# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-25-159299
**Filing Date:** 2025-6
**Character Count:** 282324
**Document Hash:** e950c649c53b4e540a7d2c7f6bbe8e69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159299.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 251079015

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $2866476032.27

**Total Liabilities:** $550346220.97

**Net Assets:** $2316129811.30

**Delayed Delivery Securities:** $5956254.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1653.08000000 | **1-Year:** -42332.07000000 | **5-Year:** -126520.80000000 | **10-Year:** -71993.88000000 | **30-Year:** -5131.40000000

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

- **3-Month:** -1185.87000000 | **1-Year:** -27700.28000000 | **5-Year:** -126077.04000000 | **10-Year:** -21934.40000000 | **30-Year:** -13274.91000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161785 | 2.13%                | -0.02%               | 0.29%                |
| Class ID C000161779 | 2.28%                | -0.04%               | 0.27%                |
| Class ID C000161781 | 2.30%                | -0.02%               | 0.29%                |
| Class ID C000161780 | 2.22%                | -0.10%               | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4226421.14              | $27044738.78                               |
| Month 2  | $5120345.56              | $-16113022.27                              |
| Month 3  | $-10889270.97            | $10010097.48                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU:IND

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1366000 | PA      | $1161441.50   | 0.05%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $36922031.25  | 1.59%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-3                                                                                 | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437102 | PA      | $196009.34    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                              | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1723435.76   | 0.07%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak Clo 12 Ltd                                                                                                  | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |   3600000 | PA      | $3579829.20   | 0.15%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                                                                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3845815.84   | 0.17%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO XI Ltd                                                                                                     | CUSIP: 01750HAU6<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |   2478788 | PA      | $2462891.53   | 0.11%             | 2033-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2024-7 Ltd                                                                                                    | CUSIP: 92920XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4982525.00   | 0.22%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust 2024-1                      | Cherry Securitization Trust 2024-1                                                                                     | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5264239.05   | 0.23%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1455000 | PA      | $1423499.25   | 0.06%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1350000 | PA      | $880875.00    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                        | Anadolu Efes Biracilik Ve Malt Sanayii AS                                                                              | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |    840000 | PA      | $740779.20    | 0.03%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6908802 | PA      | $6805895.02   | 0.29%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Notas del Tesoro                                 | Panama Notas del Tesoro                                                                                                | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5027000 | PA      | $4960542.56   | 0.21%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    696000 | PA      | $711110.16    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2054040.22   | 0.09%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2017-A                                                                                                | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4959880.00   | 0.21%             | 2038-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BS340A7   IRS USD R V 00MSOFR IS340B8 CCPOIS / Short: BS340A7   IRS USD P F  3.98061 IS340A7 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  26560000 | OU      | $-827061.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2882000 | PA      | $2910387.70   | 0.13%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38431826 | PA      | $35800145.22  | 1.55%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                         | MFB Magyar Fejlesztesi Bank Zrt                                                                                        | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    280000 | PA      | $287876.40    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C3                                                                             | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250766 | PA      | $426841.89    | 0.02%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                      | Huarong Finance II Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    630000 | PA      | $625401.00    | 0.03%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                            | UPL Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |   2029000 | PA      | $1765858.99   | 0.08%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                             | Cencosud SA                                                                                                            | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1289000 | PA      | $1308979.50   | 0.06%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                 | Rfna LP                                                                                                                | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    397000 | PA      | $390139.84    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  69852236 | PA      | $68381518.13  | 2.95%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $1974438.48   | 0.09%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2929919.38   | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3941179 | PA      | $4004274.58   | 0.17%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    864000 | PA      | $695736.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                               | Arko Corp                                                                                                              | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $676042.25    | 0.03%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1536010.56   | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                           | VERDE CLO Ltd                                                                                                          | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |   5009453 | PA      | $5003552.19   | 0.22%             | 2032-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  93125000 | PA      | $94445484.56  | 4.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                  | Velocity Vehicle Group LLC                                                                                             | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $462502.28    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                  | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    608000 | PA      | $421648.00    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                              | Weibo Corp                                                                                                             | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   3312000 | PA      | $3038726.88   | 0.13%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1348000 | PA      | $1348687.48   | 0.06%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                       | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1051868 | PA      | $832795.45    | 0.04%             | 2030-03-06      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $2887470.52   | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                                                                    | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |   1906000 | PA      | $1834525.00   | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1952000 | PA      | $1865526.40   | 0.08%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3353859 | PA      | $364162.99    | 0.02%             | 2041-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23027800 | PA      | $22822708.66  | 0.99%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1465000 | PA      | $1389936.78   | 0.06%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                         | Silver Point CLO 1 Ltd                                                                                                 | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   6060000 | PA      | $6030718.08   | 0.26%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2775 | PA      | $2902.40      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                          | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12697702 | PA      | $139122.37    | 0.01%             | 2049-08-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXX                                                                                                         | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   3041589 | PA      | $3039781.87   | 0.13%             | 2031-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3625031.23   | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 8 Ltd                                                                                | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4923428.40   | 0.21%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                 | Acu Petroleo Luxembourg Sarl                                                                                           | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2057494 | PA      | $2050292.46   | 0.09%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $3196226.48   | 0.14%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $105861.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  54481343 | PA      | $49154516.86  | 2.12%             | 2054-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26325000 | PA      | $20887242.19  | 0.90%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                             | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1313329.95   | 0.06%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                      | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    638000 | PA      | $639834.25    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2023-A                                                                                        | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608069 | PA      | $1609403.22   | 0.07%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $5048889.72   | 0.22%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                  | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    677000 | PA      | $656053.62    | 0.03%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781890 | PA      | $700959.93    | 0.03%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS335F4   TRS USD R E IS335F4/GSVLSUT3 / Short: IS335F4   TRS USD P V 00MFEDL IS335G5/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1056016 | OU      | $-347623.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2005677.65   | 0.09%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1333478.30   | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    416591 | PA      | $412529.13    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2019-C52                                                                         | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16834746 | PA      | $870454.03    | 0.04%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                 | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    629000 | PA      | $625792.10    | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    988000 | PA      | $989768.52    | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                | PUBLIC FIN AUTH WI REVENUE                                                                                             | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $6234819.86   | 0.27%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3520000 | PA      | $3408240.00   | 0.15%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                 | Periama Holdings LLC/DE                                                                                                | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397500.00    | 0.02%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   3257064 | PA      | $3169123.66   | 0.14%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                 | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3051000 | PA      | $3108358.80   | 0.13%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2020-1 Ltd                                                                                     | CUSIP: 05684DAN3<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5200353.60   | 0.22%             | 2033-04-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33372   TRS USD R E IS33372/EAKC8I6 / Short: IS33372   TRS USD P V 00MFEDL IS33383/FEDL01/-120 BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    188023 | OU      | $-63774.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                                                                    | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    429000 | PA      | $429922.35    | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181068 | PA      | $1265038.05   | 0.05%             | 2029-05-25      | Floating      | 13.97%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2228855 | PA      | $2242094.49   | 0.10%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                          | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5173705.00   | 0.22%             | 2047-12-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BDA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2049568 | PA      | $226132.72    | 0.01%             | 2044-08-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS333F0   CDS USD R F  1.00000 IS333F0 CCPCDX / Short: SS333F0   CDS USD P V 03MEVENT IS333G1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  69515000 | OU      | $1104237.41   | 0.05%             |  |  |  | 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      | $1520705.34   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-56671.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1610000 | PA      | $1494885.00   | 0.06%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1073000 | PA      | $1053889.87   | 0.05%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                    | EACY0C8 CURO SVP LLC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111688 | PA      | $1153375.90   | 0.05%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |      8409 | NS      | $128069.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                | MetLife Capital Trust IV                                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4117000 | PA      | $4463280.87   | 0.19%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc Term Loan B                                                                                      | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1004356.80   | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4606000 | PA      | $5156558.59   | 0.22%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    549333 | PA      | $567461.33    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                                                             | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1955000 | PA      | $1966769.10   | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2024-28 Ltd                                                                                                | CUSIP: 67403HAA2<br>LEI: 25490021ZJ1HSWSNGR97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4979065.00   | 0.21%             | 2038-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19669863.33  | 0.85%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1126000 | PA      | $1266022.75   | 0.05%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1559313 | PA      | $1403662.00   | 0.06%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3239000 | PA      | $3343133.85   | 0.14%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                 | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                                                  | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   2044000 | PA      | $2040934.00   | 0.09%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Loan Fund 2024-1 Ltd                                                                                            | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5128560.71   | 0.22%             | 2035-04-25      | Floating      | 5.55%                 | 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      | $3300806.60   | 0.14%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AXHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1316619 | PA      | $173833.58    | 0.01%             | 2047-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2180000 | PA      | $2174550.00   | 0.09%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3262100 | PA      | $3356649.91   | 0.14%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28040000 | PA      | $28357640.48  | 1.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                                                                    | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5300789.70   | 0.23%             | 2031-04-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                     | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513195 | PA      | $529792.25    | 0.02%             | 2025-10-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    738097 | PA      | $726411.28    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    179000 | PA      | $209772.10    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |  -2901100 | PA      | $-2901100.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                           | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1930000 | PA      | $1972460.00   | 0.09%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359845.50    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1320000 | PA      | $1294260.00   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate        | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36                                                | CUSIP: 21055KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1335 | PA      | $1294.17      | 0.00%             | 2044-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    347000 | PA      | $353926.12    | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                                                                                | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3736991.70   | 0.16%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS33435   CDS USD R V 03MEVENT IS33446 CCPITRAXX / Short: BS33435   CDS USD P F  1.00000 IS33435 CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  69843000 | OU      | $-339174.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                                                             | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    954000 | PA      | $969283.08    | 0.04%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1225506.70   | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2009000 | PA      | $1976856.00   | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | REVERSE REPO BARCLAYS                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -988350 | PA      | $-988350.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                                                                              | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $213328.13    | 0.01%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2508163.24   | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2657060 | PA      | $2745088.40   | 0.12%             | 2042-03-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.          | FINThrive Software Intermediate Holdings, Inc. Tranche D Term Loan                                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-12-17      | Floating      | 11.18%                | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29150000 | PA      | $23770807.67  | 1.03%             | 2054-05-01      | Fixed         | 2.00%                 | 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      | $904626.42    | 0.04%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    704000 | PA      | $681120.00    | 0.03%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4503820 | PA      | $552474.63    | 0.02%             | 2048-04-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| UPL Corp Ltd                                            | UPL Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |    756000 | PA      | $695520.00    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | 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      | $325499.74    | 0.01%             | 2044-08-10      | Variable      | 5.20%                 | 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      | $1329250.00   | 0.06%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EA7RQ24 NORDIC AVIATION                                 | EA7RQ24 NORDIC AVIATION                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103735 | NS      | $1945031.25   | 0.08%             |  |  |  | No            |                  3 | 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        |    319014 | PA      | $73727.84     | 0.00%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6739253 | PA      | $6945577.72   | 0.30%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $985691.18    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 113 CLO Ltd                                                                                                     | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5225508.75   | 0.23%             | 2037-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2020-BNK25                                                                                                        | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61850812 | PA      | $2017177.63   | 0.09%             | 2063-01-15      | Variable      | 0.98%                 | 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      | $2618937.86   | 0.11%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC36                                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350000 | PA      | $4279881.05   | 0.18%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29325000 | PA      | $24988263.58  | 1.08%             | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                  | Federal Home Loan Banks                                                                                                | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8695000 | PA      | $9470594.00   | 0.41%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2280915.76   | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3299284.14   | 0.14%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zacapa SARL                                             | Zacapa SARL 2022 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2029-03-22      | Floating      | 8.05%                 | 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        |   3147000 | PA      | $2989681.47   | 0.13%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                      | Saavi Energia Sarl                                                                                                     | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1190000 | PA      | $1191487.50   | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6354000 | PA      | $6551545.86   | 0.28%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13399000 | PA      | $13433544.23  | 0.58%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DAC                                     | NAC Aviation 29 DAC                                                                                                    | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |   4619514 | PA      | $4608150.00   | 0.20%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                     | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                 | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |    182456 | PA      | $189652.82    | 0.01%             | 2025-11-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2272904 | PA      | $0.02         | 0.00%             | 2025-03-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                 | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4101000 | PA      | $3921786.30   | 0.17%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C4                                                                                | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10012274 | PA      | $72960.44     | 0.00%             | 2058-05-10      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2838000 | PA      | $2709466.98   | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $173298.00    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1604459.77   | 0.07%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    617147 | PA      | $231430.13    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                               | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2691000 | PA      | $2601685.71   | 0.11%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC39                                                                                 | CUSIP: 36260JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11991435 | PA      | $452569.95    | 0.02%             | 2052-05-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                               | Hub International Limited 2025 Incremental Term Loan                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                         | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033347 | PA      | $974509.90    | 0.04%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                | Virgolino de Oliveira Finance SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1678266 | PA      | $167.83       | 0.00%             | 2022-02-09      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.          | FINThrive Software Intermediate Holdings, Inc. Tranche C Term Loan                                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-12-15      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $82104.14     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    213892 | PA      | $104058.46    | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $527616.25    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2016-DNA1                                                                                 | CUSIP: 3137G0HZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2209648 | PA      | $2337737.19   | 0.10%             | 2028-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1285000 | PA      | $1278575.00   | 0.06%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                                                          | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1160988.01   | 0.05%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B1A61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2466633 | PA      | $322904.41    | 0.01%             | 2048-05-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                          | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    391000 | PA      | $279381.23    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                | Israel Electric Corp Ltd                                                                                               | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   3850000 | PA      | $3732498.00   | 0.16%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        66 | NC      | $66014.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   7165000 | PA      | $7472736.75   | 0.32%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                             | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2973000 | PA      | $3155185.44   | 0.14%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                     | Cbam 2018-7 Ltd                                                                                                        | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |   1996000 | PA      | $1996998.00   | 0.09%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                                 | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2093187.50   | 0.09%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    878000 | PA      | $726404.52    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                    | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31383.36     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                | Empresa Electrica Cochrane SpA                                                                                         | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    162644 | PA      | $160244.51    | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   4810000 | PA      | $4312165.00   | 0.19%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2640000 | PA      | $2719728.00   | 0.12%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial, LLC                              | Dealer Tire Financial, LLC Term B-5 Loan                                                                               | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                 | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3084000 | PA      | $2846532.00   | 0.12%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                       | ENERGY TECHNOLOGY                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3093 | NS      | $3133209.00   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16150000 | PA      | $16631345.91  | 0.72%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak Clo 17 Ltd                                                                                                  | CUSIP: 72133TAA3<br>LEI: 213800T13UEBKCDDLT29 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2987442.00   | 0.13%             | 2038-01-15      | Floating      | 5.64%                 | 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        |   1831534 | PA      | $1841164.50   | 0.08%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                        | Zhongsheng Group Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |   2313000 | PA      | $2243818.17   | 0.10%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                        | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15870068 | PA      | $149027.87    | 0.01%             | 2059-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding LP                                  | GIP II Blue Holding LP Term Loan B                                                                                     | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.13         | 0.00%             | 2028-09-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    407848 | PA      | $380130.65    | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                   | Indika Energy Tbk PT                                                                                                   | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |   1041000 | PA      | $970087.08    | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2401134.82   | 0.10%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 23 Ltd                                                                                                       | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3561055.20   | 0.15%             | 2038-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $1678260.00   | 0.07%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3143000 | PA      | $2697888.34   | 0.12%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                             | Capital Street Master Trust                                                                                            | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748930 | PA      | $1747900.40   | 0.08%             | 2028-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   5224000 | PA      | $4812610.00   | 0.21%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2XN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2471508 | PA      | $316316.50    | 0.01%             | 2048-08-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                                                                                   | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |   1315000 | PA      | $1294946.25   | 0.06%             | 2036-12-15      | Fixed         | 6.75%                 | 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      | $2979824.25   | 0.13%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FPSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1849533 | PA      | $188605.98    | 0.01%             | 2049-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -191 | NC      | $-643819.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10276000 | PA      | $10369203.32  | 0.45%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358008.00    | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16913000 | PA      | $16781527.81  | 0.72%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72283.68     | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                  | Trinity Industries Inc                                                                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1198797.14   | 0.05%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                              | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2576000 | PA      | $2640889.44   | 0.11%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA2                                                                                 | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114802 | PA      | $1122733.22   | 0.05%             | 2027-12-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                   | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6469000 | PA      | $6485366.57   | 0.28%             | 2029-01-15      | Fixed         | 8.38%                 | 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      | $4966395.00   | 0.21%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                       | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    904000 | PA      | $758383.68    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                    | Kallpa Generacion SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    992000 | PA      | $973648.00    | 0.04%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                              | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4985325.00   | 0.22%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                         | Lehman XS Trust 2007-10H                                                                                               | CUSIP: 525237AV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142751 | PA      | $18911.91     | 0.00%             | 2037-07-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    734000 | PA      | $804412.62    | 0.03%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                                                           | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2044380.00   | 0.09%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 27 Ltd                                                                                                | CUSIP: 83013GAA3<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4992540.00   | 0.22%             | 2038-01-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    456000 | PA      | $405520.80    | 0.02%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1964090.34   | 0.08%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3924472 | PA      | $3987300.87   | 0.17%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                   | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |   1901000 | PA      | $1873682.63   | 0.08%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                               | Great Outdoors Group, LLC Term B-3 Loan                                                                                | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3428392.76   | 0.15%             | 2026-05-15      | Fixed         | 4.70%                 | 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        |   4385071 | PA      | $4456327.99   | 0.19%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                                                                    | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |   1949000 | PA      | $1768717.50   | 0.08%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo Lii                                                                                                         | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4771641.60   | 0.21%             | 2038-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93127800 | PA      | $86379672.07  | 3.73%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81434.97     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2500180.65   | 0.11%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    529000 | PA      | $513293.99    | 0.02%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1219930.95   | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | 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      | $610141.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102185300 | PA      | $102257148.53 | 4.42%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2059000 | PA      | $2089885.00   | 0.09%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33WL9   TRS USD R E IS33WL9/GSVLSUT3 / Short: IS33WL9   TRS USD P V 00MFEDL IS33WM0/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    810467 | OU      | $-16871.03    | -0.00%            |  |  |  | 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        |  30685865 | PA      | $719841.31    | 0.03%             | 2050-07-12      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2758896.00   | 0.12%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1598800.84   | 0.07%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC V SERIES G 1 PR                          | VERITAS US INC V SERIES G 1 PR                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       546 | NS      | $11193.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   3231000 | PA      | $3102406.20   | 0.13%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                            | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2511390 | PA      | $42.69        | 0.00%             | 2048-04-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                               | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    487532 | PA      | $195344.32    | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10400000 | PA      | $11830276.33  | 0.51%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                    | Swiss RE Subordinated Finance PLC                                                                                      | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2599012.00   | 0.11%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1665881.64   | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    211000 | PA      | $182257.58    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | 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      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                                                      | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2276000 | PA      | $2381196.72   | 0.10%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    729000 | PA      | $730561.68    | 0.03%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    937000 | PA      | $933223.89    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                                                         | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5431856.95   | 0.23%             | 2031-04-15      | Floating      | 6.07%                 | 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      | $2334449.70   | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS337T2   TRS USD R E IS337T2/GSVLSUT3 / Short: IS337T2   TRS USD P V 00MFEDL IS337U3/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055894 | OU      | $-350278.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    949000 | PA      | $955728.41    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9925703 | PA      | $1084967.65   | 0.05%             | 2045-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                                                                 | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4731666.88   | 0.20%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13355735 | PA      | $9194622.20   | 0.40%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3609400.32   | 0.16%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                                                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602000 | PA      | $553238.00    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AR4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237114 | PA      | $32488.84     | 0.00%             | 2046-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   2693000 | PA      | $2039947.50   | 0.09%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2419000 | PA      | $1533887.90   | 0.07%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                                                                                 | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   1031000 | PA      | $1032206.27   | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 255608800 | PA      | $258674109.30 | 11.17%            | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   1797000 | PA      | $826620.00    | 0.04%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $770600.00    | 0.03%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2022-Z1                                                                              | CUSIP: 00833PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27689 | PA      | $27681.24     | 0.00%             | 2027-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F4V25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3197268 | PA      | $412880.17    | 0.02%             | 2048-02-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $3110865.00   | 0.13%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                         | CFAMC II Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    498000 | PA      | $494578.74    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                                                                     | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |   1325000 | PA      | $1303879.50   | 0.06%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-2 Ltd                                                                                          | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $941259.05    | 0.04%             | 2034-07-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3230492 | PA      | $3089536.59   | 0.13%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    865000 | PA      | $697259.20    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-4 Ltd                                                                                     | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   5176000 | PA      | $5145622.06   | 0.22%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47600000 | PA      | $47551381.36  | 2.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AG TRACKER 34GMG1                                       | AG TRACKER 34GMG1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53417 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                                                            | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1940000 | PA      | $1886165.00   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1039000 | PA      | $1060510.54   | 0.05%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SS33C08   CDS USD R F  5.00000 IS33C08 CCPCDX / Short: SS33C08   CDS USD P V 03MEVENT IS33C19 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 170800000 | OU      | $7147576.31   | 0.31%             |  |  |  | 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      | $5297768.70   | 0.23%             | 2031-04-26      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                      | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   3987000 | PA      | $3427384.68   | 0.15%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                | Globo Comunicacao e Participacoes SA                                                                                   | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    427000 | PA      | $398309.87    | 0.02%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    764000 | PA      | $766261.44    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3049735 | PA      | $2993826.03   | 0.13%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                          | LSB Industries Inc                                                                                                     | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1315104.04   | 0.06%             | 2028-10-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | REVERSE REPO BARCLAYS                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -778270 | PA      | $-778270.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-40 Ltd                                                                                                    | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4939995.00   | 0.21%             | 2038-04-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO XI Ltd                                                                                                     | CUSIP: 01750HAQ5<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |   3850000 | PA      | $3849414.80   | 0.17%             | 2033-01-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3835000 | PA      | $3853254.60   | 0.17%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                          | MONITRONICS INTERNATIONAL, INC                                                                                         | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1835000 | PA      | $0.02         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Alliance Bernstein                                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   8050935 | NS      | $8050935.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2962 | NC      | $7020140.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    403000 | PA      | $321594.00    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                                                                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    336000 | PA      | $334824.00    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3565994 | PA      | $3592739.07   | 0.16%             | 2043-06-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    233000 | PA      | $207195.25    | 0.01%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                                                                                       | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   1294000 | PA      | $1301278.75   | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | HARBOUR ENERGY PLC                                                                                                     | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3175000 | PA      | $3032125.00   | 0.13%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2019-C18                                                                                 | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41280572 | PA      | $1348380.35   | 0.06%             | 2052-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    912000 | PA      | $654360.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                                                                    | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   3375345 | PA      | $3373029.24   | 0.15%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    892000 | PA      | $759609.36    | 0.03%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REC LTD                                                 | REC Ltd                                                                                                                | CUSIP: 74947LAD6<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    648000 | PA      | $659838.96    | 0.03%             | 2028-04-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137B4VV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340653 | PA      | $26102.77     | 0.00%             | 2041-05-15      | Floating      | 1.59%                 | 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        |  39705305 | PA      | $445898.52    | 0.02%             | 2059-11-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1016000 | PA      | $1052220.40   | 0.05%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2990386.62   | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76723000 | PA      | $74975753.36  | 3.24%             | 2044-02-15      | Fixed         | 4.50%                 | 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      | $400585.00    | 0.02%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                       | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1560000 | PA      | $1579500.00   | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1312000 | PA      | $1338121.92   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $812320.00    | 0.04%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4230000 | PA      | $4655580.30   | 0.20%             | 2034-11-13      | Fixed         | 7.40%                 | 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      | $1611549.94   | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2A44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4895190 | PA      | $643721.84    | 0.03%             | 2048-08-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                  | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363447 | PA      | $318597.07    | 0.01%             | 2037-12-28      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2799710.20   | 0.12%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1662138.74   | 0.07%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1746000 | PA      | $1626730.74   | 0.07%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18918274 | PA      | $16481940.99  | 0.71%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                 | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    612000 | PA      | $605806.56    | 0.03%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2021 Term Loan B                                                                                          | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1730000 | PA      | $2038303.04   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3267000 | PA      | $3195406.77   | 0.14%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91074123 | PA      | $78992575.92  | 3.41%             | 2054-05-01      | Fixed         | 3.00%                 | 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      | $2944320.16   | 0.13%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26128000 | PA      | $26389280.00  | 1.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                       | IRB Holding Corp. 2024 Second Replacement Term B Loan                                                                  | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-HQA1                                                                                 | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1572620 | PA      | $1579126.51   | 0.07%             | 2028-03-25      | Floating      | 13.27%                | No            |                  2 | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                                                        | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2880000 | PA      | $2874240.00   | 0.12%             | 2025-08-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   4752000 | PA      | $4836942.00   | 0.21%             | 2029-01-15      | Fixed         | 6.00%                 | 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      | $3543801.02   | 0.15%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1190000 | PA      | $1179885.00   | 0.05%             | 2030-04-07      | Fixed         | 5.62%                 | 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      | $5933486.72   | 0.26%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9159000 | PA      | $7486566.60   | 0.32%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1554000 | PA      | $1539625.50   | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                | Virgolino de Oliveira Finance SA                                                                                       | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4705103 | PA      | $470.51       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1362000 | PA      | $1354658.82   | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       189 | NC      | $260605.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1138000 | PA      | $925194.00    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                              | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |   2338000 | PA      | $2666535.55   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                      | EXIDE TECHNOLOGIES                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932856 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Boxer Parent Company Inc.                               | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                            | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                         | Veritas US Inc. Dollar Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     61119 | PA      | $59794.43     | 0.00%             | 2029-12-09      | Floating      | 16.80%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   5071280 | PA      | $5057746.28   | 0.22%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    850000 | PA      | $836187.50    | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | REVERSE REPO HSBC                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -10673000 | PA      | $-10673000.00 | -0.46%            |  |  |  | No            |                  1 | 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      | $189422.00    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AR4                                                                                 | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70843 | PA      | $58539.36     | 0.00%             | 2037-03-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                  | ESC SOUTHEASTERN GROCE                                                                                                 | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71086 | NS      | $12795.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29200000 | PA      | $30245953.05  | 1.31%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                       | Halcyon Loan Advisors Funding 2018-1 Ltd                                                                               | CUSIP: 40538TAC7<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | KY        |   1825866 | PA      | $1822124.80   | 0.08%             | 2031-07-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -227430 | PA      | $-227430.00   | -0.01%            |  |  |  | No            |                  1 | 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      | $2378868.24   | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERP IRON ORE LLC                                        | ERP IRON ORE LLC                                                                                                       | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118242 | PA      | $0.00         | 0.00%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD                                        | Lenovo Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    509000 | PA      | $466997.32    | 0.02%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    480000 | PA      | $463051.20    | 0.02%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1637265.00   | 0.07%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   3275000 | PA      | $2667323.75   | 0.12%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS339M9   TRS USD R E IS339M9/GSVLSUT3 / Short: IS339M9   TRS USD P V 00MFEDL IS339N0/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055973 | OU      | $-361777.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111683.20    | 0.00%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    891000 | PA      | $746630.20    | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1932953.55   | 0.08%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2445509.20   | 0.11%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    306964 | PA      | $283315.80    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    905000 | PA      | $775005.80    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | 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      | $2682526.00   | 0.12%             | 2034-07-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1604444.16   | 0.07%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                  | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4702431.10   | 0.20%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                                  | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   1580000 | PA      | $1487668.75   | 0.06%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                            | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   2435000 | PA      | $2173237.50   | 0.09%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $422583.69    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                  | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4024530 | PA      | $2872706.70   | 0.12%             | 2044-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                           | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2847609.44   | 0.12%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | EFESTO BIDCO SPA/US LLC                                                                                                | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2346000 | PA      | $2334035.40   | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 7 Ltd                                                                                | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4481410.50   | 0.19%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                                                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3744000 | PA      | $3642462.72   | 0.16%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2775500.00   | 0.12%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-HY4                                                                               | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126737 | PA      | $113960.60    | 0.00%             | 2047-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                                                                | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   1299173 | PA      | $1288649.31   | 0.06%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                   | Theorem Funding Trust 2022-3                                                                                           | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701390 | PA      | $703784.70    | 0.03%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                              | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $3633103.04   | 0.16%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    617000 | PA      | $556657.40    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1341788.00   | 0.06%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | REVERSE REPO BANK OF NEW YORK                                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | Short            | RA               | CORP              | US        |   -982065 | PA      | $-982065.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CROSSGATES SENIOR LOAN                                  | CROSSGATES SENIOR LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965855 | PA      | $1930665.75   | 0.08%             | 2025-07-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                | Virgolino de Oliveira Finance SA                                                                                       | CUSIP: 92824DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    750000 | PA      | $75.00        | 0.00%             | 2020-01-13      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2275388 | PA      | $263186.84    | 0.01%             | 2049-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                           | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2041000 | PA      | $1962543.96   | 0.08%             | 2034-08-10      | Fixed         | 7.12%                 | 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        |   1328580 | PA      | $1328381.10   | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                     | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $354914.34    | 0.02%             | 2049-07-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36260000 | PA      | $37687737.50  | 1.63%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    770000 | PA      | $802725.00    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                | Coral-US Co-Borrower LLC 2021 Term Loan B6                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-10-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture 41 Clo Ltd                                                                                                     | CUSIP: 92326JAS1<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2648675.00   | 0.11%             | 2034-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                      | Chile Electricity PEC SpA                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   3087139 | PA      | $2677135.89   | 0.12%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126545000 | PA      | $126767442.07 | 5.47%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD3 Mortgage Trust                                                                                             | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12433592 | PA      | $156607.31    | 0.01%             | 2050-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31374TAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $118.61       | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                                                           | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    485000 | PA      | $471541.25    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | 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      | $5326723.49   | 0.23%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-CCRE27 Mortgage Trust                                                                                        | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800917 | PA      | $2757.18      | 0.00%             | 2048-10-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    974000 | PA      | $962204.86    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                       | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4811449.44   | 0.21%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                           | Broadcom Inc. Term A-5 Loan                                                                                            | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |   2876250 | PA      | $2872654.69   | 0.12%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ACFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481913 | PA      | $166886.63    | 0.01%             | 2043-02-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS339G3   TRS USD R E IS339G3/GSVLSUT3 / Short: IS339G3   TRS USD P V 00MFEDL IS339H4/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   1055958 | OU      | $-363235.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5419000 | PA      | $4646142.22   | 0.20%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                           | JEFFERIES REVERSE REPO DUMMY C                                                                                         | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |   -108780 | PA      | $-108780.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9700000 | PA      | $9677644.41   | 0.42%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    587000 | PA      | $542975.00    | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                           | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2380000 | PA      | $2378310.20   | 0.10%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC 2024 Term Loan                                                                                   | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1747548 | PA      | $1686611.22   | 0.07%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    894456 | PA      | $877684.95    | 0.04%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1391795.02   | 0.06%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1802000 | PA      | $1673157.00   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21049000 | PA      | $15418392.50  | 0.67%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                       | Nexa Resources SA                                                                                                      | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   2066000 | PA      | $2109902.50   | 0.09%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1410385.80   | 0.06%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                  | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    964000 | PA      | $960500.68    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                           | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5823000 | PA      | $5739207.03   | 0.25%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1308470 | PA      | $1143354.57   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    379000 | PA      | $365481.07    | 0.02%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: IS33W31   TRS USD R E IS33W31/GSVLSUT3 / Short: IS33W31   TRS USD P V 00MFEDL IS33W42/FEDL01/-120 BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    810491 | OU      | $10374.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    931474 | PA      | $849969.63    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ComEd Financing III                                     | ComEd Financing III                                                                                                    | CUSIP: 20035AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3462000 | PA      | $3448948.26   | 0.15%             | 2033-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2876575.80   | 0.12%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | NEW FORTRESS ENERGY INC                                                                                                | CUSIP: 000000000<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |    106620 | NS      | $578946.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                          | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830721 | PA      | $485390.28    | 0.02%             | 2047-12-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                             | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1587096.64   | 0.07%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4587353.92   | 0.20%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1262000 | PA      | $1279390.36   | 0.06%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                 | India Clean Energy Holdings                                                                                            | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |   2686000 | PA      | $2510067.00   | 0.11%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5298000 | PA      | $4934424.75   | 0.21%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9101000 | PA      | $8181707.99   | 0.35%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                                                                 | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $893433.75    | 0.04%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust 2019-COR6                                                                   | CUSIP: 48129RBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35448482 | PA      | $1100441.40   | 0.05%             | 2052-11-13      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2ER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826271 | PA      | $225982.08    | 0.01%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                             | Opal US LLC USD Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1941286.20   | 0.08%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                | Regatta XVI Funding Ltd                                                                                                | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   6328244 | PA      | $6328079.90   | 0.27%             | 2033-01-15      | Floating      | 5.46%                 | 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        |  28596851 | PA      | $288253.39    | 0.01%             | 2049-10-10      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                               | CUSIP: 38373MVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80597 | PA      | $0.25         | 0.00%             | 2045-11-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    832000 | PA      | $765598.08    | 0.03%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BS32TH1   CDS USD R V 03MEVENT IS32TI2 CCPSOVEREIGN / Short: BS32TH1   CDS USD P F  1.00000 IS32TH1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6000000 | OU      | $103071.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                     | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2177000 | PA      | $2225568.87   | 0.10%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3893736.30   | 0.17%             | 2035-04-01      | 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      | $283020.00    | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B2VX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5852122 | PA      | $759924.35    | 0.03%             | 2048-08-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B6WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2146718 | PA      | $253598.27    | 0.01%             | 2049-10-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |   1643472 | PA      | $1612656.90   | 0.07%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                 | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1033000 | PA      | $911550.19    | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    667000 | PA      | $675964.48    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                                                           | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    652000 | PA      | $586819.56    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    159431 | PA      | $147148.51    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE JUN25                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        11 | NC      | $15673.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1528000 | PA      | $1248941.36   | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5400000 | PA      | $5754510.00   | 0.25%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2011-C4                                                                                | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489238 | PA      | $445353.35    | 0.02%             | 2044-06-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVE                                                                                                | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   1180000 | PA      | $1152340.80   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1286000 | PA      | $1197909.00   | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 31396HSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600861 | PA      | $69712.41     | 0.00%             | 2036-02-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-24CB                                                                                       | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781613 | PA      | $385718.18    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    707000 | PA      | $625878.82    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2285668 | PA      | $1515649.31   | 0.07%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1855000 | PA      | $1879281.95   | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC Dollar Term Loan                                                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     27180 | PA      | $26500.39     | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    691000 | PA      | $685292.34    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                  | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5842304 | PA      | $127756.58    | 0.01%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    358000 | PA      | $326077.14    | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                          | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    553000 | PA      | $531571.25    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                 | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2448790 | PA      | $2521997.88   | 0.11%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BNRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    952156 | PA      | $106455.28    | 0.00%             | 2046-04-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1713000 | PA      | $1063773.00   | 0.05%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2121669.20   | 0.09%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1989684.60   | 0.09%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                                                           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    266482 | PA      | $205239.11    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                                     | St Marys Cement Inc Canada                                                                                             | CUSIP: 78478EAC2<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |    579000 | PA      | $569446.50    | 0.02%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                                 | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1190000 | PA      | $1180777.50   | 0.05%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1426 | NC      | $3570708.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1747918 | PA      | $1762643.88   | 0.08%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $630432.93    | 0.03%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5280000 | PA      | $4671163.20   | 0.20%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33270000 | PA      | $33636489.68  | 1.45%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                            | Orbit Private Holdings I Ltd 2024 Refinancing Term Loan (First Lien)                                                   | CUSIP: 04225VAG7<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-12-11      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXIV CLO Ltd                                                                                                     | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   9437029 | PA      | $9433518.43   | 0.41%             | 2033-04-17      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                   | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $3059472.80   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155685 | PA      | $160355.16    | 0.01%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8647030 | PA      | $8486195.24   | 0.37%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 8 Ltd                                                                                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4941925.00   | 0.21%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    353000 | PA      | $343482.87    | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1822199.28   | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88642400 | PA      | $89944335.25  | 3.88%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                             | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44935953 | PA      | $42984204.82  | 1.86%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                  | Discover Financial Services                                                                                            | CUSIP: 254709AT5<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2901555.80   | 0.13%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |   6630000 | PA      | $7861628.31   | 0.34%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1330000 | PA      | $1349950.00   | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15230000 | PA      | $15467968.75  | 0.67%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2064000 | PA      | $2137973.76   | 0.09%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    962000 | PA      | $986973.52    | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4737000 | PA      | $4776032.88   | 0.21%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1081000 | PA      | $1095528.64   | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12432227 | PA      | $10794270.93  | 0.47%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  78491792 | PA      | $65295398.47  | 2.82%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bonds        | Trinidad & Tobago Government International Bonds                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    484000 | PA      | $476135.00    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                  | Digicel Group Holdings Ltd                                                                                             | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88876 | PA      | $888.76       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   6169000 | PA      | $4917865.11   | 0.21%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                        | CUSIP: 95000HBJ0<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  24853522 | PA      | $389258.35    | 0.02%             | 2049-10-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    226000 | PA      | $192721.50    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                         | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6916.56      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -841 | NC      | $-1702305.20  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2025-1                                                                                                  | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632649 | PA      | $1632997.57   | 0.07%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4985000 | PA      | $4630597.66   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                             | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3279717.00   | 0.14%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1287000 | PA      | $1235520.00   | 0.05%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $1016458.38   | 0.04%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10148000 | PA      | $10314490.63  | 0.45%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    375833 | PA      | $342947.30    | 0.01%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2239963.20   | 0.10%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                    | Kallpa Generacion SA                                                                                                   | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    543000 | PA      | $547615.50    | 0.02%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 8 Ltd                                                                                                          | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4963165.00   | 0.21%             | 2038-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FCAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4671646 | PA      | $605770.41    | 0.03%             | 2047-12-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3893000 | PA      | $4230600.96   | 0.18%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                         | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1436000 | PA      | $1572807.72   | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                                                       | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5096611.50   | 0.22%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    437000 | PA      | $423203.91    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                           | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2718793 | PA      | $2954143.22   | 0.13%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1984000 | PA      | $1620610.56   | 0.07%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20321000 | PA      | $20397203.75  | 0.88%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/V SERIES G PREF                          | VERITAS US INC/V SERIES G PREF                                                                                         | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       790 | NS      | $18170.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3200568.75   | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -722500 | PA      | $-722500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XI Ltd                                                                                             | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4960860.00   | 0.21%             | 2036-01-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   2633000 | PA      | $2707382.25   | 0.12%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                            | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3080574.80   | 0.13%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28727431 | PA      | $28840312.97  | 1.25%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31905400 | PA      | $31622488.76  | 1.37%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                           | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53842 | NS      | $637112.39    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1324040.72  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421961.40    | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    505538 | PA      | $596849.70    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EREGLI DEMIR VE CELIK                                   | Eregli Demir ve Celik Fabrikalari TAS                                                                                  | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |   1415000 | PA      | $1418537.50   | 0.06%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    689000 | PA      | $664182.22    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9143100 | PA      | $7939918.41   | 0.34%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1549323 | PA      | $754520.30    | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7485000 | PA      | $7671900.45   | 0.33%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2923000 | PA      | $2996688.83   | 0.13%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                  | MGM China Holdings Ltd                                                                                                 | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    598000 | PA      | $593712.34    | 0.03%             | 2026-05-15      | Fixed         | 5.88%                 | 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        |   2452615 | PA      | $2450920.80   | 0.11%             | 2027-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                     | CUSIP: 3137F3PH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6777346 | PA      | $1149715.76   | 0.05%             | 2048-03-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    832000 | PA      | $842816.00    | 0.04%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                                                                   | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168829.15    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1249000 | PA      | $1239008.00   | 0.05%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   1673000 | PA      | $1477677.25   | 0.06%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AMAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1155148 | PA      | $133379.68    | 0.01%             | 2045-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   4585000 | PA      | $4309900.00   | 0.19%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1242465 | PA      | $597625.67    | 0.03%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83057.25     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                    | Loyalty Ventures Inc Term Loan B                                                                                       | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   4133254 | PA      | $30999.41     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1099000 | PA      | $1256332.24   | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | 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      | $610296.26    | 0.03%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                           | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1114000 | PA      | $1116940.96   | 0.05%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                 | Regatta XIX Funding Ltd                                                                                                | CUSIP: 75888EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4422919 | PA      | $4424847.39   | 0.19%             | 2035-04-20      | Floating      | 7.57%                 | 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      | $1823159.25   | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                      | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1355000 | PA      | $1280095.60   | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | REVERSE REPO NOMURA                                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |   -553125 | PA      | $-553125.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35170872 | PA      | $35276099.80  | 1.52%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.               | Crown Subsea Communications Holding, Inc. 2024 Term Loan                                                               | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-1                                                                                   | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455770 | PA      | $2493431.52   | 0.11%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7023525.00   | 0.30%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $639052.47    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                       | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   3545000 | PA      | $3463110.50   | 0.15%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1290000 | PA      | $1273552.50   | 0.05%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175000 | PA      | $6386783.17   | 0.28%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                         | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $951247.00    | 0.04%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23299000 | PA      | $23537450.59  | 1.02%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $4047924.40   | 0.17%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556781 | PA      | $567916.76    | 0.02%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3381505.95   | 0.15%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    577000 | PA      | $400149.50    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                    | ATD New Holdings Inc                                                                                                   | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |     29486 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3602000 | PA      | $2355347.80   | 0.10%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3551000 | PA      | $2745384.63   | 0.12%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $463299.61    | 0.02%             | 2033-03-08      | Fixed         | 4.12%                 | 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        |  13747364 | PA      | $577488.28    | 0.02%             | 2052-04-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ATB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11993246 | PA      | $915093.09    | 0.04%             | 2046-10-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-27

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller