# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-070276
**Filing Date:** 2023-3
**Character Count:** 550426
**Document Hash:** 65761a679e1f13c5b3d5246601dab153
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070276.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23770475

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**AB Income Fund** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 69.5%** |  |  |  |
|  **Canada – 5.8%** |  |  |  |
|  Canadian Government Bond <br>1.00%, 09/01/2026 | CAD | 225418 | $157051400 |
|  **United States – 63.7%** |  |  |  |
|  U.S. Treasury Bonds <br>3.00%, 08/15/2052<sup>(a)</sup> | U.S.$| 49257 | 43245668 |
|  U.S. Treasury Notes<br>2.875%, 05/15/2032<sup>(a)</sup> |  | 342529 | 325295699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/2027 |  | 19802 | 19993327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/30/2027<sup>(a) (b) (c) (d)</sup> |  | 369624 | 376554450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2027<sup>(a)</sup> |  | 471602 | 480591811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/2032 |  | 12563 | 13177829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/31/2024 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455821 | 455821100 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714679884 |
|  Total Governments - Treasuries <br>(cost $1,859,936,337) |  |  | 1871731284 |
|  **MORTGAGE PASS-THROUGHS – 20.1%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 20.1%** |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2020<br>2.50%, 08/01/2050 |  | 48746 | 43338088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/2050 |  | 37592 | 33410831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2050 |  | 2710 | 2735995 |
|  Federal National Mortgage Association<br>Series 1998<br>8.00%, 06/01/2028 |  | 1 | 1144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1999<br>7.50%, 11/01/2029 |  | 5 | 5099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br> 4.50%, 02/01/2050 |  | 6196 | 6239232 |
|  Government National Mortgage Association<br>Series 2023<br>4.00%, 02/21/2053, TBA |  | 13732 | 13344366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2053, TBA |  | 70886 | 70385973 |
|  Uniform Mortgage-Backed Security<br>Series 2023<br>3.00%, 02/01/2053, TBA |  | 61874 | 56160407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/2053, TBA |  | 82946 | 77846437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/2053, TBA |  | 44832 | 43276722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/2053, TBA |  | 133971 | 132328098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2053, TBA |  | 62077 | 62324576 |
|  Total Mortgage Pass-Throughs <br>(cost $549,546,457) |  |  | 541396968 |
|  **CORPORATES - INVESTMENT GRADE – 17.4%** |  |  |  |
|  **Financial Institutions – 11.7%** |  |  |  |
|  **Banking – 8.4%** |  |  |  |
|  AIB Group PLC<br>4.263%, 04/10/2025<sup>(e)</sup> |  | 5750 | 5628503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.583%, 10/14/2026<sup>(e)</sup> |  | 8459 | 8754727 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ally Financial, Inc.<br>8.00%, 11/01/2031 | U.S.$| 75 | $82319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>4.70%, 05/15/2026<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 | 3065271 |
|  Banco Bilbao Vizcaya Argentaria SA <br>Series 9 <br>6.50%, 03/05/2025<sup>(f)</sup> |  | 1800 | 1769328 |
|  Banco de Credito del Peru S.A. <br>3.125%, 07/01/2030<sup>(e)</sup> |  | 3765 | 3458962 |
|  Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand <br>5.375%, 04/17/2025<sup>(e)</sup> |  | 3998 | 3993003 |
|  Banco Santander SA<br>3.225%, 11/22/2032 |  | 200 | 160990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.175%, 03/24/2028 |  | 2800 | 2662324 |
|  Bank of America Corp. <br>6.204%, 11/10/2028 |  | 5206 | 5490456 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(e)</sup> |  | 2167 | 2197035 |
|  Barclays PLC<br>7.125%, 06/15/2025<sup>(f)</sup> | GBP | 333 | 399413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/2023<sup>(e) (f)</sup> |  | 1350 | 1661401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.385%, 11/02/2028 | U.S.$| 3394 | 3676686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2029<sup>(f)</sup> |  | 8072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8095651 |
|  BBVA Bancomer SA/Texas <br>5.875%, 09/13/2034<sup>(e)</sup> |  | 5343 | 5128612 |
|  BNP Paribas SA <br>4.625%, 02/25/2031<sup>(e) (f)</sup> |  | 2545 | 2086696 |
|  BPCE SA <br>5.975%, 01/18/2027<sup>(e)</sup> |  | 5330 | 5395452 |
|  Capital One Financial Corp. <br>5.468%, 02/01/2029 |  | 2537 | 2551943 |
|  Citigroup, Inc.<br>3.875%, 02/18/2026<sup>(f)</sup> |  | 3286 | 2999428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.87% (LIBOR 3 Month + 4.07%), 04/30/2023<sup>(f) (g)</sup> |  | 846 | 851144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U<br> 5.00%, 09/12/2024<sup>(f)</sup> |  | 2540 | 2431745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V<br> 4.70%, 01/30/2025<sup>(f)</sup> |  | 1811 | 1655200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br> 4.00%, 12/10/2025<sup>(f)</sup> |  | 2865 | 2672300 |
|  Credit Agricole SA <br>8.125%, 12/23/2025<sup>(e) (f)</sup> |  | 4972 | 5131999 |
|  Credit Suisse Group AG<br>6.373%, 07/15/2026<sup>(e)</sup> |  | 1114 | 1081616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 12/11/2023<sup>(e) (f)</sup> |  | 2150 | 2033879 |
|  Danske Bank A/S<br>3.244%, 12/20/2025<sup>(e)</sup> |  | 200 | 190672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.298%, 04/01/2028<sup>(e)</sup> |  | 4773 | 4594824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.466%, 01/09/2026<sup>(e)</sup> |  | 3667 | 3721822 |
|  Deutsche Bank AG/New York NY<br>1.447%, 04/01/2025 |  | 150 | 141825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.119%, 07/14/2026 |  | 4938 | 5004317 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/18/2029 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533914 |
|  Discover Financial Services <br>6.70%, 11/29/2032 |  | 2653 | 2835075 |
|  First-Citizens Bank & Trust Co. <br>3.929%, 06/19/2024 |  | 5 | 4968 |
|  HSBC Holdings PLC<br>4.60%, 12/17/2030<sup>(f)</sup> |  | 1030 | 867816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/29/2033 |  | 3659 | 3373378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/2025<sup>(f)</sup> |  | 468 | 461186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.336%, 11/03/2026 |  | 9148 | 9657818 |
|  ING Groep NV<br>6.50%, 04/16/2025<sup>(f)</sup> |  | 6341 | 6157999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/16/2024<sup>(e) (f)</sup> |  | 3383 | 3325895 |
|  Intesa Sanpaolo SpA<br>5.017%, 06/26/2024<sup>(e)</sup> |  | 999 | 973266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/21/2025<sup>(e)</sup> |  | 1036 | 1070333 |
|  KBC Group NV <br>5.796%, 01/19/2029<sup>(e)</sup> |  | 1193 | 1210334 |
|  Morgan Stanley<br>4.21%, 04/20/2028 |  | 3639 | 3537035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.296%, 10/18/2028 |  | 10098 | 10673283 |
|  Nationwide Building Society <br>4.302%, 03/08/2029<sup>(e)</sup> |  | 2000 | 1872540 |
|  NatWest Group PLC <br>7.472%, 11/10/2026 |  | 2381 | 2518789 |
|  Nordea Bank Abp <br>6.625%, 03/26/2026<sup>(e) (f)</sup> |  | 8725 | 8633039 |
|  PNC Financial Services Group, Inc. (The) <br>Series O <br>8.492% (LIBOR 3 Month + 3.68%), 05/01/2023<sup>(f) (g)</sup> |  | 1247 | 1256028 |
|  Santander UK Group Holdings PLC <br>6.833%, 11/21/2026 |  | 10499 | 10861635 |
|  Societe Generale SA<br>6.447%, 01/12/2027<sup>(e)</sup> |  | 10270 | 10531474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 09/29/2025<sup>(e) (f)</sup> |  | 486 | 491764 |
|  Standard Chartered PLC<br>6.17%, 01/09/2027<sup>(e)</sup> |  | 2054 | 2103152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.312% (LIBOR 3 Month + 1.51%), 01/30/2027<sup>(e) (f) (g)</sup> |  | 7500 | 6552375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2027<sup>(e) (f)</sup> |  | 290 | 296313 |
|  Sumitomo Mitsui Financial Group, Inc. <br>5.71%, 01/13/2030 |  | 7605 | 7918098 |
|  Swedbank AB <br>Series NC5 <br>5.625%, 09/17/2024<sup>(e) (f)</sup> |  | 8800 | 8558000 |
|  Truist Financial Corp. <br>Series Q <br>5.10%, 03/01/2030<sup>(f)</sup> |  | 12605 | 12271598 |
|  UBS Group AG <br>4.375%, 12/31/2099<sup>(e) (f) (h)</sup> |  | 4958 | 4054256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/19/2025<sup>(e) (f)</sup> |  | 211 | 212608 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(e)</sup> | U.S.$| 250 | $219515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.569%, 09/22/2026<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | 3605161 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227408188 |
|  **Brokerage – 0.2%** |  |  |  |
|  Nomura Holdings, Inc. <br>5.709%, 01/09/2026 |  | 6517 | 6603285 |
|  **Finance – 0.9%** |  |  |  |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(e)</sup> |  | 1242 | 1081496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/01/2024 |  | 678 | 663803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/25/2023 |  | 1716 | 1702272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2023 |  | 140 | 139766 |
|  Aviation Capital Group LLC<br>4.125%, 08/01/2025<sup>(e)</sup> |  | 1592 | 1501829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/30/2024<sup>(e)</sup> |  | 1694 | 1662661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(e)</sup> |  | 1315 | 1255891 |
|  Huarong Finance 2017 Co., Ltd. <br>4.75%, 04/27/2027<sup>(e)</sup> |  | 400 | 361450 |
|  Huarong Finance II Co., Ltd. <br>5.50%, 01/16/2025<sup>(e)</sup> |  | 6664 | 6442422 |
|  Synchrony Financial <br>3.95%, 12/01/2027 |  | 9789 | 9053944 |
|  |  |  | 23865534 |
|  **Insurance – 1.6%** |  |  |  |
|  ACE Capital Trust II <br>9.70%, 04/01/2030 |  | 750 | 945015 |
|  Assicurazioni Generali SpA <br>5.50%, 10/27/2047<sup>(e)</sup> | EUR | 6630 | 7368757 |
|  Credit Agricole Assurances SA <br>4.75%, 09/27/2048<sup>(e)</sup> |  | 3200 | 3434351 |
|  Fairfax Financial Holdings Ltd. <br>8.30%, 04/15/2026 | U.S.$| 5000 | 5373750 |
|  Hartford Financial Services Group, Inc. (The) <br>Series ICON <br>6.731% (LIBOR 3 Month + 2.12%), 02/12/2047<sup>(e) (g)</sup> |  | 3275 | 2799634 |
|  MetLife Capital Trust IV <br>7.875%, 12/15/2037<sup>(e)</sup> |  | 4117 | 4528700 |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 |  | 4029 | 3950273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 2868 | 2851308 |
|  Voya Financial, Inc. <br>5.65%, 05/15/2053 |  | 12065 | 12014086 |
|  |  |  | 43265874 |
|  **REITs – 0.6%** |  |  |  |
|  Boston Properties LP <br>6.75%, 12/01/2027 |  | 3440 | 3644026 |
|  GLP Capital LP/GLP Financing II, Inc. <br>5.375%, 04/15/2026 |  | 283 | 282706 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Office Properties Income Trust <br>3.45%, 10/15/2031 | U.S.$| 1577 | $1098113 |
|  Spirit Realty LP<br>2.10%, 03/15/2028 |  | 3911 | 3306320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/2030 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | 1560600 |
|  STORE Capital Corp. <br>4.625%, 03/15/2029 |  | 1143 | 1045411 |
|  Trust Fibra Uno <br>4.869%, 01/15/2030<sup>(e)</sup> |  | 4814 | 4414077 |
|  |  |  | 15351253 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316494134 |
|  **Industrial – 4.5%** |  |  |  |
|  **Basic – 0.6%** |  |  |  |
|  Anglo American Capital PLC <br>5.625%, 04/01/2030<sup>(e)</sup> |  | 3960 | 4055416 |
|  Arconic Corp. <br>6.00%, 05/15/2025<sup>(e)</sup> |  | 765 | 761167 |
|  Celanese US Holdings LLC <br>6.05%, 03/15/2025 |  | 1124 | 1132779 |
|  CF Industries, Inc. <br>4.95%, 06/01/2043 |  | 75 | 68319 |
|  Freeport Indonesia PT <br>4.763%, 04/14/2027<sup>(e)</sup> |  | 964 | 935186 |
|  Gold Fields Orogen Holdings BVI Ltd. <br>5.125%, 05/15/2024<sup>(e)</sup> |  | 1445 | 1435788 |
|  MEGlobal Canada ULC <br>5.00%, 05/18/2025<sup>(e)</sup> |  | 1988 | 1977066 |
|  Nexa Resources SA <br>5.375%, 05/04/2027<sup>(e)</sup> |  | 1441 | 1393447 |
|  Suzano Austria GmbH<br>3.75%, 01/15/2031 |  | 2135 | 1821262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/2030 |  | 1260 | 1192275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DM3N<br>3.125%, 01/15/2032 |  | 427 | 339465 |
|  |  |  | 15112170 |
|  **Capital Goods – 0.2%** |  |  |  |
|  General Electric Co. <br>Series D <br>8.099% (LIBOR 3 Month + 3.33%), 03/15/2023<sup>(f) (g)</sup> |  | 1203 | 1198693 |
|  Regal Rexnord Corp.<br>6.30%, 02/15/2030<sup>(e)</sup> |  | 1078 | 1097555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033<sup>(e)</sup> |  | 1275 | 1305677 |
|  Westinghouse Air Brake Technologies Corp. <br>4.95%, 09/15/2028 |  | 2060 | 2042593 |
|  |  |  | 5644518 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Communications - Media – 0.4%** |  |  |  |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691 | $2437400 |
|  Prosus NV <br>3.68%, 01/21/2030<sup>(e)</sup> |  | 5224 | 4502435 |
|  Telecomunicaciones Digitales SA <br>4.50%, 01/30/2030<sup>(e)</sup> |  | 433 | 381311 |
|  Weibo Corp. <br>3.50%, 07/05/2024 |  | 4574 | 4423344 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744490 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC<br>4.738%, 03/20/2025<sup>(e)</sup> |  | 1119 | 1109580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.152%, 03/20/2028<sup>(e)</sup> |  | 1990 | 1985642 |
|  |  |  | 3095222 |
|  **Consumer Cyclical - Automotive – 0.0%** |  |  |  |
|  Harley-Davidson Financial Services, Inc. <br>3.05%, 02/14/2027<sup>(e)</sup> |  | 655 | 599214 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Lennar Corp. <br>4.75%, 11/29/2027 |  | 75 | 73978 |
|  PulteGroup, Inc. <br>6.375%, 05/15/2033 |  | 2868 | 3002481 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc. <br>4.625%, 04/16/2029<sup>(e)</sup> |  | 1100 | 900779 |
|  |  |  | 3977238 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Macy's Retail Holdings LLC<br>5.875%, 03/15/2030<sup>(e)</sup> |  | 985 | 899797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(e)</sup> |  | 1510 | 1352960 |
|  |  |  | 2252757 |
|  **Consumer Non-Cyclical – 0.8%** |  |  |  |
|  BAT Capital Corp.<br>4.906%, 04/02/2030 |  | 7540 | 7133142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 15 | 16739 |
|  BAT International Finance PLC <br>4.448%, 03/16/2028 |  | 7944 | 7605744 |
|  Charles River Laboratories International, Inc. <br>4.00%, 03/15/2031<sup>(e)</sup> |  | 423 | 374012 |
|  Newell Brands, Inc.<br>6.375%, 09/15/2027 |  | 1534 | 1542284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029<sup>(a)</sup> |  | 1534 | 1555123 |
|  Philip Morris International, Inc. <br>5.625%, 11/17/2029 |  | 2396 | 2502478 |
|  |  |  | 20729522 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Energy – 1.1%** |  |  |  |
|  Continental Resources, Inc./OK <br>5.75%, 01/15/2031<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455057 |
|  Ecopetrol SA<br>5.875%, 09/18/2023 |  | 281 | 280297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/02/2051 |  | 1495 | 1033419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 4658 | 4342327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 01/13/2033 |  | 440 | 450472 |
|  Hess Corp. <br>7.30%, 08/15/2031 |  | 7522 | 8434795 |
|  Hunt Oil Co. of Peru LLC Sucursal Del Peru <br>6.375%, 06/01/2028<sup>(e)</sup> |  | 999 | 958273 |
|  Oleoducto Central SA <br>4.00%, 07/14/2027<sup>(e)</sup> |  | 1169 | 1034054 |
|  Raizen Fuels Finance SA <br>5.30%, 01/20/2027<sup>(e)</sup> |  | 2218 | 2166542 |
|  Tengizchevroil Finance Co. International Ltd. <br>3.25%, 08/15/2030<sup>(e)</sup> |  | 1918 | 1445692 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(e)</sup> |  | 2892 | 3046896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(e)</sup> |  | 1436 | 1572693 |
|  Western Midstream Operating LP<br>3.95%, 06/01/2025 |  | 159 | 152360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2030 |  | 1171 | 1072050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/01/2026 |  | 1558 | 1502411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2028 |  | 490 | 466010 |
|  |  |  | 30413348 |
|  **Technology – 0.7%** |  |  |  |
|  Baidu, Inc. <br>3.425%, 04/07/2030 |  | 225 | 204313 |
|  Entegris Escrow Corp. <br>4.75%, 04/15/2029<sup>(e)</sup> |  | 7688 | 7213035 |
|  Lenovo Group Ltd.<br>3.421%, 11/02/2030<sup>(e)</sup> |  | 509 | 430519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.831%, 01/27/2028<sup>(e)</sup> |  | 1585 | 1601373 |
|  Micron Technology, Inc. <br>6.75%, 11/01/2029 |  | 5492 | 5847058 |
|  NXP BV/NXP Funding LLC <br>5.55%, 12/01/2028 |  | 1130 | 1164058 |
|  SK Hynix, Inc.<br>6.25%, 01/17/2026<sup>(e)</sup> |  | 582 | 587267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/17/2028<sup>(e)</sup> |  | 918 | 931104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/17/2033<sup>(e)</sup> |  | 787 | 795193 |
|  Western Digital Corp.<br>2.85%, 02/01/2029 |  | 185 | 150845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/2032 |  | 553 | 424627 |
|  |  |  | 19349392 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(e)</sup> |  | 1640 | 1594490 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(e)</sup> | U.S.$| 537 | $480952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(e)</sup> |  | 1557 | 1517937 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998889 |
|  **Transportation - Services – 0.1%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd. <br>4.00%, 07/30/2027<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 | 3530450 |
|  |  |  | 120041700 |
|  **Utility – 1.2%** |  |  |  |
|  **Electric – 1.2%** |  |  |  |
|  Adani Transmission Step-One Ltd. <br>4.00%, 08/03/2026<sup>(e)</sup> |  | 3064 | 2512480 |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(e)</sup> |  | 2474 | 2202324 |
|  Chile Electricity PEC SpA <br>Zero Coupon, 01/25/2028<sup>(e)</sup> |  | 3169 | 2339712 |
|  Colbun SA <br>3.15%, 03/06/2030<sup>(e)</sup> |  | 209 | 182353 |
|  ComEd Financing III <br>6.35%, 03/15/2033 |  | 3462 | 3568630 |
|  Cometa Energia SA de CV <br>6.375%, 04/24/2035<sup>(e)</sup> |  | 440 | 431755 |
|  Empresa Electrica Cochrane SpA <br>5.50%, 05/14/2027<sup>(e)</sup> |  | 281 | 267422 |
|  Empresas Publicas de Medellin ESP<br>4.25%, 07/18/2029<sup>(e)</sup> |  | 3775 | 3093848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 02/15/2031<sup>(e)</sup> |  | 5315 | 4206490 |
|  Enel Finance International NV <br>7.50%, 10/14/2032<sup>(e)</sup> |  | 2493 | 2800686 |
|  Engie Energia Chile SA <br>3.40%, 01/28/2030<sup>(e)</sup> |  | 6432 | 5369916 |
|  Kallpa Generacion SA <br>4.125%, 08/16/2027<sup>(e)</sup> |  | 2562 | 2394349 |
|  LLPL Capital Pte Ltd. <br>6.875%, 02/04/2039<sup>(e)</sup> |  | 2978 | 2709678 |
|  |  |  | 32079643 |
|  Total Corporates - Investment Grade <br>(cost $485,636,016) |  |  | 468615477 |
|  **CORPORATES - NON-INVESTMENT GRADE – 10.4%** |  |  |  |
|  **Industrial – 8.3%** |  |  |  |
|  **Basic – 0.4%** |  |  |  |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(e)</sup> |  | 277 | 236566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/30/2029<sup>(e)</sup> |  | 280 | 202653 |
|  ERP Iron Ore, LLC <br>9.034%, 12/31/2019<sup>(h) (i) (j) (k) (l)</sup> |  | 118 | 78879 |
|  FMG Resources (August 2006) Pty Ltd. <br>6.125%, 04/15/2032<sup>(e)</sup> |  | 3761 | 3667238 |
|  Graphic Packaging International LLC <br>4.75%, 07/15/2027<sup>(e)</sup> |  | 32 | 30789 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  INEOS Quattro Finance 1 PLC <br>3.75%, 07/15/2026<sup>(e)</sup> | EUR | 107 | $103292 |
|  Kleopatra Finco Sarl <br>4.25%, 03/01/2026<sup>(a) (e)</sup> |  | 2779 | 2530126 |
|  Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018<sup>(h) (i) (k) (l) (m)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 | 0 |
|  SCIL IV LLC/SCIL USA Holdings LLC <br>5.375%, 11/01/2026<sup>(e)</sup> |  | 1782 | 1644251 |
|  Sealed Air Corp. <br>6.125%, 02/01/2028<sup>(e)</sup> |  | 667 | 673217 |
|  Vibrantz Technologies, Inc. <br>9.00%, 02/15/2030<sup>(e)</sup> |  | 4043 | 3129646 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12296657 |
|  **Capital Goods – 0.4%** |  |  |  |
|  ARD Finance SA <br>6.50% (6.50% Cash or 7.25% PIK), 06/30/2027<sup>(e) (j)</sup> |  | 1692 | 1326013 |
|  Bombardier, Inc. <br>7.875%, 04/15/2027<sup>(e)</sup> |  | 82 | 81999 |
|  Chart Industries, Inc. <br>7.50%, 01/01/2030<sup>(e)</sup> |  | 674 | 688505 |
|  Clean Harbors, Inc. <br>6.375%, 02/01/2031<sup>(e)</sup> |  | 249 | 253651 |
|  Eco Material Technologies, Inc. <br>7.875%, 01/31/2027<sup>(e)</sup> |  | 2807 | 2702916 |
|  Gates Global LLC/Gates Corp. <br>6.25%, 01/15/2026<sup>(e)</sup> |  | 771 | 759310 |
|  TK Elevator Holdco GmbH <br>7.625%, 07/15/2028<sup>(a) (e)</sup> |  | 1008 | 895406 |
|  TransDigm, Inc. <br>6.25%, 03/15/2026<sup>(e)</sup> |  | 33 | 32988 |
|  Triumph Group, Inc.<br>6.25%, 09/15/2024<sup>(e)</sup> |  | 1309 | 1265332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2025 |  | 362 | 307972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(e)</sup> |  | 1428 | 1455218 |
|  Trivium Packaging Finance BV <br>3.75%, 08/15/2026<sup>(e)</sup> | EUR | 100 | 101248 |
|  |  |  | 9870558 |
|  **Communications - Media – 0.9%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>6.50%, 11/15/2028<sup>(e)</sup> | U.S.$| 4764 | 3623022 |
|  Altice Financing SA <br>5.75%, 08/15/2029<sup>(e)</sup> |  | 3670 | 3090874 |
|  AMC Networks, Inc. <br>4.25%, 02/15/2029 |  | 3809 | 2337507 |
|  Banijay Entertainment SASU<br>3.50%, 03/01/2025<sup>(e)</sup> | EUR | 600 | 630256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/2025<sup>(e)</sup> | U.S.$| 455 | 438943 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.50%, 08/15/2030<sup>(e)</sup> |  | 688 | 588226 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(e)</sup> | U.S.$| 6459 |  | $5248261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(e)</sup> |  | 519 |  | 441025 |
|  CSC Holdings LLC<br>4.625%, 12/01/2030<sup>(e)</sup> |  | 547 |  | 323479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2030<sup>(e)</sup> |  | 728 |  | 459084 |
|  DISH DBS Corp.<br>5.125%, 06/01/2029 |  | 635 |  | 403828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/2026<sup>(e)</sup> |  | 289 |  | 249017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/2026 |  | 302 |  | 244992 |
|  iHeartCommunications, Inc. <br>6.375%, 05/01/2026 |  | 0 | <sup>\*\*</sup> | 336 |
|  McGraw-Hill Education, Inc. <br>5.75%, 08/01/2028<sup>(e)</sup> |  | 3282 |  | 2891081 |
|  National CineMedia LLC <br>5.875%, 04/15/2028<sup>(e)</sup> |  | 2267 |  | 584161 |
|  Sinclair Television Group, Inc. <br>5.50%, 03/01/2030<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |  | 1795037 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23349129 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |  |
|  Intelsat Jackson Holdings SA <br>5.50%, 08/01/2023<sup>(h) (k) (l)</sup> |  | 4941 |  | 0 |
|  Kaixo Bondco Telecom SA <br>5.125%, 09/30/2029<sup>(e)</sup> | EUR | 4070 |  | 3822456 |
|  Vmed O2 UK Financing I PLC <br>4.75%, 07/15/2031<sup>(e)</sup> | U.S.$| 1329 |  | 1132972 |
|  |  |  |  | 4955428 |
|  **Consumer Cyclical - Automotive – 0.7%** |  |  |  |  |
|  Clarios Global LP/Clarios US Finance Co. <br>4.375%, 05/15/2026<sup>(e)</sup> | EUR | 360 |  | 373504 |
|  Dealer Tire LLC/DT Issuer LLC <br>8.00%, 02/01/2028<sup>(e)</sup> | U.S.$| 2682 |  | 2483720 |
|  Exide Technologies<br>(Exchange Priority)<br>11.00%, 10/31/2024<sup>(h) (k) (l) (m)</sup> |  | 2273 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; (First Lien)<br>11.00%, 10/31/2024<sup>(h) (k) (l) (m)</sup> |  | 933 |  | 0 |
|  Ford Motor Co. <br>6.10%, 08/19/2032 |  | 4859 |  | 4767894 |
|  IHO Verwaltungs GmbH<br>3.625% (3.625% Cash or 4.375% PIK), 05/15/2025<sup>(e) (j)</sup> | EUR | 560 |  | 573449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875% (3.875% Cash or 4.625% PIK), 05/15/2027<sup>(e) (j)</sup> |  | 623 |  | 595830 |
|  Jaguar Land Rover Automotive PLC<br>5.50%, 07/15/2029<sup>(e)</sup> | U.S.$| 2707 |  | 2112949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/15/2025<sup>(e)</sup> |  | 1661 |  | 1635038 |
|  Mclaren Finance PLC <br>7.50%, 08/01/2026<sup>(e)</sup> |  | 6471 |  | 4880558 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  PM General Purchaser LLC <br>9.50%, 10/01/2028<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | $1154309 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18577251 |
|  **Consumer Cyclical - Entertainment – 1.0%** |  |  |  |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(e)</sup> |  | 1841 | 1586997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(e)</sup> |  | 2598 | 2155743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 08/01/2027<sup>(e)</sup> |  | 1508 | 1550013 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op <br>5.50%, 05/01/2025<sup>(e)</sup> |  | 8053 | 7997434 |
|  Lindblad Expeditions LLC <br>6.75%, 02/15/2027<sup>(e)</sup> |  | 779 | 762766 |
|  NCL Corp. Ltd. <br>8.375%, 02/01/2028<sup>(e)</sup> |  | 1524 | 1549420 |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(e)</sup> |  | 433 | 376225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(e)</sup> |  | 82 | 73354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(e)</sup> |  | 1617 | 1391040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/2025<sup>(e)</sup> |  | 2358 | 2530040 |
|  SeaWorld Parks & Entertainment, Inc. <br>8.75%, 05/01/2025<sup>(e)</sup> |  | 4017 | 4123330 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(e)</sup> |  | 1057 | 901357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(e)</sup> |  | 888 | 942070 |
|  Viking Ocean Cruises Ship VII Ltd. <br>5.625%, 02/15/2029<sup>(e)</sup> |  | 1376 | 1176769 |
|  VOC Escrow Ltd. <br>5.00%, 02/15/2028<sup>(e)</sup> |  | 75 | 66005 |
|  |  |  | 27182563 |
|  **Consumer Cyclical - Other – 0.5%** |  |  |  |
|  Adams Homes, Inc. <br>7.50%, 02/15/2025<sup>(e)</sup> |  | 1585 | 1367443 |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC <br>6.25%, 09/15/2027<sup>(e)</sup> |  | 1846 | 1644915 |
|  Caesars Entertainment, Inc. <br>7.00%, 02/15/2030<sup>(e)</sup> |  | 705 | 718409 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(e)</sup> |  | 140 | 121348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(e)</sup> |  | 1864 | 1666323 |
|  Installed Building Products, Inc. <br>5.75%, 02/01/2028<sup>(e)</sup> |  | 846 | 779758 |
|  NAC Aviation 29 DAC <br>4.75%, 06/30/2026 |  | 5859 | 5140411 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Travel & Leisure Co. <br>6.625%, 07/31/2026<sup>(e)</sup> | U.S.$| 2404 | $2386355 |
|  |  |  | 13824962 |
|  **Consumer Cyclical - Restaurants – 0.1%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc. <br>3.875%, 01/15/2028<sup>(e)</sup> |  | 1546 | 1413044 |
|  **Consumer Cyclical - Retailers – 0.7%** |  |  |  |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(e)</sup> |  | 845 | 669231 |
|  Bath & Body Works, Inc.<br>6.75%, 07/01/2036 |  | 704 | 636486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | 2028051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 07/01/2025<sup>(e)</sup> |  | 185 | 198111 |
|  Dufry One BV <br>2.50%, 10/15/2024<sup>(e)</sup> | EUR | 1810 | 1926223 |
|  FirstCash, Inc. <br>5.625%, 01/01/2030<sup>(e)</sup> | U.S.$| 66 | 60589 |
|  Foundation Building Materials, Inc. <br>6.00%, 03/01/2029<sup>(e)</sup> |  | 1143 | 919406 |
|  Kontoor Brands, Inc. <br>4.125%, 11/15/2029<sup>(e)</sup> |  | 2225 | 1922066 |
|  Michaels Cos, Inc. (The) <br>7.875%, 05/01/2029<sup>(e)</sup> |  | 4529 | 3440410 |
|  PetSmart, Inc./PetSmart Finance Corp. <br>7.75%, 02/15/2029<sup>(e)</sup> |  | 1480 | 1459221 |
|  Rite Aid Corp. <br>7.50%, 07/01/2025<sup>(e)</sup> |  | 1748 | 1152893 |
|  SRS Distribution, Inc. <br>6.125%, 07/01/2029<sup>(e)</sup> |  | 548 | 471220 |
|  Staples, Inc.<br>7.50%, 04/15/2026<sup>(e)</sup> |  | 2956 | 2624337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 04/15/2027<sup>(e)</sup> |  | 1108 | 839432 |
|  TPro Acquisition Corp. <br>11.00%, 10/15/2024<sup>(e)</sup> |  | 716 | 699976 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19047652 |
|  **Consumer Non-Cyclical – 0.5%** |  |  |  |
|  CHS/Community Health Systems, Inc. <br>6.875%, 04/15/2029<sup>(e)</sup> |  | 2079 | 1314240 |
|  Cidron Aida Finco SARL <br>5.00%, 04/01/2028<sup>(e)</sup> | EUR | 496 | 486183 |
|  Embecta Corp. <br>5.00%, 02/15/2030<sup>(e)</sup> | U.S.$| 797 | 656337 |
|  Garden Spinco Corp. <br>8.625%, 07/20/2030<sup>(e)</sup> |  | 1594 | 1713598 |
|  Legacy LifePoint Health LLC <br>4.375%, 02/15/2027<sup>(e)</sup> |  | 695 | 607604 |
|  Mallinckrodt International Finance SA/Mallinckrodt CB LLC <br>10.00%, 06/15/2029<sup>(e)</sup> |  | 162 | 92876 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Medline Borrower LP <br>5.25%, 10/01/2029<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 | $1153088 |
|  Radiology Partners, Inc. <br>9.25%, 02/01/2028<sup>(e)</sup> |  | 3294 | 1992508 |
|  RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. <br>9.75%, 12/01/2026<sup>(e)</sup> |  | 3840 | 3363571 |
|  US Acute Care Solutions LLC <br>6.375%, 03/01/2026<sup>(e)</sup> |  | 1383 | 1252500 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12632505 |
|  **Energy – 1.2%** |  |  |  |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.625%, 12/15/2025<sup>(e)</sup> |  | 1896 | 1925141 |
|  Citgo Holding, Inc. <br>9.25%, 08/01/2024<sup>(e)</sup> |  | 737 | 742491 |
|  CITGO Petroleum Corp. <br>7.00%, 06/15/2025<sup>(e)</sup> |  | 2880 | 2856960 |
|  Crescent Energy Finance LLC <br>7.25%, 05/01/2026<sup>(e)</sup> |  | 1339 | 1285105 |
|  Encino Acquisition Partners Holdings LLC <br>8.50%, 05/01/2028<sup>(e)</sup> |  | 826 | 774829 |
|  EQM Midstream Partners LP<br>4.50%, 01/15/2029<sup>(e)</sup> |  | 238 | 208674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(e)</sup> |  | 538 | 455729 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>6.25%, 05/15/2026 |  | 487 | 466512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2025 |  | 123 | 120881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 3367 | 3260098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 537 | 530137 |
|  Global Partners LP/GLP Finance Corp. <br>6.875%, 01/15/2029 |  | 1924 | 1814467 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(k)</sup> |  | 438 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2025<sup>(k)</sup> |  | 1351 | 851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2026<sup>(k)</sup> |  | 1194 | 752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/01/2023<sup>(k)</sup> |  | 236 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(e)</sup> |  | 580 | 575084 |
|  Harbour Energy PLC <br>5.50%, 10/15/2026<sup>(e)</sup> |  | 403 | 370780 |
|  Ithaca Energy North Sea PLC <br>9.00%, 07/15/2026<sup>(e)</sup> |  | 1684 | 1661148 |
|  ITT Holdings LLC <br>6.50%, 08/01/2029<sup>(e)</sup> |  | 2772 | 2409810 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(e)</sup> |  | 925 | 899562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(e)</sup> |  | 1372 | 1307447 |
|  New Fortress Energy, Inc. <br>6.75%, 09/15/2025<sup>(e)</sup> |  | 1399 | 1342145 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  NGL Energy Operating LLC/NGL Energy Finance Corp. <br>7.50%, 02/01/2026<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 | $4461153 |
|  NuStar Logistics LP <br>6.375%, 10/01/2030 |  | 803 | 773723 |
|  Occidental Petroleum Corp.<br>5.875%, 09/01/2025 |  | 38 | 38470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 07/15/2030 |  | 891 | 1047843 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp. <br>8.50%, 10/15/2026<sup>(e)</sup> |  | 1560 | 1518208 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.<br>6.00%, 12/31/2030<sup>(e)</sup> |  | 565 | 514625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/2031<sup>(e)</sup> |  | 248 | 223572 |
|  Transocean Phoenix 2 Ltd. <br>7.75%, 10/15/2024<sup>(e)</sup> |  | 120 | 121627 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31708249 |
|  **Services – 0.8%** |  |  |  |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp. <br>9.75%, 07/15/2027<sup>(e)</sup> |  | 1513 | 1445369 |
|  ANGI Group LLC <br>3.875%, 08/15/2028<sup>(e)</sup> |  | 458 | 351112 |
|  APX Group, Inc.<br>5.75%, 07/15/2029<sup>(e)</sup> |  | 2079 | 1800539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2027<sup>(e)</sup> |  | 303 | 297049 |
|  Cars.com, Inc. <br>6.375%, 11/01/2028<sup>(e)</sup> |  | 2427 | 2252426 |
|  Garda World Security Corp. <br>9.50%, 11/01/2027<sup>(e)</sup> |  | 2358 | 2339207 |
|  ION Trading Technologies SARL <br>5.75%, 05/15/2028<sup>(e)</sup> |  | 284 | 243249 |
|  Millennium Escrow Corp. <br>6.625%, 08/01/2026<sup>(e)</sup> |  | 3319 | 2306937 |
|  Monitronics International, Inc. <br>9.125%, 04/01/2020<sup>(h) (i) (k) (l)</sup> |  | 1835 | 0 |
|  MPH Acquisition Holdings LLC <br>5.75%, 11/01/2028<sup>(a) (e)</sup> |  | 4123 | 2994452 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(e)</sup> |  | 2658 | 2586686 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc. <br>6.25%, 01/15/2028<sup>(e)</sup> |  | 473 | 448541 |
|  Sabre GLBL, Inc. <br>11.25%, 12/15/2027<sup>(e)</sup> |  | 5077 | 5381366 |
|  |  |  | 22446933 |
|  **Technology – 0.5%** |  |  |  |
|  Cablevision Lightpath LLC <br>5.625%, 09/15/2028<sup>(e)</sup> |  | 1847 | 1415707 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  CommScope, Inc. <br>4.75%, 09/01/2029<sup>(e)</sup> | U.S.$| 68 | $56479 |
|  Entegris Escrow Corp. <br>5.95%, 06/15/2030<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001 | 1922101 |
|  Gen Digital, Inc.<br>6.75%, 09/30/2027<sup>(e)</sup> |  | 1528 | 1549407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/2030<sup>(e)</sup> |  | 1528 | 1550813 |
|  NCR Corp.<br>5.125%, 04/15/2029<sup>(e)</sup> |  | 1017 | 884882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/01/2027<sup>(e)</sup> |  | 23 | 22437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/01/2029<sup>(e)</sup> |  | 366 | 362465 |
|  Presidio Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/01/2027<sup>(e)</sup> |  | 165 | 153722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2028<sup>(e)</sup> |  | 1836 | 1765259 |
|  Veritas US, Inc./Veritas Bermuda Ltd. <br>7.50%, 09/01/2025<sup>(e)</sup> |  | 6350 | 4188841 |
|  Virtusa Corp. <br>7.125%, 12/15/2028<sup>(e)</sup> |  | 947 | 795698 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14667811 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>8.00%, 09/20/2025<sup>(e)</sup> |  | 2668 | 2729832 |
|  **Transportation - Services – 0.3%** |  |  |  |
|  AerCap Global Aviation Trust <br>6.50%, 06/15/2045<sup>(e)</sup> |  | 1944 | 1900474 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc. <br>6.125%, 10/15/2026<sup>(e)</sup> |  | 842 | 758044 |
|  BCP V Modular Services Finance II PLC <br>4.75%, 11/30/2028<sup>(e)</sup> | EUR | 264 | 250535 |
|  BCP V Modular Services Finance PLC <br>6.75%, 11/30/2029<sup>(e)</sup> |  | 2585 | 2227262 |
|  EC Finance PLC <br>3.00%, 10/15/2026<sup>(e)</sup> |  | 869 | 858470 |
|  Loxam SAS <br>4.50%, 02/15/2027<sup>(e)</sup> |  | 2338 | 2405773 |
|  PROG Holdings, Inc. <br>6.00%, 11/15/2029<sup>(e)</sup> | U.S.$| 1304 | 1105166 |
|  |  |  | 9505724 |
|  |  |  | 224208298 |
|  **Financial Institutions – 1.7%** |  |  |  |
|  **Banking – 0.6%** |  |  |  |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(e)</sup> |  | 3513 | 3186256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2026<sup>(e)</sup> |  | 824 | 755830 |
|  Credit Suisse Group AG<br>5.25%, 02/11/2027<sup>(e) (f)</sup> |  | 4846 | 3664158 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 12/18/2024<sup>(e) (f)</sup> | U.S.$| 640 | $562784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 08/21/2026<sup>(e) (f)</sup> |  | 3961 | 3230908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/17/2023<sup>(e) (f)</sup> |  | 4684 | 4357432 |
|  Societe Generale SA <br>8.00%, 09/29/2025<sup>(e) (f)</sup> |  | 1529 | 1547134 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17304502 |
|  **Brokerage – 0.3%** |  |  |  |
|  Advisor Group Holdings, Inc. <br>10.75%, 08/01/2027<sup>(e)</sup> |  | 4330 | 4474405 |
|  NFP Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 08/15/2028<sup>(e)</sup> |  | 1258 | 1089290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 10/01/2030<sup>(e)</sup> |  | 1206 | 1150922 |
|  |  |  | 6714617 |
|  **Finance – 0.3%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(e) (f)</sup> |  | 1325 | 1087308 |
|  Castlelake Aviation Finance DAC <br>5.00%, 04/15/2027<sup>(e)</sup> |  | 1799 | 1640382 |
|  Curo Group Holdings Corp. <br>7.50%, 08/01/2028<sup>(e)</sup> |  | 3057 | 1387114 |
|  Enova International, Inc. <br>8.50%, 09/01/2024<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | 3344240 |
|  Lincoln Financing SARL <br>3.625%, 04/01/2024<sup>(e)</sup> | EUR | 759 | 821104 |
|  |  |  | 8280148 |
|  **Insurance – 0.3%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc.<br>7.00%, 11/15/2025<sup>(e)</sup> | U.S.$| 4241 | 4038789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 08/01/2026<sup>(e)</sup> |  | 831 | 834906 |
|  Ardonagh Midco 2 PLC <br>11.50% (11.50% Cash or 12.75% PIK), 01/15/2027<sup>(e) (j)</sup> |  | 1789 | 1682730 |
|  AssuredPartners, Inc. <br>5.625%, 01/15/2029<sup>(e)</sup> |  | 2222 | 1897454 |
|  |  |  | 8453879 |
|  **Other Finance – 0.1%** |  |  |  |
|  Intrum AB<br>3.00%, 09/15/2027<sup>(a) (e)</sup> | EUR | 1490 | 1349597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/2026<sup>(e)</sup> |  | 1040 | 991806 |
|  |  |  | 2341403 |
|  **REITs – 0.1%** |  |  |  |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL <br>4.50%, 04/01/2027<sup>(e)</sup> | U.S.$| 320 | 281699 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Diversified Healthcare Trust <br>9.75%, 06/15/2025 | U.S.$| 695 | $682059 |
|  Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer <br>4.875%, 05/15/2029<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | 1104202 |
|  |  |  | 2067960 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45162509 |
|  **Utility – 0.4%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(e) (f)</sup> |  | 3399 | 3199683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(e) (f)</sup> |  | 4113 | 4028642 |
|  |  |  | 7228325 |
|  **Natural Gas – 0.0%** |  |  |  |
|  AmeriGas Partners LP / AmeriGas Finance Corp.<br>5.75%, 05/20/2027 |  | 654 | 616356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/20/2026 |  | 488 | 471369 |
|  |  |  | 1087725 |
|  **Other Utility – 0.1%** |  |  |  |
|  Solaris Midstream Holdings LLC <br>7.625%, 04/01/2026<sup>(e)</sup> |  | 1318 | 1318659 |
|  |  |  | 9634709 |
|  Total Corporates - Non-Investment Grade <br>(cost $315,740,907) |  |  | 279005516 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 5.0%** |  |  |  |
|  **CLO - Floating Rate – 5.0%** |  |  |  |
|  Ares XXXIV CLO Ltd. <br>Series 2015-2A, Class CR <br>6.792% (LIBOR 3 Month + 2.00%), 04/17/2033<sup>(e) (g)</sup> |  | 9437 | 8991186 |
|  Balboa Bay Loan Funding Ltd.<br>Series 2020-1A, Class DR<br>7.958% (LIBOR 3 Month + 3.15%), 01/20/2032<sup>(e) (g)</sup> |  | 1935 | 1804871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class D<br> 7.858% (LIBOR 3 Month + 3.05%), 07/20/2034<sup>(e) (g)</sup> |  | 2750 | 2472093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class D<br> 8.639% (SOFR + 4.00%), 04/20/2034<sup>(e) (g)</sup> |  | 7850 | 7211316 |
|  Ballyrock CLO 15 Ltd. <br>Series 2021-1A, Class C <br>7.892% (LIBOR 3 Month + 3.10%), 04/15/2034<sup>(e) (g)</sup> |  | 2750 | 2545672 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Black Diamond CLO Ltd. <br>Series 2016-1A, Class A2AR <br>6.572% (LIBOR 3 Month + 1.75%), 04/26/2031<sup>(e) (g)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5112073 |
|  BlueMountain Fuji US CLO II Ltd. <br>Series 2017-2A, Class D <br>10.958% (LIBOR 3 Month + 6.15%), 10/20/2030<sup>(e) (g)</sup> |  | 3300 | 2769994 |
|  CBAM Ltd. <br>Series 2018-7A, Class B1 <br>6.408% (LIBOR 3 Month + 1.60%), 07/20/2031<sup>(e) (g)</sup> |  | 1996 | 1927659 |
|  CIFC Funding Ltd. <br>Series 2020-4A, Class D <br>8.192% (LIBOR 3 Month + 3.40%), 01/15/2034<sup>(e) (g)</sup> |  | 300 | 287972 |
|  Crown Point CLO 11 Ltd. <br>Series 2021-11A, Class D <br>8.392% (LIBOR 3 Month + 3.60%), 01/17/2034<sup>(e) (g)</sup> |  | 2000 | 1914830 |
|  Dryden 49 Senior Loan Fund <br>Series 2017-49A, Class E <br>11.095% (LIBOR 3 Month + 6.30%), 07/18/2030<sup>(e) (g)</sup> |  | 605 | 529522 |
|  Dryden 78 CLO Ltd.<br>Series 2020-78A, Class C<br>6.742% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(e) (g)</sup> |  | 1480 | 1414532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-78A, Class D<br> 7.792% (LIBOR 3 Month + 3.00%), 04/17/2033<sup>(e) (g)</sup> |  | 6824 | 6412354 |
|  Dryden 98 CLO Ltd. <br>Series 2022-98A, Class D <br>7.739% (SOFR + 3.10%), 04/20/2035<sup>(e) (g)</sup> |  | 4850 | 4279213 |
|  Elevation CLO Ltd. <br>Series 2020-11A, Class D1 <br>8.642% (LIBOR 3 Month + 3.85%), 04/15/2033<sup>(e) (g)</sup> |  | 4490 | 4125192 |
|  Elmwood CLO VII Ltd. <br>Series 2020-4A, Class D <br>8.392% (LIBOR 3 Month + 3.60%), 01/17/2034<sup>(e) (g)</sup> |  | 4200 | 4096957 |
|  Elmwood CLO VIII Ltd. <br>Series 2021-1A, Class D1 <br>7.808% (LIBOR 3 Month + 3.00%), 01/20/2034<sup>(e) (g)</sup> |  | 1000 | 953863 |
|  Galaxy 30 Clo Ltd. <br>Series 2022-30A, Class D <br>8.008% (SOFR + 3.35%), 04/15/2035<sup>(e) (g)</sup> |  | 6350 | 5778354 |
|  GoldenTree Loan Opportunities IX Ltd. <br>Series 2014-9A, Class DR2 <br>7.802% (LIBOR 3 Month + 3.00%), 10/29/2029<sup>(e) (g)</sup> |  | 2815 | 2710037 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Greywolf CLO VI Ltd. <br>Series 2018-1A, Class A2 <br>6.556% (SOFR + 1.89%), 04/26/2031<sup>(e) (g)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270278 |
|  Halcyon Loan Advisors Funding Ltd.<br>Series 2018-1A, Class A2<br>6.608% (LIBOR 3 Month + 1.80%), 07/21/2031<sup>(e) (g)</sup> |  | 1826 | 1761327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class C<br> 8.008% (LIBOR 3 Month + 3.20%), 07/21/2031<sup>(e) (g)</sup> |  | 2000 | 1751176 |
|  Madison Park Funding LI Ltd. <br>Series 2021-51A, Class D <br>7.848% (LIBOR 3 Month + 3.05%), 07/19/2034<sup>(e) (g)</sup> |  | 3650 | 3425602 |
|  Magnetite XXV Ltd. <br>Series 2020-25A, Class D <br>8.118% (LIBOR 3 Month + 3.30%), 01/25/2032<sup>(e) (g)</sup> |  | 3000 | 2879697 |
|  Northwoods Capital XII-B Ltd. <br>Series 2018-12BA, Class B <br>6.619% (LIBOR 3 Month + 1.85%), 06/15/2031<sup>(e) (g)</sup> |  | 1350 | 1304155 |
|  OCP CLO Ltd. <br>Series 2021-21A, Class D <br>7.758% (LIBOR 3 Month + 2.95%), 07/20/2034<sup>(e) (g)</sup> |  | 4750 | 4335767 |
|  Octagon Investment Partners 29 Ltd. <br>Series 2016-1A, Class DR <br>7.916% (LIBOR 3 Month + 3.10%), 01/24/2033<sup>(e) (g)</sup> |  | 6571 | 6025367 |
|  OZLM VII Ltd. <br>Series 2014-7RA, Class CR <br>7.792% (LIBOR 3 Month + 3.00%), 07/17/2029<sup>(e) (g)</sup> |  | 1000 | 940686 |
|  OZLM XVIII Ltd. <br>Series 2018-18A, Class B <br>6.38% (LIBOR 3 Month + 1.55%), 04/15/2031<sup>(e) (g)</sup> |  | 5450 | 5224653 |
|  Palmer Square CLO Ltd. <br>Series 2021-3A, Class D <br>7.742% (LIBOR 3 Month + 2.95%), 01/15/2035<sup>(e) (g)</sup> |  | 2400 | 2267878 |
|  Regatta XIX Funding Ltd. <br>Series 2022-1A, Class D <br>7.939% (SOFR + 3.30%), 04/20/2035<sup>(e) (g)</sup> |  | 4423 | 4006607 |
|  Regatta XXIV Funding Ltd. <br>Series 2021-5A, Class D <br>7.342% (LIBOR 3 Month + 3.10%), 01/20/2035<sup>(e) (g)</sup> |  | 7500 | 6950895 |
|  Rockford Tower CLO Ltd.<br>Series 2017-2A, Class DR<br>7.642% (LIBOR 3 Month + 2.85%), 10/15/2029<sup>(e) (g)</sup> |  | 4444 | 4135486 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class D<br> 8.058% (LIBOR 3 Month + 3.25%), 07/20/2034<sup>(e) (g)</sup> | U.S.$ | 950 | $870095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class D<br> 8.058% (LIBOR 3 Month + 3.25%), 10/20/2034<sup>(e) (g)</sup> |  | 8550 | 7727105 |
|  Sixth Street CLO XVII Ltd. <br>Series 2021-17A, Class D <br>7.958% (LIBOR 3 Month + 3.15%), 01/20/2034<sup>(e) (g)</sup> |  | 2400 | 2300659 |
|  Sixth Street CLO XX Ltd. <br>Series 2021-20A, Class D <br>7.858% (LIBOR 3 Month + 3.05%), 10/20/2034<sup>(e) (g)</sup> |  | 3250 | 3044483 |
|  Venture XXVII CLO Ltd. <br>Series 2017-27A, Class D <br>8.808% (LIBOR 3 Month + 4.00%), 07/20/2030<sup>(e) (g)</sup> |  | 1591 | 1400792 |
|  Voya CLO Ltd. <br>Series 2019-1A, Class DR <br>7.642% (LIBOR 3 Month + 2.85%), 04/15/2031<sup>(e) (g)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | 4128829 |
|  Total Collateralized Loan Obligations <br>(cost $145,197,294) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135089227 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.0%** |  |  |  |
|  **Risk Share Floating Rate – 3.5%** |  |  |  |
|  Bellemeade Re Ltd.<br>Series 2018-3A, Class M1B<br>6.356% (LIBOR 1 Month + 1.85%), 10/25/2028<sup>(e) (g)</sup> |  | 98 | 97744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class M2<br> 7.206% (LIBOR 1 Month + 2.70%), 03/25/2029<sup>(e) (g)</sup> |  | 1340 | 1349844 |
|  Connecticut Avenue Securities Trust <br>Series 2022-R03, Class 1M2 <br>7.81% (SOFR + 3.50%), 03/25/2042<sup>(e) (g)</sup> |  | 2657 | 2693570 |
|  Eagle Re Ltd. <br>Series 2018-1, Class M1 <br>6.206% (LIBOR 1 Month + 1.70%), 11/25/2028<sup>(e) (g)</sup> |  | 513 | 512566 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2013-DN2, Class M2<br>8.756% (LIBOR 1 Month + 4.25%), 11/25/2023<sup>(g)</sup> |  | 1367 | 1397758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DN1, Class B<br> 16.006% (LIBOR 1 Month + 11.50%), 01/25/2025<sup>(g)</sup> |  | 1515 | 1543473 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA2, Class B<br> 12.056% (LIBOR 1 Month + 7.55%), 12/25/2027<sup>(g)</sup> |  | 1393 | 1437832 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA3, Class B<br> 13.856% (LIBOR 1 Month + 9.35%), 04/25/2028<sup>(g)</sup> | U.S.$| 2459 | $2527127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-HQA1, Class B<br> 13.306% (LIBOR 1 Month + 8.80%), 03/25/2028<sup>(g)</sup> |  | 1569 | 1595639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-DNA1, Class B<br> 14.389% (LIBOR 1 Month + 10.00%), 07/25/2028<sup>(g)</sup> |  | 2217 | 2347170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-DNA2, Class B1<br> 9.656% (LIBOR 1 Month + 5.15%), 10/25/2029<sup>(g)</sup> |  | 4128 | 4445998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-DNA3, Class B1<br> 8.956% (LIBOR 1 Month + 4.45%), 03/25/2030<sup>(g)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | 4801909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-HQA3, Class B1<br> 8.956% (LIBOR 1 Month + 4.45%), 04/25/2030<sup>(g)</sup> |  | 9090 | 9562614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-DNA2, Class B1<br> 8.206% (LIBOR 1 Month + 3.70%), 12/25/2030<sup>(e) (g)</sup> |  | 3000 | 3062437 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2014-C01, Class M2<br>8.906% (LIBOR 1 Month + 4.40%), 01/25/2024<sup>(g)</sup> |  | 1753 | 1801822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 1M2<br> 9.406% (LIBOR 1 Month + 4.90%), 11/25/2024<sup>(g)</sup> |  | 2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 2M2<br> 9.506% (LIBOR 1 Month + 5.00%), 11/25/2024<sup>(g)</sup> |  | 58 | 58510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C03, Class 1M2<br> 9.506% (LIBOR 1 Month + 5.00%), 07/25/2025<sup>(g)</sup> |  | 836 | 873745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 2M2<br> 10.056% (LIBOR 1 Month + 5.55%), 04/25/2028<sup>(g)</sup> |  | 1104 | 1146174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 1M2<br> 11.256% (LIBOR 1 Month + 6.75%), 08/25/2028<sup>(g)</sup> |  | 978 | 1043425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br> 11.456% (LIBOR 1 Month + 6.95%), 08/25/2028<sup>(g)</sup> |  | 430 | 455426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br> 10.506% (LIBOR 1 Month + 6.00%), 09/25/2028<sup>(g)</sup> |  | 2060 | 2162421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C05, Class 2B<br> 15.255% (LIBOR 1 Month + 10.75%), 01/25/2029<sup>(g)</sup> |  | 2739 | 2877736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2B<br> 14.006% (LIBOR 1 Month + 9.50%), 05/25/2029<sup>(g)</sup> |  | 1188 | 1207865 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C03, Class 1B1<br>9.356% (LIBOR 1 Month + 4.85%), 10/25/2029<sup>(g)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080 | $7545657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C05, Class 1B1<br>8.106% (LIBOR 1 Month + 3.60%), 01/25/2030<sup>(g)</sup> |  | 7280 | 7453934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C03, Class 1B1<br>8.256% (LIBOR 1 Month + 3.75%), 10/25/2030<sup>(g)</sup> |  | 7250 | 7537194 |
|  Home Re Ltd. <br>Series 2019-1, Class B1 <br>8.856% (LIBOR 1 Month + 4.35%), 05/25/2029<sup>(g) (m)</sup> |  | 2000 | 1991128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class M2 <br>9.756% (LIBOR 1 Month + 5.25%), 10/25/2030<sup>(e) (g)</sup> |  | 4734 | 4793603 |
|  JPMorgan Madison Avenue Securities Trust<br>Series 2014-CH1, Class M2<br>8.756% (LIBOR 1 Month + 4.25%), 11/25/2024<sup>(g) (m)</sup> |  | 346 | 334572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CH1, Class M2<br>10.006% (LIBOR 1 Month + 5.50%), 10/25/2025<sup>(g) (m)</sup> |  | 633 | 620686 |
|  PMT Credit Risk Transfer Trust<br>Series 2019-2R, Class A<br>7.267% (LIBOR 1 Month + 2.75%), 05/27/2023<sup>(e) (g)</sup> |  | 1324 | 1292443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3R, Class A<br>8.217% (LIBOR 1 Month + 3.70%), 11/27/2031<sup>(e) (g)</sup> |  | 367 | 357478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1R, Class A<br>6.867% (LIBOR 1 Month + 2.35%), 02/27/2023<sup>(g) (m)</sup> |  | 1812 | 1751806 |
|  Radnor Re Ltd. <br>Series 2019-1, Class M1B <br>6.456% (LIBOR 1 Month + 1.95%), 02/25/2029<sup>(e) (g)</sup> |  | 2673 | 2651724 |
|  Traingle Re Ltd. <br>Series 2021-3, Class M1A <br>6.21% (SOFR + 1.90%), 02/25/2034<sup>(e) (g)</sup> |  | 6588 | 6577259 |
|  Wells Fargo Credit Risk Transfer Securities Trust <br>Series 2015-WF1, Class 1M2 <br>9.756% (LIBOR 1 Month + 5.25%), 11/25/2025<sup>(g) (m)</sup> |  | 230 | 213773 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94478564 |
|  **Agency Floating Rate – 0.4%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICs<br>Series 3119, Class PI<br>2.741% (7.20% - LIBOR 1 Month), 02/15/2036<sup>(g) (n)</sup> |  | 874 | 127739 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 3856, Class KS<br>2.091% (6.55% - LIBOR 1 Month), 05/15/2041<sup>(g) (n)</sup> | U.S.$| 5026 | $571359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4248, Class SL<br>1.591% (6.05% - LIBOR 1 Month), 05/15/2041<sup>(g) (n)</sup> |  | 493 | 37445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4372, Class JS<br>1.641% (6.10% - LIBOR 1 Month), 08/15/2044<sup>(g) (n)</sup> |  | 2673 | 275780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4570, Class ST<br>1.541% (6.00% - LIBOR 1 Month), 04/15/2046<sup>(g) (n)</sup> |  | 1236 | 140401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4735, Class SA<br>1.741% (6.20% - LIBOR 1 Month), 12/15/2047<sup>(g) (n)</sup> |  | 6119 | 715323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4763, Class SB<br>2.541% (7.00% - LIBOR 1 Month), 03/15/2048<sup>(g) (n)</sup> |  | 8508 | 1303152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class BS<br>1.741% (6.20% - LIBOR 1 Month), 02/15/2048<sup>(g) (n)</sup> |  | 4150 | 514523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4774, Class SL<br>1.741% (6.20% - LIBOR 1 Month), 04/15/2048<sup>(g) (n)</sup> |  | 5649 | 684143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4927, Class SJ<br>1.544% (6.05% - LIBOR 1 Month), 11/25/2049<sup>(g) (n)</sup> |  | 2327 | 342886 |
|  Federal National Mortgage Association REMICs<br>Series 2013-4, Class ST<br>1.644% (6.15% - LIBOR 1 Month), 02/25/2043<sup>(g) (n)</sup> |  | 1871 | 215288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-88, Class BS<br>1.644% (6.15% - LIBOR 1 Month), 01/25/2045<sup>(g) (n)</sup> |  | 1398 | 156556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-90, Class SA<br>1.644% (6.15% - LIBOR 1 Month), 12/25/2045<sup>(g) (n)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-69, Class DS<br>1.594% (6.10% - LIBOR 1 Month), 10/25/2046<sup>(g) (n)</sup> |  | 18861 | 1364277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-49, Class SP<br>1.644% (6.15% - LIBOR 1 Month), 07/25/2047<sup>(g) (n)</sup> |  | 1753 | 207575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-32, Class SB<br>1.694% (6.20% - LIBOR 1 Month), 05/25/2048<sup>(g) (n)</sup> |  | 3336 | 401627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-45, Class SL<br>1.694% (6.20% - LIBOR 1 Month), 06/25/2048<sup>(g) (n)</sup> |  | 2416 | 298905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-57, Class SL<br>1.694% (6.20% - LIBOR 1 Month), 08/25/2048<sup>(g) (n)</sup> |  | 6807 | 976794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-58, Class SA<br>1.694% (6.20% - LIBOR 1 Month), 08/25/2048<sup>(g) (n)</sup> |  | 3129 | 405759 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-59, Class HS<br>1.694% (6.20% - LIBOR 1 Month), 08/25/2048<sup>(g) (n)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7568 | $1057210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-25, Class SA<br>1.544% (6.05% - LIBOR 1 Month), 06/25/2049<sup>(g) (n)</sup> |  | 3059 | 340383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-60, Class SJ<br>1.544% (6.05% - LIBOR 1 Month), 10/25/2049<sup>(g) (n)</sup> |  | 2763 | 345414 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12298610 |
|  **Non-Agency Fixed Rate – 0.1%** |  |  |  |
|  Alternative Loan Trust <br>Series 2006-24CB, Class A15 <br>5.75%, 08/25/2036 |  | 859 | 490389 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 445 | 235070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY4, Class 1A1<br>3.632%, 09/25/2047 |  | 157 | 136312 |
|  Citigroup Mortgage Loan Trust <br>Series 2007-AR4, Class 1A1A <br>3.652%, 03/25/2037 |  | 83 | 72233 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 322 | 136981 |
|  Wells Fargo Mortgage Backed Securities Trust <br>Series 2007-AR7, Class A1 <br>4.332%, 12/28/2037 |  | 531 | 462232 |
|  |  |  | 1533217 |
|  **Non-Agency Floating Rate – 0.0%** |  |  |  |
|  First Horizon Alternative Mortgage Securities Trust <br>Series 2007-FA2, Class 1A10 <br>4.756% (LIBOR 1 Month + 0.25%), 04/25/2037<sup>(g)</sup> |  | 321 | 81593 |
|  Lehman XS Trust <br>Series 2007-10H, Class 2AIO <br>2.631% (7.00% - LIBOR 1 Month), 07/25/2037<sup>(g) (n)</sup> |  | 189 | 18496 |
|  |  |  | 100089 |
|  **Agency Fixed Rate – 0.0%** |  |  |  |
|  Federal National Mortgage Association REMICs<br>Series 2013-87, Class KI<br>3.00%, 12/25/2037<sup>(o)</sup> |  | 77 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-26, Class IO<br>5.00%, 05/25/2046<sup>(o)</sup> |  | 355 | 54981 |
|  |  |  | 55072 |
|  Total Collateralized Mortgage Obligations <br>(cost $106,971,867) |  |  | 108465552 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - CORPORATE BONDS – 3.4%** |  |  |  |
|  **Industrial – 3.0%** |  |  |  |
|  **Basic – 0.9%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579 | $2632713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/2029<sup>(e)</sup> |  | 2459 | 2018532 |
|  CSN Inova Ventures <br>6.75%, 01/28/2028<sup>(e)</sup> |  | 445 | 444555 |
|  CSN Resources SA<br>4.625%, 06/10/2031<sup>(e)</sup> |  | 4293 | 3615564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 04/17/2026<sup>(e)</sup> |  | 766 | 775096 |
|  Eldorado Gold Corp. <br>6.25%, 09/01/2029<sup>(e)</sup> |  | 2385 | 2151717 |
|  Indika Energy Capital IV Pte Ltd. <br>8.25%, 10/22/2025<sup>(e)</sup> |  | 4123 | 4102385 |
|  OCP SA <br>3.75%, 06/23/2031<sup>(e)</sup> |  | 1011 | 851767 |
|  Sasol Financing USA LLC <br>5.875%, 03/27/2024 |  | 1467 | 1446389 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(e)</sup> |  | 953 | 881525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/16/2029<sup>(e)</sup> |  | 891 | 761805 |
|  Vedanta Resources Finance II PLC <br>13.875%, 01/21/2024<sup>(e)</sup> |  | 3650 | 3228653 |
|  Volcan Cia Minera SAA <br>4.375%, 02/11/2026<sup>(e)</sup> |  | 1565 | 1377787 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24288488 |
|  **Capital Goods – 0.2%** |  |  |  |
|  Embraer Netherlands Finance BV<br>5.40%, 02/01/2027 |  | 3079 | 3021269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/17/2028<sup>(e)</sup> |  | 2058 | 2105334 |
|  IHS Holding Ltd.<br>5.625%, 11/29/2026<sup>(e)</sup> |  | 1243 | 1042069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/29/2028<sup>(e)</sup> |  | 410 | 335612 |
|  Odebrecht Holdco Finance Ltd. <br>Zero Coupon, 09/10/2058<sup>(e)</sup> |  | 5578 | 8925 |
|  |  |  | 6513209 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Globo Comunicacao e Participacoes SA <br>4.875%, 01/22/2030<sup>(e)</sup> |  | 2296 | 1950595 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  C&W Senior Financing DAC <br>6.875%, 09/15/2027<sup>(e)</sup> |  | 247 | 234966 |
|  CT Trust <br>5.125%, 02/03/2032<sup>(e)</sup> |  | 723 | 630818 |
|  Digicel Group Holdings Ltd. <br>7.00%, 02/16/2023<sup>(f) (j) (m)</sup> |  | 90 | 7219 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Digicel International Finance Ltd./Digicel international Holdings Ltd. <br>8.75%, 05/25/2024<sup>(e)</sup> | U.S.$| 339 | $291420 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164423 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Melco Resorts Finance Ltd. <br>5.375%, 12/04/2029<sup>(e)</sup> |  | 200 | 171500 |
|  MGM China Holdings Ltd.<br>5.25%, 06/18/2025<sup>(e)</sup> |  | 895 | 849299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/15/2024<sup>(e)</sup> |  | 569 | 551930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/15/2026<sup>(e)</sup> |  | 598 | 565222 |
|  Studio City Co., Ltd. <br>7.00%, 02/15/2027<sup>(e)</sup> |  | 336 | 324240 |
|  Studio City Finance Ltd.<br>6.00%, 07/15/2025<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 | 1009120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/2028<sup>(e)</sup> |  | 998 | 885725 |
|  Wynn Macau Ltd. <br>5.50%, 01/15/2026<sup>(e)</sup> |  | 2168 | 2027080 |
|  |  |  | 6384116 |
|  **Consumer Non-Cyclical – 0.6%** |  |  |  |
|  BRF GmbH <br>4.35%, 09/29/2026<sup>(e)</sup> |  | 941 | 857074 |
|  BRF SA <br>4.875%, 01/24/2030<sup>(e)</sup> |  | 4401 | 3708668 |
|  Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL <br>5.25%, 04/27/2029<sup>(e)</sup> |  | 587 | 560021 |
|  MARB BondCo PLC <br>3.95%, 01/29/2031<sup>(e)</sup> |  | 4509 | 3538460 |
|  Natura & Co. Luxembourg Holdings SARL <br>6.00%, 04/19/2029<sup>(e)</sup> |  | 2088 | 1827679 |
|  Natura Cosmeticos SA <br>4.125%, 05/03/2028<sup>(e)</sup> |  | 2828 | 2333666 |
|  Rede D'or Finance SARL<br>4.50%, 01/22/2030<sup>(e)</sup> |  | 265 | 232289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/17/2028<sup>(e)</sup> |  | 1215 | 1121840 |
|  Tonon Luxembourg SA <br>6.50%, 10/31/2024<sup>(k) (l) (m) (p)</sup> |  | 871 | 87 |
|  Ulker Biskuvi Sanayi AS <br>6.95%, 10/30/2025<sup>(e)</sup> |  | 609 | 538318 |
|  Virgolino de Oliveira Finance SA<br>10.50%, 01/28/2018<sup>(h) (i) (k) (l) (m)</sup> |  | 4738 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.875%, 01/13/2020<sup>(h) (i) (k) (l) (m)</sup> |  | 750 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.75%, 02/09/2022<sup>(h) (i) (k) (l) (m)</sup> |  | 1690 | 169 |
|  |  |  | 14718820 |
|  **Energy – 0.8%** |  |  |  |
|  Acu Petroleo Luxembourg SARL <br>7.50%, 01/13/2032<sup>(e)</sup> |  | 2230 | 2086862 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Gran Tierra Energy, Inc. <br>7.75%, 05/23/2027<sup>(e)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 | $1695023 |
|  Greenko Wind Projects Mauritius Ltd. <br>5.50%, 04/06/2025<sup>(e)</sup> |  | 1925 | 1812267 |
|  Kosmos Energy Ltd. <br>7.50%, 03/01/2028<sup>(e)</sup> |  | 1388 | 1185525 |
|  Leviathan Bond Ltd.<br>5.75%, 06/30/2023<sup>(e)</sup> |  | 4992 | 4969536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/30/2025<sup>(e)</sup> |  | 1763 | 1741619 |
|  Medco Platinum Road Pte Ltd. <br>6.75%, 01/30/2025<sup>(e)</sup> |  | 979 | 965416 |
|  MV24 Capital BV <br>6.748%, 06/01/2034<sup>(e)</sup> |  | 1535 | 1456571 |
|  Peru LNG SRL <br>5.375%, 03/22/2030<sup>(e)</sup> |  | 3367 | 2765149 |
|  ReNew Power Pvt Ltd. <br>5.875%, 03/05/2027<sup>(e)</sup> |  | 127 | 120650 |
|  SEPLAT Energy PLC <br>7.75%, 04/01/2026<sup>(e)</sup> |  | 2065 | 1792420 |
|  SierraCol Energy Andina LLC <br>6.00%, 06/15/2028<sup>(e)</sup> |  | 2098 | 1730588 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22321626 |
|  **Services – 0.1%** |  |  |  |
|  Bidvest Group UK PLC (The) <br>3.625%, 09/23/2026<sup>(e)</sup> |  | 1667 | 1525618 |
|  **Technology – 0.1%** |  |  |  |
|  CA Magnum Holdings <br>5.375%, 10/31/2026<sup>(e)</sup> |  | 1397 | 1285240 |
|  **Transportation - Services – 0.0%** |  |  |  |
|  JSW Infrastructure Ltd. <br>4.95%, 01/21/2029<sup>(e)</sup> |  | 583 | 512967 |
|  |  |  | 80665102 |
|  **Utility – 0.3%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  AES Andes SA <br>6.35%, 10/07/2079<sup>(e)</sup> |  | 1816 | 1713850 |
|  India Clean Energy Holdings <br>4.50%, 04/18/2027<sup>(e)</sup> |  | 2686 | 2236599 |
|  Investment Energy Resources Ltd. <br>6.25%, 04/26/2029<sup>(e)</sup> |  | 1306 | 1244210 |
|  JSW Hydro Energy Ltd. <br>4.125%, 05/18/2031<sup>(e)</sup> |  | 1217 | 1034344 |
|  Light Servicos de Eletricidade SA/Light Energia SA <br>4.375%, 06/18/2026<sup>(e)</sup> |  | 1381 | 786134 |
|  Star Energy Geothermal Wayang Windu Ltd. <br>6.75%, 04/24/2033<sup>(e)</sup> |  | 750 | 726553 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(m)</sup> | U.S.$| 289 | $274902 |
|  |  |  | 8016592 |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Insurance – 0.0%** |  |  |  |
|  Highlands Holdings Bond Issuer Ltd./Highlands Holdings Bond Co-Issuer, Inc. <br>7.625% (7.625% Cash or 8.375% PIK), 10/15/2025<sup>(e) (j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094792 |
|  **Other Finance – 0.0%** |  |  |  |
|  OEC Finance Ltd.<br>4.375%, 10/25/2029<sup>(e) (j)</sup> |  | 3891 | 99335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/27/2033<sup>(e) (j)</sup> |  | 1269 | 29855 |
|  |  |  | 129190 |
|  **REITs – 0.1%** |  |  |  |
|  China Aoyuan Group Ltd.<br>5.375%, 09/13/2022<sup>(e) (i) (k)</sup> |  | 200 | 21000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/01/2027<sup>(e) (k) (p)</sup> |  | 757 | 77592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 03/01/2027<sup>(e) (k) (p)</sup> |  | 644 | 67620 |
|  KWG Group Holdings Ltd.<br>5.95%, 08/10/2025<sup>(e)</sup> |  | 339 | 130515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/14/2026<sup>(e)</sup> |  | 400 | 148000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 01/13/2027<sup>(e)</sup> |  | 396 | 144540 |
|  Powerlong Real Estate Holdings Ltd.<br>4.90%, 05/13/2026<sup>(e)</sup> |  | 684 | 201780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/30/2025<sup>(e)</sup> |  | 689 | 203599 |
|  Shimao Group Holdings Ltd.<br>5.20%, 01/30/2025<sup>(e) (k) (p)</sup> |  | 255 | 56738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/16/2027<sup>(e) (k) (p)</sup> |  | 800 | 174000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/2026<sup>(e) (k) (p)</sup> |  | 806 | 177320 |
|  Sunac China Holdings Ltd.<br>5.95%, 04/26/2024<sup>(e) (k) (p)</sup> |  | 588 | 166110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/10/2025<sup>(e) (k) (p)</sup> |  | 229 | 65265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/26/2026<sup>(e) (k) (p)</sup> |  | 305 | 86925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 08/03/2024<sup>(e) (k) (p)</sup> |  | 225 | 64125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 07/09/2025<sup>(e) (k) (p)</sup> |  | 205 | 57913 |
|  Times China Holdings Ltd.<br>5.55%, 06/04/2024<sup>(e) (k) (p)</sup> |  | 234 | 46259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/14/2027<sup>(e) (k) (p)</sup> |  | 887 | 171468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/22/2026<sup>(e) (k) (p)</sup> |  | 380 | 72865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/02/2023<sup>(e) (k) (p)</sup> |  | 200 | 43538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/08/2025<sup>(e) (k) (p)</sup> |  | 434 | 81375 |
|  Yango Justice International Ltd.<br>7.50%, 02/17/2025<sup>(e) (k) (p)</sup> |  | 898 | 17960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/04/2024<sup>(e) (k) (p)</sup> |  | 342 | 6840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/25/2023<sup>(e) (k) (p)</sup> |  | 400 | 8000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 09/15/2022<sup>(i) (k)</sup> | U.S.$| 215 | $4300 |
|  |  |  | 2295647 |
|  |  |  | 3519629 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $123,151,040) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92201323 |
|  **BANK LOANS – 3.3%** |  |  |  |
|  **Industrial – 3.0%** |  |  |  |
|  **Capital Goods – 0.3%** |  |  |  |
|  Apex Tool Group, LLC <br>9.828% (SOFR 1 Month + 5.25%), 02/08/2029<sup>(q)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 | 3316055 |
|  Chariot Buyer LLC <br>7.820% (LIBOR 1 Month + 3.25%), 11/03/2028<sup>(q)</sup> |  | 228 | 219542 |
|  Granite US Holdings Corporation <br>8.750% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(q)</sup> |  | 3520 | 3514028 |
|  |  |  | 7049625 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>9.288% (LIBOR 3 Month + 4.50%), 10/28/2027<sup>(q)</sup> |  | 1274 | 1061803 |
|  Coral-US Co-Borrower LLC <br>7.459% (LIBOR 1 Month + 3.00%), 10/15/2029<sup>(q)</sup> |  | 1550 | 1538375 |
|  iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) <br>7.570% (LIBOR 1 Month + 3.00%), 05/01/2026<sup>(q)</sup> |  | 222 | 218077 |
|  Univision Communications, Inc. <br>7.320% (LIBOR 1 Month + 2.75%), 03/15/2024<sup>(q)</sup> |  | 175 | 174973 |
|  |  |  | 2993228 |
|  **Communications - Telecommunications – 0.5%** |  |  |  |
|  Crown Subsea Communications Holding, Inc. <br>9.316% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(q)</sup> |  | 3967 | 3945955 |
|  Directv Financing, LLC <br>9.570% (LIBOR 1 Month + 5.00%), 08/02/2027<sup>(q)</sup> |  | 2024 | 1987036 |
|  Proofpoint, Inc. <br>10.985% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(q)</sup> |  | 6000 | 5760000 |
|  Zacapa SARL <br>8.830% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(q)</sup> |  | 3282 | 3216817 |
|  |  |  | 14909808 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |
|  Clarios Global LP <br>7.820% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(q)</sup> | U.S.$| 347 | $344865 |
|  Dealer Tire Financial, LLC<br>9.061% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(q)</sup> |  | 841 | 840811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.170% (SOFR 3 Month + 4.50%), 12/14/2027<sup>(q)</sup> |  | 452 | 452213 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637889 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Caesars Resort Collection, LLC <br>7.320% (LIBOR 1 Week + 2.75%), 12/23/2024<sup>(q)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 | 3406050 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  IRB Holding Corp. <br>7.134% (LIBOR 1 Month + 2.75%), 02/05/2025<sup>(q)</sup> |  | 548 | 546946 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Great Outdoors Group, LLC <br>8.320% (LIBOR 1 Month + 3.75%), 03/06/2028<sup>(q)</sup> |  | 1186 | 1164704 |
|  Restoration Hardware, Inc. <br>7.911% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(q)</sup> |  | 2244 | 2179849 |
|  |  |  | 3344553 |
|  **Consumer Non-Cyclical – 0.4%** |  |  |  |
|  Global Medical Response, Inc. <br>8.820% (LIBOR 1 Month + 4.25%), 03/14/2025<sup>(q)</sup> |  | 1128 | 826579 |
|  Kronos Acquisition Holdings, Inc. <br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(q)</sup> |  | 1872 | 1816731 |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) <br>8.575% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(q)</sup> |  | 1018 | 987868 |
|  PetSmart LLC <br>8.411% (SOFR 1 Month + 3.75%), 02/11/2028<sup>(q)</sup> |  | 4304 | 4269498 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.) <br>9.875% (LIBOR 1 Month + 5.25%), 12/15/2027<sup>(q)</sup> |  | 4255 | 4055139 |
|  |  |  | 11955815 |
|  **Energy – 0.3%** |  |  |  |
|  GIP II Blue Holding, L.P. <br>9.230% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(q)</sup> |  | 3687 | 3678706 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Parkway Generation, LLC<br>9.073% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(q)</sup> | U.S.$| 525 | $516491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.426% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(q)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 | 3934778 |
|  |  |  | 8129975 |
|  **Other Industrial – 0.1%** |  |  |  |
|  American Tire Distributors, Inc. <br>11.068% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(q)</sup> |  | 1672 | 1533060 |
|  Rockwood Service Corporation <br>8.820% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(q)</sup> |  | 173 | 173094 |
|  |  |  | 1706154 |
|  **Services – 0.1%** |  |  |  |
|  Amentum Government Services Holdings LLC<br>8.170% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(h) (q)</sup> |  | 110 | 108413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.570% (LIBOR 1 Month + 4.00%), 01/29/2027<sup>(q)</sup> |  | 329 | 325585 |
|  Verscend Holding Corp. <br>8.570% (LIBOR 1 Month + 4.00%), 08/27/2025<sup>(q)</sup> |  | 1916 | 1910152 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344150 |
|  **Technology – 0.9%** |  |  |  |
|  Ascend Learning, LLC <br>10.320% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(q)</sup> |  | 930 | 804115 |
|  Banff Guarantor, Inc. <br>10.070% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(h) (q)</sup> |  | 1050 | 987000 |
|  Boxer Parent Company, Inc. <br>8.320% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(q)</sup> |  | 3374 | 3310691 |
|  Endurance International Group Holdings, Inc. <br>7.884% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(q)</sup> |  | 9614 | 9052839 |
|  FINThrive Software Intermediate Holdings, Inc. <br>11.320% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(h) (q)</sup> |  | 580 | 396575 |
|  Loyalty Ventures, Inc. <br>11.000% (PRIME 3 Month + 3.50%), 11/03/2027<sup>(q)</sup> |  | 4383 | 1698445 |
|  Peraton Corp. <br>8.320% (LIBOR 1 Month + 3.75%), 02/01/2028<sup>(q)</sup> |  | 1601 | 1591249 |
|  Presidio Holdings, Inc.<br>8.070% (LIBOR 1 Month + 3.50%), 01/22/2027<sup>(h) (q)</sup> |  | 64 | 64021 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.330% (LIBOR 3 Month + 3.50%), 01/22/2027<sup>(q)</sup> | U.S.$| 1542 | $1536511 |
|  Veritas US, Inc. <br>9.730% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(q)</sup> |  | 5631 | 3808165 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23249611 |
|  |  |  | 81273804 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Granite Generation LLC <br>8.320% (LIBOR 1 Month + 3.75%), 11/09/2026<sup>(q)</sup> |  | 3629 | 3530360 |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Finance – 0.0%** |  |  |  |
|  Orbit Private Holdings I Ltd. <br>9.541% (SOFR 6 Month + 4.50%), 12/11/2028<sup>(q)</sup> |  | 376 | 375572 |
|  **Insurance – 0.1%** |  |  |  |
|  Hub International Limited<br>7.949% (LIBOR 2 Month + 3.25%), 04/25/2025<sup>(q)</sup> |  | 7 | 7146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.058% (LIBOR 3 Month + 3.25%), 04/25/2025<sup>(q)</sup> |  | 2798 | 2794186 |
|  |  |  | 2801332 |
|  |  |  | 3176904 |
|  Total Bank Loans <br>(cost $94,786,161) |  |  | 87981068 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.5%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 1.8%** |  |  |  |
|  BANK <br>Series 2020-BN25, Class XA <br>0.883%, 01/15/2063<sup>(o)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65488 | 3056975 |
|  Bank of America Merrill Lynch Commercial Mortgage Trust <br>Series 2016-UB10, Class C <br>4.838%, 07/15/2049 |  | 372 | 339705 |
|  Barclays Commercial Mortgage Trust <br>Series 2019-C3, Class XA <br>1.31%, 05/15/2052<sup>(o)</sup> |  | 10544 | 644040 |
|  CD Mortgage Trust <br>Series 2017-CD3, Class XA <br>0.965%, 02/10/2050<sup>(o)</sup> |  | 13802 | 409131 |
|  CFCRE Commercial Mortgage Trust <br>Series 2016-C4, Class XA <br>1.607%, 05/10/2058<sup>(o)</sup> |  | 12363 | 476701 |
|  Citigroup Commercial Mortgage Trust <br>Series 2013-GC15, Class C <br>5.162%, 09/10/2046 |  | 516 | 501553 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Commercial Mortgage Trust<br>Series 2014-CR15, Class XA<br>0.617%, 02/10/2047<sup>(o)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30239 | $135899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR27, Class XA<br>0.906%, 10/10/2048<sup>(o)</sup> |  | 6144 | 119623 |
|  CSAIL Commercial Mortgage Trust <br>Series 2019-C15, Class B <br>4.476%, 03/15/2052 |  | 960 | 857560 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class C<br>5.154%, 08/10/2044<sup>(e)</sup> |  | 375 | 272026 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-GC5, Class D<br>5.154%, 08/10/2044<sup>(e)</sup> |  | 14025 | 5823342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GS3, Class XA<br>1.196%, 10/10/2049<sup>(o)</sup> |  | 29886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC39, Class XA<br>1.127%, 05/10/2052<sup>(o)</sup> |  | 15572 | 713424 |
|  JPMBB Commercial Mortgage Securities Trust<br>Series 2014-C21, Class B<br>4.341%, 08/15/2047 |  | 1599 | 1507370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C24, Class C<br>4.383%, 11/15/2047 |  | 5869 | 5012917 |
|  JPMDB Commercial Mortgage Securities Trust <br>Series 2019-COR6, Class XA <br>0.929%, 11/13/2052<sup>(o)</sup> |  | 36944 | 1639279 |
|  JPMorgan Chase Commercial Mortgage Securities Trust<br>Series 2012-LC9, Class E<br>3.797%, 12/15/2047<sup>(e)</sup> |  | 7500 | 6734768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-LC9, Class G<br>3.797%, 12/15/2047<sup>(e)</sup> |  | 831 | 610125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-JP2, Class XA<br>1.767%, 08/15/2049<sup>(o)</sup> |  | 15144 | 708241 |
|  LB-UBS Commercial Mortgage Trust <br>Series 2006-C6, Class AJ <br>5.452%, 09/15/2039 |  | 632 | 276868 |
|  LCCM <br>Series 2017-LC26, Class XA <br>1.52%, 07/12/2050<sup>(e) (o)</sup> |  | 32927 | 1648176 |
|  Morgan Stanley Bank of America Merrill Lynch Trust<br>Series 2013-C9, Class D<br>4.102%, 05/15/2046<sup>(e)</sup> |  | 680 | 592041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C18, Class C<br>4.474%, 10/15/2047 |  | 4408 | 4093094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C22, Class XA<br>1.002%, 04/15/2048<sup>(o)</sup> |  | 11289 | 167525 |
|  UBS Commercial Mortgage Trust<br>Series 2012-C1, Class D<br>6.633%, 05/10/2045<sup>(e)</sup> |  | 280 | 254365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C1, Class XA<br>1.525%, 06/15/2050<sup>(o)</sup> |  | 6873 | 341124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C16, Class XA<br>1.532%, 04/15/2052<sup>(o)</sup> |  | 14354 | 889214 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C18, Class XA<br>1.02%, 12/15/2052<sup>(o)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43513 | $1996084 |
|  UBS-Barclays Commercial Mortgage Trust<br>Series 2013-C5, Class B<br>3.649%, 03/10/2046<sup>(e)</sup> |  | 2414 | 2209143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-C5, Class C<br>4.005%, 03/10/2046<sup>(e)</sup> |  | 782 | 562966 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2015-LC20, Class XA<br>1.286%, 04/15/2050<sup>(o)</sup> |  | 7616 | 150349 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C36, Class XA<br>1.183%, 11/15/2059<sup>(o)</sup> |  | 42849 | 1431826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC24, Class XA<br>1.606%, 10/15/2049<sup>(o)</sup> |  | 26908 | 1203629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC25, Class XA<br>0.832%, 12/15/2059<sup>(o)</sup> |  | 17042 | 439283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C52, Class XA<br>1.604%, 08/15/2052<sup>(o)</sup> |  | 18824 | 1331399 |
|  WF-RBS Commercial Mortgage Trust<br>Series 2011-C4, Class E<br>4.845%, 06/15/2044<sup>(e)</sup> |  | 489 | 397800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-LC14, Class C<br>4.344%, 03/15/2047 |  | 134 | 126150 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48674757 |
|  **Non-Agency Floating Rate CMBS – 0.7%** |  |  |  |
|  BFLD Trust <br>Series 2019-DPLO, Class E <br>6.699% (LIBOR 1 Month + 2.24%), 10/15/2034<sup>(e) (g)</sup> |  | 11227 | 10860552 |
|  DBWF Mortgage Trust <br>Series 2018-GLKS, Class E <br>7.588% (LIBOR 1 Month + 3.12%), 12/19/2030<sup>(e) (g)</sup> |  | 1994 | 1908968 |
|  Great Wolf Trust <br>Series 2019-WOLF, Class D <br>6.526% (SOFR + 2.05%), 12/15/2036<sup>(e) (g)</sup> |  | 5005 | 4829104 |
|  Morgan Stanley Capital I Trust <br>Series 2019-BPR, Class D <br>8.709% (LIBOR 1 Month + 4.25%), 05/15/2036<sup>(e) (g)</sup> |  | 1651 | 1484011 |
|  |  |  | 19082635 |
|  **Agency CMBS – 0.0%** |  |  |  |
|  Government National Mortgage Association <br>Series 2006-32, Class XM <br>0.131%, 11/16/2045<sup>(o)</sup> |  | 91 | 1 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $80,454,326) |  |  | 67757393 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - SOVEREIGNS – 1.8%** |  |  |  |
|  **Angola – 0.2%** |  |  |  |
|  Angolan Government International Bond <br>8.00%, 11/26/2029<sup>(e)</sup> | U.S.$| 6169 | $5721747 |
|  **Dominican Republic – 0.4%** |  |  |  |
|  Dominican Republic International Bond<br>4.50%, 01/30/2030<sup>(e)</sup> |  | 5298 | 4605287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/23/2032<sup>(e)</sup> |  | 3361 | 2857480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/05/2049<sup>(e)</sup> |  | 2287 | 1947952 |
|  |  |  | 9410719 |
|  **Ecuador – 0.3%** |  |  |  |
|  Ecuador Government International Bond<br>1.50%, 07/31/2040<sup>(e)</sup> |  | 1114 | 466592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/31/2035<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14718 | 7145615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/2030<sup>(e)</sup> |  | 1472 | 977123 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589330 |
|  **El Salvador – 0.2%** |  |  |  |
|  El Salvador Government International Bond<br>7.125%, 01/20/2050<sup>(e)</sup> |  | 235 | 108291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 02/01/2041<sup>(e)</sup> |  | 158 | 74191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 02/28/2029<sup>(e)</sup> |  | 7640 | 4041083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 07/15/2052<sup>(e)</sup> |  | 210 | 109436 |
|  |  |  | 4333001 |
|  **Ivory Coast – 0.1%** |  |  |  |
|  Ivory Coast Government International Bond<br>4.875%, 01/30/2032<sup>(e)</sup> | EUR | 3137 | 2664368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/03/2028<sup>(e)</sup> | U.S.$| 1377 | 1332247 |
|  |  |  | 3996615 |
|  **Kenya – 0.1%** |  |  |  |
|  Republic of Kenya Government International Bond <br>7.00%, 05/22/2027<sup>(e)</sup> |  | 1680 | 1512000 |
|  **Lebanon – 0.0%** |  |  |  |
|  Lebanon Government International Bond<br>6.60%, 11/27/2026<sup>(e) (k) (p)</sup> |  | 1284 | 80250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 04/22/2024<sup>(e) (k) (p)</sup> |  | 507 | 32575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 03/23/2027<sup>(e) (k) (p)</sup> |  | 1053 | 65812 |
|  |  |  | 178637 |
|  **Nigeria – 0.1%** |  |  |  |
|  Nigeria Government International Bond<br>6.125%, 09/28/2028<sup>(e)</sup> |  | 233 | 180575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.143%, 02/23/2030<sup>(e)</sup> |  | 211 | 160360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 11/28/2047<sup>(e)</sup> |  | 2963 | 1937061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.696%, 02/23/2038<sup>(e)</sup> |  | 1729 | 1190633 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/16/2032<sup>(e)</sup> | U.S.$| 226 | $170630 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639259 |
|  **Pakistan – 0.0%** |  |  |  |
|  Pakistan Government International Bond <br>7.375%, 04/08/2031<sup>(e)</sup> |  | 750 | 307583 |
|  **Senegal – 0.3%** |  |  |  |
|  Senegal Government International Bond<br>6.25%, 05/23/2033<sup>(e)</sup> |  | 5158 | 4461670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/13/2048<sup>(e)</sup> |  | 6453 | 4823617 |
|  |  |  | 9285287 |
|  **Ukraine – 0.1%** |  |  |  |
|  Ukraine Government International Bond<br>7.253%, 03/15/2035<sup>(e)</sup> |  | 4689 | 913769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 09/25/2034<sup>(e)</sup> |  | 3586 | 708235 |
|  |  |  | 1622004 |
|  Total Emerging Markets - Sovereigns <br>(cost $68,302,796) |  |  | 48596182 |
|  **AGENCIES – 1.2%** |  |  |  |
|  **Agency Debentures – 1.2%** |  |  |  |
|  Federal Home Loan Banks <br>5.50%, 07/15/2036 |  | 8695 | 10018379 |
|  Federal Home Loan Mortgage Corp.<br>6.25%, 07/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | 12446603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2031 |  | 4000 | 4835547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF<br>6.75%, 09/15/2029 |  | 4606 | 5429084 |
|  Total Agencies <br>(cost $34,870,816) |  |  | 32729613 |
|  **QUASI-SOVEREIGNS – 1.0%** |  |  |  |
|  **Quasi-Sovereign Bonds – 1.0%** |  |  |  |
|  **Chile – 0.0%** |  |  |  |
|  Corp. Nacional del Cobre de Chile <br>5.125%, 02/02/2033<sup>(e)</sup> |  | 480 | 481757 |
|  **Indonesia – 0.1%** |  |  |  |
|  Indonesia Asahan Aluminium Persero PT <br>4.75%, 05/15/2025<sup>(e)</sup> |  | 2044 | 2023785 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  KazMunayGas National Co. JSC<br>4.75%, 04/24/2025<sup>(e)</sup> |  | 768 | 751757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 04/24/2030<sup>(e)</sup> |  | 1940 | 1789650 |
|  |  |  | 2541407 |
|  **Mexico – 0.6%** |  |  |  |
|  Comision Federal de Electricidad <br>4.688%, 05/15/2029<sup>(e)</sup> |  | 4031 | 3699198 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Petroleos Mexicanos<br>5.95%, 01/28/2031 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 | $4819941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 01/23/2027 |  | 1455 | 1361080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/2047 |  | 8071 | 5579079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/2060 |  | 3090 | 2114641 |
|  |  |  | 17573939 |
|  **South Africa – 0.1%** |  |  |  |
|  Transnet SOC Ltd. <br>8.25%, 02/06/2028<sup>(e)</sup> |  | 2349 | 2354872 |
|  **Ukraine – 0.1%** |  |  |  |
|  NAK Naftogaz Ukraine via Kondor Finance PLC <br>7.625%, 11/08/2026<sup>(k) (m) (p)</sup> |  | 2168 | 444440 |
|  State Agency of Roads of Ukraine <br>6.25%, 06/24/2030<sup>(m)</sup> |  | 7856 | 1400823 |
|  |  |  | 1845263 |
|  Total Quasi-Sovereigns <br>(cost $37,019,278) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26821023 |
|  **ASSET-BACKED SECURITIES – 0.5%** |  |  |  |
|  **Autos - Fixed Rate – 0.3%** |  |  |  |
|  ACM Auto Trust <br>Series 2023-1A, Class A <br>6.61%, 01/22/2030<sup>(e)</sup> |  | 3310 | 3310593 |
|  Flagship Credit Auto Trust <br>Series 2019-4, Class E <br>4.11%, 03/15/2027<sup>(e)</sup> |  | 2970 | 2753415 |
|  Westlake Automobile Receivables Trust <br>Series 2019-2A, Class E <br>4.02%, 04/15/2025<sup>(e)</sup> |  | 2551 | 2540234 |
|  |  |  | 8604242 |
|  **Other ABS - Fixed Rate – 0.2%** |  |  |  |
|  Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2018-20, Class PT<br>11.11%, 11/16/2043<sup>(m)</sup> |  | 98 | 92560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-36, Class PT<br>12.563%, 10/17/2044<sup>(m)</sup> |  | 300 | 292133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-43, Class PT<br>0.389%, 11/15/2044<sup>(m)</sup> |  | 4 | 4092 |
|  Marlette Funding Trust<br>Series 2018-4A, Class C<br>4.91%, 12/15/2028<sup>(e)</sup> |  | 32 | 31584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class C<br>4.11%, 07/16/2029<sup>(e)</sup> |  | 734 | 728674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class C<br>3.79%, 09/17/2029<sup>(e)</sup> |  | 1097 | 1087924 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Pagaya AI Debt Trust <br>Series 2022-6, Class A <br>11.00%, 05/15/2030<sup>(e)</sup> | U.S.$| 1200 | $1200636 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437603 |
|  Total Asset-Backed Securities <br>(cost $12,301,477) |  |  | 12041845 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.5%** |  |  |  |
|  **Colombia – 0.3%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 864 | 653022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/22/2032 |  | 8612 | 6342738 |
|  |  |  | 6995760 |
|  **Panama – 0.2%** |  |  |  |
|  Panama Notas del Tesoro <br>3.75%, 04/17/2026 |  | 5027 | 4764025 |
|  **Peru – 0.0%** |  |  |  |
|  Peruvian Government International Bond <br>2.392%, 01/23/2026 |  | 247 | 229602 |
|  Total Governments - Sovereign Bonds <br>(cost $14,826,091) |  |  | 11989387 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.4%** |  |  |  |
|  **Energy – 0.2%** |  |  |  |
|  **Energy Equipment & Services – 0.0%** |  |  |  |
|  Diamond Offshore Drilling, Inc.<sup>(e) (k)</sup> |  | 22730 | 260486 |
|  Vantage Drilling International<sup>(k)</sup> |  | 5988 | 83832 |
|  |  |  | 344318 |
|  **Oil, Gas & Consumable Fuels – 0.2%** |  |  |  |
|  Berry Corp. |  | 78098 | 718502 |
|  Civitas Resources, Inc. |  | 5127 | 341202 |
|  Denbury, Inc.<sup>(k)</sup> |  | 6516 | 565458 |
|  Golden Energy Offshore Services AS<sup>(k)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497659 | 232565 |
|  Nordic Aviation Capital AS<sup>(h) (k) (l)</sup> |  | 103735 | 2074700 |
|  SandRidge Energy, Inc.<sup>(k)</sup> |  | 105 | 1660 |
|  |  |  | 3934087 |
|  |  |  | 4278405 |
|  **Consumer Discretionary – 0.1%** |  |  |  |
|  **Auto Components – 0.0%** |  |  |  |
|  Energy Technology<sup>(h) (k) (l)</sup> |  | 497 | 173950 |
|  **Internet & Catalog Retail – 0.0%** |  |  |  |
|  GOLO Mobile, Inc.<sup>(h) (k) (l)</sup> |  | 30264 | 0 |
|  **Multiline Retail – 0.1%** |  |  |  |
|  ATD New Holdings, Inc.<sup>(h) (k)</sup> |  | 29486 | 1804543 |
|  |  |  | 1978493 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Consumer Staples – 0.1%** |  |  |  |
|  **Household Products – 0.1%** |  |  |  |
|  Southeastern Grocers, Inc.<sup>(h) (k) (l)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71086 | $1634978 |
|  **Communication Services – 0.0%** |  |  |  |
|  **Diversified Telecommunication Services – 0.0%** |  |  |  |
|  Intelsat Jackson Holdings SA<sup>(h) (k) (l)</sup> |  | 9676 | 0 |
|  Intelsat SA/Luxembourg<sup>(h) (k)</sup> |  | 46202 | 1058811 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058811 |
|  **Media – 0.0%** |  |  |  |
|  iHeartMedia, Inc. - Class A<sup>(k)</sup> |  | 14385 | 111484 |
|  |  |  | 1170295 |
|  **Information Technology – 0.0%** |  |  |  |
|  **IT Services – 0.0%** |  |  |  |
|  Paysafe Ltd.<sup>(k)</sup> |  | 8409 | 176925 |
|  **Software – 0.0%** |  |  |  |
|  Monitronics International, Inc.<sup>(k)</sup> |  | 34245 | 5137 |
|  Paysafe AG Tracker<sup>(h) (k)</sup> |  | 71679 | 0 |
|  |  |  | 5137 |
|  |  |  | 182062 |
|  **Health Care – 0.0%** |  |  |  |
|  **Pharmaceuticals – 0.0%** |  |  |  |
|  Mallinckrodt PLC<sup>(k)</sup> |  | 5739 | 43043 |
|  Total Common Stocks <br>(cost $14,005,492) |  |  | 9287276 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.3%** |  |  |  |
|  **United States – 0.3%** |  |  |  |
|  Texas Transportation Commission State Highway Fund<br>Series 2010-B<br>5.178%, 04/01/2030 | U.S.$| 2560 | 2663248 |
|  Wisconsin Public Finance Authority <br>(Catholic Bishop of Chicago (The))<br>Series 2021<br>5.75%, 07/25/2041<sup>(e)</sup> |  | 6915 | 6381099 |
|  Total Local Governments - US Municipal Bonds <br>(cost $9,475,000) |  |  | 9044347 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **PREFERRED STOCKS – 0.1%** |  |  |
|  **Industrial – 0.1%** |  |  |
|  **Auto Components – 0.1%** |  |  |
|  Energy Technology <br>0.00%<sup>(h) (k) (l)</sup> | 3093 | $2242425 |
|  **Energy – 0.0%** |  |  |
|  Gulfport Energy Corp.<br>10.00%<sup>(h) (k)</sup> | 113 | 519800 |
|  Total Preferred Stocks <br>(cost $2,416,042) |  | 2762225 |
|  **WARRANTS – 0.0%** |  |  |
|  Encore Automotive Acceptance, expiring 07/05/2031<sup>(h) (k) (l)</sup> | 12 | 0 |
|  Flexpath Capital, Inc., expiring 04/15/2031<sup>(h) (k) (l)</sup> | 17195 | 0 |
|  Total Warrants <br>(cost $0) |  | 0 |
|  **SHORT-TERM INVESTMENTS – 0.7%** |  |  |
|  **Investment Companies – 0.7%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.15%<sup>(r) (s) (t)</sup> <br>(cost $18,837,773) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18837773 | 18837773 |
|  **Total Investments – 142.1%** <br> (cost $3,973,475,170)<sup>(u)</sup> |  | 3824353479 |
|  Other assets less liabilities – (42.1)% |  | (1132607970) |
|  **Net Assets – 100.0%** |  | $**2691745509** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Long Gilt Futures | 11 | March 2023 | $1417296 | $1346 |
| U.S. Long Bond (CBT) Futures | 1181 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153382375 | 2591034 |
| U.S. T-Note 2 Yr (CBT) Futures | 951 | March 2023 | 195571665 | 771510 |
| U.S. T-Note 5 Yr (CBT) Futures | 178 | March 2023 | 19445109 | 222528 |
| U.S. T-Note 10 Yr (CBT) Futures | 1294 | March 2023 | 148183219 | 2252269 |
| U.S. Ultra Bond (CBT) Futures | 1326 | March 2023 | 187960500 | 5739509 |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Euro Buxl 30 Yr Bond Futures | 13 | March 2023 | 2035145 | 236008 |
| Euro-BOBL Futures | 18 | March 2023 | 2295409 | 43360 |
| Euro-Bund Futures | 49 | March 2023 | 7288451 | 228983 |
| Euro-Schatz Futures | 149 | March 2023 | 17129146 | 157445 |
| U.S. 10 Yr Ultra Futures | 2223 | March 2023 | 269434547 | (3644270) |
| U.S. T-Note 5 Yr (CBT) Futures | 2497 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272777743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2344653) |
|  |  |  |  | $6255069 |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | GBP | 1016 | USD | 1240 | 03/24/2023 | $(14776) |
| Bank of America, NA | CAD | 203663 | USD | 152222 | 03/30/2023 | (909739) |
| Morgan Stanley Capital Services, Inc. | CAD | 7811 | USD | 5838 | 03/30/2023 | (35052) |
| Morgan Stanley Capital Services, Inc. | USD | 2094 | AUD | 2993 | 04/13/2023 | 24671 |
| UBS AG | EUR | 29286 | USD | 30915 | 02/27/2023 | (975370) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1910266) |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxxx Xover Series 38, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | 4.15% | EUR | 13220 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566193 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522281) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088474 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 109350 | 04/20/2023 | 2.850% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | $(242934) | $— | $(242934) |
| USD | 46860 | 04/02/2024 | 2.851% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 861877 |  | 861877 |
| USD | 30755 | 02/10/2025 | 2.034% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 1478193 |  | 1478193 |
| USD | 6010 | 06/09/2025 | 2.491% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 264847 |  | 264847 |
| USD | 10000 | 01/11/2027 | 2.285% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 578495 |  | 578495 |
| USD | 11920 | 04/26/2027 | 2.287% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 631235 |  | 631235 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571713 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571713 |

---

------

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| Barclays Bank PLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 3418 | $(1259172) | $(79219) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1179953) |
| Citigroup Global Markets, Inc. |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 2734 | (1007338) | (391431) | (615907) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 734 | (179086) | (185291) | 6205 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1377 | (335993) | (318665) | (17328) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 100 | (24480) | (5926) | (18554) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1836 | (447940) | (424839) | (23101) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 398 | (97011) | (42070) | (54941) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 709 | (172899) | (105950) | (66949) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 619 | (150873) | (51232) | (99641) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 946 | (230684) | (89963) | (140721) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1218 | (297068) | (115126) | (181942) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 3093 | (754362) | (296637) | (457725) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5911 | (1441888) | (553452) | (888436) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1441888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(553452) | (888436) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 5585 | $(1362227) | $(451314) | $(910913) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5916 | (1442944) | (347561) | (1095383) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 252 | (36676) | (9343) | (27333) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 505 | (73481) | (19073) | (54408) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 1262 | (183639) | (46779) | (136860) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 2889 | (420448) | (146004) | (274444) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 6668 | (970264) | (197120) | (773144) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 831 | (202622) | (96275) | (106347) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5703 | (1391044) | (645027) | (746017) |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 10535 | (1533017) | (431844) | (1101173) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 11278 | (4155267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2384873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1770394) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2654 | (647393) | (288768) | (358625) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 3911 | (953966) | (593183) | (360783) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1331751) | (840008) | (491743) |
| JPMorgan Securities, LLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 2562 | (943875) | (465053) | (478822) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB Series 6, 05/11/2063\* | 5.00% | Monthly | 7.50% | USD | 2645 | $(974347) | $(473130) | $(501217) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1856 | (452618) | (109565) | (343053) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2792 | (681038) | (224498) | (456540) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5903 | (1439776) | (622937) | (816839) |
| Morgan Stanley & Co. International PLC |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 130 | (18955) | (5004) | (13951) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 338 | (82527) | (26383) | (56144) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27138557) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11636995) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15501562) |

---

*\** *Termination date* 

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | | **Maturity** | **U.S. $Value at<br>January 31,**<br> **2023** |
| Barclay Capital, Inc.† | USD | 2900 | (1.00) | %)\* |  | $2895569 |
| Credit Suisse Securities (USA) LLC† | EUR | 2236 | 1.50 | % |  | 2432537 |
| Credit Suisse Securities (USA) LLC† | USD | 1599 | 2.00 | % |  | 1600972 |
| Credit Suisse Securities (USA) LLC† | EUR | 1103 | 1.00 | % |  | 1198692 |
| Credit Suisse Securities (USA) LLC† | USD | 894 | 0.50 | % |  | 893775 |
| HSBC Securities (USA), Inc.† | USD | 229363 | 4.40 | % |  | 231258563 |
| HSBC Securities (USA), Inc.† | USD | 34808 | 4.40 | % |  | 35014895 |
| JPMorgan Chase Bank† | USD | 310294 | 4.37 | % |  | 312867120 |
| JPMorgan Chase Bank† | USD | 50750 | 4.37 | % |  | 51099160 |
| JPMorgan Chase Bank† | USD | 45675 | 4.37 | % |  | 45989244 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685250527 |

---

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

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on January 31, 2023.* 

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than<br>90 Days** | **Total** |
| Governments - Treasuries | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676228982 | $— | $— | $— | $676228982 |
| Corporates - Investment Grade | 1600972 |  |  |  | 1600972 |
| Corporates - Non-Investment Grade | 7420573 |  |  |  | 7420573 |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685250527 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685250527 |

---

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

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

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

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

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

*(e)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2023, the aggregate market value of these securities amounted to $846,336,252 or 31.4% of net assets.* 

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

*(g)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

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

*(i)* *Defaulted matured security.* 

*(j)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at January 31, 2023.* 

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

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

*(m)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.27% of net assets as of January 31, 2023, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2018-20, Class PT <br>11.11%, 11/16/2043* | *09/27/2018* | $*98288* | | $*92560* | | *0.00%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-36, Class PT <br>12.563%, 10/17/2044* | *09/04/2019* | *299681* | | *292133* | | *0.01%* |
|  *Consumer Loan Underlying Bond Certificate Issuer Trust I<br>Series 2019-43, Class PT <br>0.389%, 11/15/2044* | *10/09/2019* | *4346* | | *4092* | | *0.00%* |
|  *Digicel Group Holdings Ltd. <br>7.00%, 02/16/2023* | *06/21/2019* | *19245* | | *7219* | | *0.00%* |
|  *Exide Technologies (Exchange Priority) <br>11.00%, 10/31/2024* | *10/26/2020* | *0* | | *0* | | *0.00%* |
|  *Exide Technologies (First Lien) <br>11.00%, 10/31/2024* | *06/21/2019* | *692006* | | *0* | | *0.00%* |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Home Re Ltd. <br>Series 2019-1, Class B1 <br>8.856%, 05/25/2029* | *12/20/2019* | $*2054519* | | $*1991128* | | *0.07%* |
|  *JPMorgan Madison Avenue Securities Trust <br>Series 2014-CH1, Class M2 <br>8.756%, 11/25/2024* | *11/06/2015* | *344844* | | *334572* | | *0.01%* |
|  *JPMorgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>10.006%, 10/25/2025* | *09/18/2015* | *631694* | | *620686* | | *0.02%* |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018* | *02/19/2015* | *861787* | | *0* | | *0.00%* |
|  *NAK Naftogaz Ukraine via Kondor Finance PLC <br>7.625%, 11/08/2026* | *11/04/2019* | *2168000* | | *444440* | | *0.02%* |
|  *PMT Credit Risk Transfer Trust<br>Series 2020-1R, Class A <br>6.867%, 02/27/2023* | *02/11/2020* | *1812485* | | *1751806* | | *0.07%* |
|  *State Agency of Roads of Ukraine <br>6.25%, 06/24/2030* | *06/17/2021* | *7856000* | | *1400823* | | *0.05%* |
|  *Terraform Global Operating LP <br>6.125%, 03/01/2026* | *02/08/2018* | *289000* | | *274902* | | *0.01%* |
|  *Tonon Luxembourg SA <br>6.50%, 10/31/2024* | *01/16/2013* | *1804783* | | *87* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* | *06/19/2013* | *3510948* | | *474* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA <br>10.875%, 01/13/2020* | *06/09/2014* | *745965* | | *75* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA <br>11.75%, 02/09/2022* | *01/29/2014* | *916308* | | *169* | | *0.00%* |
|  *Wells Fargo Credit Risk Transfer Securities Trust<br>Series 2015-WF1, Class 1M2 <br>9.756%, 11/25/2025* | *09/06/2016* | *231086* | | *213773* | | *0.01%* |

---

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

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

*(p)* *Defaulted.* 

*(q)* *The stated coupon rate represents the greater of the LIBOR or an alternate base rate such as the the PRIME or the LIBOR/PRIME floor rate plus a spread at January 31, 2023.* 

*(r)* *Affiliated investments.* 

*(s)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov, or call AB at (800) 227-4618.* 

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

*(u)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $79,872,323 and gross unrealized depreciation of investments was $(235,490,586), resulting in net unrealized depreciation of $(155,618,263).* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*CAD – Canadian Dollar* 

*EUR – Euro* 

*GBP – Great British Pound* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*BOBL – Bundesobligationen* 

*CBT – Chicago Board of Trade* 

------

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed* 

*JSC – Joint Stock Company* 

*LIBOR – London Interbank Offered Rate* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*SOFR - Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

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

**January 31, 2023 (unaudited)** 

80.8 % United States

4.4 % Canada

2.2 % United Kingdom

0.9 % Mexico

0.9 % Brazil

0.8 % France

0.7 % Colombia

0.6 % Ireland

0.6 % Switzerland

0.5 % China

0.4 % India

0.4 % Italy

0.4 % Peru

5.9 % Other

0.5 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.4% or less in the following: Angola, Australia, Belgium, Bermuda, Chile, Denmark, Dominican Republic, Ecuador, El Salvador, Finland, Germany, Ghana, Guatemala, Hong Kong, Indonesia, Israel, Ivory Coast, Jamaica, Japan, Kazakhstan, Kenya, Kuwait, Lebanon, Luxembourg, Macau, Morocco, Netherlands, Nigeria, Norway, Pakistan, Panama, Senegal, South Africa, South Korea, Spain, Sweden, Turkey and Ukraine. 

------

**AB Income Fund** 

**January 31, 2023 (unaudited)** 

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

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

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

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

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

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

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

------

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

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

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $— | $1871731284 | $— | $1871731284 |
| Mortgage Pass-Throughs |  | 541396968 |  | 541396968 |
| Corporates - Investment Grade | 2086696 | 462474525 | 4054256 | 468615477 |
| Corporates - Non-Investment Grade |  | 278926637 | 78879 <sup>(a)</sup> | 279005516 |
| Collateralized Loan Obligations |  | 135089227 |  | 135089227 |
| Collateralized Mortgage Obligations |  | 108465552 |  | 108465552 |
| Emerging Markets - Corporate Bonds |  | 92200605 | 718 | 92201323 |
| Bank Loans |  | 84562963 | 3418105 | 87981068 |
| Commercial Mortgage-Backed Securities |  | 67757393 |  | 67757393 |
| Emerging Markets - Sovereigns |  | 48596182 |  | 48596182 |
| Agencies |  | 32729613 |  | 32729613 |
| Quasi-Sovereigns |  | 26821023 |  | 26821023 |
| Asset-Backed Securities |  | 12041845 |  | 12041845 |
| Governments - Sovereign Bonds |  | 11989387 |  | 11989387 |
| Common Stocks | 2540294 |  | 6746982 <sup>(a)</sup> | 9287276 |
| Local Governments - US Municipal Bonds |  | 9044347 |  | 9044347 |
| Preferred Stocks |  |  | 2762225 | 2762225 |
| Warrants |  |  | 0 <sup>(a)</sup> |  |
| Short-Term Investments | 18837773 |  |  | 18837773 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23464763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783827551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17061165 <sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824353479 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 12243992 |  |  | 12243992 |
| Forward Currency Exchange Contracts |  | 24671 |  | 24671 |
| Centrally Cleared Credit Default Swaps |  | 566193 |  | 566193 |
| Centrally Cleared Interest Rate Swaps |  | 3814647 |  | 3814647 |
| **Liabilities:** |  |  |  |  |
| Futures | (5988923) |  |  | (5988923) |
| Forward Currency Exchange Contracts |  | (1934937) |  | (1934937) |
| Centrally Cleared Interest Rate Swaps |  | (242934) |  | (242934) |
| Credit Default Swaps |  | (27138557) |  | (27138557) |
| Reverse Repurchase Agreements | (685250527) |  |  | (685250527) |
| **Total** | $**(655530695)** | $**3758916634** | $**17061165** **<sup>(a)</sup>** | $**3120447104** |

---

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

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

------

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2022**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2023**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market Portfolio | $5642 | $185374 | $172178 | $18838 | $153 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3868376797.11

**Total Liabilities:** $1184205305.20

**Net Assets:** $2684171491.91

**Delayed Delivery Securities:** $4766000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1775.59000000 | **1-Year:** -2734.73000000 | **5-Year:** -18285.19000000 | **10-Year:** -11821.98000000 | **30-Year:** -1762.01000000

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

- **3-Month:** -115924.95000000 | **1-Year:** -123413.96000000 | **5-Year:** -65387.82000000 | **10-Year:** -200531.09000000 | **30-Year:** -252392.41000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161785 | 4.38%                | -0.16%               | 4.10%                |
| Class ID C000161779 | 4.52%                | -0.18%               | 3.92%                |
| Class ID C000161781 | 4.54%                | -0.16%               | 3.94%                |
| Class ID C000161780 | 4.45%                | -0.25%               | 3.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-15920856.28            | $113009254.29                              |
| Month 2  | $1364067.19              | $-16430786.43                              |
| Month 3  | $-7435203.81             | $86556573.64                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                            | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1243000 | PA      | $1042069.05    | 0.04%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6459000 | PA      | $5248260.45    | 0.20%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |     445116 | PA      | $235069.65     | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                            | CF Industries Inc                                                                                                          | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68319.00      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                            | Elevation CLO 2020-11 Ltd                                                                                                  | CUSIP: 28621YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4490000 | PA      | $4125191.99    | 0.15%             | 2033-04-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                           | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1666322.80    | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.                                  | Jones DesLauriers Insurance Management Inc. Delayed Draw Term Loan (Second Lien)                                           | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |          0 | PA      | $0.00          | 0.00%             | 2029-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     490000 | PA      | $466009.60     | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                 | Rockwood Service Corporation Initial Term Loan                                                                             | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |     173484 | PA      | $173093.90     | 0.01%             | 2027-01-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1455000 | PA      | $1361079.75    | 0.05%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Endurance International Group Holdings, Inc.                                 | Endurance International Group Holdings, Inc. Initial Term Loan                                                             | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    9613600 | PA      | $9052838.69    | 0.34%             | 2028-02-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                      | Kaixo Bondco Telecom SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    4070000 | PA      | $3822455.63    | 0.14%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                     | Viking Ocean Cruises Ship VII Ltd                                                                                          | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1376000 | PA      | $1176768.96    | 0.04%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                                                    | Colbun SA                                                                                                                  | CUSIP: 192714AD5<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     209000 | PA      | $182352.50     | 0.01%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1IFA6   CDS USD R F  3.00000 IS1IFA6 CMBX / Short: IS1IFA6   CDS USD P V 01MEVENT IS1IFB7 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     708848 | OU      | $-172899.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                      | Panama Notas del Tesoro                                                                                                    | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5027000 | PA      | $4764025.06    | 0.18%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                         | Neptune Bidco US Inc                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2586685.86    | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                                             | LB-UBS Commercial Mortgage Trust 2006-C6                                                                                   | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     632133 | PA      | $276868.22     | 0.01%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     234000 | PA      | $46258.88      | 0.00%             | 2024-06-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities LLC                                                 | FIRST BOSTON REVERSE REPO EUR                                                                                              | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | LU        |   -2235706 | PA      | $-2430547.95   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43                                               | CUSIP: 21055AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4346 | PA      | $4092.41       | 0.00%             | 2044-11-15      | Variable      | -9.57%                | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                    | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3344239.56    | 0.12%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38470.44      | 0.00%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                     | ION Trading Technologies Sarl                                                                                              | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     284000 | PA      | $243248.84     | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | JP Morgan Madison Avenue Securities Trust Series 2014-1                                                                    | CUSIP: 46643HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     346031 | PA      | $334571.64     | 0.01%             | 2024-11-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                                                     | Indika Energy Capital IV Pte Ltd                                                                                           | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    4123000 | PA      | $4102385.00    | 0.15%             | 2025-10-22      | Fixed         | 8.25%                 | 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        |   10544258 | PA      | $644040.12     | 0.02%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                         | ACE Capital Trust II                                                                                                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $945015.00     | 0.04%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1WZV9   CDS USD R F  3.00000 IS1WZV9 CMBX / Short: IS1WZV9   CDS USD P V 01MEVENT IS1WZW0 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     618541 | OU      | $-150872.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                               | Vantage Drilling International                                                                                             | CUSIP: 000000000<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |       5988 | NS      | $83832.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: BS1E2R0   IRS USD R V 03MLIBOR IS1E2S1 CCPVANILLA / Short: BS1E2R0   IRS USD P F  2.28650 IS1E2R0 CCPVANILLA         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11920000 | OU      | $631235.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     215000 | PA      | $4300.00       | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    3961000 | PA      | $3230908.48    | 0.12%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                        | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1260000 | PA      | $1192275.00    | 0.04%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                 | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $899797.50     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                        | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4241000 | PA      | $4038789.12    | 0.15%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44831826 | PA      | $43276722.04   | 1.61%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1XEJ3   CDS USD R F  5.00000 IS1XEJ3 CMBX / Short: IS1XEJ3   CDS USD P V 01MEVENT IS1XEK4 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    2734152 | OU      | $-1007337.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2963000 | PA      | $1937061.25    | 0.07%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 1                                                      | INEOS Quattro Finance 1 Plc                                                                                                | CUSIP: 000000000<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |     107000 | PA      | $103292.02     | 0.00%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     497000 | PA      | $473968.59     | 0.02%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                     | PetSmart Inc / PetSmart Finance Corp                                                                                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1459220.80    | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                      | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     317000 | PA      | $279078.88     | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                         | Colombia Government International Bond                                                                                     | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     864000 | PA      | $653022.00     | 0.02%             | 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      | $669231.55     | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                  | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     235000 | PA      | $108290.94     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                | CommScope Inc                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      68000 | PA      | $56479.44      | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                                       | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     255000 | PA      | $56737.50      | 0.00%             | 2025-01-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1132778.44    | 0.04%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                                                            | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     410000 | PA      | $335611.65     | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors, Inc.                                             | American Tire Distributors, Inc. Initial Term Loan                                                                         | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    1671767 | PA      | $1533060.49    | 0.06%             | 2028-10-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                      | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     608000 | PA      | $525920.00     | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     674000 | PA      | $627008.72     | 0.02%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-14775.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     640000 | PA      | $562784.00     | 0.02%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    6453000 | PA      | $4823617.50    | 0.18%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $514624.60     | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                 | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $630255.83     | 0.02%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                               | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     488000 | PA      | $471368.96     | 0.02%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                     | Amentum Government Services Holdings LLC Initial Term Loan (First Lien)                                                    | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     438750 | PA      | $433998.34     | 0.02%             | 2027-01-29      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5206000 | PA      | $5490455.84    | 0.20%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5025782 | PA      | $571359.04     | 0.02%             | 2041-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                       | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    1215000 | PA      | $1121839.88    | 0.04%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                                                     | Digicel International Finance Ltd/Digicel international Holdings Ltd                                                       | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     339033 | PA      | $291420.05     | 0.01%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC                                                                                                          | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     468000 | PA      | $461185.92     | 0.02%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1617000 | PA      | $1391040.42    | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc. (aka BMC Software, Inc.)                           | Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan                                       | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    3373506 | PA      | $3310691.03    | 0.12%             | 2025-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3399000 | PA      | $3199682.64    | 0.12%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7080000 | PA      | $7545656.56    | 0.28%             | 2029-10-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic International Bond                                                                                      | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3361000 | PA      | $2857480.19    | 0.11%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                     | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2054000 | PA      | $2103152.22    | 0.08%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                                                            | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4824 | PA      | $5099.03       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                       | Marlette Funding Trust 2018-4                                                                                              | CUSIP: 57109GAC8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |      31607 | PA      | $31584.07      | 0.00%             | 2028-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                             | LONG GILT FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         11 | NC      | $1345.56       | 0.00%             |  |  |  | No            |                  1 | 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        |   15143812 | PA      | $708241.27     | 0.03%             | 2049-08-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                      | Acu Petroleo Luxembourg Sarl                                                                                               | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2230000 | PA      | $2086861.88    | 0.08%             | 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      | $2999427.94    | 0.11%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                              | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    1748000 | PA      | $1152893.40    | 0.04%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                                            | ENERGY TECHNOLOGY                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        497 | NS      | $173950.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                                                                     | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     247000 | PA      | $229601.94     | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                            | Nexa Resources SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    1441000 | PA      | $1393447.00    | 0.05%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                 | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1255890.75    | 0.05%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                              | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1655199.67    | 0.06%             | 2025-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                            | Vibrantz Technologies Inc                                                                                                  | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    4043000 | PA      | $3129645.87    | 0.12%             | 2030-02-15      | Fixed         | 9.00%                 | 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      | $562966.35     | 0.02%             | 2046-03-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                                     | Advisor Group Holdings Inc                                                                                                 | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4474405.50    | 0.17%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                              | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2431745.20    | 0.09%             | 2024-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                              | Danske Bank A/S                                                                                                            | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $190672.00     | 0.01%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     333000 | PA      | $399413.29     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                         | Raizen Fuels Finance SA                                                                                                    | CUSIP: 75102XAA4<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2218000 | PA      | $2166542.40    | 0.08%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     225000 | PA      | $64125.00      | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | 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        |   18824161 | PA      | $1331399.00    | 0.05%             | 2052-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                                      | Gold Fields Orogen Holdings BVI Ltd                                                                                        | CUSIP: 38060AAB0<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    1445000 | PA      | $1435788.13    | 0.05%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                             | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     159000 | PA      | $152360.16     | 0.01%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                      | Huarong Finance 2017 Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     400000 | PA      | $361450.00     | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                     | PUBLIC FIN AUTH WI REVENUE                                                                                                 | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    6915000 | PA      | $6381098.38    | 0.24%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                               | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4658000 | PA      | $4342327.34    | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM General Purchaser LLC                                                                                                   | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1154309.55    | 0.04%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                  | Home RE 2019-1 Ltd                                                                                                         | CUSIP: 43731AAC7<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |    2000000 | PA      | $1991128.20    | 0.07%             | 2029-05-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS1KVF9   CDS USD R F  2.00000 IS1KVF9 CMBX / Short: IS1KVF9   CDS USD P V 01MEVENT IS1KVG0 CMBX                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     130269 | OU      | $-18955.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                               | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6341000 | PA      | $6157998.74    | 0.23%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                   | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     277000 | PA      | $236566.31     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     824000 | PA      | $755830.48     | 0.03%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1187671 | PA      | $1207864.50    | 0.04%             | 2029-05-25      | Floating      | 14.01%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     588000 | PA      | $166110.00     | 0.01%             | 2024-04-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                             | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    1692120 | PA      | $1326012.92    | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                  | Long: BS0MJF2   IRS USD R V 03MLIBOR IS0MJG3 CCPVANILLA / Short: BS0MJF2   IRS USD P F  2.85050 IS0MJF2 CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   46860000 | OU      | $861877.19     | 0.03%             |  |  |  | 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        |    7500000 | PA      | $6734767.50    | 0.25%             | 2047-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | REVERSE REPO JPM CHASE                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -50750000 | PA      | $-50750000.00  | -1.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BDA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2673128 | PA      | $275780.19     | 0.01%             | 2044-08-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                       | ESC GCB INTELSAT JACKS                                                                                                     | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4941000 | PA      | $0.05          | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $1314239.85    | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3090000 | PA      | $2114641.50    | 0.08%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1KUV8   CDS USD R F  2.00000 IS1KUV8 CMBX / Short: IS1KUV8   CDS USD P V 01MEVENT IS1KUW9 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     252049 | OU      | $-36675.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                              | iHeartMedia Inc                                                                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14385 | NS      | $111483.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd                                                                                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1716000 | PA      | $1702272.00    | 0.06%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                           | Eldorado Gold Corp                                                                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    2385000 | PA      | $2151717.19    | 0.08%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                               | Trust Fibra Uno                                                                                                            | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    4814000 | PA      | $4414076.95    | 0.16%             | 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        |    1377000 | PA      | $1332247.50    | 0.05%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                      | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1846000 | PA      | $1644915.22    | 0.06%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | Entegris Escrow Corp                                                                                                       | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2001000 | PA      | $1922100.57    | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                       | Marlette Funding Trust 2019-2                                                                                              | CUSIP: 57109HAC6<br>LEI: 549300Y3KZXU3NUCX480 | Long             | ABS-O            | CORP              | US        |     733654 | PA      | $728674.07     | 0.03%             | 2029-07-16      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                                                  | Paysafe Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       8409 | NS      | $176925.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 49 Senior Loan Fund                                                                                                 | CUSIP: 26244QAE3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     605287 | PA      | $529521.41     | 0.02%             | 2030-07-18      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                        | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     831000 | PA      | $834905.70     | 0.03%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $884881.53     | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB Group PLC                                                                                                              | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    8459000 | PA      | $8754726.64    | 0.33%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                     | MetLife Capital Trust IV                                                                                                   | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4117000 | PA      | $4528700.00    | 0.17%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                       | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2856960.00    | 0.11%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                            | Chariot Buyer LLC Initial Term Loan (First Lien)                                                                           | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     227700 | PA      | $219541.51     | 0.01%             | 2028-11-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                           | JSW Infrastructure Ltd                                                                                                     | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     583000 | PA      | $512967.13     | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     440000 | PA      | $450472.00     | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                     | Banco Bilbao Vizcaya Argentaria SA                                                                                         | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $1769328.00    | 0.07%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Federal Home Loan Mortgage Corp                                                                                            | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    4606000 | PA      | $5429084.32    | 0.20%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                           | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1661000 | PA      | $1635038.57    | 0.06%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     800000 | PA      | $174000.00     | 0.01%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                                                                     | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     569000 | PA      | $551930.00     | 0.02%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp. Term B Loan (First Lien)                                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    1601257 | PA      | $1591248.83    | 0.06%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                   | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     280000 | PA      | $202652.80     | 0.01%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.                                  | Jones DesLauriers Insurance Management Inc. Closing Date Term Loan (Second Lien)                                           | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |          0 | PA      | $0.00          | 0.00%             | 2029-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                                                     | Indonesia Asahan Aluminium Persero PT                                                                                      | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    2044000 | PA      | $2023784.84    | 0.08%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3586000 | PA      | $708235.00     | 0.03%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | Long: IS10148   CDS USD R F  5.00000 IS10148 CMBX-BB-171905 / Short: IS10148   CDS USD P V 00MEVENT IS10159 CMBX-BB-171905 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    3417690 | OU      | $-1259171.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                | Ballyrock CLO 15 Ltd                                                                                                       | CUSIP: 05875TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2545672.25    | 0.09%             | 2034-04-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2266117 | PA      | $2354502.13    | 0.09%             | 2024-11-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AXHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1752775 | PA      | $207574.65     | 0.01%             | 2047-07-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |     400000 | PA      | $148000.00     | 0.01%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                           | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                           | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   18837773 | NS      | $18837772.69   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                      | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    2244375 | PA      | $2179849.22    | 0.08%             | 2028-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | Great Wolf Trust 2019-WOLF                                                                                                 | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5005000 | PA      | $4829103.78    | 0.18%             | 2036-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                       | BBVA Bancomer SA/Texas                                                                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    5343000 | PA      | $5128612.13    | 0.19%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                             | GREYWOLF CLO VI Ltd                                                                                                        | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5270277.60    | 0.20%             | 2031-04-26      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                                             | SEPLAT Energy PLC                                                                                                          | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    2065000 | PA      | $1792420.00    | 0.07%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                          | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                    | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     633411 | PA      | $620686.27     | 0.02%             | 2025-10-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust 2012-C1                                                                                      | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279842 | PA      | $254364.84     | 0.01%             | 2045-05-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    5077000 | PA      | $5381366.15    | 0.20%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7280000 | PA      | $7453934.49    | 0.28%             | 2030-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    4529000 | PA      | $3440409.56    | 0.13%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | Nomura Holdings Inc                                                                                                        | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6517000 | PA      | $6603285.08    | 0.25%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1524000 | PA      | $1549420.32    | 0.06%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                        | Investment Energy Resources Ltd                                                                                            | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    1306000 | PA      | $1244209.88    | 0.05%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                       | BRF SA                                                                                                                     | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    1133000 | PA      | $954764.94     | 0.04%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    3513000 | PA      | $3186255.87    | 0.12%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1549407.28    | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $223572.00     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36                                                    | CUSIP: 21055KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299681 | PA      | $292132.51     | 0.01%             | 2044-10-17      | Variable      | 12.56%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                                                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    3282000 | PA      | $2891080.98    | 0.11%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12563400 | PA      | $13177828.78   | 0.49%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                     | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                            | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1119375 | PA      | $1109580.47    | 0.04%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     400000 | PA      | $8000.00       | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FlexPath Capital, Inc.                                                       | FLEXPATH WARRANT AF76932                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      17195 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                      | US Acute Care Solutions LLC                                                                                                | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1252500.12    | 0.05%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                | FirstCash Inc                                                                                                              | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      66000 | PA      | $60588.66      | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1G4P8   CDS USD R F  3.00000 IS1G4P8 CMBX / Short: IS1G4P8   CDS USD P V 01MEVENT IS1G4Q9 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    3092704 | OU      | $-754362.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                     | Odebrecht Holdco Finance Ltd                                                                                               | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5578350 | PA      | $8925.36       | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)                          | IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan                                           | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     548229 | PA      | $546945.82     | 0.02%             | 2025-02-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                    | Baidu Inc                                                                                                                  | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $204313.50     | 0.01%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US ULTRA BOND CBT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1326 | NC      | $5739508.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust 2022-R03                                                                               | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2657060 | PA      | $2693569.60    | 0.10%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                             | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    3079000 | PA      | $3021268.75    | 0.11%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                     | AerCap Global Aviation Trust                                                                                               | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1900473.84    | 0.07%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                             | Bellemeade Re 2019-1 Ltd                                                                                                   | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |    1340439 | PA      | $1349843.92    | 0.05%             | 2029-03-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1942000 | PA      | $1649410.87    | 0.06%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | Long: IS1OW14   CDS USD R F  3.00000 IS1OW14 CMBX / Short: IS1OW14   CDS USD P V 01MEVENT IS1OW25 CMBX                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    5902735 | OU      | $-1439775.53   | -0.05%            |  |  |  | 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      | $857560.11     | 0.03%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A9TC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11988060 | PA      | $10654795.83   | 0.40%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F4W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5648858 | PA      | $684142.80     | 0.03%             | 2048-04-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     623000 | PA      | $595829.65     | 0.02%             | 2027-05-15      | Fixed         | 3.88%                 | 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      | $272026.16     | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                      | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     925000 | PA      | $899562.50     | 0.03%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: BS0VVT7   IRS USD R V 03MLIBOR IS0VVU8 CCPVANILLA / Short: BS0VVT7   IRS USD P F  2.49100 IS0VVT7 CCPVANILLA         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6010000 | OU      | $264847.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EA7RQ24 NORDIC AVIATION                                                      | EA7RQ24 NORDIC AVIATION                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     103735 | NS      | $2074700.00    | 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        |     320786 | PA      | $81593.55      | 0.00%             | 2037-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation                                      | Triangle Re 2021-3 Ltd                                                                                                     | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6588446 | PA      | $6577259.10    | 0.25%             | 2034-02-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  471601900 | PA      | $480591811.22  | 17.90%            | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                              | Danske Bank A/S                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4773000 | PA      | $4594823.91    | 0.17%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC Mortgage-Backed Trust 2006-7                                                                                          | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322105 | PA      | $136980.93     | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                       | Granite Generation LLC Term Loan                                                                                           | CUSIP: 38750BAB3<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |    3628772 | PA      | $3530359.67    | 0.13%             | 2026-11-09      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     728000 | PA      | $459084.08     | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                         | BANK 2020-BNK25                                                                                                            | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65487751 | PA      | $3056974.76    | 0.11%             | 2063-01-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan C                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     525290 | PA      | $516490.92     | 0.02%             | 2029-02-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                           | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                                                                       | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2560000 | PA      | $2663248.13    | 0.10%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                       | Federal Home Loan Banks                                                                                                    | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8695000 | PA      | $10018379.00   | 0.37%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1OZL5   CDS USD R F  3.00000 IS1OZL5 CMBX / Short: IS1OZL5   CDS USD P V 01MEVENT IS1OZM6 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     397722 | OU      | $-97010.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | REVERSE REPO JPM CHASE                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -45675000 | PA      | $-45675000.00  | -1.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR ULTRA FUT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -2223 | NC      | $-3644269.63   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Zacapa S.a r.l.                                                              | Zacapa S.a r.l. Initial Term Loan (2022)                                                                                   | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    3282466 | PA      | $3216816.55    | 0.12%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                      | GLP Capital LP / GLP Financing II Inc                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |     283000 | PA      | $282705.68     | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                        | Westlake Automobile Receivables Trust 2019-2                                                                               | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2551000 | PA      | $2540234.01    | 0.09%             | 2025-04-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                          | Tonon Luxembourg SA                                                                                                        | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |     871274 | PA      | $87.13         | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | Boston Properties LP                                                                                                       | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3440000 | PA      | $3644026.40    | 0.14%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                   | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22437.42      | 0.00%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DAC                                                          | NAC Aviation 29 DAC                                                                                                        | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |    5858953 | PA      | $5140411.00    | 0.19%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                             | ITT Holdings LLC                                                                                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    2772000 | PA      | $2409810.48    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | 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        |     230009 | PA      | $213772.74     | 0.01%             | 2025-11-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                       | Presidio Holdings Inc. Initial Term Loan (2020)                                                                            | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1606556 | PA      | $1600531.66    | 0.06%             | 2027-01-22      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                         | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2272904 | PA      | $0.02          | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust 2016-C4                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12363410 | PA      | $476700.93     | 0.02%             | 2058-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1841000 | PA      | $1586997.23    | 0.06%             | 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      | $160990.00     | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | 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      | $2437400.16    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac STACR Trust 2018-DNA2                                                                                          | CUSIP: 35563TAV3<br>LEI: 549300L8K4CLYS7FCQ06 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3062437.50    | 0.11%             | 2030-12-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                          | ReNew Power Pvt Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     126600 | PA      | $120649.80     | 0.00%             | 2027-03-05      | 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        |   15572078 | PA      | $713423.87     | 0.03%             | 2052-05-10      | Variable      | 1.13%                 | 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        |    2414357 | PA      | $2209142.93    | 0.08%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1ZNO7   CDS USD R F  3.00000 IS1ZNO7 CMBX / Short: IS1ZNO7   CDS USD P V 01MEVENT IS1ZNP8 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     100359 | OU      | $-24479.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1690000 | PA      | $169.00        | 0.00%             | 2022-02-09      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61874123 | PA      | $56160406.61   | 2.09%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0SE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9090000 | PA      | $9562613.64    | 0.36%             | 2030-04-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | Long: IS1XD52   CDS USD R F  3.00000 IS1XD52 CMBX / Short: IS1XD52   CDS USD P V 01MEVENT IS1XD63 CMBX                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     338342 | OU      | $-82527.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                             | Kronos Acquisition Holdings Inc. Tranche B-1 Term Loan                                                                     | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1871800 | PA      | $1816731.64    | 0.07%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                    | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     998000 | PA      | $885725.00     | 0.03%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      82000 | PA      | $73353.92      | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1G2R6   CDS USD R F  3.00000 IS1G2R6 CMBX / Short: IS1G2R6   CDS USD P V 01MEVENT IS1G2S7 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    1217907 | OU      | $-297067.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                              | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1508000 | PA      | $1550012.88    | 0.06%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                     | C&W Senior Financing DAC                                                                                                   | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     247000 | PA      | $234966.16     | 0.01%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities LLC                                                 | FIRST BOSTON REVERSE REPO EUR                                                                                              | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | LU        |   -1102600 | PA      | $-1198691.94   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                        | INTELSAT EMERGENCE SA                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      46202 | NS      | $1058811.23    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0HZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2216926 | PA      | $2347170.12    | 0.09%             | 2028-07-25      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: BS0S671   IRS USD R V 03MLIBOR IS0S682 CCPVANILLA / Short: BS0S671   IRS USD P F  2.03400 IS0S671 CCPVANILLA         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30755000 | OU      | $1478192.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B1A61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3335775 | PA      | $401627.30     | 0.01%             | 2048-05-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                             | Bellemeade Re 2018-3 Ltd                                                                                                   | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |      97762 | PA      | $97743.71      | 0.00%             | 2028-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |     684000 | PA      | $201780.00     | 0.01%             | 2026-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                              | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $1795037.44    | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UniCredit SpA                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3984000 | PA      | $3605161.44    | 0.13%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                        | Civitas Resources Inc                                                                                                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       5127 | NS      | $341201.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dealer Tire Financial, LLC                                                   | Dealer Tire Financial, LLC Term B-2 Loan                                                                                   | CUSIP: 24228HAN8<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    1293425 | PA      | $1293024.04    | 0.05%             | 2027-12-14      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                             | Societe Generale SA                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     486000 | PA      | $491763.96     | 0.02%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     978115 | PA      | $1043425.06    | 0.04%             | 2028-08-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                                          | Cbam 2018-7 Ltd                                                                                                            | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    1996000 | PA      | $1927658.96    | 0.07%             | 2031-07-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                               | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     582000 | PA      | $587267.10     | 0.02%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                               | ACM Auto Trust 2023-1                                                                                                      | CUSIP: 00461VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3310000 | PA      | $3310593.48    | 0.12%             | 2030-01-22      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                    | JPMCB/HSBC BANK REVERSE REPO                                                                                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -34807500 | PA      | $-34807500.00  | -1.30%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                     | Graphic Packaging International LLC                                                                                        | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30788.80      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                                                               | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1495000 | PA      | $1033418.75    | 0.04%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    1585000 | PA      | $1601373.05    | 0.06%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10499000 | PA      | $10861635.46   | 0.40%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                       | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     644000 | PA      | $67620.00      | 0.00%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                                     | Empresa Electrica Cochrane SpA                                                                                             | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |     280703 | PA      | $267422.05     | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                                            | ENERGY TECHNOLOGY                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3093 | NS      | $2242425.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1ZLI7   CDS USD R F  3.00000 IS1ZLI7 CMBX / Short: IS1ZLI7   CDS USD P V 01MEVENT IS1ZLJ8 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5915725 | OU      | $-1442943.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                        | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     427000 | PA      | $339465.00     | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2150000 | PA      | $2033878.50    | 0.08%             | 2023-12-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                                     | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              |  | KY        |     806000 | PA      | $177320.00     | 0.01%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                         | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4972000 | PA      | $5131998.96    | 0.19%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                 | Voya CLO 2019-1 Ltd                                                                                                        | CUSIP: 92917NAS7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    4595303 | PA      | $4128829.20    | 0.15%             | 2031-04-15      | Floating      | 7.64%                 | 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        |   17041599 | PA      | $439283.00     | 0.02%             | 2059-12-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                    | GIP II Blue Holding, L.P. Initial Term Loan                                                                                | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3686780 | PA      | $3678705.93    | 0.14%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A8R66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20702370 | PA      | $18399935.29   | 0.69%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp. Term B-1 Loan                                                                                       | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1915630 | PA      | $1910151.79    | 0.07%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     559927 | PA      | $573449.21     | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                      | Gates Global LLC / Gates Corp                                                                                              | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $759309.71     | 0.03%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1LXG7   CDS USD R F  2.00000 IS1LXG7 CMBX / Short: IS1LXG7   CDS USD P V 01MEVENT IS1LXH8 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    6667971 | OU      | $-970263.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2013-GC15                                                                              | CUSIP: 17321JAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     516418 | PA      | $501552.65     | 0.02%             | 2046-09-10      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                                           | Huarong Finance II Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    6664000 | PA      | $6442422.00    | 0.24%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc                                                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32987.79      | 0.00%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     320000 | PA      | $281699.20     | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | Prosus NV                                                                                                                  | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    5224000 | PA      | $4502435.00    | 0.17%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                | Telecomunicaciones Digitales SA                                                                                            | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     433000 | PA      | $381310.63     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) | Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    3410551 | PA      | $3406049.53    | 0.13%             | 2024-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B2XN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3129155 | PA      | $405759.03     | 0.02%             | 2048-08-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc                                                                                                              | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     846000 | PA      | $851143.68     | 0.03%             | 2023-04-30      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1072050.50    | 0.04%             | 2030-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                | Radnor RE 2019-1 Ltd                                                                                                       | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |    2673303 | PA      | $2651723.67    | 0.10%             | 2029-02-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                       | Hartford Financial Services Group Inc/The                                                                                  | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2799633.75    | 0.10%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FPSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2327370 | PA      | $342886.32     | 0.01%             | 2049-11-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4938000 | PA      | $5004317.34    | 0.19%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                         | Elmwood CLO VIII Ltd                                                                                                       | CUSIP: 29003EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $953863.00     | 0.04%             | 2034-01-20      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                         | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     888000 | PA      | $942070.32     | 0.04%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                         | Bidvest Group UK PLC/The                                                                                                   | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    1667000 | PA      | $1525617.56    | 0.06%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00          | 0.00%             | 2025-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: BS1BCL5   IRS USD R V 03MLIBOR IS1BCM6 CCPVANILLA / Short: BS1BCL5   IRS USD P F  2.28450 IS1BCL5 CCPVANILLA         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10000000 | OU      | $578494.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2545000 | PA      | $2086696.40    | 0.08%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                   | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     366000 | PA      | $362464.44     | 0.01%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                              | Granite US Holdings Corporation Replacement Term B Loan                                                                    | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3519519 | PA      | $3514028.38    | 0.13%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                   | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |        350 | PA      | $335.60        | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                                                     | Solaris Midstream Holdings LLC                                                                                             | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1318659.00    | 0.05%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     547000 | PA      | $323479.39     | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1393373 | PA      | $1437832.02    | 0.05%             | 2027-12-25      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                                                             | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3639000 | PA      | $3537035.22    | 0.13%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1367107 | PA      | $1397757.55    | 0.05%             | 2023-11-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     705000 | PA      | $718409.10     | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                           | CA Magnum Holdings                                                                                                         | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    1397000 | PA      | $1285240.00    | 0.05%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                         | Kallpa Generacion SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    2562000 | PA      | $2394349.13    | 0.09%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                      | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $153722.25     | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                                                                    | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    1088000 | PA      | $1009120.00    | 0.04%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                    | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                                                                | CUSIP: 61763XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4408334 | PA      | $4093094.04    | 0.15%             | 2047-10-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                              | Lehman XS Trust 2007-10H                                                                                                   | CUSIP: 525237AV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188864 | PA      | $18495.97      | 0.00%             | 2037-07-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                                                                       | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1546000 | PA      | $1413044.00    | 0.05%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                      | Natura &Co Luxembourg Holdings Sarl                                                                                        | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    2088000 | PA      | $1827678.60    | 0.07%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite XXV Ltd                                                                                                          | CUSIP: 55955GAD5<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2879697.00    | 0.11%             | 2032-01-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                            | Kosmos Energy Ltd                                                                                                          | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1388000 | PA      | $1185525.50    | 0.04%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                     | Long: IS1V6A2   CDS USD R F  5.00000 IS1V6A2 CMBX / Short: IS1V6A2   CDS USD P V 01MEVENT IS1V6B3 CMBX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    2644608 | OU      | $-974347.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2020-1R                                                                                     | CUSIP: 730151AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1812485 | PA      | $1751806.21    | 0.07%             | 2023-02-27      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                                                                      | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    4689000 | PA      | $913768.88     | 0.03%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                     | Empresas Publicas de Medellin ESP                                                                                          | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    5315000 | PA      | $4206490.31    | 0.16%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     360000 | PA      | $373503.97     | 0.01%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                        | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    3670000 | PA      | $3090874.00    | 0.12%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                       | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    1270000 | PA      | $1104201.50    | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $403828.25     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3727000 | PA      | $3065271.15    | 0.11%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                                 | Cars.com Inc                                                                                                               | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2252425.89    | 0.08%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                      | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    1372000 | PA      | $1307447.40    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    3761000 | PA      | $3667238.27    | 0.14%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                         | BCP V Modular Services Finance II PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     264000 | PA      | $250534.75     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                                                                 | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13731762 | PA      | $13344365.65   | 0.50%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                             | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1502410.56    | 0.06%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR NOTE (CBT)MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1294 | NC      | $2252269.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     999000 | PA      | $973265.76     | 0.04%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                               | ANGI Group LLC                                                                                                             | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     458000 | PA      | $351111.96     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1284000 | PA      | $80250.00      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2598000 | PA      | $2155742.46    | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835749 | PA      | $873744.87     | 0.03%             | 2025-07-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     302000 | PA      | $244991.46     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                                                            | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    8725000 | PA      | $8633038.50    | 0.32%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                             | CIFC Funding 2020-IV Ltd                                                                                                   | CUSIP: 12562RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $287972.10     | 0.01%             | 2034-01-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                   | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1089289.62    | 0.04%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                      | Nationwide Building Society                                                                                                | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1872540.00    | 0.07%             | 2029-03-08      | Fixed         | 4.30%                 | 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        |   32927039 | PA      | $1648176.11    | 0.06%             | 2050-07-12      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                                     | Curo Group Holdings Corp                                                                                                   | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    3057000 | PA      | $1387113.75    | 0.05%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | Sealed Air Corp                                                                                                            | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     667000 | PA      | $673216.44     | 0.03%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1097554.92    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                         | Natura Cosmeticos SA                                                                                                       | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    2828000 | PA      | $2333665.60    | 0.09%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     305000 | PA      | $86925.00      | 0.00%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                               | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     787000 | PA      | $795192.67     | 0.03%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities LLC                                                 | REVERSE REPO FIRST BOSTON                                                                                                  | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -893750 | PA      | $-893750.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| WEIBO CORP                                                                   | Weibo Corp                                                                                                                 | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    4574000 | PA      | $4423343.88    | 0.16%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                     | Comision Federal de Electricidad                                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    4031000 | PA      | $3699198.31    | 0.14%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                    | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                                | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11289154 | PA      | $167525.40     | 0.01%             | 2048-04-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2381000 | PA      | $2518788.47    | 0.09%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                       | Gran Tierra Energy Inc                                                                                                     | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    1998000 | PA      | $1695023.28    | 0.06%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                          | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1455217.68    | 0.05%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                     | CT Trust                                                                                                                   | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     723000 | PA      | $630817.50     | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                 | Peru LNG Srl                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    3367000 | PA      | $2765148.75    | 0.10%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-3 Ltd                                                                                              | CUSIP: 77341NAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8550000 | PA      | $7727105.25    | 0.29%             | 2034-10-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     200000 | PA      | $171500.00     | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd                                         | GoldenTree Loan Opportunities IX Ltd                                                                                       | CUSIP: 38123HAW4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |    2815000 | PA      | $2710037.10    | 0.10%             | 2029-10-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Federal Home Loan Mortgage Corp                                                                                            | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   10400000 | PA      | $12446603.21   | 0.46%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                        | Micron Technology Inc                                                                                                      | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5492000 | PA      | $5847057.80    | 0.22%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                               | US Radiology Specialists, Inc. Closing Date Term Loan                                                                      | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4254550 | PA      | $4055139.00    | 0.15%             | 2027-12-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                        | TPro Acquisition Corp                                                                                                      | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     716000 | PA      | $699975.92     | 0.03%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                        | Palmer Square CLO 2021-3 Ltd                                                                                               | CUSIP: 69688FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2267877.60    | 0.08%             | 2035-01-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-SCHATZ FUT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -149 | NC      | $157445.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                     | Veritas US Inc / Veritas Bermuda Ltd                                                                                       | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6350000 | PA      | $4188841.00    | 0.16%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                                     | BRF GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |     941000 | PA      | $857074.56     | 0.03%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1350000 | PA      | $1661400.96    | 0.06%             | 2023-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     211000 | PA      | $160360.00     | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                       | National CineMedia LLC                                                                                                     | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $584160.56     | 0.02%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                      | KazMunayGas National Co JSC                                                                                                | CUSIP: 48667QAR6<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     768000 | PA      | $751756.80     | 0.03%             | 2025-04-24      | Fixed         | 4.75%                 | 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      |
| OZLM Ltd                                                                     | OZLM XVIII Ltd                                                                                                             | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    5450000 | PA      | $5224653.40    | 0.19%             | 2031-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62077236 | PA      | $62324576.54   | 2.32%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                         | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    1521000 | PA      | $1118847.60    | 0.04%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19801500 | PA      | $19993327.03   | 0.74%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                     | Banco de Credito del Peru S.A.                                                                                             | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    3765000 | PA      | $3458961.98    | 0.13%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12883326 | PA      | $1816070.97    | 0.07%             | 2045-12-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57848 | PA      | $58509.94      | 0.00%             | 2024-11-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                       | BRF SA                                                                                                                     | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    3268000 | PA      | $2753902.75    | 0.10%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A14D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2710258 | PA      | $2735994.98    | 0.10%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     602000 | PA      | $496574.75     | 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        |     354501 | PA      | $54980.90      | 0.00%             | 2046-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                     | Madison Park Funding LI Ltd                                                                                                | CUSIP: 55821GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3650000 | PA      | $3425601.65    | 0.13%             | 2034-07-19      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4010000 | PA      | $3730422.80    | 0.14%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                          | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9148000 | PA      | $9657818.04    | 0.36%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                     | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    1918000 | PA      | $1445692.50    | 0.05%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                      | Dealer Tire LLC / DT Issuer LLC                                                                                            | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2682000 | PA      | $2483719.74    | 0.09%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $2851308.24    | 0.11%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                             | CSN Resources SA                                                                                                           | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    4293000 | PA      | $3615564.60    | 0.13%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | AssuredPartners Inc                                                                                                        | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1897454.68    | 0.07%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     380000 | PA      | $72865.00      | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  369624000 | PA      | $376554450.00  | 14.03%            | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AFXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76691 | PA      | $90.73         | 0.00%             | 2037-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                              | Veritas US Inc. Dollar Term B-2021 Loan                                                                                    | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    5631297 | PA      | $3808164.81    | 0.14%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1104264 | PA      | $1146174.43    | 0.04%             | 2028-04-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    9898662 | PA      | $4805800.40    | 0.18%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                         | Kleopatra Finco Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    2779000 | PA      | $2530126.39    | 0.09%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                          | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1480000 | PA      | $1414532.20    | 0.05%             | 2033-04-17      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                      | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1814466.68    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F4V25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4149622 | PA      | $514522.79     | 0.02%             | 2048-02-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities LLC                                                 | REVERSE REPO FIRST BOSTON                                                                                                  | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -1599195 | PA      | $-1599195.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2287000 | PA      | $1947952.25    | 0.07%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3367000 | PA      | $3260097.75    | 0.12%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                          | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1265331.76    | 0.05%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289000 | PA      | $249016.85     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2021-2 Ltd                                                                                              | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     950000 | PA      | $870094.55     | 0.03%             | 2034-07-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     553000 | PA      | $424626.58     | 0.02%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                               | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    4123000 | PA      | $2994452.44    | 0.11%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt PLC                                                             | Mallinckrodt PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |       5739 | NS      | $43042.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                                                                 | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   70885953 | PA      | $70385973.11   | 2.62%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $121347.80     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AG TRACKER 34GMG1                                                            | AG TRACKER 34GMG1                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      71679 | NS      | $0.07          | 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      | $1789650.00    | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | 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      | $5112072.60    | 0.19%             | 2031-04-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC Group NV                                                                                                               | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1193000 | PA      | $1210334.29    | 0.05%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | Truist Financial Corp                                                                                                      | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12271597.75   | 0.46%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                       | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    1300000 | PA      | $1104431.25    | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                         | GULFPORT ENERGY CORP                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          5 | NS      | $23000.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust 2014-LC14                                                                                  | CUSIP: 96221TAL1<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     133916 | PA      | $126150.04     | 0.00%             | 2047-03-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1T2D1   CDS USD R F  3.00000 IS1T2D1 CMBX / Short: IS1T2D1   CDS USD P V 01MEVENT IS1T2E2 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5911395 | OU      | $-1441887.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2019-BPR                                                                                    | CUSIP: 61769GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1651000 | PA      | $1484010.60    | 0.06%             | 2036-05-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1T219   CDS USD R F  3.00000 IS1T219 CMBX / Short: IS1T219   CDS USD P V 01MEVENT IS1T220 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5911395 | OU      | $-1441887.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                       | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     953000 | PA      | $881525.00     | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                       | Millennium Escrow Corp                                                                                                     | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3319000 | PA      | $2306937.33    | 0.09%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                               | MONITRONICS INTERNATIONAL, INC                                                                                             | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1835000 | PA      | $0.02          | 0.00%             | 2023-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82946343 | PA      | $77846436.87   | 2.90%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                           | Studio City Co Ltd                                                                                                         | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     336000 | PA      | $324240.00     | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                             | Sofi Consumer Loan Program 2016-1 LLC                                                                                      | CUSIP: 78471DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79812 | PA      | $79811.67      | 0.00%             | 2025-08-25      | Fixed         | 1221.02%              | No            |                  3 | On Loan: No      |
| BAT INTL FINANCE PLC                                                         | BAT International Finance PLC                                                                                              | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    7944000 | PA      | $7605744.48    | 0.28%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4113000 | PA      | $4028642.37    | 0.15%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    4992000 | PA      | $4969536.00    | 0.19%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | Viking Cruises Ltd                                                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1057000 | PA      | $901356.75     | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                                                                      | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     233000 | PA      | $180575.00     | 0.01%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Long: SS2IE86   CDS EUR R F  5.00000 IS2IE86 CCPITRAXX / Short: SS2IE86   CDS EUR P V 03MEVENT IS2IE97 CCPITRAXX           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   13220000 | OU      | $566193.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A8LX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6006335 | PA      | $5338334.05    | 0.20%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     507000 | PA      | $32574.75      | 0.00%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)          | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan                                          | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     221774 | PA      | $218077.35     | 0.01%             | 2026-05-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                        | Sixth Street CLO XVII Ltd                                                                                                  | CUSIP: 83012FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2300659.20    | 0.09%             | 2034-01-20      | Floating      | 7.96%                 | 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        |   43512590 | PA      | $1996083.49    | 0.07%             | 2052-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                         | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    2058000 | PA      | $1513864.80    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                       | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     579734 | PA      | $575084.53     | 0.02%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                      | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1339000 | PA      | $1285105.25    | 0.05%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1472402 | PA      | $977122.78     | 0.04%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1053000 | PA      | $65812.50      | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                                        | Eco Material Technologies Inc                                                                                              | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2702916.44    | 0.10%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B4VV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     493303 | PA      | $37444.69      | 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        |   42849035 | PA      | $1431826.21    | 0.05%             | 2059-11-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1534000 | PA      | $1542283.60    | 0.06%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1329000 | PA      | $1132972.50    | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                             | Spirit Realty LP                                                                                                           | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    3911000 | PA      | $3306320.29    | 0.12%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                     | Sumitomo Mitsui Financial Group Inc                                                                                        | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7605000 | PA      | $7918097.85    | 0.29%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | Lindblad Expeditions LLC                                                                                                   | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     779000 | PA      | $762765.64     | 0.03%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                            | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8053000 | PA      | $7997434.30    | 0.30%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                         | JSW Hydro Energy Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    1216875 | PA      | $1034343.75    | 0.04%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-35052.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                  | OCP CLO 2021-21 Ltd                                                                                                        | CUSIP: 671000AJ6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4335766.75    | 0.16%             | 2034-07-20      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                        | Foundation Building Materials Inc                                                                                          | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $919406.34     | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                 | Virtusa Corp                                                                                                               | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     947000 | PA      | $795697.81     | 0.03%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                          | General Electric Co                                                                                                        | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1198693.26    | 0.04%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     538000 | PA      | $455729.04     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                       | DIRECTV Financing, LLC Closing Date Term Loan                                                                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2023500 | PA      | $1987036.53    | 0.07%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        178 | NC      | $222528.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                            | REVERSE REPO RBC CAPITAL MARKE                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -2900000 | PA      | $-2900000.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                     | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1351000 | PA      | $851.13        | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDCO PLATINUM ROAD PTE                                                      | Medco Platinum Road Pte Ltd                                                                                                | CUSIP: 58406HAA8<br>LEI: 254900CW3HTAEZITE455 | Long             | DBT              | CORP              | SG        |     288000 | PA      | $284004.00     | 0.01%             | 2025-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US LONG BOND(CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1181 | NC      | $2591033.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDEN SPINCO CORP                                                           | Garden Spinco Corp                                                                                                         | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1713597.82    | 0.06%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | Long: IS1ZNU3   CDS USD R F  3.00000 IS1ZNU3 CMBX / Short: IS1ZNU3   CDS USD P V 01MEVENT IS1ZNV4 CMBX                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    1855623 | OU      | $-452617.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                                                      | Ulker Biskuvi Sanayi AS                                                                                                    | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     609000 | PA      | $538317.94     | 0.02%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B2A44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6807423 | PA      | $976794.38     | 0.04%             | 2048-08-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS1T2L9   CDS USD R F  3.00000 IS1T2L9 CMBX / Short: IS1T2L9   CDS USD P V 01MEVENT IS1T2M0 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     945749 | OU      | $-230683.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1694000 | PA      | $1662661.00    | 0.06%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                | AIB Group PLC                                                                                                              | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5750000 | PA      | $5628502.50    | 0.21%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                     | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     236000 | PA      | $148.68        | 0.00%             | 2023-05-01      | Fixed         | 6.62%                 | 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        |     530962 | PA      | $462232.21     | 0.02%             | 2037-12-28      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | Entegris Escrow Corp                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    7688000 | PA      | $7213035.36    | 0.27%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                         | SandRidge Energy Inc                                                                                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        105 | NS      | $1660.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                     | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1985641.90    | 0.07%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                                                                             | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    2058000 | PA      | $2105334.00    | 0.08%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                          | Mclaren Finance PLC                                                                                                        | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    6471000 | PA      | $4880557.62    | 0.18%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC Initial Term Loan                                                                                             | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4304450 | PA      | $4269497.87    | 0.16%             | 2028-02-11      | Floating      | 8.41%                 | 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      | $2512480.00    | 0.09%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                                          | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                  | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     998982 | PA      | $958273.48     | 0.04%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                                                                        | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2135000 | PA      | $1821261.75    | 0.07%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                              | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    4859000 | PA      | $4767893.75    | 0.18%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                         | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-909739.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1568819 | PA      | $1595639.26    | 0.06%             | 2028-03-25      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                     | Long: IS1V743   CDS USD R F  5.00000 IS1V743 CMBX / Short: IS1V743   CDS USD P V 01MEVENT IS1V754 CMBX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    2561900 | OU      | $-943875.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2358000 | PA      | $2530039.68    | 0.09%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                         | Colombia Government International Bond                                                                                     | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    8612000 | PA      | $6342738.00    | 0.24%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                    | Crown Subsea Communications Holding, Inc. Initial Term Loan                                                                | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    3966781 | PA      | $3945955.20    | 0.15%             | 2027-04-27      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                       | SierraCol Energy Andina LLC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1234013.00    | 0.05%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                               | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     765000 | PA      | $761167.35     | 0.03%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     229000 | PA      | $65265.00      | 0.00%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2028050.70    | 0.08%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BOBL FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -18 | NC      | $43360.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                         | Elmwood CLO VII Ltd                                                                                                        | CUSIP: 29002QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4096957.20    | 0.15%             | 2034-01-17      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                          | Canadian Government Bond                                                                                                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  225418000 | PA      | $157051399.93  | 5.85%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                     | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                           | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2667962 | PA      | $2729832.04    | 0.10%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | Long: BS1LWO8   IRS USD R V 03MLIBOR IS1LWP9 CCPVANILLA / Short: BS1LWO8   IRS USD P F  2.85000 IS1LWO8 CCPVANILLA         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  109350000 | OU      | $-242933.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     158000 | PA      | $74190.88      | 0.00%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1242000 | PA      | $1081496.34    | 0.04%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $2337507.12    | 0.09%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                          | DBWF 2018-GLKS Mortgage Trust                                                                                              | CUSIP: 23307GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1993895 | PA      | $1908968.43    | 0.07%             | 2030-12-19      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                           | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4738000 | PA      | $473.80        | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     537000 | PA      | $530137.14     | 0.02%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                         | SRS Distribution Inc                                                                                                       | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     548000 | PA      | $471219.72     | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                            | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1268798 | PA      | $29854.82      | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                          | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1030000 | PA      | $867816.20     | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                     | Advantage Sales & Marketing Inc                                                                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    4764000 | PA      | $3623022.00    | 0.13%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                    | Loxam SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    2338000 | PA      | $2405773.42    | 0.09%             | 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%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Golden Energy Offshore Services AS                                           | Golden Energy Offshore Services AS                                                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGIQ006 | Long             | EC               | CORP              | NO        |    1497659 | NS      | $232565.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                               | FINThrive Software Intermediate Holdings, Inc. Initial Loan (Second Lien)                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     580000 | PA      | $396575.00     | 0.01%             | 2029-12-17      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1762772 | PA      | $1741618.74    | 0.06%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                 | Dufry One BV                                                                                                               | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    1810000 | PA      | $1926222.72    | 0.07%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                    | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1446388.65    | 0.05%             | 2024-03-27      | Fixed         | 5.88%                 | 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        |      82750 | PA      | $72233.18      | 0.00%             | 2037-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                           | Harbour Energy PLC                                                                                                         | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     403000 | PA      | $370780.15     | 0.01%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 78 CLO Ltd                                                                                                          | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6823635 | PA      | $6412354.05    | 0.24%             | 2033-04-17      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                               | EC Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |     869000 | PA      | $858470.00     | 0.03%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $588226.24     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                           | Kontoor Brands Inc                                                                                                         | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1922066.25    | 0.07%             | 2029-11-15      | Fixed         | 4.12%                 | 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      | $1761327.11    | 0.07%             | 2031-07-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7250000 | PA      | $7537193.53    | 0.28%             | 2030-10-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     210000 | PA      | $109436.25     | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0RJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4550000 | PA      | $4801909.39    | 0.18%             | 2030-03-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                    | REVERSE REPO HSBC                                                                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -229362500 | PA      | $-229362500.00 | -8.55%            |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                       | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |        108 | NS      | $496800.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Univision Communications Inc.                                                | Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan                                               | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     175255 | PA      | $174973.32     | 0.01%             | 2024-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                       | NXP BV / NXP Funding LLC                                                                                                   | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1130000 | PA      | $1164058.20    | 0.04%             | 2028-12-01      | Fixed         | 5.55%                 | 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      | $78878.94      | 0.00%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                      | GLP Capital LP / GLP Financing II Inc                                                                                      | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              |  | US        |          0 | PA      | $0.00          | 0.00%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                              | Adams Homes Inc                                                                                                            | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1367442.90    | 0.05%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     509000 | PA      | $430518.56     | 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      | $481756.80     | 0.02%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS21ZX7   CDS USD R F  3.00000 IS21ZX7 CMBX / Short: IS21ZX7   CDS USD P V 01MEVENT IS21ZY8 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    1377490 | OU      | $-335992.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $839431.88     | 0.03%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                     | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1194000 | PA      | $752.22        | 0.00%             | 2026-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                        | Trivium Packaging Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101248.48     | 0.00%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A9SC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25603561 | PA      | $22756035.30   | 0.85%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                    | Hub International Limited B-3 Incremental Term Loan                                                                        | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    2805091 | PA      | $2801331.97    | 0.10%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust                                               | PMT Credit Risk Transfer Trust 2019-3R                                                                                     | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366712 | PA      | $357478.14     | 0.01%             | 2031-11-27      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                         | Stillwater Mining Co                                                                                                       | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     891000 | PA      | $761805.00     | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    4819392 | PA      | $2339814.82    | 0.09%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                     | Empresas Publicas de Medellin ESP                                                                                          | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    3775000 | PA      | $3093848.44    | 0.12%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                          | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1534000 | PA      | $1555123.18    | 0.06%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1305676.50    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2017-2 Ltd                                                                                              | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    4444250 | PA      | $4135485.73    | 0.15%             | 2029-10-15      | Floating      | 7.64%                 | 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        |     353682 | PA      | $316544.97     | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                | Global Medical Response, Inc. 2018 New Term Loan                                                                           | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    1128435 | PA      | $826578.85     | 0.03%             | 2025-03-14      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                                                             | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2168000 | PA      | $2027080.00    | 0.08%             | 2026-01-15      | Fixed         | 5.50%                 | 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      | $2472093.25    | 0.09%             | 2034-07-20      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SASU                                                                                                 | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     455000 | PA      | $438943.05     | 0.02%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                       | Marlette Funding Trust 2019-3                                                                                              | CUSIP: 57109MAC5<br>LEI: 549300W2612MGSLICQ35 | Long             | ABS-O            | CORP              | US        |    1096695 | PA      | $1087924.25    | 0.04%             | 2029-09-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                      | Pakistan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     750000 | PA      | $307582.50     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                         | Eagle RE 2018-1 Ltd                                                                                                        | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |     513163 | PA      | $512566.31     | 0.02%             | 2028-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS220T1   CDS USD R F  3.00000 IS220T1 CMBX / Short: IS220T1   CDS USD P V 01MEVENT IS220U2 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     734208 | OU      | $-179085.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1445368.90    | 0.05%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5330000 | PA      | $5395452.40    | 0.20%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1153088.28    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | 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        |   14024530 | PA      | $5823342.48    | 0.22%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                       | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1256028.28    | 0.05%             | 2023-05-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                                                               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     423000 | PA      | $374012.37     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                                               | Ronshine China Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              |  | KY        |          0 | PA      | $0.00          | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                     | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $296313.30     | 0.01%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1729000 | PA      | $1190632.63    | 0.04%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     433000 | PA      | $376225.04     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1HRO1   CDS USD R F  5.00000 IS1HRO1 CMBX / Short: IS1HRO1   CDS USD P V 01MEVENT IS1HRP2 CMBX                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   11278376 | OU      | $-4155266.83   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                           | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    2707000 | PA      | $2112948.85    | 0.08%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                             | BAT Capital Corp                                                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $7133141.60    | 0.27%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                     | Capital One Financial Corp                                                                                                 | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2551942.93    | 0.10%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | Banco Santander SA                                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2662324.00    | 0.10%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1KJL1   CDS USD R F  2.00000 IS1KJL1 CMBX / Short: IS1KJL1   CDS USD P V 01MEVENT IS1KJM2 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    2889454 | OU      | $-420447.67    | -0.02%            |  |  |  | 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        |     156861 | PA      | $136312.28     | 0.01%             | 2047-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                            | Cometa Energia SA de CV                                                                                                    | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |     439641 | PA      | $431754.94     | 0.02%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                        | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1644251.40    | 0.06%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                                          | Ithaca Energy North Sea PLC                                                                                                | CUSIP: 46567TAB0<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    1684000 | PA      | $1661148.12    | 0.06%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEDCO PLATINUM ROAD PTE                                                      | Medco Platinum Road Pte Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900CW3HTAEZITE455 | Long             | DBT              | CORP              | SG        |     691000 | PA      | $681412.38     | 0.03%             | 2025-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |     339000 | PA      | $130515.00     | 0.00%             | 2025-08-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix Inc                                                                                                               | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     918000 | PA      | $931104.45     | 0.03%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1752596 | PA      | $1801822.38    | 0.07%             | 2024-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                             | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     842000 | PA      | $758044.18     | 0.03%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                       | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                           | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    3998000 | PA      | $3993002.50    | 0.15%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                    | Great Outdoors Group, LLC Term B-2 Loan                                                                                    | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    1186355 | PA      | $1164703.73    | 0.04%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                   | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4029000 | PA      | $3950273.34    | 0.15%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                     | SeaWorld Parks & Entertainment Inc                                                                                         | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    4017000 | PA      | $4123329.99    | 0.15%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                         | Enel Finance International NV                                                                                              | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2493000 | PA      | $2800686.06    | 0.10%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     891000 | PA      | $1047842.73    | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                           | CUSIP: 92824DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     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        |    3058875 | PA      | $340383.02     | 0.01%             | 2049-06-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Denbury Inc                                                                  | Denbury Inc                                                                                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       6516 | NS      | $565458.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                     | Lima Metro Line 2 Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    1557058 | PA      | $1517936.67    | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                      | Castlelake Aviation Finance DAC                                                                                            | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    1799000 | PA      | $1640382.17    | 0.06%             | 2027-04-15      | Fixed         | 5.00%                 | 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      | $339704.49     | 0.01%             | 2049-07-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd                                                                                                              | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     678000 | PA      | $663802.68     | 0.02%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                         | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1925141.52    | 0.07%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                     | Coral-US Co-Borrower LLC Term B-6 Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1550000 | PA      | $1538375.00    | 0.06%             | 2029-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1GMG5   CDS USD R F  3.00000 IS1GMG5 CMBX / Short: IS1GMG5   CDS USD P V 01MEVENT IS1GMH6 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    5702946 | OU      | $-1391043.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS Group AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4958000 | PA      | $4054255.76    | 0.15%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| CHILE ELEC PEC SPA                                                           | Chile Electricity PEC SpA                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    3169000 | PA      | $2339712.31    | 0.09%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                     | OZLM VII Ltd                                                                                                               | CUSIP: 67108WBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $940686.00     | 0.04%             | 2029-07-17      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                        | Sixth Street CLO XX Ltd                                                                                                    | CUSIP: 83012QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3044483.00    | 0.11%             | 2034-10-20      | Floating      | 7.86%                 | 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        |   13802141 | PA      | $409131.35     | 0.02%             | 2050-02-10      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                                                            | CUSIP: 31374TAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1121 | PA      | $1144.19       | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                     | Installed Building Products Inc                                                                                            | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     846000 | PA      | $779758.20     | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     487000 | PA      | $466511.91     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-CCRE15 Mortgage Trust                                                                                            | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30238666 | PA      | $135898.61     | 0.01%             | 2047-02-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2015-CCRE27 Mortgage Trust                                                                                            | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6143682 | PA      | $119623.03     | 0.00%             | 2048-10-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                     | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              |  | KY        |     205000 | PA      | $57912.50      | 0.00%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     587000 | PA      | $560021.48     | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ACFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1870788 | PA      | $215287.63     | 0.01%             | 2043-02-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                  | Home RE 2020-1 Ltd                                                                                                         | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    4734000 | PA      | $4793602.95    | 0.18%             | 2030-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6037000 | PA      | $4819940.80    | 0.18%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     200000 | PA      | $43537.50      | 0.00%             | 2023-03-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4846000 | PA      | $3664157.52    | 0.14%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     543000 | PA      | $517836.91     | 0.02%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2386354.64    | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                       | Engie Energia Chile SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    6432000 | PA      | $5369916.00    | 0.20%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                                        | Powerlong Real Estate Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              |  | KY        |     689000 | PA      | $203599.50     | 0.01%             | 2025-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                         | LLPL Capital Pte Ltd                                                                                                       | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    1049436 | PA      | $954986.76     | 0.04%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          0 | PA      | $0.00          | 0.00%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49256500 | PA      | $43245667.73   | 1.61%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       4838 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MONITRONICS                                                                  | MONITRONICS                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34245 | NS      | $5136.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     964000 | PA      | $935186.04     | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                        | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2455056.63    | 0.09%             | 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        |    1380000 | PA      | $1228458.75    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0DZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1515267 | PA      | $1543473.31    | 0.06%             | 2025-01-25      | Floating      | 16.01%                | No            |                  2 | On Loan: No      |
| ComEd Financing III                                                          | ComEd Financing III                                                                                                        | CUSIP: 20035AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3568629.60    | 0.13%             | 2033-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                          | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |          1 | NC      | $24670.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                               | Pagaya AI Debt Trust 2022-6                                                                                                | CUSIP: 69546NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1200636.00    | 0.04%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1IED2   CDS USD R F  3.00000 IS1IED2 CMBX / Short: IS1IED2   CDS USD P V 01MEVENT IS1IEE3 CMBX                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    5459860 | OU      | $-1331750.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $141825.00     | 0.01%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                          | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     249000 | PA      | $253651.32     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1113751 | PA      | $466592.06     | 0.02%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 2YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        951 | NC      | $771510.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                                                         | BlueMountain Fuji US Clo II Ltd                                                                                            | CUSIP: 09629HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $2769993.60    | 0.10%             | 2030-10-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                              | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830721 | PA      | $610124.87     | 0.02%             | 2047-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1501829.12    | 0.06%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                                       | Northwoods Capital XII-B Ltd                                                                                               | CUSIP: 66858CAE7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1304155.35    | 0.05%             | 2031-06-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Federal Home Loan Mortgage Corp                                                                                            | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    4000000 | PA      | $4835546.48    | 0.18%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                      | India Clean Energy Holdings                                                                                                | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |    2686000 | PA      | $2236598.63    | 0.08%             | 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      | $4605286.50    | 0.17%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                     | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     895000 | PA      | $849299.06     | 0.03%             | 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        |   36944410 | PA      | $1639278.90    | 0.06%             | 2052-11-13      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B2ER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2415697 | PA      | $298904.77     | 0.01%             | 2048-06-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                      | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     185000 | PA      | $198110.95     | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UniCredit SpA                                                                                                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $219515.00     | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -2743 | NC      | $-2616016.75   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1PDS1   CDS USD R F  3.00000 IS1PDS1 CMBX / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     830700 | OU      | $-202621.67    | -0.01%            |  |  |  | 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        |   29885583 | PA      | $1001041.51    | 0.04%             | 2049-10-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                                                                   | CUSIP: 38373MVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90677 | PA      | $0.91          | 0.00%             | 2045-11-16      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                             | Advantage Sales & Marketing Inc. Term B-1 Loan (First Lien)                                                                | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    1274000 | PA      | $1061802.57    | 0.04%             | 2027-10-28      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1IDZ7   CDS USD R F  3.00000 IS1IDZ7 CMBX / Short: IS1IDZ7   CDS USD P V 01MEVENT IS1IE09 CMBX                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    3911034 | OU      | $-953966.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B2VX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7568481 | PA      | $1057210.06    | 0.04%             | 2048-08-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                                      | TK Elevator Holdco GmbH                                                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    1008000 | PA      | $895406.40     | 0.03%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1036000 | PA      | $1070333.04    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1KUX0   CDS USD R F  2.00000 IS1KUX0 CMBX / Short: IS1KUX0   CDS USD P V 01MEVENT IS1KUY1 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     504988 | OU      | $-73481.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                                                           | CUSIP: 3133A8R25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22036902 | PA      | $19599818.64   | 0.73%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B6WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2762631 | PA      | $345414.26     | 0.01%             | 2049-10-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $607603.75     | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                         | LLPL Capital Pte Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    1928232 | PA      | $1754691.12    | 0.07%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                 | Embecta Corp                                                                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     644000 | PA      | $530340.44     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1550813.04    | 0.06%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     211000 | PA      | $212607.82     | 0.01%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                              | OEC Finance Ltd                                                                                                            | CUSIP: 67614CAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3890936 | PA      | $99335.60      | 0.00%             | 2029-10-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                       | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                                                 | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1938321 | PA      | $1796048.24    | 0.07%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2956000 | PA      | $2624336.80    | 0.10%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2019-2R                                                                                     | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1323780 | PA      | $1292442.85    | 0.05%             | 2023-05-27      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1P4M2   CDS USD R F  3.00000 IS1P4M2 CMBX / Short: IS1P4M2   CDS USD P V 01MEVENT IS1P4N3 CMBX                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    2654159 | OU      | $-647393.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)                                                            | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     346535 | PA      | $344865.14     | 0.01%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    9789000 | PA      | $9053943.99    | 0.34%             | 2027-12-01      | Fixed         | 3.95%                 | 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        |     183695 | PA      | $164407.08     | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                 | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1352960.00    | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS20CQ6   CDS USD R F  3.00000 IS20CQ6 CMBX / Short: IS20CQ6   CDS USD P V 01MEVENT IS20CR7 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5584805 | OU      | $-1362227.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | New Fortress Energy Inc                                                                                                    | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1342144.64    | 0.05%             | 2025-09-15      | Fixed         | 6.75%                 | 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      | $397800.10     | 0.01%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                          | CSN Inova Ventures                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     445000 | PA      | $444555.00     | 0.02%             | 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        |     873734 | PA      | $127739.04     | 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        |     858775 | PA      | $490389.13     | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3394000 | PA      | $3676686.26    | 0.14%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD 2019-DPLO                                                                                                             | CUSIP: 054970AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11227000 | PA      | $10860551.84   | 0.40%             | 2034-10-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     123000 | PA      | $120880.71     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2408000 | PA      | $2533914.32    | 0.09%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                                                            | CUSIP: 3140K3DL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6195884 | PA      | $6239232.08    | 0.23%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1640000 | PA      | $1594490.00    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                                                       | Light Servicos de Eletricidade SA/Light Energia SA                                                                         | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    1381000 | PA      | $786134.25     | 0.03%             | 2026-06-18      | Fixed         | 4.38%                 | 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        |    6872505 | PA      | $341124.34     | 0.01%             | 2050-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                                          | Crown Point CLO 11 Ltd                                                                                                     | CUSIP: 22845JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1914830.00    | 0.07%             | 2034-01-17      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                             | CSN Resources SA                                                                                                           | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     766000 | PA      | $775096.25     | 0.03%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 98 CLO Ltd                                                                                                          | CUSIP: 26248AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4850000 | PA      | $4279213.20    | 0.16%             | 2035-04-20      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10098000 | PA      | $10673283.06   | 0.40%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2459491 | PA      | $2527126.71    | 0.09%             | 2028-04-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| GOLO Mobile Inc                                                              | GOLO Mobile Inc                                                                                                            | CUSIP: 381721109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      30264 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                          | MEGlobal Canada ULC                                                                                                        | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    1988000 | PA      | $1977066.00    | 0.07%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc. Initial Loan (Second Lien)                                                                                | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    6000000 | PA      | $5760000.00    | 0.21%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                                                                 | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      90240 | PA      | $7219.20       | 0.00%             | 2023-02-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8071000 | PA      | $5579078.75    | 0.21%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                        | Cablevision Lightpath LLC                                                                                                  | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1415707.03    | 0.05%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                                                         | Ardonagh Midco 2 PLC                                                                                                       | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    1788730 | PA      | $1682729.86    | 0.06%             | 2027-01-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BNRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1236397 | PA      | $140401.13     | 0.01%             | 2046-04-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                     | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                                | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    2168000 | PA      | $444440.00     | 0.02%             | 2026-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                              | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2672300.10    | 0.10%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | Societe Generale SA                                                                                                        | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10270000 | PA      | $10531474.20   | 0.39%             | 2027-01-12      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                        | Bank of Ireland Group PLC                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    2167000 | PA      | $2197034.62    | 0.08%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                                                   | Berry Corp                                                                                                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      78098 | NS      | $718501.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                   | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1150921.98    | 0.04%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                             | Spirit Realty LP                                                                                                           | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    1800000 | PA      | $1560600.00    | 0.06%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                             | Societe Generale SA                                                                                                        | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1529000 | PA      | $1547133.94    | 0.06%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     704000 | PA      | $636486.40     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                                              | State Agency of Roads of Ukraine                                                                                           | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |    7856000 | PA      | $1400823.00    | 0.05%             | 2030-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                             | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-20                                                    | CUSIP: 21052PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98288 | PA      | $92559.62      | 0.00%             | 2043-11-16      | Variable      | 11.11%                | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1325000 | PA      | $1087308.25    | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                    | Hess Corp                                                                                                                  | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    7522000 | PA      | $8434794.70    | 0.31%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3659000 | PA      | $3373378.46    | 0.13%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                              | Danske Bank A/S                                                                                                            | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    3667000 | PA      | $3721821.65    | 0.14%             | 2026-01-09      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                                     | Garda World Security Corp                                                                                                  | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    2358000 | PA      | $2339206.74    | 0.09%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                 | Ares XXXIV CLO Ltd                                                                                                         | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    9437029 | PA      | $8991186.00    | 0.33%             | 2033-04-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                               | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     654000 | PA      | $616355.76     | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                   | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     473000 | PA      | $448541.17     | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                                               | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     281000 | PA      | $280297.50     | 0.01%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                            | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1680000 | PA      | $1512000.00    | 0.06%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                       | Cidron Aida Finco Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     496000 | PA      | $486182.84     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | Long: IS1KUT6   CDS USD R F  2.00000 IS1KUT6 CMBX / Short: IS1KUT6   CDS USD P V 01MEVENT IS1KUU7 CMBX                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    1262025 | OU      | $-183638.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429521 | PA      | $455426.14     | 0.02%             | 2028-08-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                       | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     757000 | PA      | $77592.50      | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                  | Balboa Bay Loan Funding 2022-1 Ltd                                                                                         | CUSIP: 05766EAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7850000 | PA      | $7211316.15    | 0.27%             | 2034-04-20      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                                                                      | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    1248000 | PA      | $1098708.00    | 0.04%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                               | PulteGroup Inc                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2868000 | PA      | $3002480.52    | 0.11%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                    | Regatta XXIV Funding Ltd                                                                                                   | CUSIP: 75889HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $6950895.00    | 0.26%             | 2035-01-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1195000 | PA      | $1014956.74    | 0.04%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                     | Transocean Phoenix 2 Ltd                                                                                                   | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     120000 | PA      | $121627.20     | 0.00%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                               | Galaxy 30 Clo Ltd                                                                                                          | CUSIP: 36321RAG1<br>LEI: 549300QQ6WEN7DIBD138 | Long             | ABS-CBDO         | CORP              | KY        |    6350000 | PA      | $5778353.95    | 0.22%             | 2035-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  342529200 | PA      | $325295699.63  | 12.12%            | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HLDGS                                                      | Fairfax Financial Holdings Ltd                                                                                             | CUSIP: 303901AB8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5373750.00    | 0.20%             | 2026-04-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     434000 | PA      | $81375.00      | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     238000 | PA      | $208673.64     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                                                       | Assicurazioni Generali SpA                                                                                                 | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    6630000 | PA      | $7368756.93    | 0.27%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                               | VOC Escrow Ltd                                                                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      75000 | PA      | $66005.25      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    7640000 | PA      | $4041082.50    | 0.15%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $81999.18      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 Capital BV                                                                                                            | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1534848 | PA      | $1456570.75    | 0.05%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                | DIAMOND OFFSHORE DRILLING INC                                                                                              | CUSIP: 25271C300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22730 | NS      | $260485.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                     | Encino Acquisition Partners Holdings LLC                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     826000 | PA      | $774829.30     | 0.03%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AES GENER SA                                                                 | AES Andes SA                                                                                                               | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1816000 | PA      | $1713850.00    | 0.06%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                       | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3960000 | PA      | $4055416.20    | 0.15%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                     | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                                              | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1518207.60    | 0.06%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                     | AES Panama Generation Holdings SRL                                                                                         | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1094000 | PA      | $973865.13     | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                              | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $1800538.74    | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2015-LC20                                                                            | CUSIP: 94989EAH0<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    7615781 | PA      | $150349.22     | 0.01%             | 2050-04-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    6169000 | PA      | $5721747.50    | 0.21%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP SA                                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1011000 | PA      | $851767.50     | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                            | PROG Holdings Inc                                                                                                          | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1105166.08    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | 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        |   26907795 | PA      | $1203628.71    | 0.04%             | 2049-10-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                              | Nigeria Government International Bond                                                                                      | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     226000 | PA      | $170630.00     | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133971337 | PA      | $132328098.17  | 4.93%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Long: IS22013   CDS USD R F  3.00000 IS22013 CMBX / Short: IS22013   CDS USD P V 01MEVENT IS22024 CMBX                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    1836448 | OU      | $-447940.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                           | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              |  | KY        |     396000 | PA      | $144540.00     | 0.01%             | 2027-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                       | BCP V Modular Services Finance PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    2585000 | PA      | $2227262.14    | 0.08%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd                                                                                                              | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     140000 | PA      | $139766.20     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BUXL 30Y BND MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -13 | NC      | $236007.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                     | Greenko Wind Projects Mauritius Ltd                                                                                        | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    1925000 | PA      | $1812267.19    | 0.07%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FCAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6119140 | PA      | $715323.20     | 0.03%             | 2047-12-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                             | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1436000 | PA      | $1572692.84    | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                                     | Credit Agricole Assurances SA                                                                                              | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |    3200000 | PA      | $3434351.34    | 0.13%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                                                               | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     695000 | PA      | $682059.10     | 0.03%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     519000 | PA      | $441025.44     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                      | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1765258.92    | 0.07%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                            | Triumph Group Inc                                                                                                          | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     362000 | PA      | $307971.50     | 0.01%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                             | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    2892000 | PA      | $3046895.52    | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-975369.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2739186 | PA      | $2877736.08    | 0.11%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8072000 | PA      | $8095650.96    | 0.30%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | Radiology Partners Inc                                                                                                     | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    3294000 | PA      | $1992507.66    | 0.07%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NuStar Logistics LP                                                                                                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     803000 | PA      | $773722.62     | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                       | Star Energy Geothermal Wayang Windu Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     749990 | PA      | $726552.81     | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     898000 | PA      | $17960.00      | 0.00%             | 2025-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                           | STORE Capital Corp                                                                                                         | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    1143000 | PA      | $1045410.66    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                       | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     265000 | PA      | $232289.06     | 0.01%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)   | LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)                        | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    1018127 | PA      | $987867.97     | 0.04%             | 2025-11-16      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | Long: IS20CI8   CDS USD R F  3.00000 IS20CI8 CMBX / Short: IS20CI8   CDS USD P V 01MEVENT IS20CJ9 CMBX                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    2792093 | OU      | $-681038.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                       | Westinghouse Air Brake Technologies Corp                                                                                   | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2042593.00    | 0.08%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                     | Harley-Davidson Financial Services Inc                                                                                     | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     655000 | PA      | $599213.65     | 0.02%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | REVERSE REPO JPM CHASE                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        | -310293750 | PA      | $-310293750.00 | -11.56%           |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                        | CUSIP: 46643GAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5868760 | PA      | $5012916.97    | 0.19%             | 2047-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust 2014-C21                                                                        | CUSIP: 46642EBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1598762 | PA      | $1507370.21    | 0.06%             | 2047-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Banff Guarantor Inc.                                                         | Banff Guarantor Inc. Initial Term Loan (Second Lien)                                                                       | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    1050000 | PA      | $987000.00     | 0.04%             | 2026-02-27      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| Venture CDO Ltd                                                              | Venture XXVII CLO Ltd                                                                                                      | CUSIP: 92331RAD9<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |    1591438 | PA      | $1400791.68    | 0.05%             | 2030-07-20      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                         | Oleoducto Central SA                                                                                                       | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    1169000 | PA      | $1034053.56    | 0.04%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                     | Globo Comunicacao e Participacoes SA                                                                                       | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     996000 | PA      | $846164.25     | 0.03%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    3994698 | PA      | $3934777.80    | 0.15%             | 2029-02-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                       | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              |  | KY        |     200000 | PA      | $21000.00      | 0.00%             | 2022-09-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    3650000 | PA      | $3228653.13    | 0.12%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                                            | Halcyon Loan Advisors Funding 2018-1 Ltd                                                                                   | CUSIP: 40538TAG8<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1751176.00    | 0.07%             | 2031-07-21      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                  | Lennar Corp                                                                                                                | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73978.50      | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3383000 | PA      | $3325894.96    | 0.12%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southeastern Grocers Inc                                                     | Southeastern Grocers Inc                                                                                                   | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      71086 | NS      | $1634978.00    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  455821100 | PA      | $455821100.00  | 16.98%            | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                                                                     | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     598000 | PA      | $565222.13     | 0.02%             | 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        |    2970000 | PA      | $2753414.83    | 0.10%             | 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        |    8508299 | PA      | $1303152.31    | 0.05%             | 2048-03-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                       | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     185000 | PA      | $150845.30     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                            | Citgo Holding Inc                                                                                                          | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     737000 | PA      | $742490.65     | 0.03%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                     | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     438000 | PA      | $275.94        | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                      | Office Properties Income Trust                                                                                             | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    1577000 | PA      | $1098112.41    | 0.04%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                              | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     303000 | PA      | $297049.08     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AMAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397617 | PA      | $156555.70     | 0.01%             | 2045-01-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                         | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                       | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     930000 | PA      | $804115.20     | 0.03%             | 2029-12-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                         | Apex Tool Group, LLC Initial Term Loan (First Lien)                                                                        | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    3803339 | PA      | $3316055.50    | 0.12%             | 2029-02-08      | Floating      | 9.83%                 | 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      | $3530450.00    | 0.13%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                 | Orbit Private Holdings I Ltd Initial Dollar Term Loan (First Lien)                                                         | CUSIP: 04225VAD4<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |     376200 | PA      | $375571.75     | 0.01%             | 2028-12-11      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                         | Octagon Investment Partners 29 Ltd                                                                                         | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    6570803 | PA      | $6025367.21    | 0.22%             | 2033-01-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                       | Discover Financial Services                                                                                                | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2653000 | PA      | $2835075.39    | 0.11%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc                                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $82318.50      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                        | Loyalty Ventures Inc. Term B Loan                                                                                          | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |    4383085 | PA      | $1698445.34    | 0.06%             | 2027-11-03      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       4838 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | 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      | $592040.84     | 0.02%             | 2046-05-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1114000 | PA      | $1081616.02    | 0.04%             | 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      | $4006607.33    | 0.15%             | 2035-04-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                  | Balboa Bay Loan Funding 2020-1 Ltd                                                                                         | CUSIP: 05766BAQ1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    1935000 | PA      | $1804871.25    | 0.07%             | 2032-01-20      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Encore Automotive Acceptance                                                 | ENCORE AUTOMOTIVE ACCEPTANCE ENCORE AUTOMOTIVE ACCEPTANCE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         12 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                         | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                         | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3363571.20    | 0.13%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                                           | Yango Justice International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              |  | HK        |     342000 | PA      | $6840.00       | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lincoln Financing SARL                                                       | Lincoln Financing SARL                                                                                                     | CUSIP: 000000000<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |     759000 | PA      | $821103.87     | 0.03%             | 2024-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                     | Terraform Global Operating LP                                                                                              | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     289000 | PA      | $274902.58     | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                       | Philip Morris International Inc                                                                                            | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $2502478.24    | 0.09%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                              | MARB BondCo PLC                                                                                                            | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    4509000 | PA      | $3538460.30    | 0.13%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $6552375.00    | 0.24%             | 2027-01-30      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    1490000 | PA      | $1349597.54    | 0.05%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                     | First-Citizens Bank & Trust Co                                                                                             | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4968.40       | 0.00%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                        | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                         | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4696000 | PA      | $4461153.04    | 0.17%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BUND FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -49 | NC      | $228983.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                         | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              |  | KY        |     887000 | PA      | $171468.19     | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | Swedbank AB                                                                                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    8800000 | PA      | $8558000.00    | 0.32%             | 2024-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT Capital Corp                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16738.80      | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Long: IS1KSH0   CDS USD R F  2.00000 IS1KSH0 CMBX / Short: IS1KSH0   CDS USD P V 01MEVENT IS1KSI1 CMBX                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |   10535394 | OU      | $-1533016.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                           | Voya Financial Inc                                                                                                         | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   12065000 | PA      | $12014085.70   | 0.45%             | 2053-05-15      | Fixed         | 5.65%                 | 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      | $900779.00     | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2059971 | PA      | $2162421.22    | 0.08%             | 2028-09-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                                                                       | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     674000 | PA      | $688504.48     | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    4550000 | PA      | $3935750.00    | 0.15%             | 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      | $1804543.20    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                          | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     162000 | PA      | $92876.22      | 0.00%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | Braskem Idesa SAPI                                                                                                         | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    2459000 | PA      | $2018531.63    | 0.08%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust 2019-C16                                                                                     | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14354461 | PA      | $889214.38     | 0.03%             | 2052-04-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ATB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18861030 | PA      | $1364276.78    | 0.05%             | 2046-10-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                       | CUSIP: 3137G0PR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4127555 | PA      | $4445997.52    | 0.17%             | 2029-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer