2026<sup>(a)</sup> |  | 290 | 288741 |
|  Barclays PLC<br>7.385%, 11/02/2028 |  | 983 | 1022458 |
|  CaixaBank SA<br>5.875%, 10/09/2027<sup>(a) (f)</sup> | EUR | 200 | 195971 |
|  Citigroup, Inc.<br>3.875%, 02/18/2026<sup>(f)</sup> | U.S.$| 154 | 131638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/30/2023<sup>(f)</sup> |  | 195 | 193600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V<br>4.70%, 01/30/2025<sup>(f)</sup> |  | 147 | 122405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(f)</sup> |  | 207 | 180560 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br>**(000)** | **Principal<br>Amount**<br>**(000)** | **U.S. $ Value** |
|  Credit Suisse Group AG<br>6.373%, 07/15/2026<sup>(a)</sup> | U.S.$| 445 | $417810 |
|  Danske Bank A/S<br>3.244%, 12/20/2025<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334755 |
|  Fifth Third Bancorp<br>Series L<br>4.50%, 09/30/2025<sup>(f)</sup> |  | 86 | 79963 |
|  HSBC Holdings PLC<br>7.336%, 11/03/2026 |  | 804 | 836200 |
|  Intesa Sanpaolo SpA<br>5.017%, 06/26/2024<sup>(a)</sup> |  | 914 | 882540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup> |  | 347 | 334366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/21/2025<sup>(a)</sup> |  | 200 | 204274 |
|  Lloyds Banking Group PLC<br>7.953%, 11/15/2033 |  | 647 | 685691 |
|  NatWest Group PLC<br>7.472%, 11/10/2026 |  | 368 | 383191 |
|  Santander UK Group Holdings PLC<br>6.833%, 11/21/2026 |  | 1683 | 1706225 |
|  Societe Generale SA<br>8.00%, 09/29/2025<sup>(a) (f)</sup> |  | 386 | 388127 |
|  Standard Chartered PLC<br>7.776%, 11/16/2025<sup>(a)</sup> |  | 561 | 578683 |
|  Truist Financial Corp.<br>Series Q<br>5.10%, 03/01/2030<sup>(f)</sup> |  | 1090 | 1012250 |
|  UBS Group AG<br>4.375%, 12/31/2099<sup>(a) (f)</sup> |  | 507 | 385558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/19/2025<sup>(a) (f)</sup> |  | 401 | 396469 |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(a)</sup> |  | 222 | 189053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.569%, 09/22/2026<sup>(a)</sup> |  | 482 | 426623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.861%, 06/19/2032<sup>(a)</sup> |  | 426 | 374825 |
|  Wells Fargo & Co.<br>Series BB<br>3.90%, 03/15/2026<sup>(f)</sup> |  | 878 | 769699 |
|  |  |  | 15392688 |
|  **Brokerage – 0.1%** |  |  |  |
|  Charles Schwab Corp. (The)<br>Series G<br>5.375%, 06/01/2025<sup>(f)</sup> |  | 406 | 397945 |
|  **Finance – 1.1%** |  |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust<br>3.00%, 10/29/2028 |  | 922 | 773825 |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(a)</sup> |  | 39 | 31913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/01/2024 |  | 25 | 24164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/2026 |  | 5 | 4708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/25/2023 |  | 59 | 58372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2023 |  | 6 | 5975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 1078 | 1037909 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br>**(000)** | **Principal<br>Amount**<br>**(000)** | **U.S. $ Value** |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/20/2026<sup>(a)</sup> |  | 428 | 361699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 96 | 84003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup> |  | 3 | 2788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/30/2024<sup>(a)</sup> |  | 308 | 300577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 31 | 29204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2024<sup>(a)</sup> |  | 105 | 103011 |
|  Huarong Finance II Co., Ltd.<br>4.625%, 06/03/2026 <sup>(a)</sup> |  | 685 | 607938 |
|  Power Finance Corp. Ltd.<br>4.50%, 06/18/2029 <sup>(a)</sup> |  | 341 | 312505 |
|  |  |  | 3842259 |
|  **Insurance – 0.5%** |  |  |  |
|  Centene Corp.<br>2.45%, 07/15/2028 |  | 1214 | 1024288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/2029 |  | 20 | 18339 |
|  Hartford Financial Services Group, Inc. (The)<br>Series ICON<br>6.731% (LIBOR 3 Month + 2.12%), 02/12/2047<sup>(a) (b)</sup> |  | 859 | 717866 |
|  |  |  | 1760493 |
|  **REITs – 1.3%** |  |  |  |
|  GLP Capital LP/GLP Financing II, Inc.<br>3.35%, 09/01/2024 |  | 13 | 12448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/2025 |  | 191 | 188058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 04/15/2026 |  | 79 | 77898 |
|  MPT Operating Partnership LP/MPT Finance Corp.<br>5.00%, 10/15/2027 |  | 210 | 176715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/2026 |  | 530 | 483890 |
|  Office Properties Income Trust<br>3.45%, 10/15/2031 |  | 452 | 304689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2025 |  | 279 | 252643 |
|  Omega Healthcare Investors, Inc.<br>3.375%, 02/01/2031 |  | 440 | 340203 |
|  Sabra Health Care LP<br>3.90%, 10/15/2029 |  | 334 | 277731 |
|  Spirit Realty LP<br>2.10%, 03/15/2028 |  | 346 | 281973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2029 |  | 393 | 341690 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(a)</sup> |  | 211 | 180972 |
|  VICI Properties LP/VICI Note Co., Inc.<br>5.625%, 05/01/2024<sup>(a)</sup> |  | 696 | 691274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/2027<sup>(a)</sup> |  | 200 | 194820 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br>**(000)** | **Principal<br>Amount**<br>**(000)** | **U.S. $ Value** |
|  Vornado Realty LP<br>2.15%, 06/01/2026 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710734 |
|  |  |  | 4515738 |
|  |  |  | 25909123 |
|  **Utility – 1.1%** |  |  |  |
|  **Electric – 1.1%** |  |  |  |
|  Adani Transmission Step-One Ltd.<br>4.00%, 08/03/2026<sup>(a)</sup> |  | 956 | 849942 |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030<sup>(a)</sup> |  | 291 | 250951 |
|  Chile Electricity PEC SpA<br>Zero Coupon, 01/25/2028<sup>(a)</sup> |  | 460 | 328986 |
|  Cometa Energia SA de CV<br>6.375%, 04/24/2035<sup>(a)</sup> |  | 188 | 177630 |
|  Empresa Electrica Cochrane SpA<br>5.50%, 05/14/2027<sup>(a)</sup> |  | 287 | 263974 |
|  Empresas Publicas de Medellin ESP<br>4.25%, 07/18/2029<sup>(a)</sup> |  | 427 | 338211 |
|  Enel Finance International NV<br>3.50%, 04/06/2028<sup>(a)</sup> |  | 389 | 342215 |
|  Engie Energia Chile SA<br>3.40%, 01/28/2030<sup>(a)</sup> |  | 289 | 234686 |
|  Fenix Power Peru SA<br>4.317%, 09/20/2027<sup>(a)</sup> |  | 368 | 338491 |
|  Kallpa Generacion SA<br>4.125%, 08/16/2027<sup>(a)</sup> |  | 710 | 649783 |
|  |  |  | 3774869 |
|  Total Corporates - Investment Grade<br>(cost $81,756,697) |  |  | 75490315 |
|  **GOVERNMENTS - TREASURIES – 9.4%** |  |  |  |
|  **United States – 9.4%** |  |  |  |
|  U.S. Treasury Notes<br>1.50%, 01/31/2027 |  | 13418 | 12126879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 05/31/2027 |  | 8591 | 8108040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/2032 |  | 5140 | 4693371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2032 |  | 4878 | 4510348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/30/2027 |  | 3232 | 3248361 |
|  Total Governments - Treasuries<br>(cost $34,597,443) |  |  | 32686999 |
|  **BANK LOANS – 6.5%** |  |  |  |
|  **Industrial – 6.0%** |  |  |  |
|  **Capital Goods – 0.8%** |  |  |  |
|  ACProducts Holdings, Inc.<br>8.980% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(h)</sup> |  | 665 | 494953 |
|  Apex Tool Group, LLC<br>9.667% (SOFR 1 Month + 5.25%), 02/08/2029<sup>(h)</sup> |  | 714 | 609115 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Chariot Buyer LLC<br>7.634% (LIBOR 1 Month + 3.25%), 11/03/2028<sup>(h)</sup> | U.S.$| 99 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93142 |
|  Gates Global LLC<br>6.884% (LIBOR 1 Month + 2.50%), 03/31/2027<sup>(h)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | 276677 |
|  GFL Environmental, Inc.<br>7.415% (LIBOR 3 Month + 3.00%), 05/30/2025<sup>(h)</sup> |  | 192 | 192306 |
|  Granite US Holdings Corporation<br>8.750% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(h) (i)</sup> |  | 538 | 537812 |
|  TransDigm, Inc.<br>6.980% (LIBOR 3 Month + 2.25%), 12/09/2025<sup>(h)</sup> |  | 656 | 647071 |
|  |  |  | 2851076 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Clear Channel Outdoor Holdings, Inc.<br>7.915% (LIBOR 3 Month + 3.50%), 08/21/2026<sup>(h)</sup> |  | 81 | 73869 |
|  Coral-US Co-Borrower LLC<br>7.318% (LIBOR 1 Month + 3.00%), 10/15/2029<sup>(h)</sup> |  | 320 | 309520 |
|  Univision Communications, Inc.<br>7.134% (LIBOR 1 Month + 2.75%), 03/15/2024<sup>(h)</sup> |  | 48 | 47837 |
|  |  |  | 431226 |
|  **Communications - Telecommunications – 0.8%** |  |  |  |
|  Crown Subsea Communications Holding, Inc.<br>8.870% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(h)</sup> |  | 505 | 491398 |
|  DIRECTV Financing, LLC<br>9.384% (LIBOR 1 Month + 5.00%), 08/02/2027<sup>(h)</sup> |  | 302 | 293138 |
|  Intrado Corporation (West Corp/Olympus Merger)<br>8.415% (LIBOR 3 Month + 4.00%), 10/10/2024<sup>(h)</sup> |  | 442 | 406048 |
|  Proofpoint, Inc.<br>10.985% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(h)</sup> |  | 850 | 813169 |
|  Zacapa SARL<br>8.830% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(h)</sup> |  | 901 | 864458 |
|  |  |  | 2868211 |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |
|  Clarios Global LP<br>7.634% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(h)</sup> |  | 110 | 107451 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Dealer Tire Financial, LLC<br>8.817% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(h)</sup> | U.S.$| 126 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124592 |
|  |  |  | 232043 |
|  **Consumer Cyclical - Entertainment – 0.4%** |  |  |  |
|  Seaworld Parks & Entertainment, Inc.<br>7.438% (LIBOR 1 Month + 3.00%), 08/25/2028<sup>(h)</sup> |  | 1355 | 1328797 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Caesars Resort Collection, LLC<br>7.134% (LIBOR 1 Month + 2.75%), 12/23/2024<sup>(h)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | 318709 |
|  Flutter Entertainment PLC<br>6.980% (LIBOR 3 Month + 2.25%), 07/21/2026<sup>(h)</sup> |  | 79 | 78042 |
|  Marriott Ownership Resorts, Inc.<br>6.134% (LIBOR 1 Month + 1.75%), 08/29/2025<sup>(h)</sup> |  | 311 | 307191 |
|  |  |  | 703942 |
|  **Consumer Cyclical - Restaurants – 0.6%** |  |  |  |
|  1011778 B.C. Unlimited Liability Company<br>6.134% (LIBOR 1 Month + 1.75%), 11/19/2026<sup>(h)</sup> |  | 1236 | 1212528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.165% (LIBOR 3 Month + 1.75%), 11/19/2026<sup>(h)</sup> |  | 367 | 360575 |
|  IRB Holding Corp.<br>6.821% (LIBOR 1 Month + 2.75%), 02/05/2025<sup>(h)</sup> |  | 467 | 461248 |
|  |  |  | 2034351 |
|  **Consumer Cyclical - Retailers – 0.2%** |  |  |  |
|  Great Outdoors Group, LLC<br>8.134% (LIBOR 1 Month + 3.75%), 03/06/2028<sup>(h)</sup> |  | 127 | 122083 |
|  Restoration Hardware, Inc.<br>7.673% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(h)</sup> |  | 630 | 586201 |
|  |  |  | 708284 |
|  **Consumer Non-Cyclical – 1.0%** |  |  |  |
|  Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC)<br>8.173% (SOFR 1 Month + 3.75%), 05/12/2028<sup>(h)</sup> |  | 565 | 535758 |
|  Gainwell Acquisition Corp.<br>8.730% (LIBOR 3 Month + 4.00%), 10/01/2027<sup>(h) (i)</sup> |  | 392 | 367010 |
|  Kronos Acquisition Holdings, Inc.<br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(h)</sup> |  | 549 | 520674 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)<br>8.165% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(h)</sup> | U.S.$| 694 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652647 |
|  Padagis LLC<br>8.491% (LIBOR 3 Month + 4.75%), 07/06/2028<sup>(h)</sup> |  | 235 | 207452 |
|  PetSmart LLC<br>8.130% (LIBOR 1 Month + 3.75%), 02/11/2028<sup>(h)</sup> |  | 711 | 694334 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.)<br>8.924% (LIBOR 3 Month + 5.25%), 12/15/2027<sup>(h)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | 477945 |
|  |  |  | 3455820 |
|  **Energy – 0.4%** |  |  |  |
|  GIP II Blue Holding, L.P.<br>8.174% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(h)</sup> |  | 925 | 915904 |
|  Parkway Generation, LLC<br>9.073% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(h)</sup> |  | 567 | 556284 |
|  |  |  | 1472188 |
|  **Other Industrial – 0.3%** |  |  |  |
|  American Tire Distributors, Inc.<br>10.608% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(h)</sup> |  | 1133 | 1030764 |
|  Dealer Tire Financial, LLC<br>8.817% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(h)</sup> |  | 126 | 0 |
|  Rockwood Service Corporation<br>8.634% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(h)</sup> |  | 35 | 34590 |
|  |  |  | 1065354 |
|  **Services – 0.2%** |  |  |  |
|  Amentum Government Services Holdings LLC<br>8.170% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(h)</sup> |  | 15 | 14260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.384% (LIBOR 1 Month + 4.00%), 01/29/2027<sup>(h)</sup> |  | 44 | 42826 |
|  Garda World Security Corporation<br>8.930% (LIBOR 3 Month + 4.25%), 02/21/2023<sup>(h)</sup> |  | 457 | 443246 |
|  |  |  | 500332 |
|  **Technology – 0.9%** |  |  |  |
|  Ascend Learning, LLC<br>10.134% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(h)</sup> |  | 300 | 256125 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Banff Guarantor, Inc.<br>9.884% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(h)</sup> | U.S.$| 120 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110100 |
|  Boxer Parent Company, Inc.<br>8.134% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(h)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | 945512 |
|  Endurance International Group Holdings, Inc.<br>7.717% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(h)</sup> |  | 621 | 556168 |
|  FINThrive Software Intermediate Holdings, Inc.<br>11.134% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(h)</sup> |  | 240 | 180974 |
|  Loyalty Ventures, Inc.<br>8.571% (LIBOR 1 Month + 4.50%), 11/03/2027<sup>(h)</sup> |  | 595 | 231778 |
|  Playtika Holding Corp.<br>7.134% (LIBOR 1 Month + 2.75%), 03/13/2028<sup>(h)</sup> |  | 795 | 757225 |
|  Presidio Holdings, Inc.<br>7.890% (LIBOR 1 Month + 3.50%), 01/22/2027<sup>(h)</sup> |  | 4 | 4249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.920% (LIBOR 3 Month + 3.50%), 01/22/2027<sup>(h)</sup> |  | 104 | 101983 |
|  Veritas US, Inc.<br>9.730% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(h)</sup> |  | 96 | 67275 |
|  |  |  | 3211389 |
|  |  |  | 20863013 |
|  **Financial Institutions – 0.3%** |  |  |  |
|  **Finance – 0.0%** |  |  |  |
|  Orbit Private Holdings I Ltd.<br>8.174% (LIBOR 3 Month + 4.50%), 12/11/2028<sup>(h)</sup> |  | 109 | 107765 |
|  **Insurance – 0.3%** |  |  |  |
|  Cross Financial Corp.<br>8.438% (LIBOR 1 Month + 4.00%), 09/15/2027<sup>(h)</sup> |  | 413 | 405102 |
|  Hub International Limited<br>7.528% (LIBOR 3 Month + 3.25%), 04/25/2025<sup>(h)</sup> |  | 706 | 698600 |
|  |  |  | 1103702 |
|  |  |  | 1211467 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Granite Generation LLC<br>8.134% (LIBOR 1 Month + 3.75%), 11/09/2026<sup>(h)</sup> |  | 536 | 519720 |
|  Total Bank Loans<br>(cost $24,002,362) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22594200 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - CORPORATE BONDS – 5.1%** |  |  |  |
|  **Industrial – 4.6%** | **Industrial – 4.6%** | **Industrial – 4.6%** | **Industrial – 4.6%** |
|  **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346275 |
|  Cia de Minas Buenaventura SAA<br>5.50%, 07/23/2026<sup>(a)</sup> |  | 719 | 615104 |
|  Consolidated Energy Finance SA<br>5.00%, 10/15/2028<sup>(a)</sup> | EUR | 320 | 287178 |
|  CSN Resources SA<br>7.625%, 04/17/2026<sup>(a)</sup> | U.S.$| 274 | 272253 |
|  Eldorado Gold Corp.<br>6.25%, 09/01/2029<sup>(a)</sup> |  | 544 | 477530 |
|  Indika Energy Capital IV Pte Ltd.<br>8.25%, 10/22/2025<sup>(a)</sup> |  | 337 | 331945 |
|  JSW Steel Ltd.<br>5.95%, 04/18/2024<sup>(a)</sup> |  | 338 | 333775 |
|  Sasol Financing USA LLC<br>5.875%, 03/27/2024 |  | 684 | 666900 |
|  Vedanta Resources Finance II PLC<br>13.875%, 01/21/2024<sup>(a)</sup> |  | 200 | 173413 |
|  Volcan Cia Minera SAA<br>4.375%, 02/11/2026<sup>(a)</sup> |  | 127 | 109205 |
|  |  |  | 3613578 |
|  **Capital Goods – 0.6%** |  |  |  |
|  Cemex SAB de CV<br>7.375%, 06/05/2027<sup>(a)</sup> |  | 397 | 406429 |
|  Embraer Netherlands Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/2027 |  | 588 | 563120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/17/2028<sup>(a)</sup> |  | 318 | 316867 |
|  IHS Holding Ltd.<br>5.625%, 11/29/2026<sup>(a)</sup> |  | 263 | 218257 |
|  Usiminas International SARL<br>5.875%, 07/18/2026<sup>(a)</sup> |  | 545 | 525346 |
|  |  |  | 2030019 |
|  **Communications - Media – 0.1%** |  |  |  |
|  RCS & RDS SA<br>3.25%, 02/05/2028<sup>(a)</sup> | EUR | 200 | 170309 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  C&W Senior Financing DAC<br>6.875%, 09/15/2027<sup>(a)</sup> | U.S.$| 208 | 192634 |
|  HTA Group Ltd./Mauritius<br>7.00%, 12/18/2025<sup>(a)</sup> |  | 424 | 389232 |
|  |  |  | 581866 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Other – 0.8%** |  |  |  |
|  Allwyn International AS<br>3.875%, 02/15/2027<sup>(a)</sup> | EUR | 325 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312672 |
|  Melco Resorts Finance Ltd.<br>5.375%, 12/04/2029<sup>(a)</sup> | U.S.$| 428 | 333840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/17/2027<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | 302222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/21/2028<sup>(a)</sup> |  | 428 | 353100 |
|  MGM China Holdings Ltd.<br>5.25%, 06/18/2025<sup>(a)</sup> |  | 275 | 257091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/15/2024<sup>(a)</sup> |  | 214 | 205440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/15/2026<sup>(a)</sup> |  | 216 | 200043 |
|  Wynn Macau Ltd.<br>5.50%, 01/15/2026<sup>(a)</sup> |  | 475 | 432487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/26/2028<sup>(a)</sup> |  | 345 | 291487 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688382 |
|  **Consumer Non-Cyclical – 0.9%** |  |  |  |
|  BRF GmbH<br>4.35%, 09/29/2026<sup>(a)</sup> |  | 285 | 257622 |
|  BRF SA<br>4.875%, 01/24/2030<sup>(a)</sup> |  | 285 | 239988 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL<br>5.25%, 04/27/2029<sup>(a)</sup> |  | 113 | 105571 |
|  Natura & Co. Luxembourg Holdings SARL<br>6.00%, 04/19/2029<sup>(a)</sup> |  | 274 | 239116 |
|  Natura Cosmeticos SA<br>4.125%, 05/03/2028<sup>(a)</sup> |  | 333 | 271353 |
|  Teva Pharmaceutical Finance Netherlands II BV<br>3.75%, 05/09/2027 | EUR | 482 | 444787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2025 |  | 330 | 337308 |
|  Teva Pharmaceutical Finance Netherlands III BV<br>3.15%, 10/01/2026 | U.S.$| 490 | 425136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/09/2027 |  | 372 | 335219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/09/2029 |  | 372 | 328476 |
|  Tonon Luxembourg SA<br>6.50% (0.50% Cash and 6.00% PIK), 10/31/2024<sup>(c) (d) (e) (g) (j)</sup> |  | 102 | 10 |
|  Ulker Biskuvi Sanayi AS<br>6.95%, 10/30/2025<sup>(a)</sup> |  | 341 | 283946 |
|  Virgolino de Oliveira Finance SA<br>10.50%, 01/28/2018<sup>(e) (g) (i) (j) (k)</sup> |  | 425 | 43 |
|  |  |  | 3268575 |
|  **Energy – 0.7%** |  |  |  |
|  Gran Tierra Energy, Inc.<br>7.75%, 05/23/2027<sup>(a)</sup> |  | 212 | 172373 |
|  Greenko Wind Projects Mauritius Ltd.<br>5.50%, 04/06/2025<sup>(a)</sup> |  | 200 | 186350 |
|  Kosmos Energy Ltd.<br>7.125%, 04/04/2026<sup>(a)</sup> |  | 379 | 321747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/01/2028<sup>(a)</sup> |  | 200 | 159975 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Leviathan Bond Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/30/2023<sup>(a)</sup> | U.S.$| 68 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/30/2025<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | 735638 |
|  Medco Bell Pte Ltd.<br>6.375%, 01/30/2027<sup>(a)</sup> |  | 357 | 320407 |
|  ReNew Power Pvt Ltd.<br>5.875%, 03/05/2027<sup>(a)</sup> |  | 200 | 191100 |
|  SierraCol Energy Andina LLC<br>6.00%, 06/15/2028<sup>(a)</sup> |  | 578 | 444446 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599560 |
|  **Services – 0.1%** |  |  |  |
|  Bidvest Group UK PLC (The)<br>3.625%, 09/23/2026<sup>(a)</sup> |  | 377 | 337603 |
|  **Technology – 0.2%** |  |  |  |
|  CA Magnum Holdings<br>5.375%, 10/31/2026<sup>(a)</sup> |  | 741 | 670701 |
|  |  |  | 15960593 |
|  **Financial Institutions – 0.4%** |  |  |  |
|  **Banking – 0.2%** |  |  |  |
|  Akbank TAS<br>6.80%, 02/06/2026<sup>(a)</sup> |  | 347 | 333619 |
|  Bank Tabungan Negara Persero TBK PT<br>4.20%, 01/23/2025<sup>(a)</sup> |  | 452 | 411369 |
|  |  |  | 744988 |
|  **Brokerage – 0.1%** |  |  |  |
|  Banco BTG Pactual SA/Cayman Islands<br>4.50%, 01/10/2025<sup>(a)</sup> |  | 355 | 341754 |
|  **REITs – 0.1%** |  |  |  |
|  China Aoyuan Group Ltd.<br>5.88%, 03/01/2027<sup>(a) (d) (e)</sup> |  | 200 | 15500 |
|  Powerlong Real Estate Holdings Ltd.<br>4.90%, 05/13/2026<sup>(a)</sup> |  | 200 | 54000 |
|  Sunac China Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/26/2024<sup>(a) (d) (e)</sup> |  | 200 | 41500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/26/2026<sup>(a) (d) (e)</sup> |  | 254 | 52070 |
|  Times China Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/04/2024<sup>(a) (d) (e)</sup> |  | 200 | 36913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/08/2025<sup>(a) (d) (e)</sup> |  | 230 | 37777 |
|  Yango Justice International Ltd.<br>7.50%, 02/17/2025<sup>(a) (d) (e)</sup> |  | 200 | 3000 |
|  Zhenro Properties Group Ltd.<br>7.10%, 09/10/2024<sup>(a) (d) (e)</sup> |  | 200 | 5000 |
|  |  |  | 245760 |
|  |  |  | 1332502 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  India Clean Energy Holdings<br>4.50%, 04/18/2027<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | $158475 |
|  Investment Energy Resources Ltd.<br>6.25%, 04/26/2029<sup>(a)</sup> |  | 247 | 231146 |
|  Terraform Global Operating LP<br>6.125%, 03/01/2026<sup>(g)</sup> |  | 108 | 100564 |
|  |  |  | 490185 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $21,458,711) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17783280 |
|  **MORTGAGE PASS-THROUGHS – 2.0%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 2.0%** |  |  |  |
|  Uniform Mortgage-Backed Security<br>Series 2023<br>2.00%, 01/01/2053, TBA |  | 6684 | 5455375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/01/2053, TBA |  | 1783 | 1566341 |
|  Total Mortgage Pass-Throughs<br>(cost $7,117,714) |  |  | 7021716 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 2.0%** |  |  |  |
|  **CLO - Floating Rate – 2.0%** |  |  |  |
|  Ares XXXIV CLO Ltd.<br>Series 2015-2A, Class CR<br>6.079% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(a) (b)</sup> |  | 644 | 602137 |
|  Balboa Bay Loan Funding Ltd.<br>Series 2020-1A, Class DR<br>7.393% (LIBOR 3 Month + 3.15%), 01/20/2032<sup>(a) (b)</sup> |  | 250 | 224155 |
|  Crown Point CLO 11 Ltd.<br>Series 2021-11A, Class D<br>7.679% (LIBOR 3 Month + 3.60%), 01/17/2034<sup>(a) (b)</sup> |  | 250 | 236474 |
|  Dryden 78 CLO Ltd.<br>Series 2020-78A, Class C<br>6.029% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(a) (b)</sup> |  | 250 | 235350 |
|  Series 2020-78A, Class D<br>7.079% (LIBOR 3 Month + 3.00%), 04/17/2033<sup>(a) (b)</sup> |  | 443 | 406784 |
|  Dryden 98 CLO Ltd.<br>Series 2022-98A, Class E<br>10.363% (SOFR + 6.40%), 04/20/2035<sup>(a) (b)</sup> |  | 250 | 215775 |
|  Elevation CLO Ltd.<br>Series 2020-11A, Class C<br>6.279% (LIBOR 3 Month + 2.20%), 04/15/2033<sup>(a) (b)</sup> |  | 250 | 227667 |
|  Series 2020-11A, Class D1<br>7.929% (LIBOR 3 Month + 3.85%), 04/15/2033<sup>(a) (b)</sup> |  | 282 | 251685 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br>**(000)** | **Principal<br>Amount**<br>**(000)** | **U.S. $ Value** |
|  Elmwood CLO VII Ltd.<br>Series 2020-4A, Class D<br>7.679% (LIBOR 3 Month + 3.60%), 01/17/2034<sup>(a) (b)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291272 |
|  Flatiron CLO 21 Ltd.<br>Series 2021-1A, Class D<br>7.127% (LIBOR 3 Month + 2.90%), 07/19/2034<sup>(a) (b)</sup> |  | 375 | 345494 |
|  GoldenTree Loan Opportunities IX Ltd.<br>Series 2014-9A, Class DR2<br>7.415% (LIBOR 3 Month + 3.00%), 10/29/2029<sup>(a) (b)</sup> |  | 520 | 487050 |
|  Greywolf CLO VI Ltd.<br>Series 2018-1A, Class A1<br>5.336% (SOFR + 1.29%), 04/26/2031<sup>(a) (b)</sup> |  | 550 | 541662 |
|  Magnetite XXV Ltd.<br>Series 2020-25A, Class D<br>7.658% (LIBOR 3 Month + 3.30%), 01/25/2032<sup>(a) (b)</sup> |  | 250 | 235362 |
|  Octagon Investment Partners 29 Ltd.<br>Series 2016-1A, Class DR<br>7.425% (LIBOR 3 Month + 3.10%), 01/24/2033<sup>(a) (b)</sup> |  | 521 | 469694 |
|  Palmer Square CLO Ltd.<br>Series 2021-3A, Class D<br>7.029% (LIBOR 3 Month + 2.95%), 01/15/2035<sup>(a) (b)</sup> |  | 500 | 468810 |
|  Rad CLO 7 Ltd.<br>Series 2020-7A, Class C<br>6.079% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(a) (b)</sup> |  | 250 | 237185 |
|  Regatta XIX Funding Ltd.<br>Series 2022-1A, Class D<br>7.263% (SOFR + 3.30%), 04/20/2035<sup>(a) (b)</sup> |  | 377 | 341620 |
|  Regatta XX Funding Ltd.<br>Series 2021-2A, Class D<br>7.179% (LIBOR 3 Month + 3.10%), 10/15/2034<sup>(a) (b)</sup> |  | 250 | 232743 |
|  Rockford Tower CLO Ltd.<br>Series 2021-2A, Class D<br>7.493% (LIBOR 3 Month + 3.25%), 07/20/2034<sup>(a) (b)</sup> |  | 250 | 218738 |
|  Sound Point CLO XIX Ltd.<br>Series 2018-1A, Class A<br>5.079% (LIBOR 3 Month + 1.00%), 04/15/2031<sup>(a) (b)</sup> |  | 550 | 537555 |
|  Total Collateralized Loan Obligations<br>(cost $7,312,224) |  |  | 6807212 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br>**(000)** | **Principal<br>Amount**<br>**(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - SOVEREIGNS – 1.9%** |  |  |  |
|  **Angola – 0.4%** |  |  |  |
|  Angolan Government International Bond<br>9.125%, 11/26/2049<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/12/2025<sup>(a)</sup> |  | 710 | 731300 |
|  |  |  | 1393397 |
|  **Bahrain – 0.3%** | **Bahrain – 0.3%** | **Bahrain – 0.3%** | **Bahrain – 0.3%** |
|  Bahrain Government International Bond<br>7.00%, 10/12/2028<sup>(a)</sup> |  | 570 | 570819 |
|  CBB International Sukuk Programme Co. WLL<br>6.25%, 11/14/2024<sup>(a)</sup> |  | 305 | 307669 |
|  |  |  | 878488 |
|  **Brazil – 0.1%** | **Brazil – 0.1%** | **Brazil – 0.1%** | **Brazil – 0.1%** |
|  Brazilian Government International Bond<br>2.875%, 06/06/2025 |  | 547 | 515821 |
|  **Ecuador – 0.2%** | **Ecuador – 0.2%** | **Ecuador – 0.2%** | **Ecuador – 0.2%** |
|  Ecuador Government International Bond<br>1.50%, 07/31/2040<sup>(a)</sup> |  | 85 | 34524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/31/2035<sup>(a)</sup> |  | 898 | 410892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/2030<sup>(a)</sup> |  | 120 | 76219 |
|  |  |  | 521635 |
|  **Egypt – 0.1%** | **Egypt – 0.1%** | **Egypt – 0.1%** | **Egypt – 0.1%** |
|  Egypt Government International Bond<br>7.50%, 01/31/2027<sup>(a)</sup> |  | 200 | 179000 |
|  **Ivory Coast – 0.2%** | **Ivory Coast – 0.2%** | **Ivory Coast – 0.2%** | **Ivory Coast – 0.2%** |
|  Ivory Coast Government International Bond<br>6.375%, 03/03/2028<sup>(a)</sup> |  | 760 | 735300 |
|  **Lebanon – 0.0%** | **Lebanon – 0.0%** | **Lebanon – 0.0%** | **Lebanon – 0.0%** |
|  Lebanon Government International Bond<br>6.10%, 10/04/2022<sup>(a) (e) (k)</sup> |  | 210 | 12075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 11/27/2026<sup>(a) (d) (e)</sup> |  | 51 | 2894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 03/23/2027<sup>(a) (d) (e)</sup> |  | 11 | 621 |
|  |  |  | 15590 |
|  **Nigeria – 0.1%** | **Nigeria – 0.1%** | **Nigeria – 0.1%** | **Nigeria – 0.1%** |
|  Nigeria Government International Bond<br>7.625%, 11/28/2047<sup>(a)</sup> |  | 639 | 409759 |
|  **Oman – 0.1%** | **Oman – 0.1%** | **Oman – 0.1%** | **Oman – 0.1%** |
|  Oman Government International Bond<br>4.875%, 02/01/2025<sup>(a)</sup> |  | 326 | 318930 |
|  **Senegal – 0.2%** | **Senegal – 0.2%** | **Senegal – 0.2%** | **Senegal – 0.2%** |
|  Senegal Government International Bond<br>4.75%, 03/13/2028<sup>(a)</sup> | EUR | 499 | 460708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/13/2048<sup>(a)</sup> | U.S.$| 483 | 339247 |
|  |  |  | 799955 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **South Africa – 0.2%** |  |  |  |  |
|  Republic of South Africa Government International Bond<br>4.30%, 10/12/2028 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 09/27/2027 |  | 540 |  | 510907 |
|  |  |  |  | 695676 |
|  **Ukraine – 0.0%** | **Ukraine – 0.0%** | **Ukraine – 0.0%** | **Ukraine – 0.0%** | **Ukraine – 0.0%** |
|  Ukraine Government International Bond<br>7.75%, 09/01/2025<sup>(a)</sup> |  | 338 |  | 75797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/2026<sup>(a)</sup> |  | 384 |  | 80712 |
|  |  |  |  | 156509 |
|  Total Emerging Markets - Sovereigns<br>(cost $8,398,639) | Total Emerging Markets - Sovereigns<br>(cost $8,398,639) | Total Emerging Markets - Sovereigns<br>(cost $8,398,639) |  | 6620060 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** |
|  **Risk Share Floating Rate – 1.3%** | **Risk Share Floating Rate – 1.3%** | **Risk Share Floating Rate – 1.3%** | **Risk Share Floating Rate – 1.3%** | **Risk Share Floating Rate – 1.3%** |
|  Bellemeade Re Ltd.<br>Series 2019-1A, Class M2<br>7.089% (LIBOR 1 Month + 2.70%), 03/25/2029<sup>(a) (b)</sup> |  | 185 |  | 183584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class M1C<br>6.339% (LIBOR 1 Month + 1.95%), 07/25/2029<sup>(a) (b)</sup> |  | 853 |  | 845205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class M1C<br>6.889% (LIBOR 1 Month + 2.50%), 10/25/2029<sup>(a) (b)</sup> |  | 406 |  | 404908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class M2 7.239% (LIBOR 1 Month + 2.85%), 10/25/2029<sup>(a) (b)</sup> |  | 884 |  | 844672 |
|  Connecticut Avenue Securities Trust<br>Series 2018-R07, Class 1M2<br>6.789% (LIBOR 1 Month + 2.40%), 04/25/2031<sup>(a) (b)</sup> |  | 53 |  | 52525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R01, Class 2M2<br>6.839% (LIBOR 1 Month + 2.45%), 07/25/2031<sup>(a) (b)</sup> |  | 57 |  | 56434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R02, Class 1M2<br>6.689% (LIBOR 1 Month + 2.30%), 08/25/2031<sup>(a) (b)</sup> |  | 9 |  | 8890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R03, Class 1M2<br>6.539% (LIBOR 1 Month + 2.15%), 09/25/2031<sup>(a) (b)</sup> |  | 3 |  | 2862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R06, Class 2M2<br>6.489% (LIBOR 1 Month + 2.10%), 09/25/2039<sup>(a) (b)</sup> |  | 7 |  | 6559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R07, Class 1M2<br>6.489% (LIBOR 1 Month + 2.10%), 10/25/2039<sup>(a) (b)</sup> |  | 60 |  | 59736 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2020-HQA2, Class M2<br>7.489% (LIBOR 1 Month + 3.10%), 03/25/2050<sup>(a) (b)</sup> | U.S.$| 35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34990 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2014-C04, Class 1M2<br>9.289% (LIBOR 1 Month + 4.90%), 11/25/2024<sup>(b)</sup> |  | 38 | 39175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 1M2<br>10.089% (LIBOR 1 Month + 5.70%), 04/25/2028<sup>(b)</sup> |  | 53 | 56398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br>11.339% (LIBOR 1 Month + 6.95%), 08/25/2028<sup>(b)</sup> |  | 46 | 48547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C07, Class 2M2<br>6.889% (LIBOR 1 Month + 2.50%), 05/25/2030<sup>(b)</sup> |  | 8 | 7683 |
|  Home Re Ltd.<br>Series 2020-1, Class M2<br>9.639% (LIBOR 1 Month + 5.25%), 10/25/2030<sup>(a) (b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | 443762 |
|  PMT Credit Risk Transfer Trust<br>Series 2019-2R, Class A<br>7.137% (LIBOR 1 Month + 2.75%), 05/27/2023<sup>(a) (b)</sup> |  | 105 | 100327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1R, Class A<br>6.737% (LIBOR 1 Month + 2.35%), 02/27/2023<sup>(b) (g)</sup> |  | 117 | 110282 |
|  Radnor Re Ltd.<br>Series 2019-1, Class M1B<br>6.339% (LIBOR 1 Month + 1.95%), 02/25/2029<sup>(a) (b)</sup> |  | 185 | 183304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class M1B<br>5.839% (LIBOR 1 Month + 1.45%), 01/25/2030<sup>(a) (b)</sup> |  | 962 | 953671 |
|  Total Collateralized Mortgage Obligations<br>(cost $4,497,635) |  |  | 4443514 |
|  **QUASI-SOVEREIGNS – 0.8%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.8%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Corp. Nacional del Cobre de Chile<br>3.75%, 01/15/2031<sup>(a)</sup> |  | 200 | 180475 |
|  **Indonesia – 0.1%** |  |  |  |
|  Indonesia Asahan Aluminium Persero PT<br>5.45%, 05/15/2030<sup>(a)</sup> |  | 371 | 353911 |
|  **Malaysia – 0.1%** |  |  |  |
|  Petronas Capital Ltd.<br>3.50%, 04/21/2030<sup>(a)</sup> |  | 221 | 201539 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Mexico – 0.4%** |  |  |  |
|  Comision Federal de Electricidad<br>4.688%, 05/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335232 |
|  Petroleos Mexicanos<br>6.49%, 01/23/2027 |  | 1127 | 1028951 |
|  |  |  | 1364183 |
|  **Oman – 0.1%** |  |  |  |
|  Lamar Funding Ltd.<br>3.958%, 05/07/2025<sup>(a)</sup> |  | 631 | 595427 |
|  Total Quasi-Sovereigns<br>(cost $2,930,344) |  |  | 2695535 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.5%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.3%** |  |  |  |
|  CD Mortgage Trust<br>Series 2016-CD1, Class XA<br>1.367%, 08/10/2049<sup>(l)</sup> |  | 3798 | 134978 |
|  Citigroup Commercial Mortgage Trust<br>Series 2017-C4, Class XA<br>1.04%, 10/12/2050<sup>(l)</sup> |  | 2708 | 92830 |
|  Commercial Mortgage Trust<br>Series 2012-CR3, Class D<br>4.727%, 10/15/2045<sup>(a)</sup> |  | 100 | 72870 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class C<br>5.154%, 08/10/2044<sup>(a)</sup> |  | 210 | 158026 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-GC5, Class D<br>5.154%, 08/10/2044<sup>(a)</sup> |  | 236 | 97575 |
|  JPMBB Commercial Mortgage Securities Trust<br>Series 2014-C24, Class C<br>4.383%, 11/15/2047 |  | 225 | 190452 |
|  UBS Commercial Mortgage Trust<br>Series 2012-C1, Class D<br>6.446%, 05/10/2045<sup>(a)</sup> |  | 20 | 17805 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2016-LC24, Class XA<br>1.606%, 10/15/2049<sup>(l)</sup> |  | 2228 | 101395 |
|  WF-RBS Commercial Mortgage Trust<br>Series 2011-C4, Class E<br>4.844%, 06/15/2044<sup>(a)</sup> |  | 25 | 20389 |
|  |  |  | 886320 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Non-Agency Floating Rate CMBS – 0.2%** |  |  |  |  |
|  BFLD Trust<br>Series 2019-DPLO, Class E<br>6.558% (LIBOR 1 Month + 2.24%),<br>10/15/2034<sup>(a) (b)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-FPM, Class A<br>5.918% (LIBOR 1 Month + 1.60%), 06/15/2038<sup>(a) (b)</sup> |  | 690 |  | 658124 |
|  |  |  |  | 809262 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $2,009,274) |  |  |  | 1695582 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.2%** |  |  |  |  |
|  **Colombia – 0.1%** |  |  |  |  |
|  Colombia Government International Bond<br>8.125%, 05/21/2024 |  | 370 |  | 378973 |
|  **Saudi Arabia – 0.1%** |  |  |  |  |
|  Saudi Government International Bond<br>2.90%, 10/22/2025<sup>(a)</sup> |  | 404 |  | 385643 |
|  Total Governments - Sovereign Bonds<br>(cost $796,794) |  |  |  | 764616 |
|  | **Shares** | **Shares** |  |  |
|  **COMMON STOCKS – 0.2%** |  |  |  |  |
|  **Energy – 0.1%** |  |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.1%** |  |  |  |  |
|  Civitas Resources, Inc. |  | 3453 |  | 200032 |
|  Denbury, Inc.<sup>(e)</sup> |  | 1216 |  | 105817 |
|  Nordic Aviation Capital AS<sup>(e) (i) (j)</sup> |  | 6250 |  | 125000 |
|  |  |  |  | 430849 |
|  **Consumer Discretionary – 0.1%** |  |  |  |  |
|  **Leisure Products – 0.1%** | **Leisure Products – 0.1%** | **Leisure Products – 0.1%** | **Leisure Products – 0.1%** | **Leisure Products – 0.1%** |
|  Carlson Travel, Inc.<sup>(e)</sup> |  | 24836 |  | 151499 |
|  Total Common Stocks<br>(cost $937,793) |  |  |  | 582348 |
|  | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** |  |  |
|  **ASSET-BACKED SECURITIES – 0.2%** | **ASSET-BACKED SECURITIES – 0.2%** | **ASSET-BACKED SECURITIES – 0.2%** | **ASSET-BACKED SECURITIES – 0.2%** | **ASSET-BACKED SECURITIES – 0.2%** |
|  **Other ABS - Fixed Rate – 0.2%** | **Other ABS - Fixed Rate – 0.2%** | **Other ABS - Fixed Rate – 0.2%** | **Other ABS - Fixed Rate – 0.2%** | **Other ABS - Fixed Rate – 0.2%** |
|  Marlette Funding Trust<br>Series 2018-4A, Class C<br>4.91%, 12/15/2028<sup>(a)</sup> | U.S.$| 68 |  | 68059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class C<br>4.11%, 07/16/2029<sup>(a)</sup> |  | 79 |  | 78012 |
|  Pagaya AI Debt Trust<br>11.00%, 05/15/2030<sup>(a) (i)</sup> |  | 340 |  | 340000 |
|  Total Asset-Backed Securities<br>(cost $488,193) |  |  |  | 486071 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGN BONDS – 0.1%** |  |  |  |
|  **Kazakhstan – 0.1%** |  |  |  |
|  KazMunayGas National Co. JSC<br>5.375%, 04/24/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177537 |
|  **Mexico – 0.0%** |  |  |  |
|  Petroleos Mexicanos<br>6.75%, 09/21/2047 |  | 191 | 121644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/2060 |  | 58 | 36700 |
|  |  |  | 158344 |
|  **Ukraine – 0.0%** |  |  |  |
|  State Agency of Roads of Ukraine<br>6.25%, 06/24/2030<sup>(g)</sup> |  | 653 | 113173 |
|  Total Quasi-Sovereign Bonds<br>(cost $1,063,512) |  |  | 449054 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.0%** |  |  |  |
|  **Industrial – 0.0%** |  |  |  |
|  **Energy – 0.0%** |  |  |  |
|  Gulfport Energy Corp.<br>10.00%<sup>(e) (i)</sup><br>(cost $10,176) |  | 14 | 70000 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **SHORT-TERM INVESTMENTS – 2.1%** |  |  |  |
|  **U.S. Treasury Bills – 1.9%** |  |  |  |
|  U.S. Treasury Bill<br>Zero Coupon, 05/25/2023 | U.S.$| 5128 | 5036469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 04/27/2023 |  | 1667 | 1643365 |
|  Total U.S. Treasury Bills<br>(cost $6,678,566) |  |  | 6679834 |
|  | **Shares** | **Shares** |  |
|  **Investment Companies – 0.2%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.12%<sup>(m) (n) (o)</sup><br>(cost $822,779) |  | 822779 | 822779 |
|  Total Short-Term Investments<br>(cost $7,501,345) |  |  | 7502613 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 100.7%**<br> (cost $385,689,547)<sup>(p)</sup> | $349797195 |
|  Other assets less liabilities – (0.7)% | (2343297) |
|  **Net Assets – 100.0%** | $**347453898** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Euro-BOBL Futures | &nbsp;&nbsp;&nbsp;&nbsp;24 | March 2023 | $2973708 | $96744 |
| U.S. T-Note 5 Yr (CBT) Futures | &nbsp;&nbsp;&nbsp;&nbsp;17 | March 2023 | 1834805 | 642 |
| U.S. T-Note 10 Yr (CBT) Futures | 105 | March 2023 | 11791172 | 63214 |
|  |  |  |  | $160600 |

---

**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)** |
| BNP Paribas SA | GBP | 1983 | USD | 2364 | 01/18/2023 | $(33649) |
| State Street Bank & Trust Co. | GBP | 379 | USD | 469 | 01/18/2023 | 10605 |
| State Street Bank & Trust Co. | USD | 1359 | EUR | 1280 | 02/27/2023 | 16820 |
| UBS AG | EUR | 43288 | USD | 45695 | 02/27/2023 | (811290) |
|  |  |  |  |  |  | $(817514) |

---

**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)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | 4.85% | USD | 6690 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49356) | $191933 | $(241289) |

---

*\** *Termination date* 

------

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty &**<br> **Referenced Obligation** | **Fixed**<br> **Rate**<br> **(Pay)**<br> **Receive** | **Payment**<br> **Frequency** | **Implied<br>Credit<br>Spread at<br>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)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy 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 | 1324 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505401 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591322 | $(85921) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | (5.00) | Monthly | 7.50 | USD | 369 | 140896 | 42506 | 98390 |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 814 | 310495 | 94817 | 215678 |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 200 | (48821) | (12316) | (36505) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 667 | (163046) | (42225) | (120821) |
| Goldman Sachs International | Goldman Sachs International | 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; Avis Budget Group, Inc., 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.48 | USD | 200 | 9502 | 3895 | 5607 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 572 | (218128) | (67146) | (150982) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 572 | (218390) | (65471) | (152919) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 702 | (267774) | (76425) | (191349) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 29 | (7130) | (1797) | (5333) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 375 | (91752) | (24442) | (67310) |
| JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 57 | (21917) | (10511) | (11406) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** | **Market**<br> **Value** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 86 | $(32876) | $(15667) | $(17209) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 537 | (205083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95712) | (109371) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308623) | $320828 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(629451) |

---

*\** *Termination date* 

*(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 $216,448,313 or 62.3% of net assets.* 

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

*(c)* *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.* 

*(d)* *Defaulted.* 

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

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

*(g)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.15% 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** |
|  *ABN AMRO Bank NV<br>7.75%, 05/15/2023* | *03/21/2018* | $*202385* | | $*200642* | | *0.06%* |
|  *PMT Credit Risk Transfer Trust Series 2020-1R, Class A<br>6.737%, 02/27/2023* | *02/11/2020* | *116590* | | *110282* | | *0.03%* |
|  *State Agency of Roads of Ukraine<br>6.25%, 06/24/2030* | *06/17/2021* | *653000* | | *113173* | | *0.03%* |
|  *Terraform Global Operating LP<br>6.125%, 03/01/2026* | *01/10/2019* | *108273* | | *100564* | | *0.03%* |
|  *Tonon Luxembourg SA<br>6.50%, 10/31/2024* | *07/24/2015* | *210163* | | *10* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA<br>10.50%, 01/28/2018* | *03/15/2013* | *425000* | | *43* | | *0.00%* |

---

*(h)* *The stated coupon rate represents the greater of the LIBOR or an alternate base rate such as the SOFR or the LIBOR/SOFR floor rate plus spread at December 31, 2022.* 

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

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

*(k)* *Defaulted matured security.* 

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

*(m)* *Affiliated investments.* 

*(n)* *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.* 

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

*(p)* *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 $2,006,241 and gross unrealized depreciation of investments was $(39,426,247), resulting in net unrealized depreciation of $(37,420,006).* 

------

*Currency Abbreviations:* 

*EUR* – *Euro* 

*GBP* – *Great British Pound* 

*USD* – *United States Dollar* 

*Glossary:* 

*ABS* – *Asset-Backed Securities* 

*BOBL* – *Bundesobligationen* 

*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* 

*JSC* – *Joint Stock Company* 

*LIBOR* – *London Interbank Offered Rate* 

*SOFR – Secured Overnight Financing Rate* 

*REIT* – *Real Estate Investment Trust* 

*TBA* – *To Be Announced* 

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

**December 31, 2022 (unaudited)** 

65.9 % United States

5.5 % United Kingdom

2.8 % Germany

2.3 % Canada

2.2 % Spain

1.8 % Luxembourg

1.8 % Italy

1.4 % France

1.4 % Brazil

1.0 % Mexico

1.0 % India

0.9 % Peru

0.8 % South Africa

11.0 % Other

0.2 % Short-Term Investments

100.0 % Total Investments

---

| | |
|:---|:---|
| 1 | The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The 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 0.8% or less in the following: Angola, Australia, Bahrain, Bermuda, Chile, China, Colombia, Czech Republic, Denmark, Ecuador, Egypt, Finland, Ghana, Guatemala, Hong Kong, Indonesia, Ireland, Israel, Ivory Coast, Japan, Kazakhstan, Kuwait, Lebanon, Macau, Malaysia, Netherlands, Nigeria, Norway, Oman, Panama, Romania, Saudi Arabia, Senegal, Sweden, Switzerland, Trinidad & Tobago, Turkey, Ukraine and United Republic of Tanzania.  |

---

------

**AB Bond Fund, Inc.** 

**AB Limited Duration High Income Portfolio** 

**December 31, 2022 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Portfolio 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 Portfolio. Unobservable inputs reflect the Portfolio'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 Portfolio's own assumptions in determining the fair value
of investments)

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

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

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

------

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Corporates - Non-Investment Grade | $— | $162104080 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162104080 |
| Corporates - Investment Grade |  | 75490315 |  | 75490315 |
| Governments - Treasuries |  | 32686999 |  | 32686999 |
| Bank Loans |  | 21689378 | 904822 | 22594200 |
| Emerging Markets - Corporate Bonds |  | 17783237 | 43 | 17783280 |
| Mortgage Pass-Throughs |  | 7021716 |  | 7021716 |
| Collateralized Loan Obligations |  | 6807212 |  | 6807212 |
| Emerging Markets - Sovereigns |  | 6620060 |  | 6620060 |
| Collateralized Mortgage Obligations |  | 4443514 |  | 4443514 |
| Quasi-Sovereigns |  | 2695535 |  | 2695535 |
| Commercial Mortgage-Backed Securities |  | 1695582 |  | 1695582 |
| Governments - Sovereign Bonds |  | 764616 |  | 764616 |
| Common Stocks | 305849 | 151499 | 125000 | 582348 |
| Asset-Backed Securities |  | 146071 | 340000 | 486071 |
| Quasi-Sovereign Bonds |  | 449054 |  | 449054 |
| Preferred Stocks |  |  | 70000 | 70000 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills |  | 6679834 |  | 6679834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 822779 |  |  | 822779 |
| Total Investments in Securities | 1128628 | 347228702 | 1439865 | 349797195 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 160600 |  |  | 160600 |
| Forward Currency Exchange Contracts |  | 27425 |  | 27425 |
| Credit Default Swaps |  | 966294 |  | 966294 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Forward Currency Exchange Contracts | $— | $(844939) | $— | $(844939) |
| Centrally Cleared Credit Default Swaps |  | (49356) |  | (49356) |
| Credit Default Swaps |  | (1274917) |  | (1274917) |
| **Total** | $**1289228** | $**346053209** | $**1439865** | $**348782302** |

---

*<sup>(a)</sup>* *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 Portfolio's transactions in AB mutual funds for the three months ended December 31, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**Fund** | **Market Value**<br>**09/30/2022**<br>**(000)** | **Purchases**<br>**at Cost**<br>**(000)** | **Sales**<br>**Proceeds**<br>**(000)** | **Market Value**<br>**12/31/2022**<br>**(000)** | **Dividend**<br>**Income**<br>**(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9965 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63868 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73010 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB BOND FUND, INC.

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Limited Duration High Income Portfolio

- **b. EDGAR series identifier (if any):** S000034979

- **c. LEI of Series:** 549300UNJBS27T422D80

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $357277003.58

**Total Liabilities:** $11147338.08

**Net Assets:** $346129665.50

**Cash Not Reported:** $946544.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.55000000 | **1-Year:** -6.40000000 | **5-Year:** -441.08000000 | **10-Year:** -23.16000000 | **30-Year:** 0.00000000

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

- **3-Month:** -17391.98000000 | **1-Year:** -20283.22000000 | **5-Year:** -71978.68000000 | **10-Year:** -19878.82000000 | **30-Year:** -29617.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107584 | 1.25%                | 2.61%                | -0.07%               |
| Class ID C000107580 | 1.34%                | 2.80%                | -0.09%               |
| Class ID C000107585 | 1.22%                | 2.80%                | -0.09%               |
| Class ID C000107586 | 1.33%                | 2.80%                | -0.10%               |
| Class ID C000107583 | 1.20%                | 2.78%                | -0.11%               |
| Class ID C000107587 | 1.33%                | 2.79%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-794616.61              | $3826934.03                                |
| Month 2  | $-1329550.49             | $11602354.32                               |
| Month 3  | $-4618928.59             | $63440.22                                  |

**Designated Index Information**

- **Index Name:** Bloomberg US High Yield 2% Issuer Cap

- **Index Identifier:** BBUH2ICTRR

### Schedule of Portfolio Investments

| Name                                                                                           | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                                                            | United Airlines Inc                                                                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $367891.15    | 0.11%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                          | Micron Technology Inc                                                                                                          | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    353000 | PA      | $338770.57    | 0.10%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                         | Egypt Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $179000.00    | 0.05%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                                | IHS Holding Ltd                                                                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    263000 | PA      | $218257.13    | 0.06%             | 2026-11-29      | Fixed         | 5.62%                 | 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        |    822779 | NS      | $822779.17    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                        | INEOS Quattro Finance 2 Plc                                                                                                    | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1073000 | PA      | $970539.23    | 0.28%             | 2026-01-15      | Fixed         | 3.38%                 | 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        |    770000 | PA      | $684930.40    | 0.20%             | 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        |    282100 | PA      | $251685.39    | 0.07%             | 2033-04-15      | Floating      | 7.93%                 | 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        |    422000 | PA      | $366350.86    | 0.11%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                              | Expedia Group Inc                                                                                                              | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50361.00     | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                       | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    306000 | PA      | $291428.28    | 0.08%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                         | Boardwalk Pipelines LP                                                                                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    363000 | PA      | $341510.40    | 0.10%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    719000 | PA      | $518931.06    | 0.15%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                                   | Rockwood Service Corporation Initial Term Loan                                                                                 | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |     35139 | PA      | $34589.74     | 0.01%             | 2027-01-23      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                            | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1127000 | PA      | $1028951.00   | 0.30%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                                  | Radnor RE 2020-1 Ltd                                                                                                           | CUSIP: 750493AB4<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |    962000 | PA      | $953671.20    | 0.28%             | 2030-01-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Endurance International Group Holdings, Inc.                                                   | Endurance International Group Holdings, Inc. Initial Term Loan                                                                 | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    620550 | PA      | $556167.94    | 0.16%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                               | Flatiron CLO 21 Ltd                                                                                                            | CUSIP: 33883PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $345493.50    | 0.10%             | 2034-07-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                               | AMC Networks Inc                                                                                                               | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    284000 | PA      | $266289.76    | 0.08%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                                       | Viking Ocean Cruises Ship VII Ltd                                                                                              | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    227000 | PA      | $182710.03    | 0.05%             | 2029-02-15      | Fixed         | 5.62%                 | 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        |    185000 | PA      | $189386.35    | 0.05%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                           | Neptune Bidco US Inc                                                                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1089229.44   | 0.31%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                           | Freeport-McMoRan Inc                                                                                                           | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    521000 | PA      | $519937.16    | 0.15%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                        | Nissan Motor Acceptance Co LLC                                                                                                 | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28872.69     | 0.01%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                                           | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |    200000 | PA      | $36912.50     | 0.01%             | 2024-06-04      | Fixed         | 5.55%                 | 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        |    523000 | PA      | $453378.24    | 0.13%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                                       | Allwyn Entertainment Financing UK PLC                                                                                          | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    466000 | PA      | $485111.65    | 0.14%             | 2028-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-811290.31   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                               | MGM Resorts International                                                                                                      | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    513000 | PA      | $447884.91    | 0.13%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                                       | ION Trading Technologies Sarl                                                                                                  | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    556000 | PA      | $464104.32    | 0.13%             | 2028-05-15      | Fixed         | 5.75%                 | 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        |    187000 | PA      | $171891.46    | 0.05%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                                             | Huarong Finance II Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    685000 | PA      | $607937.50    | 0.18%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                                       | ContourGlobal Power Holdings SA                                                                                                | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $105722.73    | 0.03%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                            | Allegiant Travel Co                                                                                                            | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    337000 | PA      | $320790.30    | 0.09%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                                       | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100454.19    | 0.03%             | 2024-11-15      | Fixed         | 5.88%                 | 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        |    597000 | PA      | $547466.91    | 0.16%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                               | Proofpoint, Inc. Initial Loan (Second Lien)                                                                                    | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    850000 | PA      | $813169.50    | 0.23%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                                                              | Motion Bondco DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    239000 | PA      | $207589.05    | 0.06%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                           | IHO Verwaltungs GmbH                                                                                                           | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1073081 | PA      | $943656.70    | 0.27%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SA                                                                               | Picard Groupe SAS                                                                                                              | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $282524.70    | 0.08%             | 2026-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Sentry Ltd                                                                          | Transocean Sentry Ltd                                                                                                          | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    350612 | PA      | $347828.22    | 0.10%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                    | Workday Inc                                                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183460.00    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                             | Ally Financial Inc                                                                                                             | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $761607.00    | 0.22%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                           | IHO Verwaltungs GmbH                                                                                                           | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    662000 | PA      | $558827.30    | 0.16%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA                                                                            | Fenix Power Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |    368300 | PA      | $338490.72    | 0.10%             | 2027-09-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                                                | Nigeria Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    639000 | PA      | $409758.75    | 0.12%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                                        | INEOS Quattro Finance 1 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87984.53     | 0.03%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                          | Trivium Packaging Finance BV                                                                                                   | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    232000 | PA      | $216862.00    | 0.06%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                                      | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    135000 | PA      | $120815.27    | 0.03%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                               | Spirit Realty LP                                                                                                               | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    393000 | PA      | $341689.92    | 0.10%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                       | PetSmart Inc / PetSmart Finance Corp                                                                                           | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $295729.30    | 0.09%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                                       | Volcan Cia Minera SAA                                                                                                          | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     12000 | PA      | $10318.50     | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                        | American Axle & Manufacturing Inc                                                                                              | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44424.87     | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Samsonite Finco Sarl                                                                           | Samsonite Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100JLR1QL2IJ49Q65 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98921.31     | 0.03%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | Celanese US Holdings LLC                                                                                                       | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319091.20    | 0.09%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    428000 | PA      | $361698.52    | 0.10%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors, Inc.                                                               | American Tire Distributors, Inc. Initial Term Loan                                                                             | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |   1132708 | PA      | $1030764.28   | 0.30%             | 2028-10-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                                          | AG TTMT Escrow Issuer LLC                                                                                                      | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $831704.40    | 0.24%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                           | Lorca Telecom Bondco SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    839000 | PA      | $802791.02    | 0.23%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                                            | Senegal Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    483000 | PA      | $339247.13    | 0.10%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5139900 | PA      | $4693371.19   | 1.36%             | 2032-08-15      | Fixed         | 2.75%                 | 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        |   1125000 | PA      | $944257.50    | 0.27%             | 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        |    561000 | PA      | $578682.72    | 0.17%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                                          | Banijay Entertainment SASU                                                                                                     | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $110889.36    | 0.03%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                       | Amentum Government Services Holdings LLC Initial Term Loan (First Lien)                                                        | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     58600 | PA      | $57183.41     | 0.02%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                                            | Senegal Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    499000 | PA      | $460708.08    | 0.13%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                        | Consolidated Energy Finance SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $287178.48    | 0.08%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    526000 | PA      | $420174.06    | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | 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: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    989236 | PA      | $945511.84    | 0.27%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                             | Mattamy Group Corp                                                                                                             | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $623537.46    | 0.18%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                                     | Akbank TAS                                                                                                                     | CUSIP: 00971YAH3<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    347000 | PA      | $333618.81    | 0.10%             | 2026-02-06      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | Energy Transfer LP                                                                                                             | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1524118.00   | 0.44%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                                         | Marlette Funding Trust 2018-4                                                                                                  | CUSIP: 57109GAC8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     68214 | PA      | $68058.93     | 0.02%             | 2028-12-15      | Fixed         | 4.91%                 | 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        |   1711136 | PA      | $1548218.74   | 0.45%             | 2026-01-20      | Fixed         | 5.75%                 | 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        |    352000 | PA      | $328458.24    | 0.09%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIG PLC                                                                                        | SIG PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | DBT              | CORP              | GB        |    958000 | PA      | $845537.52    | 0.24%             | 2026-11-30      | Fixed         | 5.25%                 | 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        |   1011000 | PA      | $931353.42    | 0.27%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    154000 | PA      | $131637.66    | 0.04%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                                  | Rite Aid Corp                                                                                                                  | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    101000 | PA      | $67570.01     | 0.02%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                                        | Dryden 98 CLO Ltd                                                                                                              | CUSIP: 26248CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215775.25    | 0.06%             | 2035-04-20      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                              | Nexa Resources SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    346000 | PA      | $324331.75    | 0.09%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29203.86     | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                                              | Stonegate Pub Co Financing 2019 PLC                                                                                            | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    112000 | PA      | $120726.14    | 0.03%             | 2025-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $122405.43    | 0.04%             | 2025-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | Carnival Corp                                                                                                                  | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    182000 | PA      | $157127.68    | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                              | Post Holdings Inc                                                                                                              | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177206.22    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                | Danske Bank A/S                                                                                                                | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    358000 | PA      | $334755.06    | 0.10%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PT BANK TABUNGAN NEGARA                                                                        | Bank Tabungan Negara Persero Tbk PT                                                                                            | CUSIP: 000000000<br>LEI: 2549009BLYOGL9ZLAW17 | Long             | DBT              | CORP              | ID        |    452000 | PA      | $411369.72    | 0.12%             | 2025-01-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                           | Raizen Fuels Finance SA                                                                                                        | CUSIP: 75102XAA4<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    392000 | PA      | $379823.50    | 0.11%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                              | Clean Harbors Inc                                                                                                              | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    852000 | PA      | $805216.68    | 0.23%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                                       | Volkswagen Group of America Finance LLC                                                                                        | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    785000 | PA      | $750405.05    | 0.22%             | 2025-05-13      | Fixed         | 3.35%                 | 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        |    357000 | PA      | $286749.54    | 0.08%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                                                         | Via Celere Desarrollos Inmobiliarios SA                                                                                        | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              |  | ES        |    806000 | PA      | $772190.15    | 0.22%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                                       | PM General Purchaser LLC                                                                                                       | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $112530.32    | 0.03%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                                        | Kaixo Bondco Telecom SA                                                                                                        | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    590000 | PA      | $536925.16    | 0.16%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                                        | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    227000 | PA      | $182800.83    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |    200000 | PA      | $41500.00     | 0.01%             | 2024-04-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                              | INEOS Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $176257.43    | 0.05%             | 2026-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                                                          | Transportadora de Gas del Peru SA                                                                                              | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    343000 | PA      | $320554.94    | 0.09%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                            | Altice Financing SA                                                                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1078000 | PA      | $871218.04    | 0.25%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                            | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     58000 | PA      | $36699.50     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     59000 | PA      | $58372.24     | 0.02%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                                             | Eldorado Gold Corp                                                                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    544000 | PA      | $477530.00    | 0.14%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                                 | Trust Fibra Uno                                                                                                                | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    211000 | PA      | $180972.06    | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                         | GFL Environmental Inc. 2020 Refinancing Term Loan                                                                              | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    192360 | PA      | $192306.32    | 0.06%             | 2025-05-30      | Floating      | 7.42%                 | 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        |    545000 | PA      | $483834.65    | 0.14%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                                         | Marlette Funding Trust 2019-2                                                                                                  | CUSIP: 57109HAC6<br>LEI: 549300Y3KZXU3NUCX480 | Long             | ABS-O            | CORP              | US        |     78606 | PA      | $78012.25     | 0.02%             | 2029-07-16      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                                                                | Cullinan Holdco Scsp                                                                                                           | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $178747.30    | 0.05%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                                                        | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              |  | KY        |    200000 | PA      | $5000.00      | 0.00%             | 2024-09-10      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                                       | NCR Corp                                                                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    882000 | PA      | $737607.78    | 0.21%             | 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        |    643000 | PA      | $654329.66    | 0.19%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                                           | CITGO Petroleum Corp                                                                                                           | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    376000 | PA      | $367543.76    | 0.11%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                              | Chariot Buyer LLC Initial Term Loan (First Lien)                                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     99000 | PA      | $93142.17     | 0.03%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | Energy Transfer LP                                                                                                             | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    253000 | PA      | $246890.05    | 0.07%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174806.00    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                          | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    563000 | PA      | $551649.92    | 0.16%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                   | Navient Corp                                                                                                                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45968.72     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                                       | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $272422.61    | 0.08%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8591300 | PA      | $8108039.38   | 2.34%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                                            | Callon Petroleum Co                                                                                                            | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124653.75    | 0.04%             | 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        |    214000 | PA      | $205440.00    | 0.06%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    149000 | PA      | $133486.12    | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                                                           | CWT Travel Group Inc                                                                                                           | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    994188 | PA      | $845477.36    | 0.24%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                                | Sands China Ltd                                                                                                                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $298630.62    | 0.09%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | Celanese US Holdings LLC                                                                                                       | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319830.40    | 0.09%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                                       | NFP Corp                                                                                                                       | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    688000 | PA      | $585763.20    | 0.17%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                      | ONEOK Inc                                                                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $299517.90    | 0.09%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SLU                                                                           | Aedas Homes Opco SLU                                                                                                           | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              |  | ES        |    826000 | PA      | $744568.64    | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                                   | Navient Corp                                                                                                                   | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    607000 | PA      | $583496.96    | 0.17%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84002.88     | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38181 | PA      | $39174.83     | 0.01%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                                     | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                          | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    628425 | PA      | $586201.12    | 0.17%             | 2028-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                            | COMM 2012-CCRE3 Mortgage Trust                                                                                                 | CUSIP: 12624PAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $72869.59     | 0.02%             | 2045-10-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                                  | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $10604.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                  | UBS Commercial Mortgage Trust 2012-C1                                                                                          | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19589 | PA      | $17805.51     | 0.01%             | 2045-05-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                 | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    292000 | PA      | $300535.16    | 0.09%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                               | ABN AMRO Bank NV                                                                                                               | CUSIP: 00080QAD7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200642.00    | 0.06%             | 2023-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                                                             | Medco Bell Pte Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    357000 | PA      | $320407.50    | 0.09%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                                          | Investment Energy Resources Ltd                                                                                                | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    247000 | PA      | $231145.69    | 0.07%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                           | Lorca Telecom Bondco SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $310973.87    | 0.09%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53465 | PA      | $56397.60     | 0.02%             | 2028-04-25      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                                          | Bread Financial Holdings Inc                                                                                                   | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $998133.36    | 0.29%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                | Gen Digital Inc                                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1289155.92   | 0.37%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                                          | McGraw-Hill Education Inc                                                                                                      | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    714000 | PA      | $600980.94    | 0.17%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                                                 | Elior Group SA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $180071.01    | 0.05%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                                               | CPUK Finance Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $401966.24    | 0.12%             | 2027-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                | Long: BS2J2G3   CDS USD R V 03MEVENT IS2J2H4 CCPCDX / Short: BS2J2G3   CDS USD P F  5.00000 IS2J2G3 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6690000 | OU      | $-49356.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    271620 | PA      | $264753.45    | 0.08%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                           | BCP V Modular Services Finance II PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $285893.94    | 0.08%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                                   | Dufry One BV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    571000 | PA      | $499225.49    | 0.14%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                                        | US Acute Care Solutions LLC                                                                                                    | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $648769.81    | 0.19%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                                               | GREYWOLF CLO VI Ltd                                                                                                            | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $541661.45    | 0.16%             | 2031-04-26      | Floating      | 5.34%                 | 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: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    465982 | PA      | $461247.54    | 0.13%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                                       | Sabine Pass Liquefaction LLC                                                                                                   | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    387000 | PA      | $387135.45    | 0.11%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                                           | Taylor Morrison Communities Inc                                                                                                | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187656.30    | 0.05%             | 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        |    965000 | PA      | $779362.95    | 0.23%             | 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        |     58000 | PA      | $54186.50     | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                                 | ARD Finance SA                                                                                                                 | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    251000 | PA      | $179641.34    | 0.05%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                               | Gruenenthal GmbH                                                                                                               | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    907000 | PA      | $871982.63    | 0.25%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                                       | Industrias Penoles SAB de CV                                                                                                   | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    395000 | PA      | $369399.06    | 0.11%             | 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        |    588000 | PA      | $563120.25    | 0.16%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                                       | AerCap Global Aviation Trust                                                                                                   | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    291000 | PA      | $276447.09    | 0.08%             | 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        |    754000 | PA      | $602272.58    | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                                               | Neinor Homes SA                                                                                                                | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              |  | ES        |    821000 | PA      | $746784.68    | 0.22%             | 2026-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                                    | Long: IS1BNJ0   CDS USD R V 00MEVENT IS1BNK1 CMBX-BB-406145 / Short: IS1BNJ0   CDS USD P F  5.00000 IS1BNJ0 CMBX-BB-406145     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |    369199 | OU      | $140896.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                                               | Bellemeade Re 2019-1 Ltd                                                                                                       | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |    184988 | PA      | $183584.31    | 0.05%             | 2029-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                            | Medline Borrower LP                                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    544000 | PA      | $438442.24    | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                        | Long: IS1BNH8   CDS USD R V 00MEVENT IS1BNI9 CMBX-BB-406092 / Short: IS1BNH8   CDS USD P F  5.00000 IS1BNH8 CMBX-BB-406092     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    813605 | OU      | $310494.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                  | ModivCare Inc                                                                                                                  | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    221000 | PA      | $209275.95    | 0.06%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103668.04    | 0.03%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                   | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $158025.55    | 0.05%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                          | Nabors Industries Ltd                                                                                                          | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    271000 | PA      | $256539.44    | 0.07%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EA7RQ24 NORDIC AVIATION                                                                        | EA7RQ24 NORDIC AVIATION                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6250 | NS      | $125000.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| SYNTHOMER PLC                                                                                  | Synthomer PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195639.63    | 0.06%             | 2025-07-01      | Fixed         | 3.88%                 | 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        |    583000 | PA      | $573374.67    | 0.17%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                            | Sunnova Energy Corp                                                                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    356000 | PA      | $318171.44    | 0.09%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                       | PetSmart Inc / PetSmart Finance Corp                                                                                           | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $273666.36    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                                         | Granite Generation LLC Term Loan                                                                                               | CUSIP: 38750BAB3<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |    536225 | PA      | $519720.15    | 0.15%             | 2026-11-09      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                                       | Cia de Minas Buenaventura SAA                                                                                                  | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    719000 | PA      | $615104.50    | 0.18%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                                        | Parkway Generation, LLC Term Loan C                                                                                            | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     61790 | PA      | $60914.30     | 0.02%             | 2029-02-18      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                                                | Hecla Mining Co                                                                                                                | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294054.48    | 0.08%             | 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        |    254000 | PA      | $220573.60    | 0.06%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                               | Long: IS1AI58   CDS USD R F  3.00000 IS1AI58 CMBX-BBB--399385 / Short: IS1AI58   CDS USD P V 00MEVENT IS1AI69 CMBX-BBB--399385 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    199581 | OU      | $-48820.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                       | Clear Channel Outdoor Holdings Inc                                                                                             | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $883830.00    | 0.26%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    157000 | PA      | $120877.57    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                            | Avantor Funding Inc                                                                                                            | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    346000 | PA      | $348667.81    | 0.10%             | 2025-11-01      | Fixed         | 2.62%                 | 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        |    901453 | PA      | $864457.67    | 0.25%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                       | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    208000 | PA      | $184769.00    | 0.05%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                        | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |     79000 | PA      | $77897.95     | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                                            | Tonon Luxembourg SA                                                                                                            | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |    101623 | PA      | $10.16        | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                                       | NCR Corp                                                                                                                       | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    319000 | PA      | $305758.31    | 0.09%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DAC                                                                            | NAC Aviation 29 DAC                                                                                                            | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |    354299 | PA      | $288711.17    | 0.08%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                                         | Presidio Holdings Inc. Initial Term Loan (2020)                                                                                | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108469 | PA      | $106232.12    | 0.03%             | 2027-01-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                                       | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    954000 | PA      | $726948.00    | 0.21%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA ACQUISITIO                                                                       | Smurfit Kappa Acquisitions ULC                                                                                                 | CUSIP: 000000000<br>LEI: 6354002XN4LUSDRPTR29 | Long             | DBT              | CORP              | IE        |    334000 | PA      | $346514.63    | 0.10%             | 2026-01-15      | Fixed         | 2.88%                 | 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        |    330000 | PA      | $337308.00    | 0.10%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                                | ZF Finance GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $196898.48    | 0.06%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | Carnival Corp                                                                                                                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    820000 | PA      | $668045.80    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |    605000 | PA      | $542545.85    | 0.16%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                                            | ReNew Power Pvt Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $191100.00    | 0.06%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    614000 | PA      | $612016.78    | 0.18%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                               | Kronos Acquisition Holdings Inc. Tranche B-1 Term Loan                                                                         | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    548800 | PA      | $520674.00    | 0.15%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    244000 | PA      | $205286.96    | 0.06%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                    | Long: IS1RMP7   CDS USD R F  5.00000 IS1RMP7 CORPORATE / Short: IS1RMP7   CDS USD P V 03MEVENT IS1RMQ8 CORPORATE               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    200000 | OU      | $6974.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    378000 | PA      | $388515.96    | 0.11%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    317000 | PA      | $292260.29    | 0.08%             | 2029-02-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                                       | C&W Senior Financing DAC                                                                                                       | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    208000 | PA      | $192634.00    | 0.06%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                                  | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $7645.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                           | Western Digital Corp                                                                                                           | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    363000 | PA      | $341492.25    | 0.10%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAB                                                                                            | CAB SELAS                                                                                                                      | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    659000 | PA      | $566873.45    | 0.16%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                                               | Gates Global LLC Initial B-3 Dollar Term Loan                                                                                  | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    283144 | PA      | $276676.90    | 0.08%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                                          | Powerlong Real Estate Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |    200000 | PA      | $54000.00     | 0.02%             | 2026-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                                    | Corp Nacional del Cobre de Chile                                                                                               | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $180475.00    | 0.05%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                                          | eG Global Finance PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $565789.08    | 0.16%             | 2025-02-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2018-R07                                                                                   | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52656 | PA      | $52525.43     | 0.02%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                       | Sinclair Television Group Inc                                                                                                  | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    431000 | PA      | $301704.31    | 0.09%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                                               | Gohl Capital Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    347000 | PA      | $308461.31    | 0.09%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                  | UniCredit SpA                                                                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    482000 | PA      | $426623.02    | 0.12%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                          | Civitas Resources Inc                                                                                                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3453 | NS      | $200032.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                         | Goodyear Tire & Rubber Co/The                                                                                                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    419000 | PA      | $349508.85    | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                       | Ford Motor Credit Co LLC                                                                                                       | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    246000 | PA      | $229768.92    | 0.07%             | 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        |    521000 | PA      | $392891.31    | 0.11%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                               | Societe Generale SA                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    386000 | PA      | $388126.86    | 0.11%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                         | US 10YR NOTE (CBT)MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -105 | NC      | $63214.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                                      | ONEOK Inc                                                                                                                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203814.00    | 0.06%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                                  | UniCredit SpA                                                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    426000 | PA      | $374824.62    | 0.11%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    696000 | PA      | $691274.16    | 0.20%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Milano Acquisition Corp.                                                                       | Milano Acquisition Corp. Term B Loan (First Lien)                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392000 | PA      | $367010.00    | 0.11%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                       | Santander UK Group Holdings PLC                                                                                                | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1683000 | PA      | $1706225.40   | 0.49%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                                                       | Empresa Electrica Cochrane SpA                                                                                                 | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    286675 | PA      | $263974.11    | 0.08%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                                            | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    341000 | PA      | $305258.94    | 0.09%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                                    | INEOS Styrolution Group GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $243059.69    | 0.07%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                                              | Q-Park Holding I BV                                                                                                            | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    221000 | PA      | $197147.42    | 0.06%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                                       | Consolidated Communications Inc                                                                                                | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    246000 | PA      | $181410.24    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Financial Corp.                                                                          | Cross Financial Corp. Term B-1 Loan                                                                                            | CUSIP: 22750JAD6<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |    412666 | PA      | $405101.59    | 0.12%             | 2027-09-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                         | Cidron Aida Finco Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $392869.52    | 0.11%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                                      | GIP II Blue Holding, L.P. Initial Term Loan                                                                                    | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925351 | PA      | $915903.58    | 0.26%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                                                                               | Summer BC Bidco B LLC                                                                                                          | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283475.50    | 0.08%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                   | Calpine Corp                                                                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    879000 | PA      | $785597.46    | 0.23%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                            | Churchill Downs Inc                                                                                                            | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    331000 | PA      | $296201.97    | 0.09%             | 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        |    608000 | PA      | $514057.92    | 0.15%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                                                                       | Ritchie Bros Auctioneers Inc                                                                                                   | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $83813.40     | 0.02%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                                           | Weatherford International Ltd                                                                                                  | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5137.20      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                           | IHO Verwaltungs GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    280752 | PA      | $274048.05    | 0.08%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                                 | TransDigm Inc. Tranche F Refinancing Term Loan                                                                                 | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    655873 | PA      | $647070.96    | 0.19%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                                        | Gates Global LLC / Gates Corp                                                                                                  | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1102995.00   | 0.32%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                                       | Embraer Netherlands Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    318000 | PA      | $316867.13    | 0.09%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                                             | Advance Auto Parts Inc                                                                                                         | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    719000 | PA      | $631749.35    | 0.18%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                         | General Motors Financial Co Inc                                                                                                | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    472000 | PA      | $495222.91    | 0.14%             | 2024-04-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                              | INEOS Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    472000 | PA      | $435795.15    | 0.13%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                   | Centene Corp                                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18339.00     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |   1042000 | PA      | $880958.90    | 0.25%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                        | Long: IS14NQ6   CDS USD R F  5.00000 IS14NQ6 CMBX-BB-314349 / Short: IS14NQ6   CDS USD P V 00MEVENT IS14NR7 CMBX-BB-314349     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    572258 | OU      | $-218389.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                              | Newell Brands Inc                                                                                                              | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1126001.80   | 0.33%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                                    | Ivory Coast Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    760000 | PA      | $735300.00    | 0.21%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                                                       | Kimberly-Clark de Mexico SAB de CV                                                                                             | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    343000 | PA      | $280402.50    | 0.08%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                                  | Telecomunicaciones Digitales SA                                                                                                | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    205000 | PA      | $182578.13    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | 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: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    319722 | PA      | $318708.76    | 0.09%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193599.90    | 0.06%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                       | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1035337.44   | 0.30%             | 2030-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                                  | Radnor RE 2019-1 Ltd                                                                                                           | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |    185432 | PA      | $183303.77    | 0.05%             | 2029-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                         | Hartford Financial Services Group Inc/The                                                                                      | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    859000 | PA      | $717866.30    | 0.21%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                             | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    656000 | PA      | $695373.12    | 0.20%             | 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        |    377000 | PA      | $337603.50    | 0.10%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | Wells Fargo & Co                                                                                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    878000 | PA      | $769698.70    | 0.22%             | 2026-03-15      | Fixed         | 3.90%                 | 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        |    791000 | PA      | $736895.60    | 0.21%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                           | Sabra Health Care LP                                                                                                           | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    334000 | PA      | $277731.02    | 0.08%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                                                | Granite US Holdings Corporation Replacement Term B Loan                                                                        | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538484 | PA      | $537811.32    | 0.16%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| iHeartCommunications Inc                                                                       | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $964002.80    | 0.28%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS                                                                        | Allwyn International AS                                                                                                        | CUSIP: 000000000<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |    325000 | PA      | $312671.61    | 0.09%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                                          | UGI International LLC                                                                                                          | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    433000 | PA      | $353088.56    | 0.10%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                                       | Hess Midstream Operations LP                                                                                                   | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $189265.05    | 0.05%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                                             | CA Magnum Holdings                                                                                                             | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    741000 | PA      | $670701.33    | 0.19%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                                           | Kallpa Generacion SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    710000 | PA      | $649783.13    | 0.19%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                                           | Presidio Holdings Inc                                                                                                          | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $495411.48    | 0.14%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    376000 | PA      | $343946.00    | 0.10%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                         | Brazilian Government International Bond                                                                                        | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    547000 | PA      | $515821.00    | 0.15%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                                        | Natura &Co Luxembourg Holdings Sarl                                                                                            | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    274000 | PA      | $239116.38    | 0.07%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    386000 | PA      | $351267.72    | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                      | Olin Corp                                                                                                                      | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    743000 | PA      | $704520.03    | 0.20%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                              | Magnetite XXV Ltd                                                                                                              | CUSIP: 55955GAD5<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235361.75    | 0.07%             | 2032-01-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                                       | Indika Energy Capital IV Pte Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    337000 | PA      | $331945.00    | 0.10%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                            | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    347000 | PA      | $334365.73    | 0.10%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                              | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159975.00    | 0.05%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                                 | PMT Credit Risk Transfer Trust 2020-1R                                                                                         | CUSIP: 730151AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116590 | PA      | $110282.05    | 0.03%             | 2023-02-27      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                                                                      | Flutter Entertainment plc USD Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |     79265 | PA      | $78042.34     | 0.02%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                      | Block Inc                                                                                                                      | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1229030.00   | 0.36%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                                | Sands China Ltd                                                                                                                | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    437000 | PA      | $399855.00    | 0.12%             | 2026-01-08      | Fixed         | 4.30%                 | 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        |    110000 | PA      | $107975.06    | 0.03%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    269000 | PA      | $213383.14    | 0.06%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                           | Enel Finance International NV                                                                                                  | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    389000 | PA      | $342214.97    | 0.10%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NH HOTEL GROUP SA                                                                              | NH Hotel Group SA                                                                                                              | CUSIP: 000000000<br>LEI: 959800LM1RW3PKJ4A296 | Long             | DBT              | CORP              | ES        |    817000 | PA      | $803097.16    | 0.23%             | 2026-07-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $113516.67    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                                 | Hertz Corp/The                                                                                                                 | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1112664.80   | 0.32%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                       | Saudi Government International Bond                                                                                            | CUSIP: 80413TAS8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    404000 | PA      | $385643.25    | 0.11%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                           | BCP V Modular Services Finance II PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $871083.09    | 0.25%             | 2028-11-30      | Fixed         | 4.75%                 | 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        |     34512 | PA      | $34990.32     | 0.01%             | 2050-03-25      | Floating      | 7.49%                 | 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        |    530000 | PA      | $483890.00    | 0.14%             | 2026-08-01      | Fixed         | 5.25%                 | 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        |    318000 | PA      | $323757.23    | 0.09%             | 2026-11-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                              | Kosmos Energy Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    379000 | PA      | $321747.31    | 0.09%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                            | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    914000 | PA      | $882540.12    | 0.25%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                            | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $971577.45    | 0.28%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                                 | ANGI Group LLC                                                                                                                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $730441.89    | 0.21%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING S                                                                               | Paprec Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $239984.29    | 0.07%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                                      | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    145000 | PA      | $141075.07    | 0.04%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                              | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     51000 | PA      | $2894.25      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | Carnival Corp                                                                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    246000 | PA      | $175518.54    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                            | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $348400.78    | 0.10%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                                  | DISH DBS Corp                                                                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $117016.45    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                                       | Microchip Technology Inc                                                                                                       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    238000 | PA      | $231119.42    | 0.07%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                             | Banco Santander SA                                                                                                             | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $394940.00    | 0.11%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                          | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $335254.90    | 0.10%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                               | Marriott Ownership Resorts, Inc. 2019 Refinancing Term Loan                                                                    | CUSIP: 57163KAH1<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |    311237 | PA      | $307191.03    | 0.09%             | 2025-08-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                               | Dealer Tire, LLC Term B-1 Loan                                                                                                 | CUSIP: 24228HAM0<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    126425 | PA      | $124591.84    | 0.04%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                                | Nissan Motor Co Ltd                                                                                                            | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1006004.10   | 0.29%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                                        | Office Properties Income Trust                                                                                                 | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    279000 | PA      | $252642.87    | 0.07%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                                      | Baidu Inc                                                                                                                      | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    234000 | PA      | $220203.36    | 0.06%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                           | Colombia Government International Bond                                                                                         | CUSIP: 195325BD6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | PA      | $378972.50    | 0.11%             | 2024-05-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                                                       | Curo Group Holdings Corp                                                                                                       | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $469373.55    | 0.14%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                                          | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    483000 | PA      | $469630.56    | 0.14%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4707.40      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                                           | Natura Cosmeticos SA                                                                                                           | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    333000 | PA      | $271353.38    | 0.08%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |    254000 | PA      | $52070.00     | 0.02%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    372000 | PA      | $335218.50    | 0.10%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Samsonite Finco Sarl                                                                           | Samsonite Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100JLR1QL2IJ49Q65 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $578689.65    | 0.17%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                                     | Weibo Corp                                                                                                                     | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    352000 | PA      | $339697.60    | 0.10%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                       | Comision Federal de Electricidad                                                                                               | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    381000 | PA      | $335232.38    | 0.10%             | 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        |   1000864 | PA      | $997211.34    | 0.29%             | 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        |    141000 | PA      | $141338.40    | 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        |    368000 | PA      | $383191.04    | 0.11%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                                         | Gran Tierra Energy Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    212000 | PA      | $172372.96    | 0.05%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                                | Cemex SAB de CV                                                                                                                | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    397000 | PA      | $406428.75    | 0.12%             | 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        |   1054000 | PA      | $1073330.36   | 0.31%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                                          | Melco Resorts Finance Ltd                                                                                                      | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    428000 | PA      | $333840.00    | 0.10%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                                                       | PCF GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |    520000 | PA      | $462301.02    | 0.13%             | 2026-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd                                                           | GoldenTree Loan Opportunities IX Ltd                                                                                           | CUSIP: 38123HAW4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $487050.20    | 0.14%             | 2029-10-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                               | Garda World Security Corporation Term B-2 Loan                                                                                 | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    456719 | PA      | $443245.77    | 0.13%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                                 | US Radiology Specialists, Inc. Closing Date Term Loan                                                                          | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531930 | PA      | $479152.25    | 0.14%             | 2027-12-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                                          | TPro Acquisition Corp                                                                                                          | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $176127.39    | 0.05%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                                          | Palmer Square CLO 2021-3 Ltd                                                                                                   | CUSIP: 69688FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468810.00    | 0.14%             | 2035-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                             | Forestar Group Inc                                                                                                             | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    464000 | PA      | $412560.96    | 0.12%             | 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        |   1857000 | PA      | $1273289.19   | 0.37%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                                                       | BRF GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |    285000 | PA      | $257622.19    | 0.07%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                                                                    | Padagis LLC Term B Loan                                                                                                        | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235294 | PA      | $207451.77    | 0.06%             | 2028-07-06      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                            | Sirius XM Radio Inc                                                                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    972000 | PA      | $843822.36    | 0.24%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2019-R07                                                                                   | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59885 | PA      | $59735.71     | 0.02%             | 2039-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                        | LCPR Senior Secured Financing DAC                                                                                              | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1186000 | PA      | $1114211.42   | 0.32%             | 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        |    231000 | PA      | $195195.00    | 0.06%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                             | Braskem Idesa SAPI                                                                                                             | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    238000 | PA      | $169575.00    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                       | Banco de Credito del Peru S.A.                                                                                                 | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    248000 | PA      | $225804.00    | 0.07%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                                         | BRF SA                                                                                                                         | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    285000 | PA      | $239987.81    | 0.07%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                                         | SierraCol Energy Andina LLC                                                                                                    | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $160707.94    | 0.05%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                           | Las Vegas Sands Corp                                                                                                           | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    545000 | PA      | $515112.20    | 0.15%             | 2024-08-08      | Fixed         | 3.20%                 | 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        |    210000 | PA      | $176715.00    | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | 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        |    160000 | PA      | $135580.56    | 0.04%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC Holdings PLC                                                                                                              | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    804000 | PA      | $836200.20    | 0.24%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                                       | Tengizchevroil Finance Co International Ltd                                                                                    | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    242000 | PA      | $171638.50    | 0.05%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD                                                                        | Pinewood Finance Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212782.47    | 0.06%             | 2027-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                          | Caesars Entertainment Inc                                                                                                      | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321063.60    | 0.09%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLANTIA SPA                                                                                   | Atlantia SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    573000 | PA      | $509720.71    | 0.15%             | 2028-02-12      | Fixed         | 1.88%                 | 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        |    108000 | PA      | $104937.12    | 0.03%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3232200 | PA      | $3248361.00   | 0.94%             | 2027-09-30      | Fixed         | 4.12%                 | 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        |     95960 | PA      | $67274.61     | 0.02%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                            | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    654188 | PA      | $299209.24    | 0.09%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                                           | Kleopatra Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    920000 | PA      | $766086.45    | 0.22%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                                        | Dryden 78 CLO Ltd                                                                                                              | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235349.75    | 0.07%             | 2033-04-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                                                                         | Usiminas International Sarl                                                                                                    | CUSIP: 91734JAA8<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $525345.94    | 0.15%             | 2026-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                            | Altice Financing SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    106000 | PA      | $104252.94    | 0.03%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                         | Westinghouse Air Brake Technologies Corp                                                                                       | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85599.15     | 0.02%             | 2025-06-15      | Fixed         | 3.20%                 | 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        |    680000 | PA      | $626572.40    | 0.18%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                              | Triumph Group Inc                                                                                                              | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    491000 | PA      | $464137.39    | 0.13%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                  | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $611559.25    | 0.18%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                                         | Rockford Tower CLO 2021-2 Ltd                                                                                                  | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218738.25    | 0.06%             | 2034-07-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | Hyundai Capital America                                                                                                        | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    771000 | PA      | $773906.67    | 0.22%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                                             | Angolan Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    710000 | PA      | $731300.00    | 0.21%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                       | Olympus Water US Holding Corp                                                                                                  | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86665.73     | 0.03%             | 2028-10-01      | Fixed         | 3.88%                 | 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        |     35000 | PA      | $28645.75     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                       | Plains All American Pipeline LP / PAA Finance Corp                                                                             | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $666814.77    | 0.19%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| West Corporation                                                                               | West Corporation Initial Term B Loan                                                                                           | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    441957 | PA      | $406047.87    | 0.12%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                          | Truist Financial Corp                                                                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1012250.30   | 0.29%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                              | Syneos Health Inc                                                                                                              | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    757000 | PA      | $603139.75    | 0.17%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                               | BAT Capital Corp                                                                                                               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    735000 | PA      | $611733.15    | 0.18%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                                                | thyssenkrupp AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |    343000 | PA      | $360507.49    | 0.10%             | 2024-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                                           | GULFPORT ENERGY CORP                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5000.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LSB INDUSTRIES                                                                                 | LSB Industries Inc                                                                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    319000 | PA      | $290669.61    | 0.08%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                                                            | SABIC Capital II BV                                                                                                            | CUSIP: 000000000<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    319000 | PA      | $312779.50    | 0.09%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                           | Garda World Security Corp                                                                                                      | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    678000 | PA      | $599602.86    | 0.17%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                               | Long: IS1AH40   CDS USD R F  3.00000 IS1AH40 CMBX-BBB--399299 / Short: IS1AH40   CDS USD P V 00MEVENT IS1AH51 CMBX-BBB--399299 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    666538 | OU      | $-163046.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    647000 | PA      | $685690.60    | 0.20%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                                | TripAdvisor Inc                                                                                                                | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    461000 | PA      | $458455.28    | 0.13%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                                                | Lamb Weston Holdings Inc                                                                                                       | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208560.00    | 0.06%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                                         | Millennium Escrow Corp                                                                                                         | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    748000 | PA      | $476154.36    | 0.14%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                          | Level 3 Financing Inc                                                                                                          | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    154000 | PA      | $128519.16    | 0.04%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                                           | SRS Distribution Inc                                                                                                           | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    509000 | PA      | $454664.25    | 0.13%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                                           | BAT International Finance PLC                                                                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1586000 | PA      | $1467985.74   | 0.42%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                             | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     68000 | PA      | $67524.00     | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                                             | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    132000 | PA      | $107743.68    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                                | Hanesbrands Inc                                                                                                                | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    607000 | PA      | $588929.61    | 0.17%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                             | Braskem Idesa SAPI                                                                                                             | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    248000 | PA      | $176700.00    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                                        | Gulfport Energy Corp                                                                                                           | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     64081 | PA      | $63474.15     | 0.02%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                                        | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    467000 | PA      | $443547.26    | 0.13%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                            | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    119817 | PA      | $76218.59     | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                              | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11000 | PA      | $620.81       | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                          | Civitas Resources Inc                                                                                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    407000 | PA      | $374028.93    | 0.11%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                                                          | Eco Material Technologies Inc                                                                                                  | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1011000 | PA      | $966323.91    | 0.28%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                       | Long: IS1V3P6   CDS USD R F  5.00000 IS1V3P6 CMBX / Short: IS1V3P6   CDS USD P V 01MEVENT IS1V3Q7 CMBX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     86146 | OU      | $-32875.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                                 | GoTo Group Inc                                                                                                                 | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    423000 | PA      | $228314.25    | 0.07%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                                       | PVH Corp                                                                                                                       | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    246000 | PA      | $237554.82    | 0.07%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                                                 | PDC Energy Inc                                                                                                                 | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    228000 | PA      | $216875.88    | 0.06%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                                  | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $3103.24      | 0.00%             |  |  |  | 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        |    445000 | PA      | $388858.80    | 0.11%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                              | Newell Brands Inc                                                                                                              | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163821.90    | 0.05%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                              | Newell Brands Inc                                                                                                              | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119021.98    | 0.03%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                               | Spirit Realty LP                                                                                                               | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    346000 | PA      | $281972.70    | 0.08%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | Fifth Third Bancorp                                                                                                            | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79962.80     | 0.02%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                                      | ACProducts Holdings, Inc. Initial Term Loan                                                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    664875 | PA      | $494952.90    | 0.14%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                                       | Lindblad Expeditions LLC                                                                                                       | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    396000 | PA      | $359278.92    | 0.10%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                                       | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1278627.28   | 0.37%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                                   | Virtusa Corp                                                                                                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    269000 | PA      | $206379.49    | 0.06%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                                | Hanesbrands Inc                                                                                                                | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    939000 | PA      | $844423.92    | 0.24%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                          | Bath & Body Works Inc                                                                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1382508.82   | 0.40%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                         | DIRECTV Financing, LLC Closing Date Term Loan                                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301750 | PA      | $293138.06    | 0.08%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                                        | Monitchem HoldCo 3 SA                                                                                                          | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    209000 | PA      | $214745.90    | 0.06%             | 2025-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                           | Sonic Automotive Inc                                                                                                           | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    116000 | PA      | $93535.44     | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                                 | PulteGroup Inc                                                                                                                 | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $346449.00    | 0.10%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                                       | Banco BTG Pactual SA/Cayman Islands                                                                                            | CUSIP: 05971BAE9<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    355000 | PA      | $341754.06    | 0.10%             | 2025-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                           | Booking Holdings Inc                                                                                                           | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188685.90    | 0.05%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425136.25    | 0.12%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300577.20    | 0.09%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                                           | Rackspace Technology Global Inc                                                                                                | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $802202.70    | 0.23%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                       | Olympus Water US Holding Corp                                                                                                  | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    453000 | PA      | $431976.27    | 0.12%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                       | Warnermedia Holdings Inc                                                                                                       | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    391000 | PA      | $338883.61    | 0.10%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                                           | Entegris Escrow Corp                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    701000 | PA      | $641162.64    | 0.19%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                         | Power Finance Corp Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    341000 | PA      | $312505.19    | 0.09%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                       | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    452000 | PA      | $449730.96    | 0.13%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                                            | Mclaren Finance PLC                                                                                                            | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    357000 | PA      | $266179.20    | 0.08%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103011.30    | 0.03%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                                   | PetSmart LLC Initial Term Loan                                                                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    711000 | PA      | $694334.16    | 0.20%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                       | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    526000 | PA      | $477250.32    | 0.14%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                                                            | Centurion Bidco SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |   1450000 | PA      | $1335999.11   | 0.39%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                                       | Adani Transmission Step-One Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    956000 | PA      | $849941.36    | 0.25%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                                   | ADT Security Corp/The                                                                                                          | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    539000 | PA      | $535528.84    | 0.15%             | 2023-06-15      | Fixed         | 4.12%                 | 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        |    174800 | PA      | $165655.78    | 0.05%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                      | IQVIA Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    798000 | PA      | $782079.93    | 0.23%             | 2026-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE EUROPE                                                                        | Glencore Finance Europe Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |    290000 | PA      | $307372.61    | 0.09%             | 2023-09-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                            | Suzano Austria GmbH                                                                                                            | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    309000 | PA      | $307030.13    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    363000 | PA      | $389916.45    | 0.11%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) | 1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) Term B-4 Loan                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1603163 | PA      | $1573103.35   | 0.45%             | 2026-11-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Bill                                                                                                    | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1666800 | PA      | $1643364.79   | 0.47%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                                      | Crown Subsea Communications Holding, Inc. Initial Term Loan                                                                    | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    504863 | PA      | $491398.30    | 0.14%             | 2027-04-27      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                                         | SierraCol Energy Andina LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $283737.94    | 0.08%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    922000 | PA      | $773825.38    | 0.22%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                                   | Arconic Corp                                                                                                                   | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281702.55    | 0.08%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                   | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $251211.00    | 0.07%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                              | EURO-BOBL FUTURE MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -24 | NC      | $96743.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                                           | RP Escrow Issuer LLC                                                                                                           | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $435924.60    | 0.13%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                                           | Elmwood CLO VII Ltd                                                                                                            | CUSIP: 29002QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $291271.50    | 0.08%             | 2034-01-17      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                    | Netflix Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1165772.08   | 0.34%             | 2027-05-15      | Fixed         | 3.62%                 | 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        |   1024000 | PA      | $926771.20    | 0.27%             | 2027-05-15      | Fixed         | 5.25%                 | 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        |    482000 | PA      | $444786.89    | 0.13%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                                   | CD 2016-CD1 Mortgage Trust                                                                                                     | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3797611 | PA      | $134978.48    | 0.04%             | 2049-08-10      | Variable      | 1.37%                 | 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        |    716432 | PA      | $713895.83    | 0.21%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                                            | Castle UK Finco PLC                                                                                                            | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $232040.95    | 0.07%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                           | Las Vegas Sands Corp                                                                                                           | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    674000 | PA      | $570749.94    | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                                              | Stonegate Pub Co Financing 2019 PLC                                                                                            | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $732164.00    | 0.21%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2019-R01                                                                                   | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56578 | PA      | $56434.18     | 0.02%             | 2031-07-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                            | Sirius XM Radio Inc                                                                                                            | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    736000 | PA      | $653479.68    | 0.19%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                       | Omega Healthcare Investors Inc                                                                                                 | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    440000 | PA      | $340203.60    | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     39000 | PA      | $31912.92     | 0.01%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                                                                       | Black Knight InfoServ LLC                                                                                                      | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    438000 | PA      | $381936.00    | 0.11%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                                             | CT Investment GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |    360000 | PA      | $340918.04    | 0.10%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                               | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $766222.88    | 0.22%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                                       | Virgolino de Oliveira Finance SA                                                                                               | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    425000 | PA      | $42.50        | 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        |    449000 | PA      | $422580.84    | 0.12%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                    | Long: IS1AJ44   CDS USD R F  3.00000 IS1AJ44 CMBX-BBB--399474 / Short: IS1AJ44   CDS USD P V 00MEVENT IS1AJ55 CMBX-BBB--399474 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     29145 | OU      | $-7129.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                                                         | Via Celere Desarrollos Inmobiliarios SA                                                                                        | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              |  | ES        |    313000 | PA      | $299870.37    | 0.09%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                                      | Loxam SAS                                                                                                                      | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    404000 | PA      | $395274.22    | 0.11%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                         | Oman Government International Bond                                                                                             | CUSIP: 68205LAA1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    326000 | PA      | $318929.88    | 0.09%             | 2025-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                                                 | FINThrive Software Intermediate Holdings, Inc. Initial Loan (Second Lien)                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $180974.40    | 0.05%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                             | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    754355 | PA      | $735637.57    | 0.21%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                                   | Dufry One BV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    748000 | PA      | $775330.16    | 0.22%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                                        | Sasol Financing USA LLC                                                                                                        | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    684000 | PA      | $666900.00    | 0.19%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                                         | Playtika Holding Corp. Term B-1 Loan                                                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    794895 | PA      | $757224.93    | 0.22%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                                        | Dryden 78 CLO Ltd                                                                                                              | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    443226 | PA      | $406784.40    | 0.12%             | 2033-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | TransDigm Inc                                                                                                                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278575.00    | 0.08%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                        | Marathon Petroleum Corp                                                                                                        | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339952.65    | 0.10%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                                                 | EC Finance PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |    322000 | PA      | $311729.43    | 0.09%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                                               | Bellemeade Re 2019-4 Ltd                                                                                                       | CUSIP: 07876LAC3<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |    405505 | PA      | $404907.77    | 0.12%             | 2029-10-25      | Floating      | 6.89%                 | 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        |    253000 | PA      | $236464.32    | 0.07%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                                      | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1782941 | PA      | $1566341.48   | 0.45%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                        | Adani Ports & Special Economic Zone Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    348000 | PA      | $291189.00    | 0.08%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                                    | Rad CLO 7 Ltd                                                                                                                  | CUSIP: 48661CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237184.50    | 0.07%             | 2033-04-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                       | EnLink Midstream Partners LP                                                                                                   | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    582000 | PA      | $550147.14    | 0.16%             | 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        |        13 | NS      | $65000.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Univision Communications Inc.                                                                  | Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan                                                   | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     47947 | PA      | $47837.45     | 0.01%             | 2024-03-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                        | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              |  | US        |    191000 | PA      | $188058.60    | 0.05%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                                                | Adams Homes Inc                                                                                                                | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $300457.50    | 0.09%             | 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        |    269000 | PA      | $211635.75    | 0.06%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                          | Trivium Packaging Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $429451.06    | 0.12%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                                      | Hub International Limited B-3 Incremental Term Loan                                                                            | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    705821 | PA      | $698599.97    | 0.20%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                            | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    244182 | PA      | $111682.74    | 0.03%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                          | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $425420.22    | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                       | Long: IS1V431   CDS USD R F  5.00000 IS1V431 CMBX / Short: IS1V431   CDS USD P V 01MEVENT IS1V442 CMBX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     57431 | OU      | $-21917.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                              | Newell Brands Inc                                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162856.65    | 0.05%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                            | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    406000 | PA      | $397944.96    | 0.11%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                          | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AN9<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |     13000 | PA      | $12448.02     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | 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        |     81270 | PA      | $73868.74     | 0.02%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                   | Navient Corp                                                                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    441000 | PA      | $385720.65    | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                                   | Navient Corp                                                                                                                   | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82306.68     | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                       | Plains All American Pipeline LP / PAA Finance Corp                                                                             | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $54802.65     | 0.02%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                            | Citigroup Commercial Mortgage Trust 2017-C4                                                                                    | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2707744 | PA      | $92829.85     | 0.03%             | 2050-10-12      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                           | ZF Europe Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $276182.39    | 0.08%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                                 | Wynn Macau Ltd                                                                                                                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $432487.50    | 0.12%             | 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        |    999000 | PA      | $942736.32    | 0.27%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                                                       | APCOA Parking Holdings GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $192783.67    | 0.06%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                      | Ball Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    493000 | PA      | $466641.39    | 0.13%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Bill                                                                                                    | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5128100 | PA      | $5036469.42   | 1.46%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                                       | Clarios Global LP / Clarios US Finance Co                                                                                      | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $500018.61    | 0.14%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                                        | SPCM SA                                                                                                                        | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    862000 | PA      | $745923.08    | 0.22%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                                        | Legacy LifePoint Health LLC                                                                                                    | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $790255.20    | 0.23%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                   | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235630 | PA      | $97575.09     | 0.03%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                                       | MPH Acquisition Holdings LLC                                                                                                   | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1213568.65   | 0.35%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    299000 | PA      | $243233.51    | 0.07%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                              | INEOS Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193192.58    | 0.06%             | 2025-11-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                             | Banco Santander SA                                                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $370716.00    | 0.11%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                       | CHS/Community Health Systems Inc                                                                                               | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1212382.26   | 0.35%             | 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        |   1639000 | PA      | $1321165.12   | 0.38%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                                              | Cometa Energia SA de CV                                                                                                        | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    187683 | PA      | $177630.23    | 0.05%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                                                                        | Ahlstrom-Munksjo Holding 3 Oy                                                                                                  | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    310000 | PA      | $279485.05    | 0.08%             | 2028-02-04      | Fixed         | 3.62%                 | 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        |    551000 | PA      | $467088.21    | 0.13%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                              | Vornado Realty LP                                                                                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    839000 | PA      | $710733.68    | 0.21%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                       | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    540000 | PA      | $510907.50    | 0.15%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                       | Devon Energy Corp                                                                                                              | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321898.80    | 0.09%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                           | Aramark Services Inc                                                                                                           | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    506000 | PA      | $494741.50    | 0.14%             | 2025-04-01      | Fixed         | 5.00%                 | 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        |    475000 | PA      | $424369.75    | 0.12%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                               | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    266000 | PA      | $262974.25    | 0.08%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                            | Cirsa Finance International Sarl                                                                                               | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $363215.07    | 0.10%             | 2025-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                            | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    891000 | PA      | $763052.40    | 0.22%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                                      | Great Outdoors Group, LLC Term B-2 Loan                                                                                        | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    127335 | PA      | $122082.62    | 0.04%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                                                              | Lamar Funding Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    631000 | PA      | $595427.38    | 0.17%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                    | Long: IS1AAX0   CDS USD R F  3.00000 IS1AAX0 CMBX-BBB--398730 / Short: IS1AAX0   CDS USD P V 00MEVENT IS1AAY1 CMBX-BBB--398730 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    375086 | OU      | $-91752.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                                              | Q-Park Holding I BV                                                                                                            | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $166384.67    | 0.05%             | 2025-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                     | Hasbro Inc                                                                                                                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    382000 | PA      | $339571.26    | 0.10%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Denbury Inc                                                                                    | Denbury Inc                                                                                                                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1216 | NS      | $105816.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                                       | Lima Metro Line 2 Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     94621 | PA      | $91652.19     | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                         | WESCO Distribution Inc                                                                                                         | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    262000 | PA      | $265584.16    | 0.08%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                                        | Castlelake Aviation Finance DAC                                                                                                | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    748000 | PA      | $649062.04    | 0.19%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $24164.00     | 0.01%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                                       | Marriott Ownership Resorts Inc                                                                                                 | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    139000 | PA      | $115667.46    | 0.03%             | 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        |    653000 | PA      | $649545.63    | 0.19%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                                       | Coral-US Co-Borrower LLC Term B-6 Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $309520.00    | 0.09%             | 2029-10-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                   | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    507000 | PA      | $385558.29    | 0.11%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                                                             | Chile Electricity PEC SpA                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    460000 | PA      | $328986.25    | 0.10%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                            | Clarivate Science Holdings Corp                                                                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1039000 | PA      | $901342.89    | 0.26%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                                       | Charles River Laboratories International Inc                                                                                   | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $976300.37    | 0.28%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                                          | Melco Resorts Finance Ltd                                                                                                      | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    428000 | PA      | $353100.00    | 0.10%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                            | Verisure Holding AB                                                                                                            | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    638000 | PA      | $592661.21    | 0.17%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                                        | KazMunayGas National Co JSC                                                                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $177537.50    | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                     | Mattel Inc                                                                                                                     | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1013551.00   | 0.29%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                           | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $826831.80    | 0.24%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                          | Grifols Escrow Issuer SA                                                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1124000 | PA      | $972484.80    | 0.28%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                | United Group BV                                                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $330519.69    | 0.10%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                        | Marathon Petroleum Corp                                                                                                        | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1649525.04   | 0.48%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                       | Ford Motor Credit Co LLC                                                                                                       | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    252000 | PA      | $230045.76    | 0.07%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $194820.00    | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | 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        |    418000 | PA      | $354271.72    | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | 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        |     55000 | PA      | $51383.75     | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                         | Westinghouse Air Brake Technologies Corp                                                                                       | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49182.00     | 0.01%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                                    | Home RE 2020-1 Ltd                                                                                                             | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    440000 | PA      | $443761.78    | 0.13%             | 2030-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                                  | JSW Steel Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    338000 | PA      | $333775.00    | 0.10%             | 2024-04-18      | 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        |    853000 | PA      | $845205.46    | 0.24%             | 2029-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                                 | Wynn Macau Ltd                                                                                                                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $291487.05    | 0.08%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                                      | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    115000 | PA      | $102916.71    | 0.03%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                            | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1095881.46   | 0.32%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                                      | Intrum AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $194586.31    | 0.06%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                                         | Engie Energia Chile SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    289000 | PA      | $234686.06    | 0.07%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                   | Ecopetrol SA                                                                                                                   | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    353000 | PA      | $335526.50    | 0.10%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC)                                          | Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC) Initial U.S. Dollar Term Loan                                            | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    565068 | PA      | $535758.38    | 0.15%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                 | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-33648.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                                                | DKT Finance ApS                                                                                                                | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $197892.00    | 0.06%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                                          | Freeport Indonesia PT                                                                                                          | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    218000 | PA      | $209031.48    | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                                       | Jaguar Land Rover Automotive PLC                                                                                               | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    702000 | PA      | $665797.13    | 0.19%             | 2026-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                                       | Cheplapharm Arzneimittel GmbH                                                                                                  | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    106000 | PA      | $99186.61     | 0.03%             | 2027-02-11      | Fixed         | 3.50%                 | 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        |    602000 | PA      | $578919.32    | 0.17%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                       | Virgin Media Finance PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $172732.01    | 0.05%             | 2030-07-15      | Fixed         | 3.75%                 | 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        |    305000 | PA      | $307668.75    | 0.09%             | 2024-11-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                          | Grifols Escrow Issuer SA                                                                                                       | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    481000 | PA      | $431402.56    | 0.12%             | 2028-10-15      | Fixed         | 3.88%                 | 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        |    340000 | PA      | $340000.00    | 0.10%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                            | Ecuador Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     85271 | PA      | $34524.10     | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                    | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    528000 | PA      | $509308.80    | 0.15%             | 2026-09-01      | Fixed         | 5.50%                 | 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        |    694000 | PA      | $645815.58    | 0.19%             | 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        |      3000 | PA      | $2787.90      | 0.00%             | 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        |     20000 | PA      | $18911.60     | 0.01%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                             | Bahrain Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    570000 | PA      | $570819.38    | 0.16%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Seaworld Parks & Entertainment, Inc.                                                           | Seaworld Parks & Entertainment, Inc. Term B Loan                                                                               | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   1354934 | PA      | $1328797.38   | 0.38%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                             | Angolan Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    850000 | PA      | $662096.88    | 0.19%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                                        | India Clean Energy Holdings                                                                                                    | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $158475.00    | 0.05%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                                         | MGM China Holdings Ltd                                                                                                         | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $257090.63    | 0.07%             | 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        |    543000 | PA      | $397258.80    | 0.11%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                  | UniCredit SpA                                                                                                                  | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    222000 | PA      | $189052.98    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                         | US 5YR NOTE (CBT) MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -17 | NC      | $642.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $659837.04    | 0.19%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                               | Vail Resorts Inc                                                                                                               | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1355651.88   | 0.39%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                  | Boyne USA Inc                                                                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $176383.95    | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                                       | Radiate Holdco LLC / Radiate Finance Inc                                                                                       | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $578397.78    | 0.17%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $179126.88    | 0.05%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                                       | TK Elevator US Newco Inc                                                                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    847000 | PA      | $753440.38    | 0.22%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                                       | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $666454.74    | 0.19%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                            | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204274.00    | 0.06%             | 2025-11-21      | Fixed         | 7.00%                 | 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              | US        |    320000 | PA      | $314109.27    | 0.09%             | 2026-05-15      | Fixed         | 4.38%                 | 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        |    497000 | PA      | $440053.74    | 0.13%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                                        | Legacy LifePoint Health LLC                                                                                                    | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $124423.74    | 0.04%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                                              | Elevation CLO 2020-11 Ltd                                                                                                      | CUSIP: 28621YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227667.25    | 0.07%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Playtech Plc                                                                                   | Playtech Plc                                                                                                                   | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |    130000 | PA      | $130907.73    | 0.04%             | 2026-03-07      | Fixed         | 4.25%                 | 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        |    178000 | PA      | $154676.66    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    401000 | PA      | $396468.70    | 0.11%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                                       | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                               | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    437226 | PA      | $439044.86    | 0.13%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                                    | Staples Inc                                                                                                                    | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    739000 | PA      | $636153.37    | 0.18%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                                 | PMT Credit Risk Transfer Trust 2019-2R                                                                                         | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104834 | PA      | $100326.59    | 0.03%             | 2023-05-27      | Floating      | 7.14%                 | 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        |    652000 | PA      | $612397.52    | 0.18%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                                  | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $6071.45      | 0.00%             |  |  |  | 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              | CA        |    109877 | PA      | $107450.95    | 0.03%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                                          | Melco Resorts Finance Ltd                                                                                                      | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    356000 | PA      | $302221.75    | 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        |    190881 | PA      | $169383.03    | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                        | Long: IS14VD9   CDS USD R F  5.00000 IS14VD9 CMBX-BB-318623 / Short: IS14VD9   CDS USD P V 00MEVENT IS14VE0 CMBX-BB-318623     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    701663 | OU      | $-267774.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                        | New Fortress Energy Inc                                                                                                        | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $360259.00    | 0.10%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                        | Long: IS14NO4   CDS USD R F  5.00000 IS14NO4 CMBX-BB-314317 / Short: IS14NO4   CDS USD P V 00MEVENT IS14NP5 CMBX-BB-314317     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    571575 | OU      | $-218128.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                          | Element Solutions Inc                                                                                                          | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    320000 | PA      | $273145.60    | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                               | WFRBS Commercial Mortgage Trust 2011-C4                                                                                        | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25353 | PA      | $20388.91     | 0.01%             | 2044-06-15      | Variable      | 4.84%                 | 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        |    588000 | PA      | $516022.92    | 0.15%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                             | Ukraine Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    384000 | PA      | $80712.00     | 0.02%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | Barclays PLC                                                                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    983000 | PA      | $1022457.62   | 0.30%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                   | Centene Corp                                                                                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1024288.22   | 0.30%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                                          | Emergent BioSolutions Inc                                                                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $508717.00    | 0.15%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                                     | BFLD 2019-DPLO                                                                                                                 | CUSIP: 054970AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $151137.97    | 0.04%             | 2034-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Pinewood Finance Co Ltd                                                                        | Pinewood Finance Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $467524.22    | 0.14%             | 2025-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                       | Univision Communications Inc                                                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    304000 | PA      | $293600.16    | 0.08%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                                      | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6683716 | PA      | $5455374.65   | 1.58%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                        | Zayo Group Holdings Inc                                                                                                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $103755.40    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $249590.92    | 0.07%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                       | Univision Communications Inc                                                                                                   | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    357000 | PA      | $340099.62    | 0.10%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                                                        | Ulker Biskuvi Sanayi AS                                                                                                        | CUSIP: 000000000<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |    341000 | PA      | $283946.44    | 0.08%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                                                            | Crown Point CLO 11 Ltd                                                                                                         | CUSIP: 22845JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236474.00    | 0.07%             | 2034-01-17      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                               | CSN Resources SA                                                                                                               | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    274000 | PA      | $272253.25    | 0.08%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                                        | International Game Technology PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305004.24    | 0.09%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                   | CaixaBank SA                                                                                                                   | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195971.47    | 0.06%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                                       | Empresas Publicas de Medellin ESP                                                                                              | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    427000 | PA      | $338210.69    | 0.10%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                                            | MEGlobal Canada ULC                                                                                                            | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    248000 | PA      | $242931.50    | 0.07%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                                          | Banijay Entertainment SASU                                                                                                     | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252021.28    | 0.07%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                  | Westlake Corp                                                                                                                  | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    843000 | PA      | $792352.56    | 0.23%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    191000 | PA      | $121644.08    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                                                                       | Indonesia Asahan Aluminium Persero PT                                                                                          | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    371000 | PA      | $353910.81    | 0.10%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    207000 | PA      | $180559.89    | 0.05%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                                          | Bank of Ireland Group PLC                                                                                                      | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $288741.40    | 0.08%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                                            | Castle UK Finco PLC                                                                                                            | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $153619.74    | 0.04%             | 2028-05-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                       | Ford Motor Credit Co LLC                                                                                                       | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    942000 | PA      | $965267.40    | 0.28%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2019-R03                                                                                   | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2870 | PA      | $2862.56      | 0.00%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                                 | Long: IS23AO9   CDS USD R V 01MEVENT IS23AP0 CMBX / Short: IS23AO9   CDS USD P F  5.00000 IS23AO9 CMBX                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |   1324330 | OU      | $505401.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                           | Cleveland-Cliffs Inc                                                                                                           | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    294000 | PA      | $295190.70    | 0.09%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                                                                | State Agency of Roads of Ukraine                                                                                               | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |    653000 | PA      | $113173.06    | 0.03%             | 2030-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                                   | Navient Corp                                                                                                                   | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    506000 | PA      | $505068.96    | 0.15%             | 2023-01-25      | Fixed         | 5.50%                 | 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        |     69000 | PA      | $62665.11     | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                                        | Global Medical Response Inc                                                                                                    | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    108000 | PA      | $78740.64     | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                        | INEOS Quattro Finance 2 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $233539.83    | 0.07%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL EQUITY                                                                              | CWT TRAVEL EQUITY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24836 | NS      | $151499.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                                   | Ares XXXIV CLO Ltd                                                                                                             | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    643832 | PA      | $602137.44    | 0.17%             | 2033-04-17      | Floating      | 6.08%                 | 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        |    753000 | PA      | $687571.83    | 0.20%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                         | Cidron Aida Finco Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    145000 | PA      | $132479.26    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                           | Petronas Capital Ltd                                                                                                           | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    221000 | PA      | $201538.74    | 0.06%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                              | Lebanon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    210000 | PA      | $12075.00     | 0.00%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                   | Ecopetrol SA                                                                                                                   | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    329000 | PA      | $310296.35    | 0.09%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                                       | Virgin Media Secured Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216090.16    | 0.06%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45697 | PA      | $48546.76     | 0.01%             | 2028-08-25      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| RCS & RDS SA                                                                                   | RCS & RDS SA                                                                                                                   | CUSIP: 000000000<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |    200000 | PA      | $170308.51    | 0.05%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                                         | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |    200000 | PA      | $15500.00     | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                                       | Volcan Cia Minera SAA                                                                                                          | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    115000 | PA      | $98885.63     | 0.03%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                       | EQM Midstream Partners LP                                                                                                      | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1246546.00   | 0.36%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                                       | Transocean Phoenix 2 Ltd                                                                                                       | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135999 | PA      | $134886.94    | 0.04%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                                                 | William Carter Co/The                                                                                                          | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    547000 | PA      | $525902.21    | 0.15%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                              | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    323000 | PA      | $297441.01    | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4877700 | PA      | $4510348.22   | 1.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                             | Ukraine Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    338000 | PA      | $75796.50     | 0.02%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                                           | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |    230000 | PA      | $37777.50     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                            | SOUND POINT CLO XIX Ltd                                                                                                        | CUSIP: 83610JAA4<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $537554.60    | 0.16%             | 2031-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | TransDigm Inc                                                                                                                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    794000 | PA      | $745605.70    | 0.22%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                                                 | VOC Escrow Ltd                                                                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    831000 | PA      | $713687.73    | 0.21%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                 | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    585000 | PA      | $560728.35    | 0.16%             | 2025-09-01      | Fixed         | 7.38%                 | 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        |    321000 | PA      | $276856.08    | 0.08%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                                 | Bombardier Inc                                                                                                                 | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1039000 | PA      | $1011539.23   | 0.29%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                       | Cheniere Energy Partners LP                                                                                                    | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    193000 | PA      | $173703.86    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                                        | Enova International Inc                                                                                                        | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1192050.30   | 0.34%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2019-R06                                                                                   | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6568 | PA      | $6559.04      | 0.00%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                                 | TeamSystem SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    614000 | PA      | $549295.12    | 0.16%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                                              | Renk AG/Frankfurt am Main                                                                                                      | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    931000 | PA      | $925073.29    | 0.27%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                               | MGM Resorts International                                                                                                      | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    267000 | PA      | $248171.16    | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | 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        |    324000 | PA      | $317445.48    | 0.09%             | 2027-06-15      | Fixed         | 6.00%                 | 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        |    745000 | PA      | $707355.15    | 0.20%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                                       | AES Panama Generation Holdings SRL                                                                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    291000 | PA      | $250951.13    | 0.07%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                          | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                                | CUSIP: 95000HBJ0<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   2228128 | PA      | $101394.97    | 0.03%             | 2049-10-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                                     | Belden Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |    693000 | PA      | $616698.47    | 0.18%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                                         | FMG Resources August 2006 Pty Ltd                                                                                              | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    632000 | PA      | $623550.16    | 0.18%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                         | Toll Brothers Finance Corp                                                                                                     | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $862734.36    | 0.25%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                         | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113184.96    | 0.03%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      6000 | PA      | $5975.34      | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                                                         | Regatta XX Funding Ltd                                                                                                         | CUSIP: 75884YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232743.25    | 0.07%             | 2034-10-15      | Floating      | 7.18%                 | 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        |    469000 | PA      | $385611.80    | 0.11%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                                       | Greenko Wind Projects Mauritius Ltd                                                                                            | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $186350.00    | 0.05%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | Seagate HDD Cayman                                                                                                             | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    218000 | PA      | $214030.22    | 0.06%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                       | Diversified Healthcare Trust                                                                                                   | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |    176000 | PA      | $168769.92    | 0.05%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                          | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $61512.32     | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                                         | TK Elevator Midco GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $170800.06    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                                   | Navient Corp                                                                                                                   | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66857.00     | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | Var Energi ASA                                                                                                                 | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    703000 | PA      | $715267.35    | 0.21%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                             | CNX Resources Corp                                                                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152293.35    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                              | Xerox Corp                                                                                                                     | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71812.08     | 0.02%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                                       | Techem Verwaltungsgesellschaft 675 mbH                                                                                         | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $196376.10    | 0.06%             | 2025-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                         | Discover Financial Services                                                                                                    | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    399000 | PA      | $388143.21    | 0.11%             | 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        |    200000 | PA      | $149588.00    | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                                                                          | Premier Foods Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211445.37    | 0.06%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                                             | Yango Justice International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |    200000 | PA      | $3000.00      | 0.00%             | 2025-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                                  | HTA Group Ltd/Mauritius                                                                                                        | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    424000 | PA      | $389232.00    | 0.11%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                                      | Prosus NV                                                                                                                      | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    321000 | PA      | $304508.63    | 0.09%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                                       | Nidda Healthcare Holding GmbH                                                                                                  | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |   1120000 | PA      | $1140181.14   | 0.33%             | 2026-08-21      | Fixed         | 7.50%                 | 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: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    693936 | PA      | $652646.54    | 0.19%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                         | Anglo American Capital PLC                                                                                                     | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1323000 | PA      | $1270741.50   | 0.37%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                              | Kapla Holding SAS                                                                                                              | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |    716000 | PA      | $679404.70    | 0.20%             | 2026-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                                       | Harley-Davidson Financial Services Inc                                                                                         | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    796000 | PA      | $711337.44    | 0.21%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                                           | CITGO Petroleum Corp                                                                                                           | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    356000 | PA      | $342208.56    | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                     | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                            | CUSIP: 46643GAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $190451.84    | 0.06%             | 2047-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                                             | Vivion Investments Sarl                                                                                                        | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |    900000 | PA      | $751513.35    | 0.22%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banff Guarantor Inc.                                                                           | Banff Guarantor Inc. Initial Term Loan (Second Lien)                                                                           | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    120000 | PA      | $110100.00    | 0.03%             | 2026-02-27      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                            | Coinbase Global Inc                                                                                                            | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    616000 | PA      | $325426.64    | 0.09%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                                         | United States Treasury Note/Bond                                                                                               | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13418400 | PA      | $12126879.00  | 3.50%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                                           | Oleoducto Central SA                                                                                                           | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    560000 | PA      | $491680.00    | 0.14%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                                     | BFLD Trust                                                                                                                     | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $658123.66    | 0.19%             | 2038-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                       | Long: IS1V2L5   CDS USD R F  5.00000 IS1V2L5 CMBX / Short: IS1V2L5   CDS USD P V 01MEVENT IS1V2M6 CMBX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    537390 | OU      | $-205082.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                                        | Parkway Generation, LLC Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    505093 | PA      | $495370.12    | 0.14%             | 2029-02-18      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                            | Verisure Holding AB                                                                                                            | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    519000 | PA      | $502262.54    | 0.15%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                                               | Bellemeade Re 2019-4 Ltd                                                                                                       | CUSIP: 07876LAD1<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |    884000 | PA      | $844671.81    | 0.24%             | 2029-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                                              | Vedanta Resources Finance II PLC                                                                                               | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173412.50    | 0.05%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                                         | MGM China Holdings Ltd                                                                                                         | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    216000 | PA      | $200043.00    | 0.06%             | 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        |    372000 | PA      | $328476.00    | 0.09%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                                        | INEOS Quattro Finance 1 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $175969.05    | 0.05%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Connecticut Avenue Securities Trust 2019-R02                                                                                   | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8901 | PA      | $8889.73      | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                                       | Consolidated Communications Inc                                                                                                | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    994000 | PA      | $774027.80    | 0.22%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                                       | Prime Security Services Borrower LLC / Prime Finance Inc                                                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $216807.75    | 0.06%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                                         | ESC GCB GULFPORT ENERG                                                                                                         | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $252.00       | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                                             | Vivion Investments Sarl                                                                                                        | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |    100000 | PA      | $78309.80     | 0.02%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                                        | Office Properties Income Trust                                                                                                 | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    452000 | PA      | $304688.68    | 0.09%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                              | Motion Finco Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    492000 | PA      | $524233.24    | 0.15%             | 2025-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                                  | APX Group Inc                                                                                                                  | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    523000 | PA      | $503832.05    | 0.15%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                                  | Ingevity Corp                                                                                                                  | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    855000 | PA      | $737565.75    | 0.21%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                           | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                           | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    300000 | PA      | $256125.00    | 0.07%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                                           | Apex Tool Group, LLC Initial Term Loan (First Lien)                                                                            | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    713592 | PA      | $609115.13    | 0.18%             | 2029-02-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                                               | Guala Closures SpA                                                                                                             | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    716000 | PA      | $658603.47    | 0.19%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                        | Adani Ports & Special Economic Zone Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    346000 | PA      | $300976.75    | 0.09%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XWX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7626 | PA      | $7683.11      | 0.00%             | 2030-05-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                                   | Orbit Private Holdings I Ltd Initial Dollar Term Loan (First Lien)                                                             | CUSIP: 04225VAD4<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |    108900 | PA      | $107765.26    | 0.03%             | 2028-12-11      | Floating      | 9.54%                 | 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        |    520985 | PA      | $469694.03    | 0.14%             | 2033-01-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                                          | Loyalty Ventures Inc. Term B Loan                                                                                              | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |    594908 | PA      | $236475.89    | 0.07%             | 2027-11-03      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                                  | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1172422.71   | 0.34%             | 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        |    445000 | PA      | $417810.50    | 0.12%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                                                        | Regatta XIX Funding Ltd                                                                                                        | CUSIP: 75888EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    377081 | PA      | $341620.30    | 0.10%             | 2035-04-20      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                            | Silgan Holdings Inc                                                                                                            | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    412000 | PA      | $373790.90    | 0.11%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                                    | Balboa Bay Loan Funding 2020-1 Ltd                                                                                             | CUSIP: 05766BAQ1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224154.75    | 0.06%             | 2032-01-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Lincoln Financing SARL                                                                         | Lincoln Financing SARL                                                                                                         | CUSIP: 000000000<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |    327000 | PA      | $344411.89    | 0.10%             | 2024-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                                       | Terraform Global Operating LP                                                                                                  | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    108000 | PA      | $100564.20    | 0.03%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                                 | Constellium SE                                                                                                                 | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    617000 | PA      | $521207.80    | 0.15%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                          | Level 3 Financing Inc                                                                                                          | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    862000 | PA      | $679445.64    | 0.20%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                     | goeasy Ltd                                                                                                                     | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    852000 | PA      | $816684.60    | 0.24%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                                | Ross Stores Inc                                                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139726.58    | 0.04%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1078000 | PA      | $1037909.18   | 0.30%             | 2025-08-11      | Fixed         | 5.25%                 | 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        |    312000 | PA      | $277901.52    | 0.08%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                                  | AG Issuer LLC                                                                                                                  | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $132681.60    | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                                                               | Rimini Bidco SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |    995000 | PA      | $952548.42    | 0.28%             | 2026-12-14      | Floating      | 7.30%                 | 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        |    800000 | PA      | $568424.00    | 0.16%             | 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        |    791000 | PA      | $607139.96    | 0.18%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                                 | Bombardier Inc                                                                                                                 | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22839.92     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                           | Chart Industries Inc                                                                                                           | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301245.00    | 0.09%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                           | WR Grace Holdings LLC                                                                                                          | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037000 | PA      | $918667.93    | 0.27%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                       | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104094.90    | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                          | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $394673.58    | 0.11%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer