# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-26-032463
**Filing Date:** 2026-3
**Character Count:** 395836
**Document Hash:** 0e4a4973144c516a6ba69030312c1251
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032463.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032463

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 26798453

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**AB Income Fund** 

**Portfolio of Investments** 

**January 31, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 49.3%** | **GOVERNMENTS - TREASURIES – 49.3%** | **GOVERNMENTS - TREASURIES – 49.3%** | **GOVERNMENTS - TREASURIES – 49.3%** |
|  **Spain – 1.7%** | **Spain – 1.7%** | **Spain – 1.7%** | **Spain – 1.7%** |
|  Spain Government Bond<br>3.20%, 10/31/203<sup>(a)</sup> | EUR | 32565 | $38554201 |
|  **United States – 47.6%** | **United States – 47.6%** | **United States – 47.6%** | **United States – 47.6%** |
|  U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/2052 | U.S.$| 1788 | 1278979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/2054 |  | 66375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59900664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/2054 |  | 977 | 881590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2044 |  | 67207 | 64957141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/2044 |  | 16913 | 16584650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/2045 |  | 4500 | 4388027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2055 |  | 1575 | 1513230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2045 |  | 15035 | 14933984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2055 |  | 9989 | 9798975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2045 |  | 34942 | 35794019 |
|  U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/2029 |  | 19482 | 19427968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/2029 |  | 23028 | 22883876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 08/31/2030 |  | 26060 | 25903233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/30/2030 |  | 10798 | 10730513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 12/31/2030 |  | 14500 | 14391448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/2028 |  | 9240 | 9278259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/30/2030 |  | 8738 | 8782373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/31/2030 |  | 44674 | 44897571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/31/2032 |  | 120483 | 119725275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/30/2032 |  | 26850 | 26671699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/2032 |  | 20847 | 20678432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/2034 |  | 3267 | 3202681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/2029 |  | 28040 | 28353259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/28/2030 |  | 36500 | 36884961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/31/2030 |  | 33270 | 33613097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/30/2027<sup>(b) (c)</sup> |  | 177111 | 178799493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/31/2028 |  | 88642 | 89823144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2029 |  | 15230 | 15454880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2029 |  | 10148 | 10300220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 02/29/2032 |  | 26128 | 26398466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2032 |  | 37794 | 38182274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/31/2032 |  | 44744 | 45163475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/2029 |  | 1039 | 1058806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2035 |  | 5395 | 5411779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2033 |  | 3262 | 3351808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/30/2029 |  | 6175 | 6360250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2035 |  | 1269 | 1310540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/31/2028 |  | 36260 | 37462529 |
|  |  |  | 1094533568 |
|  Total Governments - Treasuries<br>(cost $1,133,235,563) | Total Governments - Treasuries<br>(cost $1,133,235,563) | Total Governments - Treasuries<br>(cost $1,133,235,563) | 1133087769 |
|  **MORTGAGE PASS-THROUGHS – 27.7%** | **MORTGAGE PASS-THROUGHS – 27.7%** | **MORTGAGE PASS-THROUGHS – 27.7%** | **MORTGAGE PASS-THROUGHS – 27.7%** |
|  **Agency Fixed Rate 30-Year – 27.7%** | **Agency Fixed Rate 30-Year – 27.7%** | **Agency Fixed Rate 30-Year – 27.7%** | **Agency Fixed Rate 30-Year – 27.7%** |
|  Federal Home Loan Mortgage Corp.<br>Series 2025<br>5.50%, 09/01/2055 |  | 3588 | 3639764 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** | **U.S. $ Value** |
|  Federal National Mortgage Association<br>Series 1998<br>8.00%, 06/01/2028 | U.S.$| 0 | \*\* | $| 47 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1999<br>7.50%, 11/01/2029 |  | 2 |  |  | 2209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>2.50%, 12/01/2050 |  | 75600 |  |  | 64195995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>3.00%, 03/01/2052 |  | 17927 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15979383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2052 |  | 11744 |  |  | 10446156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>3.00%, 07/01/2052 |  | 8620 |  |  | 7672404 |
|  Government National Mortgage Association<br>Series 2023<br>5.50%, 05/20/2053 |  | 6046 |  |  | 6150710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/20/2053 |  | 19171 |  |  | 19496200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024<br>5.00%, 04/20/2054 |  | 262 |  |  | 262418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026<br>2.00%, 02/01/2056, TBA |  | 29150 |  |  | 24248538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/2056, TBA |  | 29325 |  |  | 25389902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2056, TBA |  | 47872 |  |  | 46732380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2056, TBA |  | 11200 |  |  | 11196660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2056, TBA |  | 25756 |  |  | 26039648 |
|  Uniform Mortgage-Backed Security<br>Series 2026<br>2.00%, 02/01/2056, TBA |  | 26325 |  |  | 21352044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/2056, TBA |  | 44355 |  |  | 37641108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/2056, TBA |  | 91074 |  |  | 80707329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/2056, TBA |  | 18572 |  |  | 17175147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/2056, TBA |  | 49364 |  |  | 47123252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2056, TBA |  | 16839 |  |  | 16492481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2056, TBA |  | 67511 |  |  | 67498014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2056, TBA |  | 32237 |  |  | 32696698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/2056, TBA |  | 43643 |  |  | 44693353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/2056, TBA |  | 10035 |  |  | 10391321 |
|  Total Mortgage Pass-Throughs<br>(cost $628,589,796) |  |  |  |  | 637223161 |
|  **CORPORATES - INVESTMENT GRADE – 18.1%** | **CORPORATES - INVESTMENT GRADE – 18.1%** | **CORPORATES - INVESTMENT GRADE – 18.1%** | **CORPORATES - INVESTMENT GRADE – 18.1%** | **CORPORATES - INVESTMENT GRADE – 18.1%** | **CORPORATES - INVESTMENT GRADE – 18.1%** |
|  **Industrial – 8.1%** | **Industrial – 8.1%** | **Industrial – 8.1%** | **Industrial – 8.1%** | **Industrial – 8.1%** | **Industrial – 8.1%** |
|  **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** | **Basic – 1.0%** |
|  Alpek SAB de CV<br>3.25%, 02/25/2031<sup>(a)</sup> |  | 346 |  |  | 294965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/18/2029<sup>(a)</sup> |  | 1307 |  |  | 1222045 |
|  Anglo American Capital PLC<br>2.625%, 09/10/2030<sup>(a)</sup> |  | 707 |  |  | 651988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/17/2031<sup>(a)</sup> |  | 3700 |  |  | 3410216 |
|  AngloGold Ashanti Holdings PLC<br>3.75%, 10/01/2030 |  | 1209 |  |  | 1164001 |
|  Celulosa Arauco y Constitucion SA<br>4.25%, 04/30/2029<sup>(a)</sup> |  | 971 |  |  | 944599 |
|  Freeport Indonesia PT<br>4.763%, 04/14/2027<sup>(a)</sup> |  | 964 |  |  | 966314 |
|  Glencore Funding LLC<br>5.186%, 04/01/2030<sup>(a)</sup> |  | 3022 |  |  | 3110212 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(a)</sup> |  | 2066 |  |  | 2237840 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Orbia Advance Corp. SAB de CV<br>2.875%, 05/11/2031<sup>(a)</sup> | U.S.$| 3275 | $2744777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/13/2035<sup>(a)</sup> |  | 821 | 822231 |
|  Sociedad Quimica y Minera de Chile SA<br>4.25%, 05/07/2029<sup>(a)</sup> |  | 704 | 702522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/10/2034<sup>(a)</sup> |  | 800 | 811140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(a)</sup> |  | 1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102258 |
|  Suzano Austria GmbH<br>6.00%, 01/15/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;3008 | 3106362 |
|  |  |  | 23291470 |
|  **Capital Goods – 0.2%** |  |  |  |
|  Entegris, Inc.<br>4.75%, 04/15/2029<sup>(a)</sup> |  | 5500 | 5499120 |
|  **Communications - Media – 0.6%** |  |  |  |
|  Grupo Televisa SAB<br>8.50%, 03/11/2032 |  | 289 | 314727 |
|  Meta Platforms, Inc.<br>5.50%, 11/15/2045 |  | 4157 | 3997579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 4290 | 4056109 |
|  Prosus NV<br>3.061%, 07/13/2031<sup>(a)</sup> |  | 3143 | 2872702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup> |  | 3239 | 3113845 |
|  |  |  | 14354962 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  TELUS Corp.<br>6.625%, 10/15/2055 |  | 71 | 72581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/09/2056 |  | 415 | 416859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 731 | 764480 |
|  |  |  | 1253920 |
|  **Consumer Cyclical - Automotive – 1.3%** |  |  |  |
|  American Honda Finance Corp.<br>4.45%, 01/08/2031 |  | 5682 | 5678818 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 9159 | 8157463 |
|  Ford Motor Credit Co. LLC<br>6.05%, 03/05/2031 |  | 3380 | 3490864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/08/2034 |  | 1474 | 1507136 |
|  General Motors Financial Co., Inc.<br>5.45%, 01/08/2036 |  | 772 | 774941 |
|  Hyundai Capital America<br>4.25%, 01/08/2029<sup>(a)</sup> |  | 278 | 278253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/26/2029<sup>(a)</sup> |  | 2007 | 2021591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 949 | 960407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/24/2029<sup>(a)</sup> |  | 2780 | 2866069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(a)</sup> |  | 4737 | 4881810 |
|  |  |  | 30617352 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(a)</sup> |  | 2838 | $2809365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/2029<sup>(a)</sup> |  | 101 | 102147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/2030<sup>(a)</sup> |  | 18 | 18526 |
|  Royal Caribbean Cruises Ltd.<br>5.50%, 08/31/2026<sup>(a)</sup> |  | 82 | 82103 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012141 |
|  **Consumer Cyclical - Other – 0.4%** |  |  |  |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | 1155585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 642 | 652670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 04/29/2029<sup>(a)</sup> |  | 347 | 357833 |
|  GENM Capital Labuan Ltd.<br>3.882%, 04/19/2031<sup>(a)</sup> |  | 1673 | 1544263 |
|  Las Vegas Sands Corp.<br>5.625%, 06/15/2028 |  | 3940 | 4033142 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc.<br>4.625%, 04/16/2029<sup>(a)</sup> |  | 1100 | 1003332 |
|  |  |  | 8746825 |
|  **Consumer Cyclical - Restaurants – 0.1%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>6.125%, 06/15/2029<sup>(a)</sup> |  | 2338 | 2397222 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Zhongsheng Group Holdings Ltd.<br>5.98%, 01/30/2028<sup>(a)</sup> |  | 2313 | 2332799 |
|  **Consumer Non-Cyclical – 0.8%** |  |  |  |
|  Altria Group, Inc.<br>5.625%, 02/06/2035 |  | 4764 | 4939410 |
|  BAT Capital Corp.<br>4.625%, 03/22/2033 |  | 1805 | 1786860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 439 | 512243 |
|  Baxter International, Inc.<br>5.65%, 12/15/2035 |  | 2674 | 2693975 |
|  Cencosud SA<br>5.95%, 05/28/2031<sup>(a)</sup> |  | 855 | 896946 |
|  Imperial Brands Finance PLC<br>5.625%, 07/01/2035<sup>(a)</sup> |  | 4472 | 4572531 |
|  Viatris, Inc.<br>2.70%, 06/22/2030 |  | 3560 | 3260960 |
|  |  |  | 18662925 |
|  **Energy – 2.1%** |  |  |  |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp.<br>5.75%, 10/15/2033<sup>(a)</sup> |  | 353 | 356509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2034<sup>(a)</sup> |  | 906 | 914942 |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 |  | 2169 | 2166462 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> | U.S.$| 865 | $759911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 9073 | 9352539 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(a)</sup> |  | 5735 | 6008961 |
|  Enterprise Products Operating LLC<br>5.20%, 01/15/2036 |  | 4510 | 4586219 |
|  Harbour Energy PLC<br>6.327%, 04/01/2035<sup>(a)</sup> |  | 3175 | 3244628 |
|  ONEOK, Inc.<br>5.40%, 10/15/2035 |  | 5500 | 5543780 |
|  Raizen Fuels Finance SA<br>5.70%, 01/17/2035<sup>(a)</sup> |  | 993 | 770072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/08/2032<sup>(a)</sup> |  | 2296 | 1931510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(a)</sup> |  | 1554 | 1278165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(a)</sup> |  | 3175 | 2580919 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(a)</sup> |  | 2782 | 2893836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/22/2035<sup>(a)</sup> |  | 1255 | 1327577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 1436 | 1645656 |
|  Woodside Finance Ltd.<br>6.00%, 05/19/2035 |  | 3326 | 3460171 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48821857 |
|  **Services – 0.3%** |  |  |  |
|  Amazon.com, Inc.<br>5.45%, 11/20/2055 |  | 2281 | 2220553 |
|  Global Payments, Inc.<br>4.875%, 11/15/2030 |  | 1826 | 1825854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/2032 |  | 1871 | 1872553 |
|  |  |  | 5918960 |
|  **Technology – 0.5%** |  |  |  |
|  Alphabet, Inc.<br>4.70%, 11/15/2035 |  | 645 | 641801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 1146 | 1119344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 1146 | 1124249 |
|  Baidu, Inc.<br>3.425%, 04/07/2030 |  | 225 | 217975 |
|  Lenovo Group Ltd.<br>3.421%, 11/02/2030<sup>(a)</sup> |  | 509 | 483362 |
|  Oracle Corp.<br>5.20%, 09/26/2035 |  | 5831 | 5557584 |
|  SK hynix, Inc.<br>5.50%, 01/16/2029<sup>(a)</sup> |  | 2000 | 2075800 |
|  |  |  | 11220115 |
|  **Transportation - Airlines – 0.3%** |  |  |  |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(a)</sup> |  | 1881 | 1902707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.308%, 10/20/2031<sup>(a)</sup> |  | 4101 | 4143773 |
|  |  |  | 6046480 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Transportation - Railroads – 0.1%** |  |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> | U.S.$| 441 | $| 426904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 1246 |  | 1286003 |
|  |  |  |  | 1712907 |
|  **Transportation - Services – 0.1%** |  |  |  |  |
|  Adani Ports & Special Economic Zone Ltd.<br>4.00%, 07/30/2027<sup>(a)</sup> |  | 3272 |  | 3224965 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187114020 |
|  **Financial Institutions – 8.0%** |  |  |  |  |
|  **Banking – 5.7%** | **Banking – 5.7%** | **Banking – 5.7%** | **Banking – 5.7%** | **Banking – 5.7%** |
|  AIB Group PLC<br>5.32%, 05/15/2031<sup>(a)</sup> |  | 2932 |  | 3028551 |
|  Ally Financial, Inc.<br>6.848%, 01/03/2030 |  | 2409 |  | 2550842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 4859 |  | 5124058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/2031 |  | 75 |  | 84986 |
|  Banco Santander SA<br>2.749%, 12/03/2030 |  | 1330 |  | 1212441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.225%, 11/22/2032 |  | 200 |  | 183384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 7600 |  | 8389716 |
|  Bank Leumi Le-Israel BM<br>7.129%, 07/18/2033<sup>(a)</sup> |  | 1300 |  | 1356472 |
|  Bank of Ireland Group PLC<br>5.601%, 03/20/2030<sup>(a)</sup> |  | 2576 |  | 2677340 |
|  Banque Federative du Credit Mutuel SA<br>4.541%, 01/15/2031<sup>(a)</sup> |  | 1684 |  | 1680649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.106%, 01/15/2036<sup>(a)</sup> |  | 417 |  | 415807 |
|  Barclays PLC<br>4.942%, 09/10/2030 |  | 2380 |  | 2424006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.674%, 03/12/2028 |  | 1312 |  | 1334199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.785%, 02/25/2036 |  | 1348 |  | 1404508 |
|  BPCE SA<br>5.389%, 05/28/2031<sup>(a)</sup> |  | 665 |  | 683467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.417%, 01/13/2037<sup>(a)</sup> |  | 2162 |  | 2154973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.876%, 01/14/2031<sup>(a)</sup> |  | 2640 |  | 2755975 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> |  | 2420 |  | 2454461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.673%, 03/15/2030<sup>(a)</sup> |  | 3239 |  | 3364446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.84%, 09/13/2034<sup>(a)</sup> |  | 3893 |  | 4339255 |
|  Capital One Financial Corp.<br>4.493%, 09/11/2031 |  | 2404 |  | 2387340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.722%, 01/30/2032 |  | 999 |  | 999160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.624%, 10/30/2031 |  | 3035 |  | 3406970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.964%, 11/02/2034 |  | 2530 |  | 2956507 |
|  Citigroup, Inc.<br>4.503%, 09/11/2031 |  | 2033 |  | 2034606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.952%, 05/07/2031 |  | 3482 |  | 3551327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.592%, 11/19/2034 |  | 1814 |  | 1866316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.827%, 02/13/2035 |  | 691 |  | 714694 |
|  Credit Agricole SA<br>4.818%, 09/25/2033<sup>(a)</sup> |  | 3121 |  | 3108547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.862%, 01/09/2036<sup>(a)</sup> |  | 2177 |  | 2285676 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Deutsche Bank AG/New York NY<br>3.729%, 01/14/2032 | U.S.$|  | 6196 | $5873003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/04/2031 |  |  | 1345 | 1360911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, 01/10/2029 |  |  | 1855 | 1894474 |
|  HSBC Holdings PLC<br>4.619%, 11/06/2031 |  |  | 792 | 794899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.546%, 03/04/2030 |  |  | 4880 | 5057486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.399%, 11/13/2034 |  |  | 4230 | 4808579 |
|  JPMorgan Chase & Co.<br>5.193%, 02/05/2037 |  |  | 4601 | 4585035 |
|  Lloyds Banking Group PLC<br>5.462%, 01/05/2028 |  |  | 1262 | 1278179 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 |  |  | 723 | 668515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.964%, 08/15/2030 |  |  | 3835 | 3914730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  |  | 982 | 1033211 |
|  Santander UK Group Holdings PLC<br>4.32%, 09/22/2029 |  |  | 3685 | 3689680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.694%, 04/15/2031 |  |  | 2923 | 3047257 |
|  Societe Generale SA<br>5.249%, 05/22/2029<sup>(a)</sup> |  |  | 914 | 932307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  |  | 10276 | 10406300 |
|  Sumitomo Mitsui Financial Group, Inc.<br>4.494%, 01/15/2032 |  |  | 1021 | 1023430 |
|  Synchrony Financial<br>5.45%, 03/06/2031 |  |  | 2885 | 2941575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 08/02/2030 |  |  | 2476 | 2564616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/02/2033 |  |  | 350 | 371997 |
|  Toronto-Dominion Bank (The)<br>5.146%, 09/10/2034 |  |  | 1362 | 1385222 |
|  UBS Group AG<br>Series .14A<br>6.625%, 01/08/2031<sup>(a) (d)</sup> |  |  | 2264 | 2277041 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130839126 |
|  **Finance – 0.1%** |  |  |  |  |
|  CFAMC II Co., Ltd.<br>Series E<br>4.625%, 06/03/2026<sup>(a)</sup> |  |  | 630 | 630390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/22/2026<sup>(a)</sup> |  |  | 498 | 500067 |
|  |  |  |  | 1130457 |
|  **Financial Services – 0.0%** |  |  |  |  |
|  Lincoln Financial Global Funding<br>4.20%, 01/12/2029<sup>(a)</sup> |  |  | 809 | 808312 |
|  **Insurance – 1.2%** |  |  |  |  |
|  Athene Global Funding<br>2.55%, 11/19/2030<sup>(a)</sup> |  |  | 764 | 690442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  |  | 2044 | 1941616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  |  | 4595 | 4727244 |
|  Centene Corp.<br>3.00%, 10/15/2030 |  |  | 5634 | 5043951 |
|  Generali<br>Series E<br>5.50%, 10/27/2047<sup>(a)</sup> |  | EUR | 6630 | 8191455 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Hartford Insurance Group, Inc. (The)<br>Series ICON<br>6.238% (CME Term SOFR 3 Month + 2.39%), 02/12/2047<sup>(a) (e)</sup> | U.S.$| 3275 | $| 3111610 |
|  MetLife Capital Trust IV<br>7.875% (CME Term SOFR 3 Month + 3.96%), 12/15/2067<sup>(a) (e)</sup> |  | 3719 |  | 4120727 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27827045 |
|  **REITs – 1.0%** | **REITs – 1.0%** | **REITs – 1.0%** | **REITs – 1.0%** | **REITs – 1.0%** |
|  GLP Capital LP/GLP Financing II, Inc.<br>5.25%, 02/15/2033 |  | 2508 |  | 2512690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2037 |  | 2000 |  | 1984700 |
|  Highwoods Realty LP<br>5.35%, 01/15/2033 |  | 1410 |  | 1414526 |
|  Host Hotels & Resorts LP<br>4.25%, 12/15/2028 |  | 4343 |  | 4348081 |
|  InRetail Shopping Malls<br>5.65%, 10/16/2032<sup>(a)</sup> |  | 810 |  | 808684 |
|  Newmark Group, Inc.<br>7.50%, 01/12/2029 |  | 2276 |  | 2430768 |
|  Omega Healthcare Investors, Inc.<br>5.20%, 07/01/2030 |  | 1543 |  | 1570203 |
|  Trust 2401<br>4.869%, 01/15/2030<sup>(a)</sup> |  | 2783 |  | 2734854 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(a)</sup> |  | 1436 |  | 1403504 |
|  Vornado Realty LP<br>3.40%, 06/01/2031 |  | 225 |  | 205205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/2033 |  | &nbsp;&nbsp;&nbsp;&nbsp;2908 |  | 2942314 |
|  |  |  |  | 22355529 |
|  |  |  |  | 182960469 |
|  **Utility – 2.0%** |  |  |  |  |
|  **Electric – 2.0%** |  |  |  |  |
|  Adani Transmission Step-One Ltd.<br>4.00%, 08/03/2026<sup>(a)</sup> |  | 3064 |  | 3050120 |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030<sup>(a)</sup> |  | 1288 |  | 1210626 |
|  Alexander Funding Trust II<br>7.467%, 07/31/2028<sup>(a)</sup> |  | 5703 |  | 6069874 |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 |  | 1130 |  | 1211665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>6.05%, 03/15/2056 |  | 767 |  | 761585 |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup> |  | 1075 |  | 1176854 |
|  Chile Electricity PEC SpA<br>Zero Coupon, 01/25/2028<sup>(a)</sup> |  | 2346 |  | 2125106 |
|  Cometa Energia SA de CV<br>6.375%, 04/24/2035<sup>(a)</sup> |  | 723 |  | 757818 |
|  Engie Energia Chile SA<br>6.375%, 04/17/2034<sup>(a)</sup> |  | 1354 |  | 1444122 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple<br>7.25%, 01/31/2041<sup>(a)</sup> | U.S.$| 415 | $431669 |
|  Israel Electric Corp., Ltd.<br>Series G<br>4.25%, 08/14/2028<sup>(a)</sup> |  | 3850 | 3810307 |
|  Kallpa Generacion SA<br>5.875%, 01/30/2032<sup>(a)</sup> |  | 543 | 565358 |
|  LG Energy Solution Ltd.<br>5.375%, 04/02/2030<sup>(a)</sup> |  | 3987 | 4105247 |
|  LLPL Capital Pte. Ltd.<br>6.875%, 02/04/2039<sup>(a)</sup> |  | 2451 | 2546298 |
|  Minejesa Capital BV<br>4.625%, 08/10/2030<sup>(a)</sup> |  | 2967 | 2954066 |
|  Niagara Energy SAC<br>5.746%, 10/03/2034<sup>(a)</sup> |  | 1325 | 1346372 |
|  Niagara Mohawk Power Corp.<br>5.112%, 01/12/2036<sup>(a)</sup> |  | 2452 | 2439544 |
|  Public Service Co. of Colorado<br>5.15%, 09/15/2035 |  | 4401 | 4444394 |
|  Virginia Electric & Power Co.<br>Series C<br>4.90%, 09/15/2035 |  | 4797 | 4765004 |
|  Vistra Operations Co. LLC<br>5.05%, 12/30/2026<sup>(a)</sup> |  | 81 | 81724 |
|  |  |  | 45297753 |
|  **Other Utility – 0.0%** |  |  |  |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup> |  | 664 | 726144 |
|  |  |  | 46023897 |
|  Total Corporates - Investment Grade<br>(cost $408,893,424) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416098386 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 6.6%** |  |  |  |
|  **CLO - Floating Rate – 6.6%** |  |  |  |
|  AGL CLO 44 Ltd.<br>Series 2025-44A, Class A<br>5.103% (CME Term SOFR 3 Month + 1.15%), 10/22/2037<sup>(a) (e)</sup> |  | 4476 | 4486742 |
|  AIMCO CLO<br>Series 2017-AA, Class AR2<br>4.808% (CME Term SOFR 3 Month + 1.14%), 01/20/2038<sup>(a) (e)</sup> |  | 5000 | 5005000 |
|  AIMCO CLO 23 Ltd.<br>Series 2025-23A, Class A<br>4.798% (CME Term SOFR 3 Month + 1.13%), 04/20/2038<sup>(a) (e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;3600 | 3605108 |
|  Apidos CLO Lii<br>Series 2025-52A, Class A1<br>4.798% (CME Term SOFR 3 Month + 1.13%), 04/20/2038<sup>(a) (e)</sup> |  | 4800 | 4801200 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Apidos CLO XXX<br>Series XXXA, Class A1AR<br>4.748% (CME Term SOFR 3 Month + 1.08%), 10/18/2031<sup>(a) (e)</sup> | U.S.$| 364 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364449 |
|  Apidos Loan Fund Ltd.<br>Series 2024-1A, Class A1R<br>4.918% (CME Term SOFR 3 Month + 1.25%), 10/25/2038<sup>(a) (e)</sup> |  | 5135 | 5152721 |
|  Bain Capital Credit CLO Ltd.<br>Series 2021-4A, Class A1R<br>4.868% (CME Term SOFR 3 Month + 1.20%), 10/20/2034<sup>(a) (e)</sup> |  | 5176 | 5186585 |
|  Balboa Bay Loan Funding Ltd.<br>Series 2021-1A, Class D<br>6.979% (CME Term SOFR 3 Month + 3.31%), 07/20/2034<sup>(a) (e)</sup> |  | 2750 | 2721738 |
|  Ballyrock CLO 32 Ltd.<br>Series 2025-32A, Class A1A<br>4.879% (CME Term SOFR 3 Month + 1.21%), 01/25/2039<sup>(a) (e)</sup> |  | 4560 | 4571245 |
|  Black Diamond CLO Ltd.<br>Series 2016-1A, Class A2AR<br>5.68% (CME Term SOFR 3 Month + 2.01%), 04/26/2031<sup>(a) (e)</sup> |  | 5300 | 5303546 |
|  Dryden 113 CLO Ltd.<br>Series 2022-113A, Class AR3<br>4.762% (CME Term SOFR 3 Month + 1.09%), 10/15/2037<sup>(a) (e)</sup> |  | 5250 | 5259524 |
|  Goldentree Loan Management US CLO 8 Ltd.<br>Series 2020-8A, Class ARR<br>4.818% (CME Term SOFR 3 Month + 1.15%), 10/20/2034<sup>(a) (e)</sup> |  | 4950 | 4955257 |
|  Golub Capital Partners CLO 50B-R Ltd.<br>Series 2020-50A, Class A1R2<br>4.778% (CME Term SOFR 3 Month + 1.11%), 04/20/2035<sup>(a) (e)</sup> |  | 690 | 691569 |
|  Golub Capital Partners CLO 77 B Ltd.<br>Series 2024-77A, Class A1<br>4.918% (CME Term SOFR 3 Month + 1.25%), 01/25/2038<sup>(a) (e)</sup> |  | 4800 | 4810387 |
|  GREYWOLF CLO VI Ltd.<br>Series 2018-1A, Class A2<br>5.56% (CME Term SOFR 3 Month + 1.89%), 04/26/2031<sup>(a) (e)</sup> |  | 2194 | 2195691 |
|  Hartwick Park CLO Ltd.<br>Series 2023-1A, Class AR<br>4.828% (CME Term SOFR 3 Month + 1.16%), 01/20/2037<sup>(a) (e)</sup> |  | 5000 | 5014210 |
|  Invesco CLO Ltd.<br>Series 2021-2A, Class AR<br>4.772% (CME Term SOFR 3 Month + 1.10%), 07/15/2034<sup>(a) (e)</sup> |  | 5000 | 5001490 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Magnetite LII Ltd.<br>Series 2025-52A, Class A1<br>4.844% (CME Term SOFR 3 Month + 1.19%), 01/25/2039<sup>(a) (e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4612590 |
|  MidOcean Credit CLO XI Ltd.<br>Series 2022-11A, Class A1R2<br>4.878% (CME Term SOFR 3 Month + 1.21%), 01/18/2036<sup>(a) (e)</sup> |  | 5000 | 5014275 |
|  Midocean Credit CLO XX<br>Series 2025-20A, Class A1<br>4.961% (CME Term SOFR 3 Month + 1.23%), 01/20/2039<sup>(a) (e)</sup> |  | 5700 | 5712899 |
|  Neuberger Berman Loan Advisers CLO 47 Ltd.<br>Series 2022-47A, Class AR<br>4.757% (CME Term SOFR 3 Month + 1.09%), 04/16/2035<sup>(a) (e)</sup> |  | 612 | 612906 |
|  Neuberger Berman Loan Advisers CLO 59 Ltd.<br>Series 2024-59A, Class A1<br>4.961% (CME Term SOFR 3 Month + 1.29%), 01/23/2039<sup>(a) (e)</sup> |  | 5000 | 5010105 |
|  Oaktree CLO Ltd.<br>Series 2024-28A, Class A<br>5.012% (CME Term SOFR 3 Month + 1.34%), 01/15/2038<sup>(a) (e)</sup> |  | 5000 | 5018825 |
|  OCP CLO Ltd.<br>Series 2025-40A, Class A<br>4.811% (CME Term SOFR 3 Month + 1.14%), 04/16/2038<sup>(a) (e)</sup> |  | 5000 | 5004720 |
|  OZLM XVIII Ltd.<br>Series 2018-18A, Class B<br>5.484% (CME Term SOFR 3 Month + 1.81%), 04/15/2031<sup>(a) (e)</sup> |  | 4953 | 4977177 |
|  Pikes Peak CLO 12 Ltd.<br>Series 2023-12A, Class AR<br>4.888% (CME Term SOFR 3 Month + 1.22%), 04/20/2038<sup>(a) (e)</sup> |  | 3600 | 3605886 |
|  PPM CLO 8 Ltd.<br>Series 2025-8A, Class A1<br>4.938% (CME Term SOFR 3 Month + 1.27%), 04/20/2038<sup>(a) (e)</sup> |  | 5000 | 5012095 |
|  Regatta XVI Funding Ltd.<br>Series 2019-2A, Class A1R<br>4.872% (CME Term SOFR 3 Month + 1.20%), 01/15/2033<sup>(a) (e)</sup> |  | 5164 | 5163857 |
|  Silver Point CLO 8 Ltd.<br>Series 2025-8A, Class A1<br>4.882% (CME Term SOFR 3 Month + 1.21%), 04/15/2038<sup>(a) (e)</sup> |  | 5000 | 5006955 |
|  Sixth Street CLO 27 Ltd.<br>Series 2024-27A, Class A<br>5.008% (CME Term SOFR 3 Month + 1.34%), 01/17/2038<sup>(a) (e)</sup> |  | 5000 | 5017005 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Trestles CLO IX Ltd.<br>Series 2025-9A, Class A1<br>5.13% (CME Term SOFR 3 Month + 1.26%), 01/15/2039<sup>(a) (e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255459 |
|  Trinitas CLO XXXVII Ltd.<br>Series 2025-37A, Class A1<br>4.893% (CME Term SOFR 3 Month + 1.22%), 01/22/2039<sup>(a) (e)</sup> |  | 5700 |  | 5715190 |
|  VERDE CLO Ltd.<br>Series 2019-1A, Class ARR<br>4.782% (CME Term SOFR 3 Month + 1.11%), 04/15/2032<sup>(a) (e)</sup> |  | 2634 |  | 2634885 |
|  Voya CLO Ltd.<br>Series 2022-3A, Class A1R2<br>4.798% (CME Term SOFR 3 Month + 1.13%), 10/20/2036<sup>(a) (e)</sup> |  | 5389 |  | 5390191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-7A, Class A1<br>4.978% (CME Term SOFR 3 Month + 1.31%), 01/20/2038<sup>(a) (e)</sup> |  | 5000 |  | 5012120 |
|  Total Collateralized Loan Obligations<br>(cost $150,654,645) |  |  |  | 150903602 |
|  **CORPORATES - NON-INVESTMENT GRADE – 4.5%** |  |  |  |  |
|  **Industrial – 3.9%** |  |  |  |  |
|  **Basic – 0.2%** |  |  |  |  |
|  ASP Unifrax Holdings, Inc.<br>7.10% (7.10% Cash or 5.85% Cash and 1.25% PIK), 09/30/2029<sup>(a) (f)</sup> |  | 492 |  | 35678 |
|  Celanese US Holdings LLC<br>7.00%, 02/15/2031 |  | 323 |  | 330687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/15/2034 |  | 537 |  | 546661 |
|  Graphic Packaging International LLC<br>4.75%, 07/15/2027<sup>(a)</sup> |  | 32 |  | 31941 |
|  INEOS Quattro Finance 2 PLC<br>8.50%, 03/15/2029<sup>(a)</sup> | EUR | 3768 |  | 3609787 |
|  Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023<sup>(g) (h) (i) (j) (k)</sup> | U.S.$| 1407 |  | 0 |
|  |  |  |  | 4554754 |
|  **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** |
|  Bombardier, Inc.<br>6.00%, 02/15/2028<sup>(a)</sup> |  | 2 |  | 2002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/2033<sup>(a)</sup> |  | 1147 |  | 1205612 |
|  Efesto Bidco SpA Efesto US LLC<br>Series XR<br>7.50%, 02/15/2032<sup>(a)</sup> |  | 2346 |  | 2390762 |
|  |  |  |  | 3598376 |
|  **Communications - Media – 0.5%** | **Communications - Media – 0.5%** | **Communications - Media – 0.5%** | **Communications - Media – 0.5%** | **Communications - Media – 0.5%** |
|  Banijay Entertainment SAS<br>7.00%, 05/01/2029<sup>(a)</sup> | EUR | 1730 |  | 2126509 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  DIRECTV Financing LLC/Directv Financing Co-Obligor, Inc.<br>5.875%, 08/15/2027<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 02/15/2031<sup>(a)</sup> |  | 1171 |  | 1206388 |
|  LCPR Senior Secured Financing DAC<br>6.75%, 10/15/2027<sup>(a)</sup> |  | 2841 |  | 1984524 |
|  Paramount Global<br>6.375%, 03/30/2062 |  | 1669 |  | 1568760 |
|  Sinclair Television Group, Inc.<br>5.50%, 03/01/2030<sup>(a)</sup> |  | 391 |  | 341816 |
|  Versant Media Group, Inc.<br>7.25%, 01/30/2031<sup>(a)</sup> |  | 950 |  | 973370 |
|  Warnermedia Holdings, Inc.<br>5.05%, 03/15/2042 |  | 2136 |  | 1509041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.141%, 03/15/2052 |  | 430 |  | 285038 |
|  |  |  |  | 11103718 |
|  **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** |
|  Altice France SA<br>6.50%, 04/15/2032<sup>(a)</sup> |  | 1512 |  | 1477340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/15/2030<sup>(a)</sup> |  | 669 |  | 654966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/15/2032<sup>(a)</sup> |  | 1165 |  | 1136357 |
|  Fibercop SpA<br>6.00%, 09/30/2034<sup>(a)</sup> |  | 1080 |  | 1058087 |
|  |  |  |  | 4326750 |
|  **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** |
|  Aston Martin Capital Holdings Ltd.<br>10.00%, 03/31/2029<sup>(a)</sup> |  | 1572 |  | 1404189 |
|  Exide Technologies (Exchange Priority)<br>11.00%, 10/31/2024<sup>(g) (h) (i) (j) (k) (l)</sup> |  | 2273 |  | 0 |
|  Exide Technologies (First Lien)<br>11.00%, 10/31/2024<sup>(g) (h) (i) (j) (k) (l)</sup> |  | 933 |  | 0 |
|  Goodyear Tire & Rubber Co. (The)<br>5.25%, 04/30/2031 |  | 10 |  | 9625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/15/2030 |  | 554 |  | 566554 |
|  IHO Verwaltungs GmbH<br>8.75% (8.75% Cash or 9.50% PIK), 05/15/2028<sup>(a) (f)</sup> | EUR | 506 |  | 621237 |
|  Nissan Motor Acceptance Co. LLC<br>6.125%, 09/30/2030<sup>(a)</sup> | U.S.$| 424 |  | 422838 |
|  |  |  |  | 3024443 |
|  **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** |
|  Lindblad Expeditions LLC<br>7.00%, 09/15/2030<sup>(a)</sup> |  | 252 |  | 263096 |
|  NCL Corp., Ltd.<br>5.875%, 01/15/2031<sup>(a)</sup> |  | 734 |  | 735732 |
|  Six Flags Entertainment Corp.<br>7.25%, 05/15/2031<sup>(a)</sup> |  | 855 |  | 844116 |
|  Viking Cruises Ltd.<br>5.875%, 10/15/2033<sup>(a)</sup> |  | 1710 |  | 1733786 |
|  |  |  |  | 3576730 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Other – 0.6%** | **Consumer Cyclical - Other – 0.6%** | **Consumer Cyclical - Other – 0.6%** | **Consumer Cyclical - Other – 0.6%** |
|  Brightstar Lottery PLC/Brightstar Global Solutions Corp.<br>5.75%, 01/15/2033<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120815 |
|  Builders FirstSource, Inc.<br>6.75%, 05/15/2035<sup>(a)</sup> |  | 2609 | 2741720 |
|  Hilton Domestic Operating Co., Inc.<br>5.875%, 04/01/2029<sup>(a)</sup> |  | 2099 | 2148389 |
|  Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.<br>5.00%, 06/01/2029<sup>(a)</sup> |  | 1864 | 1810019 |
|  Installed Building Products, Inc.<br>5.625%, 02/01/2034<sup>(a)</sup> |  | 130 | 130941 |
|  Marriott Ownership Resorts, Inc.<br>6.50%, 10/01/2033<sup>(a)</sup> |  | 944 | 897650 |
|  Standard Building Solutions, Inc.<br>5.875%, 03/15/2034<sup>(a)</sup> |  | 2154 | 2152018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/01/2033<sup>(a)</sup> |  | 1804 | 1843796 |
|  |  |  | 12845348 |
|  **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** |
|  Advance Auto Parts, Inc.<br>7.00%, 08/01/2030<sup>(a)</sup> |  | 2910 | 2955949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 08/01/2033<sup>(a)</sup> |  | 1457 | 1476553 |
|  Global Auto Holdings Ltd./AAG FH UK Ltd.<br>8.375%, 01/15/2029<sup>(a)</sup> |  | 1033 | 1026389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 01/15/2032<sup>(a)</sup> |  | 500 | 483435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 08/15/2029<sup>(a)</sup> |  | 200 | 212034 |
|  Kontoor Brands, Inc.<br>4.125%, 11/15/2029<sup>(a)</sup> |  | 9 | 8538 |
|  Park River Holdings, Inc.<br>8.00%, 03/15/2031<sup>(a)</sup> |  | 376 | 387114 |
|  |  |  | 6550012 |
|  **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** |
|  Accendra Health, Inc.<br>6.625%, 04/01/2030<sup>(a)</sup> |  | 168 | 94075 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>5.50%, 03/31/2031<sup>(a)</sup> |  | 935 | 938394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/31/2034<sup>(a)</sup> |  | 617 | 606628 |
|  Amneal Pharmaceuticals LLC<br>6.875%, 08/01/2032<sup>(a)</sup> |  | 535 | 563425 |
|  BioMarin Pharmaceutical, Inc.<br>5.50%, 02/15/2034<sup>(a)</sup> |  | 297 | 298200 |
|  CHS/Community Health Systems, Inc.<br>6.875%, 04/15/2029<sup>(a)</sup> |  | 2079 | 1910767 |
|  CVS Health Corp.<br>7.00%, 03/10/2055 |  | 3261 | 3409734 |
|  Genmab A/S/Genmab Finance LLC<br>6.25%, 12/15/2032<sup>(a)</sup> |  | 1333 | 1367765 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 12/15/2033<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491514 |
|  Gruppo San Donato SpA<br>6.50%, 10/31/2031<sup>(a)</sup> | EUR | 1140 |  | 1369284 |
|  Mehilainen Yhtiot Oy<br>5.125%, 06/30/2032<sup>(a)</sup> |  | 721 |  | 867542 |
|  MPH Acquisition Holdings LLC<br>6.75% (6.00% Cash and 0.75% PIK), 03/31/2031<sup>(a) (f) (m)</sup> | U.S.$| 2303 |  | 1966627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50% (6.50% Cash and 5.00% PIK), 12/31/2030<sup>(a) (f) (m)</sup> |  | 428 |  | 449933 |
|  Neogen Food Safety Corp.<br>8.625%, 07/20/2030<sup>(a)</sup> |  | 1594 |  | 1699443 |
|  Newell Brands, Inc.<br>8.50%, 06/01/2028<sup>(a)</sup> |  | 1092 |  | 1145639 |
|  Opal Bidco SAS<br>5.50%, 03/31/2032<sup>(a)</sup> | EUR | 1126 |  | 1371448 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<br>5.125%, 04/30/2031<sup>(a)</sup> | U.S.$| 256 |  | 232397 |
|  Whirlpool Corp.<br>6.50%, 06/15/2033 |  | 306 |  | 301838 |
|  |  |  |  | 19084653 |
|  **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** |
|  CNX Resources Corp.<br>6.00%, 01/15/2029<sup>(a)</sup> |  | 437 |  | 439701 |
|  Howard Midstream Energy Partners LLC<br>6.625%, 01/15/2034<sup>(a)</sup> |  | 390 |  | 400019 |
|  Murphy Oil Corp.<br>6.00%, 10/01/2032 |  | 358 |  | 357359 |
|  NFE Financing LLC<br>12.00%, 11/15/2029<sup>(a) (i) (n)</sup> |  | 13356 |  | 4723523 |
|  SM Energy Co.<br>8.375%, 07/01/2028<sup>(a)</sup> |  | 2280 |  | 2357611 |
|  Sunoco LP<br>5.625%, 03/15/2031<sup>(a)</sup> |  | 452 |  | 454748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/18/2030<sup>(a) (d)</sup> |  | 1438 |  | 1483383 |
|  Venture Global LNG, Inc.<br>8.125%, 06/01/2028<sup>(a)</sup> |  | 1342 |  | 1373980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/01/2029<sup>(a)</sup> |  | 786 |  | 837373 |
|  Venture Global Plaquemines LNG LLC<br>6.125%, 12/15/2030<sup>(a)</sup> |  | 389 |  | 400429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/2034<sup>(a)</sup> |  | 646 |  | 669508 |
|  Weatherford International Ltd.<br>6.75%, 10/15/2033<sup>(a)</sup> |  | 905 |  | 937136 |
|  |  |  |  | 14434770 |
|  **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** | **Other Industrial – 0.0%** |
|  Velocity Vehicle Group LLC<br>8.00%, 06/01/2029<sup>(a)</sup> |  | 457 |  | 447791 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Services – 0.1%** |  |  |  |  |
|  Allied Universal Holdco LLC<br>7.875%, 02/15/2031<sup>(a)</sup> | U.S.$| 696 | $| 731308 |
|  Belron UK Finance PLC<br>4.625%, 10/15/2029<sup>(a)</sup> | EUR | 368 |  | 449295 |
|  Garda World Security Corp.<br>6.50%, 01/15/2031<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 |  | 1136991 |
|  Monitronics International, Inc.<br>9.125%, 04/01/2020<sup>(g) (h) (i) (k) (l)</sup> |  | 1835 |  | 0 |
|  Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.<br>5.50%, 05/15/2033<sup>(a)</sup> | EUR | 866 |  | 1044528 |
|  |  |  |  | 3362122 |
|  **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** |
|  Loxam SAS<br>4.50%, 02/15/2027<sup>(a)</sup> |  | 2338 |  | 2773841 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89683308 |
|  **Financial Institutions – 0.5%** | **Financial Institutions – 0.5%** | **Financial Institutions – 0.5%** | **Financial Institutions – 0.5%** | **Financial Institutions – 0.5%** |
|  **Banking – 0.1%** |  |  |  |  |
|  Bread Financial Holdings, Inc.<br>6.75%, 05/15/2031<sup>(a)</sup> | U.S.$| 1144 |  | 1177119 |
|  **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** |
|  Curo SPV LLC<br>13.00%, 08/21/2027<sup>(h) (k)</sup> |  | 1224 |  | 1169078 |
|  Enova International, Inc.<br>11.25%, 12/15/2028<sup>(a)</sup> |  | 3510 |  | 3715406 |
|  Rfna LP<br>7.875%, 02/15/2030<sup>(a)</sup> |  | 397 |  | 399628 |
|  |  |  |  | 5284112 |
|  **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** |
|  Asurion LLC & Asurion Co-Issuer, Inc.<br>8.00%, 12/31/2032<sup>(a)</sup> |  | 1202 |  | 1256595 |
|  Encore Capital Group, Inc.<br>6.625%, 04/15/2031<sup>(a)</sup> |  | 2265 |  | 2286223 |
|  |  |  |  | 3542818 |
|  **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** |
|  Ardonagh Finco Ltd.<br>6.875%, 02/15/2031<sup>(a)</sup> | EUR | 1099 |  | 1337077 |
|  |  |  |  | 11341126 |
|  **Utility – 0.1%** | **Utility – 0.1%** | **Utility – 0.1%** | **Utility – 0.1%** | **Utility – 0.1%** |
|  **Electric – 0.1%** |  |  |  |  |
|  NRG Energy, Inc.<br>5.75%, 07/15/2029<sup>(a)</sup> | U.S.$| 924 |  | 927299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2036<sup>(a)</sup> |  | 1152 |  | 1163577 |
|  |  |  |  | 2090876 |
|  Total Corporates - Non-Investment Grade<br>(cost $112,352,930) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103115310 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **ASSET-BACKED SECURITIES – 4.0%** |  |  |  |
|  **Other ABS - Fixed Rate – 2.7%** |  |  |  |
|  Avant Loans Funding Trust<br>Series 2024-REV1, Class A<br>5.92%, 10/15/2033<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318913 |
|  BHG Securitization Trust<br>Series 2023-A, Class A<br>5.55%, 04/17/2036<sup>(a)</sup> |  | 154 | 153640 |
|  Castlelake Aircraft Structured Trust<br>Series 2025-2A, Class A<br>5.465%, 08/15/2050<sup>(a)</sup> |  | 3870 | 3902339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3A, Class A<br>5.087%, 11/15/2050<sup>(a)</sup> |  | 4548 | 4542707 |
|  Cherry Securitization Trust<br>Series 2024-1A, Class A<br>5.70%, 04/15/2032<sup>(a)</sup> |  | 7550 | 7611831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>6.13%, 11/15/2032<sup>(a)</sup> |  | 3400 | 3452417 |
|  Navigator Aviation Ltd.<br>Series 2025-1, Class A<br>5.107%, 10/15/2050<sup>(a)</sup> |  | 4065 | 4033588 |
|  Pagaya Point of Sale Holdings Grantor Trust<br>Series 2025-2, Class A<br>5.065%, 07/20/2033<sup>(a)</sup> |  | 4700 | 4718363 |
|  PK Alift Loan Funding 7 LP<br>Series 2025-2, Class A<br>4.75%, 03/15/2043<sup>(a)</sup> |  | 3356 | 3357175 |
|  Republic Finance Issuance Trust<br>Series 2024-A, Class A<br>5.91%, 08/20/2032<sup>(a)</sup> |  | 5840 | 5898992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class A<br>5.42%, 11/20/2037<sup>(a)</sup> |  | 3800 | 3868364 |
|  Short Term Consumer Receivables Issuer Trust<br>Series 2025-1B, Class INV<br>0.00%, 11/20/2035<sup>(h) (j) (k)</sup> |  | 6752 | 7022401 |
|  Sotheby's Artfi Master Trust<br>Series 2026-1A, Class A1<br>4.80%, 06/20/2033<sup>(a)</sup> |  | 5493 | 5494716 |
|  VFI ABS LLC<br>Series 2025-1A, Class A<br>4.78%, 06/24/2030<sup>(a)</sup> |  | 3609 | 3628401 |
|  |  |  | 63003847 |
|  **Autos - Fixed Rate – 0.6%** |  |  |  |
|  ACM Auto Trust<br>Series 2025-1A, Class A<br>5.38%, 06/20/2029<sup>(a)</sup> |  | 595 | 594839 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Series 2025-3A, Class A<br>5.01%, 01/22/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509125 |
|  Flagship Credit Auto Trust<br>Series 2019-4, Class E<br>4.11%, 03/15/2027<sup>(a)</sup> |  | 743 | 742324 |
|  Hertz Vehicle Financing III LLC<br>Series 2024-1A, Class A<br>5.44%, 01/25/2029<sup>(a)</sup> |  | 3486 | 3553594 |
|  Lendbuzz Securitization Trust<br>Series 2023-1A, Class A2<br>6.92%, 08/15/2028<sup>(a)</sup> |  | 1322 | 1337953 |
|  Tricolor Auto Securitization Trust<br>Series 2024-3A, Class A<br>5.22%, 06/15/2028<sup>(h) (i) (j) (k) (n)</sup> |  | 2185 | 1900834 |
|  |  |  | 12638669 |
|  **Other ABS - Floating Rate – 0.4%** |  |  |  |
|  Capital Street Master Trust<br>Series 2024-1, Class A<br>5.057% (CME Term SOFR + 1.35%), 10/16/2028<sup>(a) (e)</sup> |  | 1749 | 1748925 |
|  Gracie Point International Funding LLC<br>Series 2025-1A, Class A<br>5.30% (CME Term SOFR + 1.50%), 08/15/2028<sup>(a) (e)</sup> |  | 5500 | 5509410 |
|  Pagaya AI Debt Grantor Trust<br>Series 2024-S1, Class ABC<br>7.30%, 09/15/2031<sup>(h) (j) (k)</sup> |  | 2566 | 2580360 |
|  |  |  | 9838695 |
|  **Credit Cards - Fixed Rate – 0.3%** |  |  |  |
|  Continental Finance Credit Card ABS Master Trust<br>Series 2024-A, Class A<br>5.78%, 12/15/2032<sup>(a)</sup> |  | 5050 | 5110081 |
|  Mission Lane Credit Card Master Trust<br>Series 2025-A, Class A<br>5.80%, 05/15/2030<sup>(a)</sup> |  | 2270 | 2291643 |
|  |  |  | 7401724 |
|  Total Asset-Backed Securities<br>(cost $92,593,012) |  |  | 92882935 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** |  |  |  |
|  **Non-Agency Floating Rate – 1.5%** |  |  |  |
|  Cross Mortgage Trust<br>Series 2025-H10, Class A1<br>4.968%, 01/25/2071<sup>(a)</sup> |  | 1447 | 1452433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-H9, Class A1<br>5.036%, 11/25/2070<sup>(a)</sup> |  | 3406 | 3423532 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  First Horizon Alternative Mortgage Securities Trust<br>Series 2007-FA2, Class 1A10<br>4.037% (CME Term SOFR 1 Month + 0.36%), 04/25/2037<sup>(e)</sup> | U.S.$| 319 | $70291 |
|  GCAT Trust<br>Series 2025-NQM7, Class A1<br>5.036%, 11/25/2070<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332041 |
|  HOMES Trust<br>Series 2025-NQM5, Class A1<br>5.027%, 09/25/2070<sup>(a)</sup> |  | 3277 | 3292401 |
|  Lehman XS Trust<br>Series 2007-10H, Class 2AIO<br>3.186% (6.89% - CME Term SOFR 1 Month), 07/25/2037<sup>(e) (o)</sup> |  | 136 | 18103 |
|  Morgan Stanley Residential Mortgage Loan Trust<br>Series 2025-NQM10, Class A1<br>5.119%, 11/25/2070<sup>(a)</sup> |  | 2438 | 2454492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM9, Class A1<br>5.016%, 09/25/2070<sup>(a)</sup> |  | 3314 | 3331064 |
|  OBX Trust<br>Series 2025-NQM21, Class A1<br>4.989%, 10/25/2065<sup>(a)</sup> |  | 3393 | 3410114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM23, Class A1<br>4.872%, 10/25/2065<sup>(a)</sup> |  | 2161 | 2168641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026-NQM2, Class A1<br>4.818%, 12/01/2065<sup>(a)</sup> |  | 3124 | 3126922 |
|  Santander Mortgage Asset Receivable Trust<br>Series 2025-NQM6, Class A1<br>5.138%, 11/25/2065<sup>(a)</sup> |  | 3232 | 3249855 |
|  Verus Securitization Trust<br>Series 2025-11, Class A1<br>4.914%, 11/25/2070<sup>(a)</sup> |  | 3404 | 3415370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-12, Class A1<br>4.961%, 12/25/2070<sup>(a)</sup> |  | 2194 | 2205335 |
|  |  |  | 34950594 |
|  **Non-Agency Fixed Rate – 1.0%** |  |  |  |
|  Alternative Loan Trust<br>Series 2006-24CB, Class A15<br>5.75%, 08/25/2036 |  | 774 | 381194 |
|  Angel Oak Mortgage Trust<br>Series 2025-13, Class A1<br>4.929%, 10/25/2070<sup>(a)</sup> |  | 2228 | 2233858 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 439 | 187167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY4, Class 1A1<br>4.529%, 09/25/2047 |  | 119 | 107531 |
|  Citigroup Mortgage Loan Trust<br>Series 2007-AR4, Class 1A1A<br>4.568%, 03/25/2037 |  | 69 | 59354 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  COOPR Residential Mortgage Trust<br>Series 2026-CES1, Class A1A<br>4.874%, 01/01/2061<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967872 |
|  FIGRE Trust<br>Series 2025-HE7, Class A<br>5.15%, 11/25/2055<sup>(a)</sup> |  | 2496 | 2513577 |
|  JP Morgan Mortgage Trust<br>Series 2025-CES7, Class A1A<br>5.055%, 04/25/2056<sup>(a)</sup> |  | 2107 | 2118896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1<br>5.053% (CME Term SOFR + 1.35%), 03/20/2056<sup>(a) (e)</sup> |  | 2675 | 2686880 |
|  RCKT Mortgage Trust<br>Series 2025-CES11, Class A1A<br>4.966%, 11/25/2055<sup>(a)</sup> |  | 3364 | 3375503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CES12, Class A1A<br>5.027%, 11/25/2055<sup>(a)</sup> |  | 2550 | 2562718 |
|  Towd Point Mortgage Trust<br>Series 2026-FIX1, Class A1<br>4.98%, 12/25/2065<sup>(a)</sup> |  | 3450 | 3453279 |
|  Wells Fargo Mortgage Backed Securities Trust<br>Series 2007-AR7, Class A1<br>6.011%, 12/28/2037 |  | 319 | 288588 |
|  |  |  | 22936417 |
|  **Risk Share Floating Rate – 0.6%** |  |  |  |
|  Connecticut Avenue Securities Trust<br>Series 2022-R03, Class 1M2<br>7.197% (CME Term SOFR + 3.50%), 03/25/2042<sup>(a) (e)</sup> |  | 2657 | 2731301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>5.597% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a) (e)</sup> |  | 2432 | 2452066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R07, Class 2M1<br>5.647% (CME Term SOFR + 1.95%), 09/25/2043<sup>(a) (e)</sup> |  | 1192 | 1196884 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2023-HQA2, Class M1A<br>5.697% (CME Term SOFR + 2.00%), 06/25/2043<sup>(a) (e)</sup> |  | 575 | 576168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA3, Class A1<br>5.547% (CME Term SOFR + 1.85%), 11/25/2043<sup>(a) (e)</sup> |  | 1643 | 1656030 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2016-C01, Class 2M2<br>10.762% (CME Term SOFR + 7.06%), 08/25/2028<sup>(e)</sup> |  | 76 | 76386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>9.812% (CME Term SOFR + 6.11%), 09/25/2028<sup>(e)</sup> |  | 99 | 99184 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C05, Class 2B<br>14.562% (CME Term SOFR + 10.86%), 01/25/2029<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2B<br>13.312% (CME Term SOFR + 9.61%), 05/25/2029<sup>(e)</sup> |  | 1176 |  | 1243192 |
|  |  |  |  | 12841015 |
|  **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 3119, Class PI<br>3.378% (7.09% - CME Term SOFR), 02/15/2036<sup>(e) (o)</sup> |  | 516 |  | 54229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 3856, Class KS<br>2.728% (6.44% - CME Term SOFR), 05/15/2041<sup>(e) (o)</sup> |  | 2901 |  | 300560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4248, Class SL<br>2.228% (5.94% - CME Term SOFR), 05/15/2041<sup>(e) (o)</sup> |  | 295 |  | 20511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4372, Class JS<br>2.278% (5.99% - CME Term SOFR), 08/15/2044<sup>(e) (o)</sup> |  | 1888 |  | 197176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4570, Class ST<br>2.178% (5.89% - CME Term SOFR), 04/15/2046<sup>(e) (o)</sup> |  | 867 |  | 97438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4735, Class SA<br>2.378% (6.09% - CME Term SOFR), 12/15/2047<sup>(e) (o)</sup> |  | 4212 |  | 470669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4763, Class SB<br>3.178% (6.89% - CME Term SOFR), 03/15/2048<sup>(e) (o)</sup> |  | 6373 |  | 973896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class BS<br>2.378% (6.09% - CME Term SOFR), 02/15/2048<sup>(e) (o)</sup> |  | 2997 |  | 357917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class SL<br>2.378% (6.09% - CME Term SOFR), 04/15/2048<sup>(e) (o)</sup> |  | 4110 |  | 450626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4927, Class SJ<br>2.238% (5.94% - CME Term SOFR), 11/25/2049<sup>(e) (o)</sup> |  | 1699 |  | 181553 |
|  Federal National Mortgage Association REMICS<br>Series 2013-4, Class ST<br>2.338% (6.04% - CME Term SOFR), 02/25/2043<sup>(e) (o)</sup> |  | 1283 |  | 148952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-88, Class BS<br>2.338% (6.04% - CME Term SOFR), 01/25/2045<sup>(e) (o)</sup> |  | 1066 |  | 111415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-90, Class SA<br>2.338% (6.04% - CME Term SOFR), 12/25/2045<sup>(e) (o)</sup> |  | 9109 |  | 906948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-69, Class DS<br>2.288% (5.99% - CME Term SOFR), 10/25/2046<sup>(e) (o)</sup> |  | 10184 |  | 720846 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-49, Class SP<br>2.338% (6.04% - CME Term SOFR), 07/25/2047<sup>(e) (o)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-32, Class SB<br>2.388% (6.09% - CME Term SOFR), 05/25/2048<sup>(e) (o)</sup> |  | 2254 |  | 250931 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-45, Class SL<br>2.388% (6.09% - CME Term SOFR), 06/25/2048<sup>(e) (o)</sup> |  | 1684 |  | 198044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-57, Class SL<br>2.388% (6.09% - CME Term SOFR), 08/25/2048<sup>(e) (o)</sup> |  | 4547 |  | 525916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-58, Class SA<br>2.388% (6.09% - CME Term SOFR), 08/25/2048<sup>(e) (o)</sup> |  | 2249 |  | 255735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-59, Class HS<br>2.388% (6.09% - CME Term SOFR), 08/25/2048<sup>(e) (o)</sup> |  | 5261 |  | 595944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-25, Class SA<br>2.238% (5.94% - CME Term SOFR), 06/25/2049<sup>(e) (o)</sup> |  | 2065 |  | 215870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-60, Class SJ<br>2.238% (5.94% - CME Term SOFR), 10/25/2049<sup>(e) (o)</sup> |  | 1990 |  | 216502 |
|  |  |  |  | 7389603 |
|  **Agency Fixed Rate – 0.0%** |  |  |  |  |
|  Federal National Mortgage Association REMICS<br>Series 2016-26, Class IO<br>5.00%, 05/25/2046<sup>(p)</sup> |  | 199 |  | 26620 |
|  Total Collateralized Mortgage Obligations<br>(cost $78,137,694) |  |  |  | 78144249 |
|  **EMERGING MARKETS - CORPORATE BONDS – 2.1%** | **EMERGING MARKETS - CORPORATE BONDS – 2.1%** | **EMERGING MARKETS - CORPORATE BONDS – 2.1%** | **EMERGING MARKETS - CORPORATE BONDS – 2.1%** | **EMERGING MARKETS - CORPORATE BONDS – 2.1%** |
|  **Industrial – 1.7%** | **Industrial – 1.7%** | **Industrial – 1.7%** | **Industrial – 1.7%** | **Industrial – 1.7%** |
|  **Basic – 1.0%** |  |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a) (i) (n)</sup> |  | 912 |  | 597360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/2029<sup>(a) (i) (n)</sup> |  | 3551 |  | 2310813 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> |  | 8585 |  | 3897590 |
|  CSN Inova Ventures<br>6.75%, 01/28/2028<sup>(a)</sup> |  | 1286 |  | 1231216 |
|  CSN Resources SA<br>4.625%, 06/10/2031<sup>(a)</sup> |  | 2093 |  | 1644889 |
|  Indika Energy Tbk PT<br>8.75%, 05/07/2029<sup>(a)</sup> |  | 791 |  | 790209 |
|  Inversiones CMPC SA<br>6.70%, 12/09/2057<sup>(a)</sup> |  | 693 |  | 697522 |
|  Nickel Industries Ltd.<br>9.00%, 09/30/2030<sup>(a)</sup> |  | 709 |  | 742678 |
|  Sasol Financing USA LLC<br>8.75%, 05/03/2029<sup>(a)</sup> |  | 3183 |  | 3257641 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257825 |
|  Vedanta Resources Finance II PLC<br>9.475%, 07/24/2030<sup>(a)</sup> |  | 1655 |  | 1742715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.85%, 04/24/2033<sup>(a)</sup> |  | 1601 |  | 1723076 |
|  |  |  |  | 22893534 |
|  **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** | **Capital Goods – 0.0%** |
|  Ambipar Lux SARL<br>10.875%, 02/05/2033<sup>(a) (i) (n)</sup> |  | 2817 |  | 408775 |
|  **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** | **Communications - Telecommunications – 0.0%** |
|  Digicel Group Holdings Ltd.<br>Zero Coupon, 12/31/2030<sup>(h) (j) (k)</sup> |  | 89 |  | 889 |
|  **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** |
|  Melco Resorts Finance Ltd.<br>5.375%, 12/04/2029<sup>(a)</sup> |  | 918 |  | 908086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/24/2033<sup>(a)</sup> |  | 714 |  | 711547 |
|  Studio City Co., Ltd.<br>7.00%, 02/15/2027<sup>(a)</sup> |  | 336 |  | 336336 |
|  Wynn Macau Ltd.<br>6.75%, 02/15/2034<sup>(a)</sup> |  | 858 |  | 869797 |
|  |  |  |  | 2825766 |
|  **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** |
|  Biocon Biologics Global PLC<br>6.67%, 10/09/2029<sup>(a)</sup> |  | 1804 |  | 1827452 |
|  **Energy – 0.5%** | **Energy – 0.5%** | **Energy – 0.5%** | **Energy – 0.5%** | **Energy – 0.5%** |
|  Ecopetrol SA<br>4.625%, 11/02/2031 |  | 1138 |  | 1017941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/28/2045 |  | 1152 |  | 868435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 3520 |  | 3560691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 01/19/2036 |  | 756 |  | 781969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 612 |  | 655605 |
|  Gran Tierra Energy, Inc.<br>9.50%, 10/15/2029<sup>(a)</sup> |  | 1209 |  | 964178 |
|  Medco Cypress Tree Pte. Ltd.<br>8.625%, 05/19/2030<sup>(a)</sup> |  | 758 |  | 799993 |
|  SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development<br>9.00%, 11/14/2030<sup>(a)</sup> |  | 940 |  | 933608 |
|  Threelands Energy Ltd. SARL<br>7.45%, 10/20/2035<sup>(a)</sup> |  | 680 |  | 689282 |
|  |  |  |  | 10271702 |
|  |  |  |  | 38228118 |
|  **Utility – 0.3%** | **Utility – 0.3%** | **Utility – 0.3%** | **Utility – 0.3%** | **Utility – 0.3%** |
|  **Electric – 0.2%** | **Electric – 0.2%** | **Electric – 0.2%** | **Electric – 0.2%** | **Electric – 0.2%** |
|  Continuum Energy Aura Pte. Ltd.<br>9.50%, 02/24/2027<sup>(a)</sup> |  | 1085 |  | 1102631 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  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;911 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896606 |
|  JSW Hydro Energy Ltd.<br>4.125%, 05/18/2031<sup>(a)</sup> |  | 698 |  | 656566 |
|  Limak Yenilenebilir Enerji AS<br>9.625%, 08/12/2030<sup>(a)</sup> |  | 1071 |  | 1060290 |
|  Orazul Energy Peru SA<br>6.25%, 09/17/2032<sup>(a)</sup> |  | 567 |  | 573039 |
|  Zorlu Enerji Elektrik Uretim AS<br>11.00%, 04/23/2030<sup>(a)</sup> |  | 1281 |  | 1189332 |
|  |  |  |  | 5478464 |
|  **Other Utility – 0.1%** | **Other Utility – 0.1%** | **Other Utility – 0.1%** | **Other Utility – 0.1%** | **Other Utility – 0.1%** |
|  Aegea Finance SARL<br>7.625%, 01/20/2036<sup>(a)</sup> |  | 406 |  | 396256 |
|  Energuate Trust 2 0<br>6.35%, 09/15/2035<sup>(a)</sup> |  | 423 |  | 421308 |
|  Nova Securitisation SARL<br>5.75%, 02/03/2031<sup>(a)</sup> |  | 1125 |  | 1113053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/03/2036<sup>(a)</sup> |  | 400 |  | 394152 |
|  |  |  |  | 2324769 |
|  |  |  |  | 7803233 |
|  **Financial Institutions – 0.1%** | **Financial Institutions – 0.1%** | **Financial Institutions – 0.1%** | **Financial Institutions – 0.1%** | **Financial Institutions – 0.1%** |
|  **Banking – 0.0%** | **Banking – 0.0%** | **Banking – 0.0%** | **Banking – 0.0%** | **Banking – 0.0%** |
|  Uzbek Industrial & Construction Bank ATB<br>8.95%, 07/24/2029<sup>(a)</sup> |  | 414 |  | 450643 |
|  **Finance – 0.0%** | **Finance – 0.0%** | **Finance – 0.0%** | **Finance – 0.0%** | **Finance – 0.0%** |
|  Sammaan Capital Ltd.<br>7.50%, 10/16/2030<sup>(a)</sup> |  | 1088 |  | 1095137 |
|  **REITs – 0.1%** | **REITs – 0.1%** | **REITs – 0.1%** | **REITs – 0.1%** | **REITs – 0.1%** |
|  Mobiliare Latam SA/Mobiliare Latam Mexico SA de CV<br>6.75%, 11/10/2032<sup>(a)</sup> |  | 1147 |  | 1133523 |
|  |  |  |  | 2679303 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $55,364,677) | Total Emerging Markets - Corporate Bonds<br>(cost $55,364,677) | Total Emerging Markets - Corporate Bonds<br>(cost $55,364,677) |  | 48710654 |
|  **AGENCIES – 1.3%** | **AGENCIES – 1.3%** | **AGENCIES – 1.3%** | **AGENCIES – 1.3%** | **AGENCIES – 1.3%** |
|  **Agency Debentures – 1.3%** | **Agency Debentures – 1.3%** | **Agency Debentures – 1.3%** | **Agency Debentures – 1.3%** | **Agency Debentures – 1.3%** |
|  Federal Home Loan Banks<br>5.50%, 07/15/2036 |  | 8695 |  | 9478941 |
|  Federal Home Loan Mortgage Corp.<br>6.25%, 07/15/2032<sup>(q)</sup> |  | 10400 |  | 11701040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2031 |  | 4000 |  | 4536400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF<br>6.75%, 09/15/2029 |  | 4606 |  | 5078207 |
|  Total Agencies<br>(cost $32,830,832) | Total Agencies<br>(cost $32,830,832) | Total Agencies<br>(cost $32,830,832) |  | 30794588 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGNS – 1.2%** |  |  |  |
|  **Quasi-Sovereign Bonds – 1.2%** |  |  |  |
|  **Brazil – 0.1%** |  |  |  |
|  Caixa Economica Federal<br>5.625%, 05/13/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150307 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Development Bank of Kazakhstan JSC<br>5.25%, 10/23/2029<sup>(a)</sup> |  | 974 | 995915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/07/2030<sup>(a)</sup> |  | 1190 | 1229621 |
|  |  |  | 2225536 |
|  **Mexico – 0.9%** |  |  |  |
|  Comision Federal de Electricidad<br>4.688%, 05/15/2029<sup>(a)</sup> |  | 3231 | 3221953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/23/2027<sup>(a)</sup> |  | 2180 | 2189636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 1320 | 1346070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/28/2051<sup>(a)</sup> |  | 1281 | 1286124 |
|  Petroleos Mexicanos<br>5.50%, 06/27/2044 |  | 4248 | 3248063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 01/23/2046 |  | 1872 | 1418246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/23/2045 |  | 3602 | 2931668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/2029 |  | 3503 | 3761889 |
|  |  |  | 19403649 |
|  **Trinidad & Tobago – 0.0%** |  |  |  |
|  Trinidad Generation UnLtd.<br>7.75%, 06/16/2033<sup>(a)</sup> |  | 747 | 784724 |
|  **Turkey – 0.1%** |  |  |  |
|  TC Ziraat Bankasi AS<br>7.25%, 02/04/2030<sup>(a)</sup> |  | 1901 | 1970500 |
|  Turkiye Ihracat Kredi Bankasi AS<br>6.875%, 07/03/2028<sup>(a)</sup> |  | 845 | 873255 |
|  |  |  | 2843755 |
|  Total Quasi-Sovereigns<br>(cost $24,866,407) |  |  | 26407971 |
|  **EMERGING MARKETS - SOVEREIGNS – 1.1%** |  |  |  |
|  **Angola – 0.1%** |  |  |  |
|  Angolan Government International Bond<br>8.00%, 11/26/2029<sup>(a)</sup> |  | 3243 | 3181188 |
|  **Dominican Republic – 0.3%** |  |  |  |
|  Dominican Republic International Bond<br>4.50%, 01/30/2030<sup>(a)</sup> |  | 5298 | 5176146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/20/2027<sup>(a)</sup> |  | 549 | 564165 |
|  |  |  | 5740311 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **El Salvador – 0.1%** |  |  |  |
|  Comision Ejecutiva Hidroelectrica del Rio Lempa<br>8.65%, 01/24/2033<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352770 |
|  El Salvador Government International Bond<br>9.25%, 04/17/2030<sup>(a)</sup> |  | 946 | 1026410 |
|  |  |  | 3379180 |
|  **Ivory Coast – 0.1%** |  |  |  |
|  Ivory Coast Government International Bond<br>5.75%, 12/31/2032<sup>(a) (m)</sup> |  | 1143 | 1141704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(a)</sup> |  | 639 | 647195 |
|  |  |  | 1788899 |
|  **Senegal – 0.1%** |  |  |  |
|  Senegal Government International Bond<br>4.75%, 03/13/2028<sup>(a)</sup> | EUR | 1465 | 1277449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/23/2033<sup>(a)</sup> | U.S.$| 1185 | 681144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 7Y<br>7.75%, 06/10/2031<sup>(a)</sup> |  | 1340 | 807769 |
|  |  |  | 2766362 |
|  **South Africa – 0.1%** |  |  |  |
|  Republic of South Africa Government International Bond<br>7.25%, 12/11/2055<sup>(a)</sup> |  | 224 | 217448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 11/19/2054<sup>(a)</sup> |  | 2475 | 2594580 |
|  |  |  | 2812028 |
|  **Turkey – 0.2%** |  |  |  |
|  Hazine Mustesarligi Varlik Kiralama AS<br>6.75%, 09/01/2030<sup>(a)</sup> |  | 3064 | 3198157 |
|  Turkiye Government International Bond<br>6.95%, 09/16/2035 |  | 1152 | 1166757 |
|  |  |  | 4364914 |
|  **Ukraine – 0.1%** |  |  |  |
|  Ukraine Government International Bond<br>0.00%, 02/01/2030<sup>(a) (m)</sup> |  | 214 | 134966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 02/01/2035<sup>(a) (m)</sup> |  | 464 | 261701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2035<sup>(a) (m)</sup> |  | 139 | 85607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2036<sup>(a) (m)</sup> |  | 1242 | 754176 |
|  |  |  | 1236450 |
|  Total Emerging Markets - Sovereigns<br>(cost $25,730,301) |  |  | 25269332 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.9%** |  |  |  |
|  **Chile – 0.0%** |  |  |  |
|  Chile Electricity Lux MPC II SARL<br>5.672%, 10/20/2035<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639249 |
|  **Colombia – 0.3%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 903 | 784346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/26/2034 | EUR | 416 | 478746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/26/2038 |  | 498 | 578941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 04/25/2030 | U.S.$| 2059 | 2162979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/14/2035 |  | 1566 | 1677578 |
|  |  |  | 5682590 |
|  **Mexico – 0.1%** |  |  |  |
|  Mexico Government International Bond<br>5.375%, 03/22/2033 |  | 1279 | 1264931 |
|  **Panama – 0.2%** |  |  |  |
|  Panama Notas del Tesoro<br>3.75%, 04/17/2026 |  | 5027 | 5007344 |
|  **Romania – 0.3%** |  |  |  |
|  Romanian Government International Bond<br>5.75%, 09/16/2030<sup>(a)</sup> |  | 2548 | 2625816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/24/2035<sup>(a)</sup> |  | 4836 | 4799730 |
|  |  |  | 7425546 |
|  Total Governments - Sovereign Bonds<br>(cost $19,749,231) |  |  | 20019660 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.4%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.4%** |  |  |  |
|  Bank of America Merrill Lynch Commercial Mortgage Trust<br>Series 2016-UB10, Class C<br>4.875%, 07/15/2049 |  | 372 | 360968 |
|  Barclays Commercial Mortgage Trust<br>Series 2019-C3, Class XA<br>1.308%, 05/15/2052<sup>(p)</sup> |  | 10017 | 341687 |
|  CD Mortgage Trust<br>Series 2017-CD3, Class XA<br>0.976%, 02/10/2050<sup>(p)</sup> |  | 12172 | 83469 |
|  CFCRE Commercial Mortgage Trust<br>Series 2016-C4, Class XA<br>1.337%, 05/10/2058<sup>(p)</sup> |  | 2973 | 1098 |
|  CSAIL Commercial Mortgage Trust<br>Series 2019-C15, Class B<br>4.476%, 03/15/2052 |  | 960 | 911856 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class C<br>5.141%, 08/10/2044<sup>(a)</sup> |  | 375 | 345156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-GC5, Class D<br>5.141%, 08/10/2044<sup>(a)</sup> |  | 4025 | 3115490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GS3, Class XA<br>1.158%, 10/10/2049<sup>(p)</sup> |  | 26212 | 45108 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC39, Class XA<br>1.069%, 05/10/2052<sup>(p)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;11678 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348712 |
|  JP Morgan Chase Commercial Mortgage Securities Trust<br>Series 2012-LC9, Class G<br>3.608%, 12/15/2047<sup>(a)</sup> |  | 831 | 487010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-JP2, Class XA<br>1.732%, 08/15/2049<sup>(p)</sup> |  | 10411 | 2458 |
|  LCCM<br>Series 2017-LC26, Class XA<br>1.502%, 07/12/2050<sup>(a) (p)</sup> |  | 30052 | 389156 |
|  Morgan Stanley Bank of America Merrill Lynch Trust<br>Series 2013-C9, Class D<br>3.794%, 05/15/2046<sup>(a)</sup> |  | 680 | 628814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C22, Class XA<br>0.521%, 04/15/2048<sup>(p)</sup> |  | 1750 | 36 |
|  UBS Commercial Mortgage Trust<br>Series 2017-C1, Class XA<br>1.457%, 06/15/2050<sup>(p)</sup> |  | 5655 | 65272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C16, Class XA<br>1.518%, 04/15/2052<sup>(p)</sup> |  | 13359 | 487872 |
|  UBS-Barclays Commercial Mortgage Trust<br>Series 2013-C5, Class B<br>3.649%, 03/10/2046<sup>(a)</sup> |  | 1033 | 1010614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-C5, Class C<br>3.756%, 03/10/2046<sup>(a)</sup> |  | 782 | 733171 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2016-C36, Class XA<br>1.142%, 11/15/2059<sup>(p)</sup> |  | 38156 | 111779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC24, Class XA<br>1.576%, 10/15/2049<sup>(p)</sup> |  | 22764 | 100296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC25, Class XA<br>0.792%, 12/15/2059<sup>(p)</sup> |  | 14850 | 53843 |
|  |  |  | 9623865 |
|  **Agency CMBS – 0.0%** |  |  |  |
|  Government National Mortgage Association<br>Series 2006-32, Class XM<br>0.154%, 11/16/2045<sup>(p)</sup> |  | 30 | 0 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $11,017,000) |  |  | 9623865 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.4%** |  |  |  |
|  **United States – 0.4%** |  |  |  |
|  Texas Department of Transportation State Highway Fund<br> (Texas Dept. of Transportation State Highway Fund)<br>Series 2010-B<br>5.178%, 04/01/2030 |  | 2560 | 2612802 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** | **U.S. $ Value** |
|  Wisconsin Public Finance Authority<br> (Catholic Bishop of Chicago/The)<br>Series 2021<br>5.75%, 07/25/2041<sup>(j)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6391499 |
|  Total Local Governments - US Municipal Bonds<br>(cost $9,475,000) |  |  | 9004301 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.2%** |  |  |  |
|  **Industrials – 0.2%** |  |  |  |
|  **Auto Components – 0.2%** |  |  |  |
|  Energy Technology<br>0.00%<sup>(h) (i) (j) (k)</sup> |  | 3093 | 3479625 |
|  **Technology – 0.0%** |  |  |  |
|  Veritas US, Inc.<br>0.00%<sup>(h) (i) (j) (k)</sup> |  | 1336 | 29816 |
|  Total Preferred Stocks<br>(cost $2,346,857) |  |  | 3509441 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **BANK LOANS – 0.1%** |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Financial Services – 0.1%** |  |  |  |
|  Colossus Acquireco LLC<br>5.410% (SOFR 4 + 1.75%), 07/30/2032<sup>(r)</sup> | U.S.$| 1885 | 1877413 |
|  **Industrial – 0.0%** |  |  |  |
|  **Technology – 0.0%** |  |  |  |
|  Loyalty Ventures, Inc.<br>14.000% (PRIME 3 Month + 5.50%), 11/03/2027<sup>(h) (i) (k) (n) (r)</sup> |  | 4133 | 31000 |
|  Peraton Corp.<br>7.517% (CME Term SOFR 3 Month + 3.75%), 02/01/2028<sup>(r)</sup> |  | 1547 | 1426501 |
|  |  |  | 1457501 |
|  Total Bank Loans<br>(cost $7,529,194) |  |  | 3334914 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.1%** |  |  |  |
|  **Financials – 0.1%** |  |  |  |
|  **Financial Services – 0.1%** |  |  |  |
|  Curo Group Holdings LLC<sup>(i)</sup> |  | 135587 | 1107339 |
|  **Communication Services – 0.0%** |  |  |  |
|  **Diversified Telecommunication Services – 0.0%** |  |  |  |
|  Altice France SA/LuxCo3<sup>(h) (i) (k)</sup> |  | 19875 | 380475 |
|  Paysafe Ltd.<sup>(i)</sup> |  | 8409 | 57686 |
|  |  |  | 438161 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Industrials – 0.0%** |  |  |  |
|  **Electrical Equipment – 0.0%** |  |  |  |
|  Energy Technology<sup>(h) (i) (k)</sup> |  | 497 | $248500 |
|  **Transportation Infrastructure – 0.0%** |  |  |  |
|  Spirit Airlines LLC<sup>(i)</sup> |  | 51999 | 15600 |
|  |  |  | 264100 |
|  **Energy – 0.0%** |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |
|  New Fortress Energy, Inc.<sup>(i) (k)</sup> |  | 106620 | 141805 |
|  **Consumer Staples – 0.0%** |  |  |  |
|  **Household Products – 0.0%** |  |  |  |
|  Southeastern Grocers, Inc.<sup>(h) (i) (k) (l)</sup> |  | 71086 | 2843 |
|  **Consumer Discretionary – 0.0%** |  |  |  |
|  **Diversified Consumer Services – 0.0%** |  |  |  |
|  AG Tracker<sup>(h) (i) (k)</sup> |  | 45030 | 0 |
|  Total Common Stocks<br>(cost $4,131,604) |  |  | 1954248 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.0%** |  |  |  |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Baiterek National Managing Holding JSC<br>5.45%, 05/08/2028<sup>(a)</sup><br>(cost $1,026,680) | U.S.$| 1031 | 1047290 |
|  | **Shares** | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 0.4%** |  |  |  |
|  **Investment Companies – 0.4%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 3.54%<sup>(s) (t) (u)</sup><br>(cost $8,902,746) |  | 8902746 | 8902746 |
|  **Total Investments – 121.8%**<br> (cost $2,807,427,593)<sup>(v)</sup> |  |  | 2800034422 |
|  Other assets less liabilities – (21.8)% |  |  | (500321101) |
|  **Net Assets – 100.0%** |  |  | $**2299713321** |

---

------

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Australian 10 Yr Bond Futures | 588 | March 2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44692654 | $(62450) |
| Euro-BTP Futures | 303 | March 2026 | 43497978 | 258262 |
| Euro-OAT Futures | 299 | March 2026 | 43214372 | 347002 |
| U.S. Long Bond (CBT) Futures | 467 | March 2026 | 53763375 | (696025) |
| U.S. T-Note 2 Yr (CBT) Futures | 189 | March 2026 | 39405024 | 15366 |
| U.S. T-Note 5 Yr (CBT) Futures | 715 | March 2026 | 77884727 | (333664) |
| U.S. T-Note 10 Yr (CBT) Futures | 87 | March 2026 | 9729047 | (65375) |
| U.S. Ultra Bond (CBT) Futures | 2 | March 2026 | 234875 | (941) |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Canadian 10 Yr Bond Futures | 488 | March 2026 | 43393706 | 411430 |
| Euro-Bund Futures | 259 | March 2026 | 39348899 | 162427 |
| Japan 10 Yr Bond (OSE) Futures | 50 | March 2026 | 42520677 | 600809 |
| Long Gilt Futures | 263 | March 2026 | 32694747 | (50015) |
| U.S. 10 Yr Ultra Futures | 816 | March 2026 | 93151500 | 1253051 |
| U.S. T-Note 10 Yr (CBT) Futures | 33 | March 2026 | 3690328 | 15461 |
| U.S. Ultra Bond (CBT) Futures | 15 | March 2026 | 1761563 | (3774) |
|  |  |  |  | $1851564 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Morgan Stanley Capital Services, Inc. | EUR | 56290 | USD | 67539 | 04/16/2026 | $590282 |
| UBS | CAD | 2911 | USD | 2086 | 02/05/2026 | (51577) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538705 |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed**<br> **Rate**<br> **(Pay)**<br> **Receive** | **Payment**<br> **Frequency** | **Implied**<br> **Credit**<br> **Spread at**<br> **January 31,<br>2026** | **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | **Market**<br> **Value** | **Upfront<br>Premiums<br>Paid**<br> **(Received)** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 44, 5 Year Index, 12/20/2030\* | (1.00)% | Quarterly | 0.66% | USD | 69840 | $(1142771) | $(1046547) | $(96224) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Mexican States, 4.150%, 03/28/2027, 12/20/2030\* | (1.00) | Quarterly | 0.89 | USD | 6000 | (37422) | 17470 | (54892) |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, 12/20/2030\* | 5.00 | Quarterly | 2.96 | USD | 62053 | 5561355 | 4435147 | 1126208 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 45, 5 Year Index, 12/20/2030\* | 1.00 | Quarterly | 0.49 | USD | 71020 | 1682297 | 1602952 | 79345 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063459 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009022 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054437 |

---

*\** *Termination date* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination**<br> **Date** | **Payments**<br> **made**<br> **by the**<br> **Fund** | **Payments**<br> **received**<br> **by the**<br> **Fund** |<br>**Payment<br>Frequency<br>Paid/**<br> **Received** |<br>**Market**<br> **Value** |<br>**Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** |<br>**Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| NZD | 46430 | 07/04/2035 | 3 Month BKBM | 4.045% | Quarterly/Semi-Annual | $(322017) | $— | $(322017) |
| NZD | 23390 | 10/06/2035 | 3 Month BKBM | 3.710% | Quarterly/Semi-Annual | (449561) |  | (449561) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(771578) | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(771578) |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** | **Receive Total Return on Reference Obligation** |
| Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International | Goldman Sachs International |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | FedFundEffective minus 1.20% | Maturity | USD | 700 | 03/25/2026 | $244942 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSVLSUT3 | FedFundEffective minus 1.20% | Maturity | USD | 1401 | 03/25/2026 | 202337 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447279 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $**<br> **Value at**<br> **January 31,<br>2026** |
| HSBC Securities (USA), Inc.† | USD | 11726 | 3.35% | – $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744550 |

---

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

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **Total** |
| Agencies | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744550 | $– $– $– $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744550 |

---

------

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

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2026, the aggregate market value of these securities amounted to $740,562,996 or 32.2% of net assets.* 

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

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

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

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

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

*(g)* *Defaulted matured security.* 

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

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

*(j)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.93% of net assets as of January 31, 2026, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Cost** | | **Market**<br> **Value** | | **Percentage**<br> **of**<br> **Net Assets** |
|  *Digicel Group Holdings Ltd.<br>Zero Coupon, 12/31/2030* | *11/16/2023* | $*15230* | | $*889* | | *0.00%* |
|  *Energy Technology<br>0.00%* | *10/26/2020* | *2325936* | | *3479625* | | *0.15%* |
|  *Exide Technologies (Exchange Priority)<br>11.00%, 10/31/2024* | *10/26/2020* | *0* | | *0* | | *0.00%* |
|  *Exide Technologies (First Lien)<br>11.00%, 10/31/2024* | *06/21/2019-12/01/2019* | *692006* | | *0* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023* | *02/19/2015* | *861787* | | *0* | | *0.00%* |
|  *Pagaya AI Debt Grantor Trust Series 2024-S1, Class ABC<br>7.30%, 09/15/2031* | *04/24/2024* | *2566325* | | *2580360* | | *0.11%* |
|  *Short Term Consumer Receivables Issuer Trust Series 2025-1B, Class INV<br>0.00%, 11/20/2035* | *12/2/2025-01/20/2026* | *7018583* | | *7022401* | | *0.31%* |
|  *Tricolor Auto Securitization Trust<br>Series 2024-3A, Class A<br>5.22%, 06/15/2028* | *09/18/2025* | *2031429* | | *1900834* | | *0.08%* |
|  *Veritas US, Inc.<br>0.00%,* | *12/09/2024* | *20921* | | *29816* | | *0.00%* |
|  *Wisconsin Public Finance Authority<br>(Catholic Bishop of Chicago/The)<br>Series 2021<br>5.75%, 07/25/2041* | *08/03/2021* | *6915000* | | *6391499* | | *0.28%* |

---

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

*(l)* *Escrow shares.* 

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

*(n)* *Defaulted.* 

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

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

------

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

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

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

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

*(u)* *Affiliated investments.* 

*(v)* *As of January 31, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $43,898,846 and gross unrealized depreciation of investments was $(48,171,610), resulting in net unrealized depreciation of $(4,272,764).* 

*Currency Abbreviations:* 

*CAD – Canadian Dollar* 

*EUR – Euro* 

*NZD – New Zealand Dollar* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

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

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Merchantile Exchange* 

*FedFundEffective – Federal Funds Effective Rate* 

*JSC – Joint Stock Company* 

*OAT – Obligations Assimilables du Trésor* 

*OSE – Osaka Securities Exchange* 

*PRIME – US Bank Prime Loan Rate* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

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

**January 31, 2026 (unaudited)** 

85.1 % United States

2.1 % Spain

1.7 % United Kingdom

1.3 % Mexico

1.2 % France

0.7 % Brazil

0.7 % Italy

0.5 % India

0.5 % Colombia

0.5 % South Africa

0.4 % China

0.4 % Germany

0.3 % Canada

4.3 % Other

0.3 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.3% or less in the following: Angola, Australia, Chile, Denmark, Dominican Republic, El Salvador, Finland, Guatemala, Hong Kong, Indonesia, Ireland, Israel, Ivory Coast, Jamaica, Japan, Jersey (Channel Islands), Kazakhstan, Macau, Malaysia, Norway, Panama, Peru, Puerto Rico, Romania, Senegal, South Korea, Switzerland, Trinidad & Tobago, Turkey, Ukraine and Uzbekistan. 

------

**AB Income Fund** 

**January 31, 2026 (unaudited)** 

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

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

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

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

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

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

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

------

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

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

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

January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133087769 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133087769 |
| Mortgage Pass-Throughs |  | 637223161 |  | 637223161 |
| Corporates - Investment Grade |  | 416098386 |  | 416098386 |
| Collateralized Loan Obligations |  | 150903602 |  | 150903602 |
| Corporates - Non-Investment Grade |  | 101946232 | 1169078 <sup>(a)</sup> | 103115310 |
| Asset-Backed Securities |  | 81379340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11503595 | 92882935 |
| Collateralized Mortgage Obligations |  | 78144249 |  | 78144249 |
| Emerging Markets - Corporate Bonds |  | 48709765 | 889 | 48710654 |
| Agencies |  | 30794588 |  | 30794588 |
| Quasi-Sovereigns |  | 26407971 |  | 26407971 |
| Emerging Markets - Sovereigns |  | 25269332 |  | 25269332 |
| Governments - Sovereign Bonds |  | 20019660 |  | 20019660 |
| Commercial Mortgage-Backed Securities |  | 9623865 |  | 9623865 |
| Local Governments - US Municipal Bonds |  | 9004301 |  | 9004301 |
| Preferred Stocks |  |  | 3509441 | 3509441 |
| Bank Loans |  | 3303914 | 31000 | 3334914 |
| Common Stocks | 215091 | 1107339 | 631818 <sup>(a)</sup> | 1954248 |
| Governments - Sovereign Agencies |  | 1047290 |  | 1047290 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8902746 |  |  | 8902746 |
| Total Investments in Securities | 9117837 | 2774070764 | 16845821 <sup>(a)</sup> | 2800034422 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | $3063808 | $— | $— | $3063808 |
| Forward Currency Exchange Contracts |  | 590282 |  | 590282 |
| Centrally Cleared Credit Default Swaps |  | 7243652 |  | 7243652 |
| Total Return Swaps |  | 447279 |  | 447279 |
| **Liabilities:** |  |  |  |  |
| Futures | (1212244) |  |  | (1212244) |
| Forward Currency Exchange Contracts |  | (51577) |  | (51577) |
| Centrally Cleared Credit Default Swaps |  | (1180193) |  | (1180193) |
| Centrally Cleared Interest Rate Swaps |  | (771578) |  | (771578) |
| **Total** | $**10969401** | $**2780348629** | $**16845821** **<sup>(a)</sup>** | $**2808163851** |

---

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2025**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2026**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6176 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116167 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113440 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2836420807.13

**Total Liabilities:** $545842742.53

**Net Assets:** $2290578064.60

**Delayed Delivery Securities:** $11905597.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1463.66000000 | **1-Year:** -47508.86000000 | **5-Year:** -149977.87000000 | **10-Year:** -89272.34000000 | **30-Year:** -15278.50000000

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

- **3-Month:** -1056.03000000 | **1-Year:** -24737.77000000 | **5-Year:** -71621.12000000 | **10-Year:** -18209.34000000 | **30-Year:** -3466.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161779 | 0.52%                | -0.09%               | 0.38%                |
| Class ID C000161780 | 0.46%                | -0.16%               | 0.32%                |
| Class ID C000161781 | 0.54%                | -0.07%               | 0.40%                |
| Class ID C000161785 | 0.54%                | -0.07%               | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2603295.42              | $4783467.33                                |
| Month 2  | $-737585.76              | $-10387152.38                              |
| Month 3  | $2265761.24              | $-2977828.51                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU:IND

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1033000 | PA      | $1026388.80   | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $483435.00    | 0.02%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212034.00    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 44 Ltd                                                                                                         | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |   4476000 | PA      | $4486742.40   | 0.20%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2932000 | PA      | $3028550.76   | 0.13%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2025-1                                                                                                  | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594844 | PA      | $594839.40    | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2025-3                                                                                                  | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4513924 | PA      | $4509125.17   | 0.20%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                               | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    492116 | PA      | $35678.41     | 0.00%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                 | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1881000 | PA      | $1902706.74   | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                 | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4101000 | PA      | $4143773.43   | 0.18%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2955948.90   | 0.13%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1476552.94   | 0.06%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2017-A                                                                                                | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005000.00   | 0.22%             | 2038-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 23 Ltd                                                                                                       | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3605108.40   | 0.16%             | 2038-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    935000 | PA      | $938394.05    | 0.04%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    617000 | PA      | $606628.23    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                             | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5703000 | PA      | $6069873.99   | 0.26%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                           | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1177118.80   | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   8902746 | NS      | $8902745.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    696000 | PA      | $731308.08    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26325000 | PA      | $21352044.29  | 0.93%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44355000 | PA      | $37641107.84  | 1.64%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91074123 | PA      | $80707328.62  | 3.52%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18572433 | PA      | $17175147.15  | 0.75%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49363910 | PA      | $47123252.51  | 2.06%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16839130 | PA      | $16492481.35  | 0.72%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67511199 | PA      | $67498014.06  | 2.95%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32237068 | PA      | $32696697.67  | 1.43%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43643189 | PA      | $44693353.24  | 1.95%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10035000 | PA      | $10391320.77  | 0.45%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $5124058.45   | 0.22%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2550841.92   | 0.11%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641800.80    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1119344.04   | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1124248.92   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    669207 | PA      | $654966.28    | 0.03%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1512196 | PA      | $1477339.88   | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1164634 | PA      | $1136356.69   | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-24CB                                                                                       | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    773534 | PA      | $381194.49    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                       | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4939410.48   | 0.22%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2220553.50   | 0.10%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                       | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   2817000 | PA      | $408774.87    | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1211665.10   | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    767000 | PA      | $761584.98    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                                                            | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5682000 | PA      | $5678818.08   | 0.25%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $563424.55    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    707000 | PA      | $651988.33    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3410216.00   | 0.15%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-13                                                                                       | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   2227628 | PA      | $2233858.33   | 0.10%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1209000 | PA      | $1164001.02   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                           | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $356508.82    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                           | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $914942.22    | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXX                                                                                                         | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    364252 | PA      | $364448.80    | 0.02%             | 2031-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos Clo Lii                                                                                                         | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4801200.00   | 0.21%             | 2038-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos Loan Fund 2024-1 Ltd                                                                                            | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5152720.89   | 0.22%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1256594.84   | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                      | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1572000 | PA      | $1404189.00   | 0.06%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    764000 | PA      | $690442.08    | 0.03%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $1941616.04   | 0.08%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4727244.10   | 0.21%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                               | Avant Loans Funding Trust 2024-REV1                                                                                    | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5318912.79   | 0.23%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1786859.75   | 0.08%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    439000 | PA      | $512242.76    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C3                                                                             | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10017096 | PA      | $341687.14    | 0.01%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2640000 | PA      | $2755975.20   | 0.12%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2162000 | PA      | $2154973.50   | 0.09%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $683467.05    | 0.03%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                                                                              | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $217975.50    | 0.01%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-4 Ltd                                                                                     | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   5176000 | PA      | $5186584.92   | 0.23%             | 2034-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                                                                                 | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   1031000 | PA      | $1047289.80   | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2021-1 Ltd                                                                                     | CUSIP: 05765XAJ0<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2721738.25   | 0.12%             | 2034-07-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock Clo 32 Ltd                                                                                                   | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-MBS          | CORP              | KY        |   4560000 | PA      | $4571244.96   | 0.20%             | 2039-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7600000 | PA      | $8389716.00   | 0.37%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1330000 | PA      | $1212441.30   | 0.05%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $183384.00    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    415023 | PA      | $431669.16    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                     | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $360967.56    | 0.02%             | 2049-07-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                              | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2576000 | PA      | $2677339.84   | 0.12%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    417000 | PA      | $415807.38    | 0.02%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1684000 | PA      | $1680648.84   | 0.07%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1312000 | PA      | $1334199.04   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2380000 | PA      | $2424006.20   | 0.11%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1348000 | PA      | $1404508.16   | 0.06%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2693974.78   | 0.12%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2023-A                                                                                        | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153561 | PA      | $153639.61    | 0.01%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BioMarin Pharmaceutical Inc                                                                                            | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    297000 | PA      | $298199.88    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2016-1 Ltd                                                                                           | CUSIP: 09203WAQ8<br>LEI: 549300K8V8PYC7UZSI28 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5303545.70   | 0.23%             | 2031-04-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                         | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2002.62      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1147000 | PA      | $1205611.70   | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    912000 | PA      | $597360.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                               | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1128000 | PA      | $1120814.64   | 0.05%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    663606 | PA      | $726144.23    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2741719.83   | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD3 Mortgage Trust                                                                                             | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12172385 | PA      | $83468.48     | 0.00%             | 2050-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C4                                                                                | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2973359 | PA      | $1098.36      | 0.00%             | 2058-05-10      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1910767.32   | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-3                                                                                 | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438633 | PA      | $187167.38    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   2093000 | PA      | $1644888.70   | 0.07%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    437000 | PA      | $439700.66    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3409734.21   | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3893000 | PA      | $4339254.59   | 0.19%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3239000 | PA      | $3364446.47   | 0.15%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2420000 | PA      | $2454460.80   | 0.11%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                 | Caixa Economica Federal                                                                                                | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |   1134000 | PA      | $1150306.92   | 0.05%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3406969.60   | 0.15%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2387340.28   | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    999000 | PA      | $999159.84    | 0.04%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                             | Capital Street Master Trust                                                                                            | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748930 | PA      | $1748924.75   | 0.08%             | 2028-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2838000 | PA      | $2809364.58   | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     18000 | PA      | $18525.78     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    101000 | PA      | $102147.36    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-2                                                                            | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3870155 | PA      | $3902338.98   | 0.17%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-3                                                                            | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4547613 | PA      | $4542707.28   | 0.20%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    323000 | PA      | $330687.40    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    537000 | PA      | $546660.63    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                             | Cencosud SA                                                                                                            | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    855000 | PA      | $896946.30    | 0.04%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5634000 | PA      | $5043951.18   | 0.22%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                      | Cenovus Energy Inc                                                                                                     | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   2169000 | PA      | $2166462.27   | 0.09%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                                                                     | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7550000 | PA      | $7611831.48   | 0.33%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2025-1                                                                                     | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3452416.78   | 0.15%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                      | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    619416 | PA      | $639249.39    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-HY4                                                                               | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119284 | PA      | $107531.04    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    691000 | PA      | $714694.39    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1866315.76   | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3482000 | PA      | $3551326.62   | 0.16%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2034606.07   | 0.09%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AR4                                                                                 | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68619 | PA      | $59353.95     | 0.00%             | 2037-03-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                           | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2357611.20   | 0.10%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    903000 | PA      | $784345.80    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1566000 | PA      | $1677577.50   | 0.07%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2059000 | PA      | $2162979.50   | 0.09%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colossus AcquireCo LLC                                  | Colossus AcquireCo LLC Initial Term Loan                                                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1885275 | PA      | $1877413.40   | 0.08%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1916000 | PA      | $2045330.00   | 0.09%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   3231000 | PA      | $3221953.20   | 0.14%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1320000 | PA      | $1346070.00   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1281000 | PA      | $1286124.00   | 0.06%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753BAA0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1192079 | PA      | $1196883.94   | 0.05%             | 2043-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2657060 | PA      | $2731300.91   | 0.12%             | 2042-03-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2431632 | PA      | $2452066.20   | 0.11%             | 2043-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9073000 | PA      | $9352539.13   | 0.41%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    865000 | PA      | $759911.15    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                        | COOPR Residential Mortgage Trust 2026-CES1                                                                             | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2964000 | PA      | $2967871.58   | 0.13%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29150000 | PA      | $24248538.27  | 1.06%             | 2055-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29325000 | PA      | $25389901.71  | 1.11%             | 2056-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47872419 | PA      | $46732380.43  | 2.04%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11200335 | PA      | $11196660.17  | 0.49%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25755500 | PA      | $26039647.55  | 1.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    639000 | PA      | $647195.18    | 0.03%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                     | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2177000 | PA      | $2285675.84   | 0.10%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                     | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3121000 | PA      | $3108547.21   | 0.14%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H10 Mortgage Trust                                                                                          | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447367 | PA      | $1452433.20   | 0.06%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H9 Mortgage Trust                                                                                           | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3406342 | PA      | $3423532.02   | 0.15%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C15 Commercial Mortgage Trust                                                                               | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960141 | PA      | $911855.89    | 0.04%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                    | CURO GROUP HLDGS LLC                                                                                                   | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135587 | NS      | $1107339.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6196000 | PA      | $5873002.52   | 0.26%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1345000 | PA      | $1360911.35   | 0.06%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    974000 | PA      | $995915.00    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1855000 | PA      | $1894474.40   | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                  | Digicel Group Holdings Ltd                                                                                             | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88876 | PA      | $888.76       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                               | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1108272.34   | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1206387.62   | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2956507.40   | 0.13%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5298000 | PA      | $5176146.00   | 0.23%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-51576.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 113 CLO Ltd                                                                                                     | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5259523.50   | 0.23%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5735000 | PA      | $6008960.95   | 0.26%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $590282.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1152000 | PA      | $868435.20    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3520000 | PA      | $3560691.20   | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1138000 | PA      | $1017941.00   | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    612000 | PA      | $655605.00    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    756000 | PA      | $781968.60    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | Efesto Bidco SpA Efesto US LLC                                                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2346000 | PA      | $2390761.68   | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                                                               | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2286223.05   | 0.10%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                    | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    423000 | PA      | $421308.00    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   1354000 | PA      | $1444122.24   | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                                                                                | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3715405.20   | 0.16%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5499120.00   | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4586219.00   | 0.20%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    932856 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |   2272904 | PA      | $0.02         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4157000 | PA      | $3997579.05   | 0.17%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4056109.20   | 0.18%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76024 | PA      | $76385.58     | 0.00%             | 2028-08-25      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98661 | PA      | $99184.20     | 0.00%             | 2028-09-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2701713 | PA      | $2809804.00   | 0.12%             | 2029-01-25      | Floating      | 14.56%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176468 | PA      | $1243192.37   | 0.05%             | 2029-05-25      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                  | Federal Home Loan Banks                                                                                                | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8695000 | PA      | $9478941.20   | 0.41%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4606000 | PA      | $5078207.12   | 0.22%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4536400.00   | 0.20%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10400000 | PA      | $11701040.00  | 0.51%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ACFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282920 | PA      | $148952.06    | 0.01%             | 2043-02-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AMAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065796 | PA      | $111415.12    | 0.00%             | 2045-01-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9109053 | PA      | $906948.32    | 0.04%             | 2045-12-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AR4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199409 | PA      | $26619.85     | 0.00%             | 2046-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ATB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10183945 | PA      | $720846.11    | 0.03%             | 2046-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AXHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199921 | PA      | $137924.87    | 0.01%             | 2047-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B1A61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2253513 | PA      | $250931.20    | 0.01%             | 2048-05-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2A44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4547129 | PA      | $525916.42    | 0.02%             | 2048-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2ER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683717 | PA      | $198044.33    | 0.01%             | 2048-06-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2VX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5261055 | PA      | $595943.86    | 0.03%             | 2048-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2XN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2248544 | PA      | $255734.75    | 0.01%             | 2048-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2064872 | PA      | $215869.56    | 0.01%             | 2049-06-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B6WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989946 | PA      | $216501.96    | 0.01%             | 2049-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2125 | PA      | $2209.40      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31374TAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $46.94        | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2901458 | PA      | $300559.75    | 0.01%             | 2041-05-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137B4VV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294938 | PA      | $20511.09     | 0.00%             | 2041-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BDA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1888097 | PA      | $197175.64    | 0.01%             | 2044-08-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BNRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866561 | PA      | $97437.99     | 0.00%             | 2046-04-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F3PH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6373026 | PA      | $973895.90    | 0.04%             | 2048-03-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4V25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2997293 | PA      | $357916.64    | 0.02%             | 2048-02-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4110472 | PA      | $450625.68    | 0.02%             | 2048-04-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FCAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4212146 | PA      | $470669.40    | 0.02%             | 2047-12-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FPSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698712 | PA      | $181553.21    | 0.01%             | 2049-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2016-DNA1                                                                                 | CUSIP: 3137G0HZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       590 | PA      | $590.59       | 0.00%             | 2028-07-25      | Floating      | 13.99%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 31396HSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515652 | PA      | $54228.73     | 0.00%             | 2036-02-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  75600371 | PA      | $64195994.90  | 2.80%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17926788 | PA      | $15979382.68  | 0.70%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8619526 | PA      | $7672403.95   | 0.33%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11743930 | PA      | $10446155.71  | 0.46%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3587604 | PA      | $3639763.62   | 0.16%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-HE7                                                                                                   | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2495664 | PA      | $2513577.17   | 0.11%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities           | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                           | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |    319013 | PA      | $70291.48     | 0.00%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2019-4                                                                                      | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    742652 | PA      | $742323.54    | 0.03%             | 2027-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    347000 | PA      | $357833.34    | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    642000 | PA      | $652670.04    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9159000 | PA      | $8157463.35   | 0.36%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3490864.00   | 0.15%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1507135.52   | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |    575099 | PA      | $576167.48    | 0.03%             | 2043-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1642718 | PA      | $1656030.42   | 0.07%             | 2043-11-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6046399 | PA      | $6150709.62   | 0.27%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19171451 | PA      | $19496200.54  | 0.85%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261861 | PA      | $262418.37    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2508000 | PA      | $2512689.96   | 0.11%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2000000 | PA      | $1984700.00   | 0.09%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84985.50     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                  | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $345155.70    | 0.02%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                  | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4024530 | PA      | $3115490.09   | 0.14%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS3                                                                                  | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26211896 | PA      | $45108.05     | 0.00%             | 2049-10-10      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC39                                                                                 | CUSIP: 36260JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11678229 | PA      | $348711.92    | 0.02%             | 2052-05-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                              | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1109000 | PA      | $1136991.16   | 0.05%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1699443.10   | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2025-NQM7 Trust                                                                                                   | CUSIP: 36831RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3318378 | PA      | $3332041.14   | 0.15%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    772000 | PA      | $774941.32    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1333000 | PA      | $1367764.64   | 0.06%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                          | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    465000 | PA      | $491514.30    | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                   | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $3110212.18   | 0.14%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                    | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1825853.92   | 0.08%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1872552.93   | 0.08%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                 | Goldentree Loan Management US Clo 8 Ltd                                                                                | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4955256.90   | 0.22%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                   | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |    690000 | PA      | $691569.06    | 0.03%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 77 B Ltd                                                                                    | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4810387.20   | 0.21%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                          | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9624.40      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                          | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    554000 | PA      | $566553.64    | 0.02%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                               | CUSIP: 38373MVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30361 | PA      | $0.12         | 0.00%             | 2045-11-16      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | Gracie Point International Funding 2025-1 LLC                                                                          | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5509409.95   | 0.24%             | 2028-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                                 | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $964177.50    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                    | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31940.80     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                                                                    | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   2194023 | PA      | $2195690.61   | 0.10%             | 2031-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    289000 | PA      | $314726.78    | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4230000 | PA      | $4808579.40   | 0.21%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4880000 | PA      | $5057485.60   | 0.22%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    792000 | PA      | $794898.72    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | Harbour Energy PLC                                                                                                     | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3175000 | PA      | $3244627.75   | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3111610.25   | 0.14%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                 | Hartwick Park CLO Ltd                                                                                                  | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5014210.00   | 0.22%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   2474000 | PA      | $2582324.09   | 0.11%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3486000 | PA      | $3553593.89   | 0.16%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                    | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   1410000 | PA      | $1414526.10   | 0.06%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2148389.47   | 0.09%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                              | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1810018.56   | 0.08%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited         | HOMES 2025-NQM5 Trust                                                                                                  | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276625 | PA      | $3292400.67   | 0.14%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                                                               | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   4343000 | PA      | $4348081.31   | 0.19%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $400019.10    | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    949000 | PA      | $960406.98    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4737000 | PA      | $4881810.09   | 0.21%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2866068.80   | 0.13%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $2021590.89   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    278000 | PA      | $278252.98    | 0.01%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4472000 | PA      | $4572530.56   | 0.20%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                 | India Clean Energy Holdings                                                                                            | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |    911000 | PA      | $896606.20    | 0.04%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                | Installed Building Products Inc                                                                                        | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130941.20    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                 | InRetail Shopping Malls                                                                                                | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              |  | PE        |    810000 | PA      | $808683.75    | 0.04%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                                                                    | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    693000 | PA      | $697521.83    | 0.03%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                         | Invesco CLO 2021-2 Ltd                                                                                                 | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001490.00   | 0.22%             | 2034-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                | Israel Electric Corp Ltd                                                                                               | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   3850000 | PA      | $3810306.50   | 0.17%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                          | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10411309 | PA      | $2458.11      | 0.00%             | 2049-08-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                          | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830721 | PA      | $487010.19    | 0.02%             | 2047-12-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4601000 | PA      | $4585034.53   | 0.20%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2025-HE3                                                                                      | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   2675467 | PA      | $2686879.99   | 0.12%             | 2056-03-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2025-CES7                                                                              | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2106994 | PA      | $2118895.98   | 0.09%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1190000 | PA      | $1229621.05   | 0.05%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                   | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    543000 | PA      | $565358.03    | 0.02%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                      | Kontoor Brands Inc                                                                                                     | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8537.58      | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC       | LCCM 2017-LC26                                                                                                         | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30052085 | PA      | $389156.47    | 0.02%             | 2050-07-12      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                                                      | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   2841000 | PA      | $1984523.73   | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    863829 | PA      | $897406.03    | 0.04%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                 | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3987000 | PA      | $4105246.45   | 0.18%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4033141.60   | 0.18%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                         | Lehman XS Trust 2007-10H                                                                                               | CUSIP: 525237AV5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |    135686 | PA      | $18102.82     | 0.00%             | 2037-07-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-1                                                                                   | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322369 | PA      | $1337953.42   | 0.06%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    290354 | PA      | $280972.30    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                          | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    553000 | PA      | $547470.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                | Lincoln Financial Global Funding                                                                                       | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    809000 | PA      | $808312.35    | 0.04%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    252000 | PA      | $263095.56    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1262000 | PA      | $1278178.84   | 0.06%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                    | Loyalty Ventures Inc Term Loan B                                                                                       | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   4133254 | PA      | $30999.41     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2294239 | PA      | $1959280.11   | 0.09%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    418044 | PA      | $438958.74    | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    430000 | PA      | $285038.40    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $1509041.28   | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                | Magnetation LLC / Mag Finance Corp                                                                                     | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $0.01         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite LII Ltd                                                                                                      | CUSIP: 559931AA8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4612590.20   | 0.20%             | 2039-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                                                         | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    944000 | PA      | $897649.60    | 0.04%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                  | Medco Cypress Tree Pte Ltd                                                                                             | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    758000 | PA      | $799993.20    | 0.03%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                              | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    918000 | PA      | $908085.60    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                              | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    714000 | PA      | $711547.41    | 0.03%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                | MetLife Capital Trust IV                                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3719000 | PA      | $4120726.38   | 0.18%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XI Ltd                                                                                             | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5014275.00   | 0.22%             | 2036-01-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | Midocean Credit Clo XX                                                                                                 | CUSIP: 59801BAA0<br>LEI: 254900ATA08MBCX15173 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5712899.10   | 0.25%             | 2039-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2291642.86   | 0.10%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                                | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                                                   | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              |  | XX        |   1147000 | PA      | $1133522.75   | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                          | MONITRONICS INTERNATIONAL, INC                                                                                         | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $0.02         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                            | CUSIP: 61690FAN3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1749891 | PA      | $35.87        | 0.00%             | 2048-04-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                             | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $628814.43    | 0.03%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                               | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3314397 | PA      | $3331063.85   | 0.15%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                                                              | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2437539 | PA      | $2454492.36   | 0.11%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    358000 | PA      | $357359.18    | 0.02%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    734000 | PA      | $735732.24    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13355735 | PA      | $4723522.80   | 0.21%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    924000 | PA      | $927298.68    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1163577.60   | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $668514.72    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $1033211.30   | 0.05%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3835000 | PA      | $3914729.65   | 0.17%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                  | Navigator 2025-1 Aviation Ltd                                                                                          | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   4065027 | PA      | $4033587.98   | 0.18%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                              | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010105.00   | 0.22%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 47 Ltd                                                                              | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    612000 | PA      | $612905.76    | 0.03%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1145639.04   | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                                                      | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2276000 | PA      | $2430768.00   | 0.11%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                       | Nexa Resources SA                                                                                                      | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   2066000 | PA      | $2237839.55   | 0.10%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                                                                     | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |   1325000 | PA      | $1346372.25   | 0.06%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                    | Niagara Mohawk Power Corp                                                                                              | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2439543.84   | 0.11%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                   | Nickel Industries Ltd                                                                                                  | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    709000 | PA      | $742677.50    | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                         | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    424000 | PA      | $422838.24    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                             | Continental Finance Credit Card ABS Master Trust                                                                       | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5110081.37   | 0.22%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                | Nova Securitisation Sarl                                                                                               | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |   1125000 | PA      | $1113052.50   | 0.05%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                | Nova Securitisation Sarl                                                                                               | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $394152.00    | 0.02%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                                                         | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   4952617 | PA      | $4977177.00   | 0.22%             | 2031-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2025-NQM23 Trust                                                                                                   | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   2160500 | PA      | $2168640.62   | 0.09%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2026-NQM2 Trust                                                                                                    | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3124054 | PA      | $3126922.51   | 0.14%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2024-28 Ltd                                                                                                | CUSIP: 67403HAA2<br>LEI: 25490021ZJ1HSWSNGR97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018825.00   | 0.22%             | 2038-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2025-NQM21 Trust                                                                                                   | CUSIP: 67448BAF1<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |   3393395 | PA      | $3410113.64   | 0.15%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-40 Ltd                                                                                                    | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5004720.00   | 0.22%             | 2038-04-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                                                         | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1543000 | PA      | $1570203.09   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2338000 | PA      | $2397221.54   | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                              | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5543780.00   | 0.24%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1058086.80   | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5831000 | PA      | $5557584.41   | 0.24%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    821000 | PA      | $822231.50    | 0.04%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                   | Orazul Energy Peru SA                                                                                                  | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    567000 | PA      | $573038.55    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                       | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    256000 | PA      | $232396.80    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                     | Accendra Health Inc                                                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    168000 | PA      | $94074.96     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                                                             | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3356036 | PA      | $3357174.74   | 0.15%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                   | Indika Energy Tbk PT                                                                                                   | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |    791000 | PA      | $790209.00    | 0.03%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                  | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    964000 | PA      | $966313.60    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 8 Ltd                                                                                                          | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012095.00   | 0.22%             | 2038-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                            | Pagaya AI Debt Grantor Trust 2024-S1                                                                                   | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2566326 | PA      | $2580360.09   | 0.11%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust             | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                     | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4718362.90   | 0.21%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                 | Park River Holdings Inc                                                                                                | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    376000 | PA      | $387114.56    | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1546863 | PA      | $1426501.20   | 0.06%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4248000 | PA      | $3248063.28   | 0.14%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3602000 | PA      | $2931667.80   | 0.13%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1418245.92   | 0.06%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3502690 | PA      | $3761889.06   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak Clo 12 Ltd                                                                                                  | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |   3600000 | PA      | $3605886.00   | 0.16%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3239000 | PA      | $3113845.04   | 0.14%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                | PUBLIC FIN AUTH WI REVENUE                                                                                             | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $6391499.23   | 0.28%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                 | Public Service Co of Colorado                                                                                          | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4401000 | PA      | $4444393.86   | 0.19%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2025-CES12                                                                                         | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550257 | PA      | $2562717.77   | 0.11%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2025-CES11                                                                                         | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |   3363789 | PA      | $3375503.28   | 0.15%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                 | Rfna LP                                                                                                                | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    397000 | PA      | $399628.14    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1554000 | PA      | $1278165.00   | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $2580919.40   | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                | Regatta XVI Funding Ltd                                                                                                | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   5163857 | PA      | $5163856.74   | 0.23%             | 2033-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                                 | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840000 | PA      | $5898991.59   | 0.26%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                                                                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3868364.28   | 0.17%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                         | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1003332.00   | 0.04%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4836000 | PA      | $4799730.00   | 0.21%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2548000 | PA      | $2625815.92   | 0.11%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $82103.32     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK hynix Inc                                                                                                           | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2075800.00   | 0.09%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                                                        | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $302611.98    | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust               | Santander Mortgage Asset Receivable Trust 2025-NQM6                                                                    | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   3232015 | PA      | $3249854.95   | 0.14%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2923000 | PA      | $3047256.73   | 0.13%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3685000 | PA      | $3689679.95   | 0.16%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                  | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    608000 | PA      | $349481.44    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHORT TERM CONSUMER RECEIVABLE                          | SHORT TERM CONSUMER RECEIVABLE                                                                                         | CUSIP: 82525B109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6751577 | PA      | $7022401.27   | 0.31%             | 2035-11-20      | Variable      | 8.02%                 | No            |                  3 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development                                        | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $933608.00    | 0.04%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 8 Ltd                                                                                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006955.00   | 0.22%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                          | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    391000 | PA      | $341816.11    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    855000 | PA      | $844115.85    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO 27 Ltd                                                                                                | CUSIP: 83013GAA3<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017005.00   | 0.22%             | 2038-01-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $811140.00    | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10276000 | PA      | $10406299.68  | 0.45%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                    | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    914000 | PA      | $932307.42    | 0.04%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                             | Sotheby's Artfi Master Trust                                                                                           | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   5493000 | PA      | $5494716.56   | 0.24%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    224000 | PA      | $217448.00    | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                  | ESC SOUTHEASTERN GROCE                                                                                                 | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71086 | NS      | $2843.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                           | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51999 | NS      | $15599.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1843796.24   | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                        | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2152018.32   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                                                                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    336000 | PA      | $336336.00    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1021000 | PA      | $1023429.98   | 0.04%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1483383.28   | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    452000 | PA      | $454748.16    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   3008000 | PA      | $3106361.60   | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371997.50    | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2564616.04   | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2941574.85   | 0.13%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                             | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $72581.17     | 0.00%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $764479.80    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $416859.20    | 0.02%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund   | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                                                                     | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2612801.79   | 0.11%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| THREELANDS LTD SA RL                                    | Threelands Energy Ltd Sarl                                                                                             | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    680000 | PA      | $689282.00    | 0.03%             | 2035-10-20      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1362000 | PA      | $1385222.10   | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2026-FIX1                                                                                    | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3453278.54   | 0.15%             | 2065-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles CLO IX Ltd                                                                                                    | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   3249068 | PA      | $3255458.92   | 0.14%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2024-3                                                                              | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2184866 | PA      | $1900833.63   | 0.08%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| TRINIDAD GEN UNLTD                                      | Trinidad Generation UnLtd                                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    747000 | PA      | $784723.50    | 0.03%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXXVII Ltd                                                                                                | CUSIP: 89643RAA4<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5715190.50   | 0.25%             | 2039-01-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    548000 | PA      | $535598.76    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                             | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |   2783000 | PA      | $2734854.10   | 0.12%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                  | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1152000 | PA      | $1166757.12   | 0.05%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                  | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    424000 | PA      | $419230.00    | 0.02%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                   | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |   1901000 | PA      | $1970500.56   | 0.09%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                      | Turkiye Ihracat Kredi Bankasi AS                                                                                       | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    845000 | PA      | $873254.69    | 0.04%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                           | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2264000 | PA      | $2277040.64   | 0.10%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAG4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   1033347 | PA      | $1010614.13   | 0.04%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAL3<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    781890 | PA      | $733170.83    | 0.03%             | 2046-03-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                  | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5654522 | PA      | $65272.41     | 0.00%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2019-C16                                                                                 | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13359079 | PA      | $487872.25    | 0.02%             | 2052-04-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    138973 | PA      | $85607.37     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1242465 | PA      | $754176.26    | 0.03%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    213892 | PA      | $134965.85    | 0.01%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                   | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1279000 | PA      | $1264931.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1788000 | PA      | $1278978.75   | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66374800 | PA      | $59900664.40  | 2.62%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67207000 | PA      | $64957140.83  | 2.84%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16913000 | PA      | $16584650.00  | 0.72%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977000 | PA      | $881589.84    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1513230.47   | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15035000 | PA      | $14933983.59  | 0.65%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34942300 | PA      | $35794018.56  | 1.56%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9989000 | PA      | $9798974.86   | 0.43%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4388027.36   | 0.19%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 177111400 | PA      | $178799493.03 | 7.81%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $36884960.76  | 1.61%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88642400 | PA      | $89823144.25  | 3.92%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36260000 | PA      | $37462528.82  | 1.64%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3262100 | PA      | $3351807.75   | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15230000 | PA      | $15454880.39  | 0.67%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175000 | PA      | $6360250.00   | 0.28%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1039000 | PA      | $1058805.94   | 0.05%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28040000 | PA      | $28353259.23  | 1.24%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3267000 | PA      | $3202680.94   | 0.14%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23027800 | PA      | $22883876.25  | 1.00%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10148000 | PA      | $10300220.00  | 0.45%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1269000 | PA      | $1310539.92   | 0.06%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26128000 | PA      | $26398465.56  | 1.15%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37794000 | PA      | $38182274.39  | 1.67%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33270000 | PA      | $33613096.88  | 1.47%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9240000 | PA      | $9278259.33   | 0.41%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5394500 | PA      | $5411779.23   | 0.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44744000 | PA      | $45163475.00  | 1.97%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8738000 | PA      | $8782372.61   | 0.38%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44674200 | PA      | $44897571.00  | 1.96%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120483000 | PA      | $119725275.18 | 5.23%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26060000 | PA      | $25903232.68  | 1.13%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26850000 | PA      | $26671699.08  | 1.16%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10798000 | PA      | $10730512.50  | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20847000 | PA      | $20678432.41  | 0.90%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500200 | PA      | $14391448.50  | 0.63%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19482000 | PA      | $19427967.84  | 0.85%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | REVERSE REPO HSBC                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -11726000 | PA      | $-11726000.00 | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| VFI ABS LLC                                             | VFI ABS 2025-1 LLC                                                                                                     | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3608887 | PA      | $3628400.89   | 0.16%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1436000 | PA      | $1645656.00   | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2782000 | PA      | $2893836.40   | 0.13%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1255000 | PA      | $1327576.65   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                  | Velocity Vehicle Group LLC                                                                                             | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $447791.45    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    389000 | PA      | $400428.82    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    646000 | PA      | $669507.94    | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1373979.86   | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    786000 | PA      | $837372.96    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                           | VERDE CLO Ltd                                                                                                          | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |   2634379 | PA      | $2634885.23   | 0.12%             | 2032-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-12                                                                                     | CUSIP: 92490FAF7<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   2194247 | PA      | $2205335.29   | 0.10%             | 2070-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-11                                                                                     | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   3403877 | PA      | $3415369.92   | 0.15%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973370.00    | 0.04%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1568759.86   | 0.07%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                            | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3260960.00   | 0.14%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                     | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1710000 | PA      | $1733786.10   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                         | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $4765004.01   | 0.21%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81724.14     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2022-3 Ltd                                                                                                    | CUSIP: 92891LAP7<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | JE        |   5388714 | PA      | $5390190.51   | 0.24%             | 2036-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                                                                      | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    225000 | PA      | $205204.50    | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   2908000 | PA      | $2942314.40   | 0.13%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2024-7 Ltd                                                                                                    | CUSIP: 92920XAC5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012120.00   | 0.22%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19875 | NS      | $380474.98    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $248500.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3093 | NS      | $3479625.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| AG TRACKER 34GMG1                                       | AG TRACKER 34GMG1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45030 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                          | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    905000 | PA      | $937136.55    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                  | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    318694 | PA      | $288587.90    | 0.01%             | 2037-12-28      | Variable      | 6.01%                 | 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        |  22764011 | PA      | $100295.96    | 0.00%             | 2049-10-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                        | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14849982 | PA      | $53843.06     | 0.00%             | 2059-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                         | CUSIP: 95000MBS9<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |  38156166 | PA      | $111778.49    | 0.00%             | 2059-11-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                    | EACY0C8 CURO SVP LLC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224166 | PA      | $1169078.17   | 0.05%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | NEW FORTRESS ENERGY INC                                                                                                | CUSIP: 000000000<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |    106620 | NS      | $141804.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITAS US INC/V SERIES G PREF                          | VERITAS US INC/V SERIES G PREF                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       790 | NS      | $16985.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERITAS US INC V SERIES G 1 PR                          | VERITAS US INC V SERIES G 1 PR                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       546 | NS      | $12831.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    306000 | PA      | $301838.40    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                    | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   3374000 | PA      | $3471306.16   | 0.15%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                         | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    858000 | PA      | $869797.50    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33WL9   TRS USD R E IS33WL9/GSVLSUT3 / Short: IS33WL9   TRS USD P V 00MFEDL IS33WM0/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    444981 | OU      | $244942.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SS35C37   IRS NZD R F  4.04500 IS35C37 CCPVANILLA / Short: SS35C37   IRS NZD P V 03MNZDBB IS35C48 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  46430000 | OU      | $-322017.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS36GY9   CDS USD R V 03MEVENT IS36GZ0 CCPSOVEREIGN / Short: BS36GY9   CDS USD P F  1.00000 IS36GY9 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6000000 | OU      | $-37422.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS36VI8   CDS USD R V 03MEVENT IS36VJ9 CCPITRAXX / Short: BS36VI8   CDS USD P F  1.00000 IS36VI8 CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  69840000 | OU      | $-1142771.43  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS37288   CDS USD R F  5.00000 IS37288 CCPCDX / Short: SS37288   CDS USD P V 03MEVENT IS37299 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  62053200 | OU      | $5561355.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SS375Q7   IRS NZD R F  3.71000 IS375Q7 CCPVANILLA / Short: SS375Q7   IRS NZD P V 03MNZDBB IS375R8 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23390000 | OU      | $-449560.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS383F5   TRS USD R E IS383F5/GSVLSUT3 / Short: IS383F5   TRS USD P V 00MFEDL IS383G6/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1191613 | OU      | $202337.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS398T7   CDS USD R F  1.00000 IS398T7 CCPCDX / Short: SS398T7   CDS USD P V 03MEVENT IS398U8 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  71020000 | OU      | $1682297.38   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALI                                                | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |   6630000 | PA      | $8191454.82   | 0.36%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                | Adani Transmission Step-One Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   3064000 | PA      | $3050120.08   | 0.13%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3272000 | PA      | $3224965.00   | 0.14%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1465000 | PA      | $1277448.78   | 0.06%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                 | Panama Notas del Tesoro                                                                                                | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5027000 | PA      | $5007344.43   | 0.22%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   3243000 | PA      | $3181188.42   | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                              | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |   2338000 | PA      | $2773841.47   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                    | Bank Leumi Le-Israel BM                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1300000 | PA      | $1356472.00   | 0.06%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    505538 | PA      | $621237.32    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1730000 | PA      | $2126508.45   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                            | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   3768000 | PA      | $3609786.81   | 0.16%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1099000 | PA      | $1337077.39   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    328553 | PA      | $328224.11    | 0.01%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1340000 | PA      | $807768.75    | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                             | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    414000 | PA      | $450643.14    | 0.02%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                        | Zhongsheng Group Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |   2313000 | PA      | $2332799.28   | 0.10%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    464008 | PA      | $261700.51    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $449294.89    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                        | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |   1281000 | PA      | $1189331.64   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2475000 | PA      | $2594579.63   | 0.11%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                          | CUSIP: 000000000<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    518000 | PA      | $512820.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1126000 | PA      | $1371447.99   | 0.06%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $1044528.01   | 0.05%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    977000 | PA      | $1155585.05   | 0.05%             | 2031-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |  32565000 | PA      | $38554201.12  | 1.68%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    721000 | PA      | $867542.05    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    590000 | PA      | $615833.15    | 0.03%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                     | Sammaan Capital Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |   1088000 | PA      | $1095137.28   | 0.05%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                   | Gruppo San Donato SPA                                                                                                  | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |   1140000 | PA      | $1369284.27   | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    416000 | PA      | $478746.18    | 0.02%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    498000 | PA      | $578940.72    | 0.03%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -259 | NC      | $162427.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       303 | NC      | $258261.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       299 | NC      | $347001.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       467 | NC      | $-696025.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        87 | NC      | $-65375.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $15460.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-940.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-3773.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       715 | NC      | $-333663.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       189 | NC      | $15365.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -816 | NC      | $1253051.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |      -263 | NC      | $-50015.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       588 | NC      | $-62449.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | CAN 10YR BOND FUT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |      -488 | NC      | $411430.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -50 | NC      | $600808.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                            | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   1804000 | PA      | $1827452.00   | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1286000 | PA      | $1231216.40   | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                      | Huarong Finance II Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    630000 | PA      | $630390.60    | 0.03%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                         | CFAMC II Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    498000 | PA      | $500066.70    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | 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        |   1245511 | PA      | $1286003.00   | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | 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        |    150804 | PA      | $145931.35    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |      8409 | NS      | $57685.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1601000 | PA      | $1723076.25   | 0.08%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1655000 | PA      | $1742715.00   | 0.08%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    406000 | PA      | $396256.00    | 0.02%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    993000 | PA      | $770071.50    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2296000 | PA      | $1931510.00   | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   8585000 | PA      | $3897590.00   | 0.17%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                     | Minejesa Capital BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   2967419 | PA      | $2954065.81   | 0.13%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3143000 | PA      | $2872702.00   | 0.13%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    946000 | PA      | $1026410.00   | 0.04%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1307000 | PA      | $1222045.00   | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    346000 | PA      | $294965.00    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1288243 | PA      | $1210625.95   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3551000 | PA      | $2310813.25   | 0.10%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1075499 | PA      | $1176853.95   | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                      | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    971000 | PA      | $944598.51    | 0.04%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                      | Chile Electricity PEC SpA                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2345902 | PA      | $2125105.82   | 0.09%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2180000 | PA      | $2189635.60   | 0.10%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                                                                | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    723240 | PA      | $757818.10    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                        | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    288000 | PA      | $307440.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    549333 | PA      | $564165.33    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   3275000 | PA      | $2744777.50   | 0.12%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    704000 | PA      | $702521.60    | 0.03%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1016000 | PA      | $1102258.40   | 0.05%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    888000 | PA      | $867904.56    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3257641.35   | 0.14%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4257825.00   | 0.19%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    814294 | PA      | $813479.28    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    577000 | PA      | $331662.49    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                                                                          | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |   1085000 | PA      | $1102631.25   | 0.05%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   1673000 | PA      | $1544262.65   | 0.07%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                    | JSW Hydro Energy Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    698475 | PA      | $656566.50    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |   1587198 | PA      | $1648892.39   | 0.07%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                        | Lenovo Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    509000 | PA      | $483361.67    | 0.02%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller