# EDGAR Filing Document

**Accession Number:** 0001819559
**File Stem:** 0000940400-26-007255
**Filing Date:** 2026-2
**Character Count:** 190147
**Document Hash:** fa4175475276b65e73cc464cdb38fb57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007255.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007255

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Western Asset Diversified Income Fund (WDI)
- **CENTRAL INDEX KEY:** 0001819559

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23598
- **FILM NUMBER:** 26664700

**BUSINESS ADDRESS:**
- **STREET 1:** FRANKLIN TEMPLETON C/O MITCHELL O'BRIEN
- **STREET 2:** 280 PARK AVENUE, 8TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 12128056026

**MAIL ADDRESS:**
- **STREET 1:** FRANKLIN TEMPLETON C/O MITCHELL O'BRIEN
- **STREET 2:** 280 PARK AVENUE, 8TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Western Asset Diversified Income Fund
- **DATE OF NAME CHANGE:** 20200729

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Western Asset Diversified Income Fund

- **b. Investment Company Act file number:** 811-23598

- **c. CIK number of Registrant:** 0001819559

- **d. LEI of Registrant:** 549300M67UHXW4GHZ644

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

  - **Street Address 1:** 620 EIGHTH AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-888-777-0102

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

- **a. Name of Series:** Western Asset Diversified Income Fund

- **c. LEI of Series:** 549300M67UHXW4GHZ644

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1148559870.61

**Total Liabilities:** $391233557.78

**Net Assets:** $757326312.83

**Delayed Delivery Securities:** $3622500.00

**Cash Not Reported:** $19064327.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11687.46000000 | **1-Year:** 5681.99000000 | **5-Year:** 23752.45000000 | **10-Year:** 25331.20000000 | **30-Year:** 3878.97000000

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

- **3-Month:** 2912.65000000 | **1-Year:** 92414.95000000 | **5-Year:** 170523.24000000 | **10-Year:** 42156.59000000 | **30-Year:** 797.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.68%               | 0.47%                | -1.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6761750.78             | $2212224.28                                |
| Month 2  | $-11155422.29            | $4228084.03                                |
| Month 3  | $-3610335.30             | $528842.58                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK, NATIONAL ASSOCIATION              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11538.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-153968.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                            | Greywolf CLO V Ltd                                                               | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6293175.63   | 0.83%             | 2031-01-27      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXVIII Ltd                                                          | CUSIP: 87168DAG1<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |    249757 | PA      | $37.46        | 0.00%             | 2050-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                     | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   3000000 | PA      | $3354960.00   | 0.44%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 227000000 | PA      | $5803226.08   | 0.77%             | 2028-05-10      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                              | AGL CLO 44 Ltd                                                                   | CUSIP: 00122AAA8<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3616823.52   | 0.48%             | 2037-10-22      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                          | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1954440.00   | 0.26%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3233829.00   | 0.43%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1320000 | PA      | $1357751.74   | 0.18%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3552181.50   | 0.47%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  40930000 | PA      | $2265007.81   | 0.30%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26130.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                    | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4011097 | PA      | $4050248.06   | 0.53%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                        | KIND Trust 2021-KIND                                                             | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5951129 | PA      | $5903563.61   | 0.78%             | 2038-08-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2022-JERI                           | CUSIP: 63875LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1647912.50   | 0.22%             | 2039-01-15      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| CORECIVIC INC                               | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $3533909.85   | 0.47%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                    | Super Micro Computer Inc                                                         | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $437300.50    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    234740 | PA      | $231082.58    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                   | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5140200.05   | 0.68%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   8455000 | PA      | $8274741.94   | 1.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                         | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1460690.00   | 0.19%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6641674.84   | 0.88%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        33 | NC      | $-43481.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AKUMIN INC                                  | Akumin Inc                                                                       | CUSIP: 01021XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6982000 | PA      | $6851087.50   | 0.90%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  21052000 | PA      | $3380346.77   | 0.45%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2021-BNK35                                                                  | CUSIP: 06540CCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21846154 | PA      | $8128859.96   | 1.07%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Greystone Select Holdings LLC               | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3316358 | PA      | $3291485.32   | 0.43%             | 2028-06-16      | Floating      | 9.12%                 | No            |                  3 | On Loan: No      |
| NEW GENERATION GAS                          | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   4474324 | PA      | $4653297.18   | 0.61%             | 2029-09-30      | Floating      | 9.64%                 | No            |                  3 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                    | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1197773.46   | 0.16%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                         | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494491.79   | 0.20%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2327913.02   | 0.31%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    850000 | PA      | $942352.94    | 0.12%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3659829.52   | 0.48%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5842.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                           | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972536.58   | 0.26%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $2916400.00   | 0.39%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                        | Soho Trust 2021-SOHO                                                             | CUSIP: 83410JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050000 | PA      | $2938475.48   | 0.39%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                               | DS PARENT INC                                                                    | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |   4477273 | PA      | $4117971.58   | 0.54%             | 2031-01-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                     | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1104512.12   | 0.15%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2337769.82   | 0.31%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                            | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87230XAD8<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3240380.85   | 0.43%             | 2032-10-13      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                       | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |  82000000 | PA      | $547814.80    | 0.07%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM 33 Ltd                                                                       | CUSIP: 50202FAA5<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2472487.50   | 0.33%             | 2034-07-20      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3614943.50   | 0.48%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-51259.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARBON REVOLUTION LTD                       | Carbon Revolution Ltd                                                            | CUSIP: 14115DAA2<br>LEI: 894500NF581BXOY0Z956 | Long             | DBT              | CORP              | AU        |   3284240 | PA      | $3255502.90   | 0.43%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                      | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    219291 | PA      | $3837.59      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                     | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2270373.35   | 0.30%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                       | Navesink CLO 2 Ltd                                                               | CUSIP: 63943AAE5<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754375.00   | 0.23%             | 2036-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                        | EYECARE PARTNERS LLC                                                             | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1091047 | PA      | $501428.96    | 0.07%             | 2028-11-30      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1451911.51   | 0.19%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9332213 | PA      | $2696400.05   | 0.36%             | 2057-08-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $801105.66    | 0.11%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $6253212.00   | 0.83%             | 2033-10-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    115818 | PA      | $99793.10     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $104904.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                                  | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1500000 | PA      | $1555716.53   | 0.21%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $730217.18    | 0.10%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                          | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |   8164000 | PA      | $7668636.24   | 1.01%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                      | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     70334 | PA      | $879.18       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048590.94   | 0.27%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                              | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2999738.88   | 0.40%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2033146.00   | 0.27%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                      | New Mountain CLO 1 Ltd                                                           | CUSIP: 64755AAG5<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002881.40   | 0.13%             | 2038-01-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXVIII Ltd                                                          | CUSIP: 87168DAC0<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |  10325000 | PA      | $3482728.85   | 0.46%             | 2050-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                             | NATGASOLINE LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   2453125 | PA      | $2478674.30   | 0.33%             | 2030-03-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION       | EUR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   9930000 | NC      | $169207.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1395325.38   | 0.18%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                     | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2625178.65   | 0.35%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QVC INC                                     | QVC Inc                                                                          | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $2859762.50   | 0.38%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $8005692.88   | 1.06%             | 2050-02-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $961810.59    | 0.13%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                 | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4991425.00   | 0.66%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                 | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4924300.00   | 0.65%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $859452.55    | 0.11%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     59046 | PA      | $56275.50     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                    | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000850.00   | 0.13%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-83487.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732863 | PA      | $736341.77    | 0.10%             | 2033-09-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3662809.50   | 0.48%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                | HARBOR FREIGHT TOOLS USA INC                                                     | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1736809 | PA      | $1722549.86   | 0.23%             | 2031-06-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority             | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3077505.00   | 0.41%             | 2032-03-29      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   6590000 | PA      | $6883423.70   | 0.91%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                    | GGAM Master Trust International Ltd                                              | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017302.40   | 0.27%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1564347.73   | 0.21%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus              | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15903970 | PA      | $3115777.05   | 0.41%             | 2038-08-15      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2688371.62   | 0.35%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $5784993.27   | 0.76%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -40 | NC      | $13219.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2107188.00   | 0.28%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                     | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5260271.24   | 0.69%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                  | Nassau 2021-I Ltd                                                                | CUSIP: 631704AP8<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2840184.32   | 0.38%             | 2034-08-26      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $198598.45    | 0.03%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1853552.11   | 0.24%             | 2035-01-20      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                    | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $2066625.00   | 0.27%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                              | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2544382.26   | 0.34%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                     | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   6790000 | PA      | $6548106.25   | 0.86%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2420000 | PA      | $2587456.74   | 0.34%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3708483.75   | 0.49%             | 2034-10-15      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33851.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     55179 | PA      | $52973.58     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                              | AGL CLO 16 Ltd                                                                   | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $378170.87    | 0.05%             | 2035-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE              | Multifamily Connecticut Avenue Securities Trust 2020-01                          | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2597627.50   | 0.34%             | 2050-03-25      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                      | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    460000 | PA      | $394556.30    | 0.05%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3567944.12   | 0.47%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                    | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $245.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   3500000 | PA      | $3414630.49   | 0.45%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $445609.13    | 0.06%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                    | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1641664 | PA      | $615624.00    | 0.08%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Renew Financial                             | Renew 2024-1                                                                     | CUSIP: 75973VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615640 | PA      | $622050.81    | 0.08%             | 2059-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-256835.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       170 | NC      | $-26856.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                            | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2346374.50   | 0.31%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2040000 | PA      | $2210237.06   | 0.29%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                             | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4075500 | PA      | $61132.50     | 0.01%             | 2030-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                            | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1763024.42   | 0.23%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                     | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   2015000 | PA      | $1997779.00   | 0.26%             | 2037-01-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    216271 | PA      | $132886.75    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   8500000 | PA      | $8936936.30   | 1.18%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                              | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1660640.00   | 0.22%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6670264.20   | 0.88%             | 2051-01-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                   | HIH Trust 2024-61P                                                               | CUSIP: 40444VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3842490 | PA      | $3877074.45   | 0.51%             | 2041-10-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49464.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $399420.00    | 0.05%             | 2033-07-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030814.58   | 0.14%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Empire Today Ip, LLC                        | EMPIRE TODAY LLC                                                                 | CUSIP: 000000000<br>LEI: 254900NVZEWAL7SJT856 | Long             | LON              | CORP              | US        |   1790677 | PA      | $89533.83     | 0.01%             | 2029-08-03      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| BWAY Mortgage Trust                         | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2556927.30   | 0.34%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4006675.00   | 0.53%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1831448.00   | 0.24%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                       | Black Diamond CLO 2021-1 Ltd                                                     | CUSIP: 09204WAM6<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2281155.23   | 0.30%             | 2034-11-22      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $4047276.59   | 0.53%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                          | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   3620000 | PA      | $3760275.00   | 0.50%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                       | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3229842.20   | 0.43%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12086.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                        | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3130485.75   | 0.41%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                               | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021800.42   | 0.27%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                   | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1462236 | PA      | $1468091.96   | 0.19%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $1010312.14   | 0.13%             | 2035-01-20      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     54275 | PA      | $49513.74     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4975029.50   | 0.66%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                     | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7160000 | PA      | $3150400.00   | 0.42%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn2                                                       | CUSIP: 35563JAC7<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2520399.00   | 0.33%             | 2041-07-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1780000 | PA      | $1769559.94   | 0.23%             | 2037-04-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442269.84    | 0.06%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23512.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus              | Easy Street Mortgage Loan Trust 2025-RTL1                                        | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3028731.26   | 0.40%             | 2040-05-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6391432.58   | 0.84%             | 2031-07-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Wave USA                                    | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320881 | PA      | $312359.62    | 0.04%             | 2044-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5773364.00   | 0.76%             | 2050-12-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                           | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    599523 | PA      | $11990.45     | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| VERICAST CORPORATION                        | VERICAST CORP                                                                    | CUSIP: 92342KAD1<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |   7223764 | PA      | $7031901.10   | 0.93%             | 2030-06-14      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                     | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3098145.87   | 0.41%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78204 | PA      | $59741.96     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                              | AGL CLO 17 Ltd                                                                   | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1530000 | PA      | $1473436.51   | 0.19%             | 2035-01-21      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                             | Allen Media LLC                                                                  | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |   4690420 | PA      | $3318964.40   | 0.44%             | 2027-02-10      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-166580.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XLVI Ltd                                                              | CUSIP: 03769YAE0<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $2977364.60   | 0.39%             | 2036-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4807170.95   | 0.63%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                    | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2675919.55   | 0.35%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                      | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   7059000 | PA      | $6158977.50   | 0.81%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                    | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1150000 | PA      | $1172816.00   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                            | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3198900.00   | 0.42%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                 | AUTOKINITON US HOLDINGS                                                          | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   2807588 | PA      | $2788524.27   | 0.37%             | 2028-04-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                    | MIDCAP FINANCIAL ISSR TR                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1890000.00   | 0.25%             | 2056-01-12      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                      | Spirit Contingent TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4406300 | PA      | $1796448.54   | 0.24%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TURNING POINT BRANDS INC                    | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2133624.00   | 0.28%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -437 | NC      | $-34896.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6784619.80   | 0.90%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2389337.50   | 0.32%             | 2054-07-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    486610 | PA      | $288442.59    | 0.04%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust              | BRES Commercial Mortgage Trust 2025-ATCAP                                        | CUSIP: 05619GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2015162.20   | 0.27%             | 2042-11-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2674681.20   | 0.35%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                   | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2321671 | PA      | $2285104.70   | 0.30%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc (The)                | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    656187 | PA      | $636067.87    | 0.08%             | 2028-04-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                         | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    550000 | PA      | $320891.14    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                      | RR 18 Ltd                                                                        | CUSIP: 749737AJ1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   2370000 | PA      | $2393419.87   | 0.32%             | 2040-07-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                         | Elmwood CLO II Ltd                                                               | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $1932584.66   | 0.26%             | 2034-04-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11042.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $3950170.98   | 0.52%             | 2034-07-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                  | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83011MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $439513.65    | 0.06%             | 2038-07-17      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| Renew Financial                             | Renew 2024-2                                                                     | CUSIP: 75975DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1756712 | PA      | $1766643.45   | 0.23%             | 2060-11-20      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  13930000 | PA      | $12410933.50  | 1.64%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBR8<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   1970000 | PA      | $1983010.67   | 0.26%             | 2037-10-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                    | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4672368.50   | 0.62%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                 | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765BAA7<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1646045.07   | 0.22%             | 2038-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1461330 | PA      | $-1461330.38  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                          | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1444049.32   | 0.19%             | 2037-10-24      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| RJET 2023-1 A                               | RJET 2023-1 A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4618902.75   | 0.61%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22642.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2766940.81   | 0.37%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                     | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   6500000 | PA      | $6552721.50   | 0.87%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2022-RRI                            | CUSIP: 63875JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3732288.75   | 0.49%             | 2035-03-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    220732 | PA      | $105214.03    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2339077.08   | 0.31%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2431618 | PA      | $-2431618.19  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                        | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     21540 | NS      | $629291.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Issuer, LLC                          | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510717 | PA      | $3112226.80   | 0.41%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136HAS8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1361447.69   | 0.18%             | 2034-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                | Obra CLO 3 Ltd                                                                   | CUSIP: 67443FAA8<br>LEI: 254900IXF21X7CQ2QK69 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2757898.00   | 0.36%             | 2039-01-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $122733.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                    | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $1862992.40   | 0.25%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                           | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1614672.50   | 0.21%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                       | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2102397.70   | 0.28%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                 | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1315228 | PA      | $1105170.75   | 0.15%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                    | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9515000.00   | 1.26%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910591.24   | 0.38%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                        | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 000000000<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |   1333400 | PA      | $1346720.67   | 0.18%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $313013.40    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     59069 | PA      | $35146.08     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                    | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $363682.58    | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       870 | NC      | $-300569.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                        | BANK 2021-BNK35                                                                  | CUSIP: 06540CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9451000 | PA      | $3759072.87   | 0.50%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6840150.80   | 0.90%             | 2034-07-25      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                            | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1836421.86   | 0.24%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WW International Inc                        | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   8100710 | PA      | $7174920.55   | 0.95%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                             | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |   3200000 | PA      | $3230669.22   | 0.43%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1000000 | PA      | $1089369.69   | 0.14%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3760760.39   | 0.50%             | 2046-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1340000 | PA      | $1323769.92   | 0.17%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                     | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8076240.00   | 1.07%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  23320000 | PA      | $1306572.58   | 0.17%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $52356.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31914.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCCLATCHY MEDIA CO LLC                      | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8003512 | PA      | $9073981.73   | 1.20%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                      | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    786962 | PA      | $5902.22      | 0.00%             | N/A             | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4367260.76   | 0.58%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3183257 | PA      | $3265125.88   | 0.43%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                    | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1043262.16   | 0.14%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    186534 | PA      | $105542.87    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                             | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4525025.00   | 0.60%             | 2029-02-19      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                           | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     76957 | NS      | $1756158.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004571.40   | 0.26%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                        | Spirit Airlines, LLC Second DIP New Money Delayed TL                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238450 | PA      | $206258.98    | 0.03%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-48019.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                 | Fortress Credit BSL XII Ltd                                                      | CUSIP: 34963GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2902126.80   | 0.38%             | 2034-10-15      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6927618.60   | 0.91%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                 | Balboa Bay Loan Funding 2020-1 Ltd                                               | CUSIP: 05766CAG1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |   2620000 | PA      | $2633404.71   | 0.35%             | 2035-10-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                      | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7925511.00   | 1.05%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3293 | PA      | $11006.85     | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1209000 | PA      | $220630.50    | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                     | Lighthouse Park CLO Ltd                                                          | CUSIP: 53229QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1137723.76   | 0.15%             | 2037-10-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Wellesley Park CLO LTD                      | Wellesley Park CLO Ltd                                                           | CUSIP: 94949BAA0<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1121474.38   | 0.15%             | 2039-01-24      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2015-C                                          | CUSIP: 78448R106<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |      7570 | PA      | $1792292.13   | 0.24%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2980858.32   | 0.39%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16224.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                         | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2680000 | PA      | $2672667.79   | 0.35%             | 2035-10-18      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                 | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765BAE9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $195439.70    | 0.03%             | 2038-01-20      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   6198500 | PA      | $6859143.51   | 0.91%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                     | CB Poly US Holdings Inc                                                          | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |   4837500 | PA      | $4571437.50   | 0.60%             | 2029-05-18      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                     | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2933284.82   | 0.39%             | 2037-10-20      | Floating      | 14.61%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                    | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3190125.00   | 0.42%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXI Ltd                                                             | CUSIP: 87167CAW9<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2580112.92   | 0.34%             | 2032-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                  | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3444490 | PA      | $3391599.66   | 0.45%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3767070.50   | 0.50%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    378474 | PA      | $228159.01    | 0.03%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29907.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137XAL7<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $802416.99    | 0.11%             | 2035-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2096511.75   | 0.28%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2018-LUAU                                      | CUSIP: 36256AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4950910.50   | 0.65%             | 2032-11-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                          | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1910000 | PA      | $1265464.25   | 0.17%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1330000 | PA      | $1374023.13   | 0.18%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                  | XAI CORP                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4129650 | PA      | $4349471.27   | 0.57%             | 2028-06-30      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAN8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  17680000 | PA      | $17866135.92  | 2.36%             | 2041-03-10      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LBF5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010111.35   | 0.40%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2017-2                                       | CUSIP: 64829KBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819937 | PA      | $2585422.98   | 0.34%             | 2057-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                        | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    640000 | PA      | $894415.42    | 0.12%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-156037.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP1                                                            | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   4674871 | PA      | $5549207.83   | 0.73%             | 2043-05-25      | Floating      | 15.74%                | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                           | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2299863.53   | 0.30%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Lakeside Park CLO                           | Lakeside Park CLO Ltd                                                            | CUSIP: 51219AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2019264.80   | 0.27%             | 2038-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                          | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3557538.05   | 0.47%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    155445 | PA      | $88360.67     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                           | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   9921000 | PA      | $11059431.08  | 1.46%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta              | Greystone CRE Notes 2025 HC-4 LLC                                                | CUSIP: 39809NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3487396.15   | 0.46%             | 2042-10-15      | Floating      | 7.69%                 | 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        |   5000000 | PA      | $4573410.85   | 0.60%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABCTEC Second Out TL                        | ABCTEC Second Out TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3918263 | PA      | $3918263.43   | 0.52%             | 2031-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3872128.00   | 0.51%             | 2034-04-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14726.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                     | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    440000 | PA      | $479930.00    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8214307.50   | 1.08%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924455.90    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                     | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4186036.72   | 0.55%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                      | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    781639 | PA      | $154373.77    | 0.02%             | 2026-06-29      | Floating      | 13.84%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1866668 | PA      | $-1866668.49  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    337560 | PA      | $309662.89    | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4550000.00   | 0.60%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                 | Point Broadband Funding LLC                                                      | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2044886.40   | 0.27%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                      | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3098985.66   | 0.41%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $64473.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041385.00   | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                            | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809HAA1<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3029820.90   | 0.40%             | 2031-04-26      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    770100 | PA      | $738746.84    | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316VAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2794929.90   | 0.37%             | 2035-01-20      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                        | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $339955.00    | 0.04%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                      | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |    196741 | NS      | $1673.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037985AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749798.75   | 0.23%             | 2038-10-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                      | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070659.00   | 0.14%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC               | MAGENTA SECURITY HOLDING                                                         | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377438 | PA      | $287796.63    | 0.04%             | 2028-07-27      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                    | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   5643000 | PA      | $5181487.25   | 0.68%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $126854.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2313890 | PA      | $-2313890.13  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122816 | PA      | $119229.66    | 0.02%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                    | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061872.53   | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SARAT 2013-1A F1R3                          | SARAT 2013-1A F1R3                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $1322056.80   | 0.17%             | 2033-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                     | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    900000 | PA      | $1032750.00   | 0.14%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                      | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1900000 | PA      | $1960746.80   | 0.26%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                     | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1053020.00   | 0.14%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2025-A LLC                                                          | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3500250.30   | 0.46%             | 2032-07-15      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                   | Nelnet Student Loan Trust 2025-D                                                 | CUSIP: 639931AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491704.85   | 0.20%             | 2054-08-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                     | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3373348.90   | 0.45%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $47178.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Collegiate Commutatio              | National Collegiate VI 2007-4 Class A-3L Commutation Trust                       | CUSIP: 63546VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27730208 | PA      | $2179206.11   | 0.29%             | 2038-03-29      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    530103 | PA      | $532223.60    | 0.07%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Hildene Community Funding CLO               | Hildene Community Funding CDO Ltd                                                | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-O            | CORP              | KY        |    502561 | PA      | $446620.67    | 0.06%             | 2035-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                     | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   4872449 | PA      | $3995822.34   | 0.53%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                         | Apex Credit CLO 2020 LTD                                                         | CUSIP: 03756ABL0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |   2640000 | PA      | $2649227.06   | 0.35%             | 2035-04-20      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    770100 | PA      | $738987.48    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1785086.27   | 0.24%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2260894.03   | 0.30%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                               | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940610 | PA      | $1552488.24   | 0.20%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                  | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350000 | PA      | $2346216.50   | 0.31%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ULTRA U.S. TREASURY BOND                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -169 | NC      | $258488.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2967995.00   | 0.39%             | 2054-07-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue              | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAD1<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2055825.20   | 0.27%             | 2049-10-25      | Floating      | 12.74%                | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails Clo XVI Ltd                                                         | CUSIP: 674914AA4<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1030092.39   | 0.14%             | 2038-01-20      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                    | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1102054.32   | 0.15%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   4394222 | PA      | $4141554.51   | 0.55%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $8195795.81   | 1.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                      | Stena International SA                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5154130.00   | 0.68%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $8033829.97   | 1.06%             | 2034-01-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                    | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7025249.00   | 0.93%             | N/A             | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DX0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $9240010.92   | 1.22%             | 2096-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -67 | NC      | $-6003.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $488298.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAD5<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1787554 | PA      | $1790176.98   | 0.24%             | 2048-07-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                          | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   7589000 | PA      | $7577142.79   | 1.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                    | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7934272.85   | 1.05%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                     | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     77758 | NS      | $1658578.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                      | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2193314.89   | 0.29%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-3 Ltd                                                              | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255361.25   | 0.17%             | 2038-01-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                        | Spirit Airlines, LLC DIP New Money Term Loan 10/25                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    961464 | PA      | $958459.17    | 0.13%             | 2040-01-02      | None          | 11.75%                | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                        | STARLIGHT PARENT LLC                                                             | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   3491250 | PA      | $3493432.03   | 0.46%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-FTR1                                                | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $4107236.60   | 0.54%             | 2048-01-25      | Floating      | 12.34%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2624620.00   | 0.35%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS JPEIFNTR INDEX                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $372639.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB Funding LLC                             | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2078636.97   | 0.27%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'    | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      5018 | NS      | $83297.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2920000 | PA      | $3039039.32   | 0.40%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981000.00   | 0.26%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                         | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   5890000 | PA      | $4129242.46   | 0.55%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited               | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3040906 | PA      | $2948709.08   | 0.39%             | 2046-10-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                      | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6851634.37   | 0.90%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2751916.20   | 0.36%             | 2038-01-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                            | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3787944.12   | 0.50%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9934361.00   | 1.31%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1113182.77  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-INV1                                                              | CUSIP: 12566PCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 172866185 | PA      | $1514031.20   | 0.20%             | 2051-07-01      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                        | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |   3400170 | PA      | $3434137.70   | 0.45%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $7419368.40   | 0.98%             | 2033-08-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850071 | PA      | $856442.12    | 0.11%             | 2033-03-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3619857.50   | 0.48%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                     | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   7620000 | PA      | $7683521.92   | 1.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2021-14 Ltd                                                        | CUSIP: 28623TAJ3<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4343128.24   | 0.57%             | 2038-01-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1952029.04   | 0.26%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                            | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   1210000 | PA      | $1254346.50   | 0.17%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    430000 | PA      | $420970.00    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-718668.17   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXXII Ltd                                                              | CUSIP: 55953XAE8<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |   2420000 | PA      | $2422905.69   | 0.32%             | 2037-10-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                          | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2012434.59   | 0.27%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7393410.87   | 0.98%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 95 CLO Ltd                                                                | CUSIP: 262485AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6870000 | PA      | $2466797.16   | 0.33%             | 2034-08-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                 | HEXION HOLDINGS CORP                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1440000 | PA      | $1392429.60   | 0.18%             | 2029-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2496150.00   | 0.33%             | 2036-12-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXXIX Ltd                                                              | CUSIP: 559923AE7<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1645332.15   | 0.22%             | 2037-01-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                          | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982371.76   | 0.26%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3919786.19   | 0.52%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    620000 | PA      | $532902.60    | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5350000 | PA      | $4862210.54   | 0.64%             | 2030-10-20      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    940000 | PA      | $976409.74    | 0.13%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3974150 | PA      | $105827.77    | 0.01%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                      | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2254709 | PA      | $39457.41     | 0.01%             | 2026-06-29      | Variable      | 10.84%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2750000 | PA      | $2652925.00   | 0.35%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   7616000 | PA      | $6140400.00   | 0.81%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                 | Balboa Bay Loan Funding 2023-1 Ltd                                               | CUSIP: 05765DAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2259566.10   | 0.30%             | 2036-04-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 23 Ltd                                                                  | CUSIP: 00177JCE3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507786.20   | 0.20%             | 2038-07-17      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168247 | NS      | $42230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                    | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3981360.04   | 0.53%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                      | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    590000 | PA      | $546799.31    | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAYFRT 7A C                                 | BAYFRT 7A C                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002670.00   | 0.40%             | 2048-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Plastics Management LLC                     | Plastics Management LLC                                                          | CUSIP: 72759JAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4793237 | PA      | $4838883.30   | 0.64%             | 2027-08-03      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                              | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987976.90   | 0.39%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                      | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2435711.25   | 0.32%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       280 | NC      | $-346187.15   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2472785.12   | 0.33%             | 2050-01-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                  | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    959163 | PA      | $316921.91    | 0.04%             | 2028-12-23      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust               | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515864.30   | 0.20%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    108596 | PA      | $99312.49     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1209217.20   | 0.16%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   2977500 | PA      | $2975177.55   | 0.39%             | 2027-12-20      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2272633.74   | 0.30%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                    | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $2123978.42   | 0.28%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KF117 Mortgage Trust                                                  | CUSIP: 30320YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3293586 | PA      | $3037224.34   | 0.40%             | 2031-07-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                       | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2327683.85   | 0.31%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8338.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4661975.41   | 0.62%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                         | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119540 | NS      | $30004.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                         | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1406501.32   | 0.19%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                         | LUXCO3 DUMMY EQUITY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61743 | NS      | $1111987.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                        | Spirit Airlines, LLC Third DIP New Money TL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470946 | PA      | $469474.23    | 0.06%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    351282 | PA      | $371828.27    | 0.05%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MIRA Trust                                  | MIRA Trust 2023-MILE                                                             | CUSIP: 55318EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13750000 | PA      | $13936113.13  | 1.84%             | 2038-06-10      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP/HARLAND                       | Vericast Corp/Harland Clarke/Checks in the Mail/Valassis Comm/Valassis Direct    | CUSIP: 92342NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676657 | PA      | $833980.31    | 0.11%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929816.11    | 0.12%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-ADV                                                                    | CUSIP: 12660WAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7860000 | PA      | $738.84       | 0.00%             | 2038-07-15      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34570.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                           | 720 East CLO VII Ltd                                                             | CUSIP: 81789NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1810162.07   | 0.24%             | 2037-04-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                         | Capital Four US CLO Ltd                                                          | CUSIP: 14016AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2660000 | PA      | $2662002.18   | 0.35%             | 2038-10-18      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                              | CarVal CLO XI C Ltd                                                              | CUSIP: 14688TAA4<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   2070000 | PA      | $2100779.66   | 0.28%             | 2037-10-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                           | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    454176 | PA      | $9083.52      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7195000 | PA      | $4367386.59   | 0.58%             | 2054-06-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                       | Bath & Body Works Inc                                                            | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4278117.33   | 0.56%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                             | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   3898837 | PA      | $3850315.69   | 0.51%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2504580.24   | 0.33%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    463928 | PA      | $463679.45    | 0.06%             | 2027-12-20      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $5938552.49   | 0.78%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CAESARS ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $111450.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                       | NEPTUNE BIDCO US INC                                                             | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   3900000 | PA      | $3857685.00   | 0.51%             | 2028-10-11      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                 | CAFL 2024-RTL1 Issuer LLC                                                        | CUSIP: 12770DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4570000 | PA      | $4680780.46   | 0.62%             | 2031-11-28      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                        | Arini US Clo III Ltd                                                             | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1442611.30   | 0.19%             | 2039-01-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust               | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3494568.35   | 0.46%             | 2038-11-05      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                         | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    940000 | PA      | $652787.36    | 0.09%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                      | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1766650 | PA      | $9522.24      | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                           | Riserva Clo Ltd                                                                  | CUSIP: 76761TAJ4<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2215810.25   | 0.29%             | 2034-01-18      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn7                                                       | CUSIP: 35563QAC1<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |   1960000 | PA      | $2242321.14   | 0.30%             | 2043-09-25      | Floating      | 12.72%                | No            |                  2 | On Loan: No      |
| Planview Parent Inc                         | PLANVIEW PARENT INC                                                              | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   4090387 | PA      | $3936363.17   | 0.52%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                  | Abry Liquid Credit CLO 2025-2 Ltd                                                | CUSIP: 003945AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2810000 | PA      | $2817721.88   | 0.37%             | 2039-01-15      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16383.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2500000 | PA      | $1963750.00   | 0.26%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    223925 | PA      | $196673.33    | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1000000 | PA      | $884500.00    | 0.12%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                           | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    557668 | PA      | $26489.25     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    550000 | PA      | $504068.98    | 0.07%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                      | Venture 43 CLO Ltd                                                               | CUSIP: 92290CAG4<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1451428.50   | 0.19%             | 2034-04-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                     | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    560000 | PA      | $602691.66    | 0.08%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     15520 | PA      | $15242.41     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136QAJ8<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6666898.00   | 0.88%             | 2034-10-20      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                        | Two Harbors Investment Corp                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3002475.00   | 0.40%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

**Name of Applicant:** Western Asset Diversified Income Fund

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer