# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-25-002019
**Filing Date:** 2025-9
**Character Count:** 235362
**Document Hash:** 667a59861d97249fc3bec2e49829be35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002019.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002019

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000764624

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04254
- **FILM NUMBER:** 251334257

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEGG MASON PARTNERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20060407

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BARNEY INCOME FUNDS
- **DATE OF NAME CHANGE:** 19941228

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BARNEY SHEARSON INCOME FUNDS
- **DATE OF NAME CHANGE:** 19931015

## Series and Classes Contracts Data

### Western Asset Income Fund (Series ID: S000008972)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024372 | Class A      | SDSAX           |
| C000024374 | Class C      | LWSIX           |
| C000024375 | Class I      | SDSYX           |
| C000081533 | Class C1     | SDSIX           |
| C000118995 | Class IS     | WAGIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Partners Income Trust

- **b. Investment Company Act file number:** 811-04254

- **c. CIK number of Registrant:** 0000764624

- **d. LEI of Registrant:** 549300Y1U2UCLTK83X35

- **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:** 1-877-656-3863

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

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

- **b. EDGAR series identifier (if any):** S000008972

- **c. LEI of Series:** 5493007PBU5GQOUDIO10

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $352226767.79

**Total Liabilities:** $8960727.44

**Net Assets:** $343266040.35

**Delayed Delivery Securities:** $3151173.86

**Cash Not Reported:** $9801968.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 268.44000000 | **1-Year:** 9575.57000000 | **5-Year:** 28556.66000000 | **10-Year:** 12015.15000000 | **30-Year:** 478.61000000

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

- **3-Month:** 438.72000000 | **1-Year:** 22360.42000000 | **5-Year:** 41443.92000000 | **10-Year:** 9096.42000000 | **30-Year:** 339.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024375 | 1.04%                | 1.65%                | 0.44%                |
| Class ID C000024374 | 0.92%                | 1.73%                | 0.29%                |
| Class ID C000118995 | 1.01%                | 1.61%                | 0.38%                |
| Class ID C000024372 | 0.99%                | 1.79%                | 0.35%                |
| Class ID C000081533 | 1.15%                | 1.54%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4303139.68             | $7431639.34                                |
| Month 2  | $147990.76               | $2894028.98                                |
| Month 3  | $-654498.87              | $955211.61                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank, National Association                                   | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27372.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                    | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    470000 | PA      | $489843.50    | 0.14%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                    | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    790000 | PA      | $181700.00    | 0.05%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                       | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        | 110000000 | PA      | $715617.21    | 0.21%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $966405.67    | 0.28%             | 2036-02-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1372321.06   | 0.40%             | 2045-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $888834.94    | 0.26%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                     | Home Equity Asset Trust 2005-6                                                   | CUSIP: 437084NG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1147503.91   | 0.33%             | 2035-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                    | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310576 | PA      | $314392.05    | 0.09%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | DAYFORCE INC                                                                     | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    352992 | PA      | $354757.20    | 0.10%             | 2031-02-26      | Floating      | 6.31%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    530000 | PA      | $548550.00    | 0.16%             | 2054-11-21      | Fixed         | 9.65%                 | 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        |   1090000 | PA      | $1082923.07   | 0.32%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2005-1                                            | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241019 | PA      | $1218376.06   | 0.35%             | 2035-02-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                   | HIH Trust 2024-61P                                                               | CUSIP: 40444VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995106 | PA      | $997763.25    | 0.29%             | 2041-10-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  68720000 | PA      | $3302689.83   | 0.96%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     98392 | PA      | $81166.19     | 0.02%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13493.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2017-5                                       | CUSIP: 64828NBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638881 | PA      | $599984.48    | 0.17%             | 2057-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    917714 | PA      | $916107.90    | 0.27%             | 2030-11-30      | Floating      | 6.05%                 | 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        |   1860000 | PA      | $725400.00    | 0.21%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAC4<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $864081.13    | 0.25%             | 2065-05-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                                                 | Columbia Cent CLO 35 Ltd                                                         | CUSIP: 19739RAJ7<br>LEI: 2549006YWAD6BJI1C841 | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $561544.48    | 0.16%             | 2036-07-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                              | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1023401.10   | 0.30%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                       | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204271.70    | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD CALL VERSUS CNY PUT                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |   1860000 | NC      | $999.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                           | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982625 | PA      | $986186.63    | 0.29%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                      | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     80342 | PA      | $77770.22     | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                     | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    910000 | PA      | $925925.00    | 0.27%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166408.32    | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                                 | OPAL US LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1060000 | PA      | $1065898.90   | 0.31%             | 2032-04-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                     | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    480000 | PA      | $497160.00    | 0.14%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                 | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    990000 | PA      | $973099.41    | 0.28%             | 2037-04-17      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                | WB Commercial Mortgage Trust 2024-HQ                                             | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $650004.68    | 0.19%             | 2040-03-15      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979992 | PA      | $899948.38    | 0.26%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    789803 | PA      | $789558.15    | 0.23%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                     | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261772.39    | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                    | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227809.55    | 0.07%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                       | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    560000 | PA      | $585620.00    | 0.17%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    710000 | PA      | $710202.00    | 0.21%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                             | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    640000 | PA      | $603468.10    | 0.18%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1853307.78   | 0.54%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217029 | PA      | $185287.93    | 0.05%             | 2036-07-25      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                | Cloudera Inc                                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    626910 | PA      | $603203.23    | 0.18%             | 2028-10-08      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust                                                        | CUSIP: 89171DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1176225.02   | 0.34%             | 2053-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    767984 | PA      | $768737.08    | 0.22%             | 2027-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453247.19    | 0.13%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                            | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $629988.53    | 0.18%             | 2035-06-11      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   6053047 | PA      | $154433.68    | 0.04%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    360000 | PA      | $366166.21    | 0.11%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                         | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    560000 | PA      | $492976.90    | 0.14%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $5939.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2142161.28   | 0.62%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                       | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $281165.60    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    854832 | PA      | $863729.85    | 0.25%             | 2068-12-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                                      | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    625000 | PA      | $639992.19    | 0.19%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $984403.73    | 0.29%             | 2037-01-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190072.90    | 0.06%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    310000 | PA      | $310534.09    | 0.09%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       162 | NC      | $20250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTIVITI INC                                                                | COTIVITI INC                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    655201 | PA      | $654316.97    | 0.19%             | 2031-05-01      | Floating      | 7.08%                 | 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       |    330000 | PA      | $333650.13    | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217165 | PA      | $213519.84    | 0.06%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $368661.96    | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                          | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    740000 | PA      | $524275.53    | 0.15%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                  | Impac Secured Assets Trust 2006-3                                                | CUSIP: 45255RAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942706 | PA      | $817928.57    | 0.24%             | 2036-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    501487 | PA      | $449493.22    | 0.13%             | 2031-12-31      | Floating      | 8.61%                 | 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        |      1092 | PA      | $283331.68    | 0.08%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346653.41    | 0.10%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                              | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1041418.88   | 0.30%             | 2039-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                              | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    322078 | PA      | $23954.55     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                        | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $406925.25    | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                           | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    602000 | PA      | $531265.00    | 0.15%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                            | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154086.72    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                    | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    630000 | PA      | $649548.24    | 0.19%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                     | ALLWYN ENTERTAINMENT FINANCING US LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744966 | PA      | $742794.31    | 0.22%             | 2031-06-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                        | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    740000 | PA      | $705502.64    | 0.21%             | N/A             | Fixed         | 5.38%                 | 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        |    610000 | PA      | $622031.13    | 0.18%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                        | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $744535.14    | 0.22%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $749535.58    | 0.22%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    660000 | PA      | $665487.90    | 0.19%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                              | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1146053.43   | 0.33%             | 2042-02-15      | Floating      | 5.78%                 | 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        |  14652000 | PA      | $2255951.53   | 0.66%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc      | GC FERRY ACQUISITION I                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102083 | PA      | $100727.67    | 0.03%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-357623.51   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-82581.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                                | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    860011 | PA      | $868826.02    | 0.25%             | 2028-06-30      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                               | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $961840.42    | 0.28%             | 2038-05-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -10 | NC      | $10599.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANZANIA PRIVATE BL                                                         | TANZANIA PRIVATE BL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TZ        |    840000 | PA      | $827400.00    | 0.24%             | 2031-04-30      | Fixed         | 10.50%                | No            |                  3 | 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        |    499198 | PA      | $610270.11    | 0.18%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $614776.14    | 0.18%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $56353.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                          | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1133255.20   | 0.33%             | N/A             | Fixed         | 8.12%                 | 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        |    690000 | PA      | $691820.91    | 0.20%             | 2034-11-22      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                             | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    520043 | PA      | $468038.81    | 0.14%             | 2029-02-19      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    120000 | PA      | $84931.27     | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                         | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    610000 | PA      | $638192.98    | 0.19%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                               | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    970000 | PA      | $949329.20    | 0.28%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                                              | National Collegiate Student Loan Trust 2005-1                                    | CUSIP: 63543PBK1<br>LEI: 635400YFCYTJSI5XDJ17 | Long             | ABS-O            | CORP              | US        |    573172 | PA      | $534110.55    | 0.16%             | 2035-03-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436058.45    | 0.13%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    487550 | PA      | $488159.44    | 0.14%             | 2027-12-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    310000 | PA      | $310451.05    | 0.09%             | 2032-01-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | SOTERA HEALTH HOLDINGS LLC                                                       | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    790259 | PA      | $793720.76    | 0.23%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                              | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    483803 | PA      | $484407.67    | 0.14%             | 2027-11-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                               | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453239.50    | 0.13%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $329.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                                                  | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    627711 | PA      | $250299.76    | 0.07%             | 2028-12-23      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                    | Petrobras Global Finance BV                                                      | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $617176.78    | 0.18%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                      | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5354000 | PA      | $901746.41    | 0.26%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1378617.04   | 0.40%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                     | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    310000 | PA      | $285412.35    | 0.08%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92142.12     | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                     | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $268760.70    | 0.08%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $189346.88    | 0.06%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    666654 | PA      | $668530.82    | 0.19%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CALATLANTIC GROUP                                                           | CalAtlantic Group LLC                                                            | CUSIP: 128195AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245296.14    | 0.07%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                              | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1026706.70   | 0.30%             | 2031-11-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $234131.26    | 0.07%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1            | CUSIP: 3137G1CG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620133 | PA      | $510324.97    | 0.15%             | 2047-09-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1380000 | PA      | $1450697.40   | 0.42%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                                      | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7598923 | PA      | $8320821.13   | 2.42%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                    | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $397079.36    | 0.12%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        15 | NC      | $9679.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                     | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       | 222000000 | PA      | $2605621.05   | 0.76%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        15 | NC      | $-24841.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    161665 | PA      | $159783.56    | 0.05%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    283891 | PA      | $132470.32    | 0.04%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                        | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $843817.78    | 0.25%             | 2039-01-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                                                              | Whitehorse XII Ltd                                                               | CUSIP: 96525YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $793427.65    | 0.23%             | 2031-10-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     99070 | PA      | $83414.05     | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $432008.56    | 0.13%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                        | ALPHA GENERATION LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    485826 | PA      | $485794.68    | 0.14%             | 2031-09-30      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715423.38    | 0.21%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $207990.55    | 0.06%             |  |  |  | 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        |    300000 | PA      | $289545.29    | 0.08%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987000 | PA      | $987151.50    | 0.29%             | 2039-02-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1283384.16   | 0.37%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $428210.40    | 0.12%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                              | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170408.27    | 0.05%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    290000 | PA      | $290493.29    | 0.08%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1069080 | PA      | $1056609.00   | 0.31%             | 2034-09-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    997494 | PA      | $999344.08    | 0.29%             | 2032-01-30      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $188091.48    | 0.05%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1331029.80   | 0.39%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GEO Group Inc (The)                                                         | GEO GROUP INC/THE                                                                | CUSIP: 36170EAC1<br>LEI: 54930024XOXET7NQVZ63 | Long             | LON              | CORP              | US        |    238079 | PA      | $239150.66    | 0.07%             | 2029-04-04      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                             | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    770309 | PA      | $774341.49    | 0.23%             | 2029-03-12      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                         | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    853460 | PA      | $858850.02    | 0.25%             | 2027-10-20      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7142.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                        | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $275352.21    | 0.08%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478783.74    | 0.14%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379712.91    | 0.11%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                           | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1417904.46   | 0.41%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-65483.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $815848.20    | 0.24%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lids Holdings, Inc.                                                         | Lids Holdings Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265090 | PA      | $263764.52    | 0.08%             | 2026-12-14      | Floating      | 9.96%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                      | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    210000 | PA      | $183864.37    | 0.05%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42181 | PA      | $42091.99     | 0.01%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404906 | PA      | $395256.76    | 0.12%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust 2005-3                                            | CUSIP: 68389FHV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $902057.21    | 0.26%             | 2035-08-25      | Floating      | 5.40%                 | 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        |       259 | NC      | $-141352.34   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                                                            | MercadoLibre Inc                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363384.24    | 0.11%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                              | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $407728.31    | 0.12%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8514.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                                      | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $854881.41    | 0.25%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                             | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    856402 | PA      | $859026.75    | 0.25%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124178.52    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290902.95    | 0.08%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                                                        | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670000 | PA      | $672408.65    | 0.20%             | 2032-03-24      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $142621.95    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-340430.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244513.23    | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                                    | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $2466.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust Series 2005-5                                                    | CUSIP: 45254NPU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37998 | PA      | $35645.77     | 0.01%             | 2035-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    444067 | PA      | $444259.82    | 0.13%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1330000 | PA      | $1583438.10   | 0.46%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $878380.96    | 0.26%             | 2041-03-10      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    676671 | PA      | $607102.53    | 0.18%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                         | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    520000 | PA      | $508550.61    | 0.15%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $491878.37    | 0.14%             | 2037-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    710000 | PA      | $756593.75    | 0.22%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374116.25    | 0.11%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                  | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234238.34    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                             | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    710000 | PA      | $725087.50    | 0.21%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                   | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $409844.30    | 0.12%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                         | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73904 | NS      | $302267.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                            | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAW1<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $483039.94    | 0.14%             | 2032-10-13      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                           | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285842.91    | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1205652.45   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338371.40    | 0.10%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    260000 | PA      | $242164.08    | 0.07%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                         | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $1457112.09   | 0.42%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1281390.64   | 0.37%             | 2042-02-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1                   | CUSIP: 86358LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3091762 | PA      | $56465.78     | 0.02%             | 2036-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165799.84    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE                                              | Multifamily Connecticut Avenue Securities Trust 2020-01                          | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1187436 | PA      | $1220396.24   | 0.36%             | 2050-03-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                                     | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $1419662.56   | 0.41%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Multifamily Trust                                                           | Multifamily Trust 2016-1                                                         | CUSIP: 62547L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338998 | PA      | $339283.97    | 0.10%             | 2046-04-25      | Variable      | 27.63%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.IG.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $332090.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                    | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318816.67    | 0.09%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                   | GSMPS Mortgage Loan Trust 2006-RP1                                               | CUSIP: 3623413E7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456942 | PA      | $406901.27    | 0.12%             | 2036-01-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                               | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1042057.33   | 0.30%             | 2038-04-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    580000 | PA      | $573231.40    | 0.17%             | 2028-04-07      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2525.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2024-FL16                                                                    | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $978637.53    | 0.29%             | 2039-11-18      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                    | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $193775.15    | 0.06%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2021-L7                                           | CUSIP: 61772TBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8837768 | PA      | $374228.21    | 0.11%             | 2054-10-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                        | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    603472 | PA      | $569635.22    | 0.17%             | 2030-06-25      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $1780281.50   | 0.52%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $958837.32    | 0.28%             | 2038-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289564.97    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    700000 | PA      | $687925.00    | 0.20%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                                     | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5380000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BOMBARDIER INC                                                              | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $973594.66    | 0.28%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    380000 | PA      | $332777.40    | 0.10%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                    | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $548397.89    | 0.16%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    780000 | PA      | $791959.74    | 0.23%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368381.46    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                    | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620301.51    | 0.18%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    310000 | PA      | $287618.00    | 0.08%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                    | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $489943.80    | 0.14%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                       | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $298505.12    | 0.09%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1044391.26   | 0.30%             | 2032-07-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501250.00    | 0.15%             | 2034-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                              | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1155029.76   | 0.34%             | 2047-02-14      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                     | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $226540.99    | 0.07%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                               | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219337.00    | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    825476 | PA      | $826932.91    | 0.24%             | 2031-09-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $334958.55    | 0.10%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                              | VFH PARENT LLC                                                                   | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    860000 | PA      | $864300.00    | 0.25%             | 2031-06-21      | Floating      | 7.86%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29004.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                     | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $224987.81    | 0.07%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    201966 | PA      | $201460.91    | 0.06%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                              | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1359188.62   | 0.40%             | 2031-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    920000 | PA      | $921531.80    | 0.27%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                    | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2308375.00   | 0.67%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    329149 | PA      | $166811.74    | 0.05%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                                                  | Bravo Mortgage Asset Trust                                                       | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2018492 | PA      | $1809939.78   | 0.53%             | 2036-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                              | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1084410.14   | 0.32%             | 2034-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520417 | PA      | $505435.39    | 0.15%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                           | TEREX CORP                                                                       | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    329175 | PA      | $330203.67    | 0.10%             | 2031-10-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $664416.70    | 0.19%             | 2033-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $194549.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238796.94    | 0.07%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                                        | Provincia de Cordoba                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    637000 | PA      | $644484.75    | 0.19%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1759697.21   | 0.51%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                                                  | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102679.27   | 0.32%             | 2042-09-18      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                              | Trust Fibra Uno                                                                  | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    390000 | PA      | $372208.55    | 0.11%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                        | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     11809 | NS      | $499638.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    310000 | PA      | $329751.80    | 0.10%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                            | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    370000 | PA      | $380233.09    | 0.11%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        90 | NC      | $11250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1450534.47   | 0.42%             | N/A             | Fixed         | 4.50%                 | 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        |    630000 | PA      | $627553.02    | 0.18%             | 2037-04-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                     | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    607204 | PA      | $534150.97    | 0.16%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | CELSIUS HOLDINGS INC                                                             | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $858147.25    | 0.25%             | 2032-03-21      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1040000 | PA      | $902644.36    | 0.26%             | 2029-10-15      | Fixed         | 5.50%                 | 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       |    470000 | PA      | $454809.65    | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                             | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    484569 | PA      | $485436.10    | 0.14%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $333601.28    | 0.10%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                        | New Mountain CLO 5 Ltd                                                           | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502702.55    | 0.15%             | 2036-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2022-A                                             | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997571 | PA      | $998375.95    | 0.29%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings LLC (f/k/a PDS Holdco Inc)                          | SONRAVA HEALTH CO-BORROWER LLC                                                   | CUSIP: 83569KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1683480 | PA      | $609562.79    | 0.18%             | 2028-08-18      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                        | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $449170.48    | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                         | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $641108.40    | 0.19%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195124.35    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD CALL VERSUS CNY PUT                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |   1860000 | NC      | $3844.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1189221.81   | 0.35%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                    | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301097.11    | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        86 | NC      | $171503.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                    | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $346353.47    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31281AX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1435 | PA      | $1446.21      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust 2005-2                                   | CUSIP: 73316PCL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1248793 | PA      | $1062274.66   | 0.31%             | 2035-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                              | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103327.94   | 0.32%             | 2032-08-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    380000 | PA      | $418011.78    | 0.12%             | N/A             | Fixed         | 9.25%                 | 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        |    390000 | PA      | $405611.70    | 0.12%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    480000 | PA      | $448312.03    | 0.13%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    916620 | PA      | $918466.62    | 0.27%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                               | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1064021.80   | 0.31%             | 2038-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                             | Allen Media LLC                                                                  | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    893709 | PA      | $545162.26    | 0.16%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388030.08    | 0.11%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $274168.93    | 0.08%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    570000 | PA      | $563252.23    | 0.16%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                | ALLIANCE LAUNDRY SYSTEMS LLC                                                     | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    870043 | PA      | $870017.02    | 0.25%             | 2031-08-19      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                    | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1605780.24   | 0.47%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385655 | PA      | $395226.56    | 0.12%             | 2039-07-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158866.29    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                         | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284515.20    | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                                         | KREF HOLDINGS X LLC                                                              | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    668325 | PA      | $672505.37    | 0.20%             | 2032-03-05      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20526351 | PA      | $265592.50    | 0.08%             | 2050-09-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1040000 | PA      | $1111181.76   | 0.32%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                                       | Mountain View CLO IX Ltd                                                         | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $578051.95    | 0.17%             | 2031-07-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                        | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    620000 | PA      | $52700.00     | 0.02%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust                   | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20213 | PA      | $20280.40     | 0.01%             | 2045-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                             | NATGASOLINE LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    506812 | PA      | $509346.56    | 0.15%             | 2030-03-29      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                                          | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1430000 | PA      | $1426673.68   | 0.42%             | 2037-10-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                        | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $992618.88    | 0.29%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    668351 | PA      | $670646.88    | 0.20%             | 2030-10-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd                                         | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 039669AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1373006 | PA      | $1368529.52   | 0.40%             | 2027-12-31      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                                                             | CUSIP: 000000000<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    882554 | PA      | $873728.36    | 0.25%             | 2032-04-16      | Floating      | 8.34%                 | 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        |    410000 | PA      | $432634.46    | 0.13%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393701.62    | 0.11%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $810570.40    | 0.24%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    978368 | PA      | $981768.13    | 0.29%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1390000 | PA      | $1335122.80   | 0.39%             | 2030-06-28      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76536.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9743.53      | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CAESARS ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $67637.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD BORROWER LP                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1028021 | PA      | $1030000.01   | 0.30%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2004-NC4                                  | CUSIP: 61744CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402220 | PA      | $1401466.64   | 0.41%             | 2034-04-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537744.91    | 0.16%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                                              | National Collegiate Student Loan Trust 2007-2                                    | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |    270349 | PA      | $264541.33    | 0.08%             | 2033-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                              | UST GLOBAL INC                                                                   | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    668469 | PA      | $673064.48    | 0.20%             | 2028-11-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     50339 | PA      | $47884.75     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    163103 | PA      | $126549.74    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    540586 | PA      | $267660.58    | 0.08%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1020000 | PA      | $490599.60    | 0.14%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $687600.36    | 0.20%             | 2041-12-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    740950 | PA      | $708581.70    | 0.21%             | 2028-05-03      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                           | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $836126.87    | 0.24%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                                          | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   2620541 | PA      | $2581232.45   | 0.75%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| SPENCER SPIRIT IH LLC                                                       | SPENCER SPIRIT IH LLC                                                            | CUSIP: 84823UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    860058 | PA      | $862208.57    | 0.25%             | 2031-07-15      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $804704.28    | 0.23%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                      | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    482000 | PA      | $444533.54    | 0.13%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                           | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619861 | PA      | $610322.63    | 0.18%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $388066.65    | 0.11%             | 2040-02-18      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| LTR Intermediate Holdings Inc                                               | LTR Intermediate Holdings Inc                                                    | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |    970528 | PA      | $957789.60    | 0.28%             | 2028-05-05      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524988.80    | 0.15%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp                                                 | CUSIP: 86359DEX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147304 | PA      | $1034536.90   | 0.30%             | 2035-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc      | GC FERRY ACQUISITION I                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    597917 | PA      | $589976.33    | 0.17%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                             | Katayma CLO I Ltd                                                                | CUSIP: 48585JAJ9<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |    340000 | PA      | $343781.85    | 0.10%             | 2036-10-20      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751680.23    | 0.22%             | 2030-07-18      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                                                                  | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    400000 | PA      | $402176.00    | 0.12%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                              | Natixis Commercial Mortgage Securities Trust 2019-FAME                           | CUSIP: 63873VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $340409.85    | 0.10%             | 2036-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                         | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255408.85    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2004-NC2                                  | CUSIP: 61744CBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185508 | PA      | $1187721.86   | 0.35%             | 2033-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                                                        | ASSUREDPARTNERS INC                                                              | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    847464 | PA      | $850150.02    | 0.25%             | 2031-02-14      | Floating      | 7.86%                 | 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        |    450000 | PA      | $448828.92    | 0.13%             | 2035-04-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                               | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633951.94    | 0.18%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                            | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752844.00    | 0.22%             | 2034-10-15      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71344 | PA      | $50737.87     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $186374.55    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                    | AMNEAL PHARMACEUTICALS LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345518.46    | 0.10%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $682889.78    | 0.20%             | 2048-12-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                    | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   2030000 | PA      | $745395.70    | 0.22%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                           | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    340000 | PA      | $350254.90    | 0.10%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $455407.50    | 0.13%             | 2040-02-18      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                             | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204395.60    | 0.06%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2005-9                                            | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387184 | PA      | $1304516.25   | 0.38%             | 2035-06-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                              | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $814971.10    | 0.24%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                      | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1802013.94   | 0.52%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | NYMT Loan Trust Series 2024-BPL1                                                 | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1015246.75   | 0.30%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                              | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $967965.39    | 0.28%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                              | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $968372.48    | 0.28%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $182042.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1056097 | PA      | $1060460.90   | 0.31%             | 2034-05-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                         | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $2040.00      | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                     | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264437.75    | 0.08%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                      | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $333523.81    | 0.10%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                                       | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    710000 | PA      | $722241.52    | 0.21%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $1302655.19   | 0.38%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $975454.87    | 0.28%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                                               | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998708.30    | 0.29%             | 2039-02-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                         | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    300000 | PA      | $223403.82    | 0.07%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1243819 | PA      | $1210228.15   | 0.35%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    570000 | PA      | $519478.53    | 0.15%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                        | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418363.86    | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2005-2AR                                      | CUSIP: 61745M4G5<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |    823018 | PA      | $651474.48    | 0.19%             | 2035-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                                               | Nomura Resecuritization Trust 2015-8R                                            | CUSIP: 65541AAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078102 | PA      | $978110.69    | 0.28%             | 2047-11-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                    | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    464683 | PA      | $330505.94    | 0.10%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                                    | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1388 | NS      | $38040.29     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                              | MSWF Commercial Mortgage Trust 2023-1                                            | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $840126.90    | 0.24%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1490519.03   | 0.43%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375198.87    | 0.11%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                             | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    480000 | PA      | $473327.01    | 0.14%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                                           | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $491225.00    | 0.14%             | 2034-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     13867 | PA      | $12497.45     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                        | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1000898.59   | 0.29%             | 2039-01-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HOWDEN GROUP HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |    231325 | PA      | $232301.33    | 0.07%             | 2030-04-18      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                                              | National Collegiate Student Loan Trust 2005-3                                    | CUSIP: 63543TAJ7<br>LEI: 635400WAVVCUCCIGH375 | Long             | ABS-O            | CORP              | US        |   1346673 | PA      | $1131010.06   | 0.33%             | 2037-07-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                                          | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317403.92    | 0.09%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2007-HE2                                     | CUSIP: 57646LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455954 | PA      | $1272042.70   | 0.37%             | 2037-08-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110928.20    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $523382.73    | 0.15%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                        | DYNAMO US BIDCO INC                                                              | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    972650 | PA      | $978427.54    | 0.29%             | 2031-10-01      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                                                               | DS PARENT INC                                                                    | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    944432 | PA      | $862091.34    | 0.25%             | 2031-01-31      | Floating      | 9.80%                 | 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        |    832551 | PA      | $833195.60    | 0.24%             | 2033-03-21      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    460000 | PA      | $424152.55    | 0.12%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12948.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93031.24     | 0.03%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                      | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282364.32    | 0.08%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1516896.17   | 0.44%             | 2029-10-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                              | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $547871.85    | 0.16%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                            | NMEF Funding 2025-A LLC                                                          | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $788242.18    | 0.23%             | 2032-07-15      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2019-A                                              | CUSIP: 86745LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528013 | PA      | $1267430.13   | 0.37%             | 2046-06-20      | Fixed         | 5.32%                 | 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        |       359 | NC      | $-205887.89   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO, LT                                              | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38178CAE9<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995342.20    | 0.29%             | 2034-07-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                        | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    910000 | PA      | $932011.08    | 0.27%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    790000 | PA      | $811961.21    | 0.24%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                                                               | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887200 | PA      | $647656.00    | 0.19%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                    | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $786087.61    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves                     | Western Asset Premier Institutional Government Reserves                          | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |  12969003 | NS      | $12969002.97  | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| LRS Holdings LLC                                                            | LRS Holdings LLC                                                                 | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1263040 | PA      | $1238574.88   | 0.36%             | 2028-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                                        | Peace Park CLO Ltd                                                               | CUSIP: 70470NAA1<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1259098.13   | 0.37%             | 2034-10-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                    | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413177.50    | 0.12%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                                                  | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1016475.16   | 0.30%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC                                                     | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1046671 | PA      | $1025679.69   | 0.30%             | 2031-06-11      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XXII Ltd                                                               | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003243.40   | 0.29%             | 2036-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $461095.72    | 0.13%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220890.78    | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    830000 | PA      | $905699.32    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | 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      | $-14183.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                      | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343609.10    | 0.10%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAC6<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    578786 | PA      | $581456.41    | 0.17%             | 2063-11-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                                                | THERMOSTAT PURCHASER III INC                                                     | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    670576 | PA      | $673647.62    | 0.20%             | 2028-08-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501638.85    | 0.15%             | 2034-04-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72625.00     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2023-BNK46                                                                  | CUSIP: 06541DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $932721.44    | 0.27%             | 2056-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                            | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    130000 | PA      | $131040.00    | 0.04%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247127.76    | 0.07%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1492529.31   | 0.43%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                    | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    510000 | PA      | $512932.50    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                                     | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    380000 | PA      | $410130.28    | 0.12%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                    | RYAN LLC                                                                         | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    917629 | PA      | $919468.78    | 0.27%             | 2030-11-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244905.92    | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146104.00    | 0.04%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                            | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    887111 | PA      | $871741.49    | 0.25%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | 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        |    270000 | PA      | $278432.10    | 0.08%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                    | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611869.65    | 0.18%             | N/A             | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958000 | PA      | $952222.01    | 0.28%             | 2048-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                    | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1321000 | PA      | $1164737.19   | 0.34%             | 2056-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $491773.59    | 0.14%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                            | DP World Ltd/United Arab Emirates                                                | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    480000 | PA      | $453711.34    | 0.13%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                               | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    770000 | PA      | $784141.82    | 0.23%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2019.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2024-BNK48                                                                  | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $665703.57    | 0.19%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $991750.42    | 0.29%             | 2040-02-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857893 | PA      | $860393.77    | 0.25%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                            | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TAQ0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $522382.59    | 0.15%             | 2034-04-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391009 | PA      | $393679.29    | 0.11%             | 2068-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                    | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1057083.50   | 0.31%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1096954.10   | 0.32%             | 2036-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    211560 | PA      | $170655.63    | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    686000 | PA      | $576490.39    | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147068.40    | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                             | Renew 2024-1                                                                     | CUSIP: 75973VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864222 | PA      | $872600.41    | 0.25%             | 2059-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                                          | Hayfin US XV Ltd                                                                 | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1696353.29   | 0.49%             | 2037-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                      | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178590.60    | 0.05%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | SEDGWICK CMS INC                                                                 | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    870225 | PA      | $872278.64    | 0.25%             | 2031-06-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18865.98     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | 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      | $32591.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937546 | PA      | $926121.69    | 0.27%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      7763 | PA      | $7766.79      | 0.00%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                         | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    239403 | PA      | $179612.10    | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    105659 | PA      | $86833.76     | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390000 | PA      | $378924.00    | 0.11%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1478084 | PA      | $78246.06     | 0.02%             | 2030-06-25      | Variable      | 1.32%                 | 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        |       581 | NC      | $129379.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group LLC                                                       | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    997389 | PA      | $994182.42    | 0.29%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                    | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $521532.44    | 0.15%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2017-III Ltd                                                        | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $786205.08    | 0.23%             | 2037-04-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                              | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $926912.40    | 0.27%             | 2041-03-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                   | GSMPS Mortgage Loan Trust 2006-RP2                                               | CUSIP: 36298XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136666 | PA      | $981027.03    | 0.29%             | 2036-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                    | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1664694 | PA      | $1069565.60   | 0.31%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1576050 | PA      | $1662031.41   | 0.48%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297612.50    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | 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       |    590000 | PA      | $592588.33    | 0.17%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $975883.45    | 0.28%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    653178 | PA      | $650493.72    | 0.19%             | 2027-12-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2304.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                           | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    270000 | PA      | $281224.70    | 0.08%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    610739 | PA      | $611373.88    | 0.18%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                            | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350875.00    | 0.10%             | 2034-04-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037774 | PA      | $1042553.04   | 0.30%             | 2041-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3695604 | PA      | $1438720.17   | 0.42%             | 2057-11-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104017 | NS      | $425429.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELF DRILL HOLD LTD                                                        | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    402000 | PA      | $344595.73    | 0.10%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                     | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $680156.50    | 0.20%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                                             | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1616406 | PA      | $177804.66    | 0.05%             | 2030-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC USA 2025 LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    890000 | PA      | $890560.70    | 0.26%             | 2032-05-28      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                    | SGUS LLC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215455 | PA      | $204951.57    | 0.06%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | PHOENIX GUARANTOR INC                                                            | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    700919 | PA      | $702471.10    | 0.20%             | 2031-02-21      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    760000 | PA      | $777274.80    | 0.23%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1028920 | PA      | $1031214.41   | 0.30%             | 2028-08-02      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2003-FF4                                      | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336597 | PA      | $333014.04    | 0.10%             | 2033-10-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                    | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276364.07    | 0.08%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                        | KIND Trust 2021-KIND                                                             | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932343 | PA      | $919781.64    | 0.27%             | 2038-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    710000 | PA      | $714876.28    | 0.21%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |    800000 | PA      | $808914.80    | 0.24%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $753282.31    | 0.22%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10747.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    819099 | PA      | $803912.55    | 0.23%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                             | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1680000 | PA      | $1686152.50   | 0.49%             | 2037-07-19      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378BRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    488294 | PA      | $4.88         | 0.00%             | 2052-04-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                           | EVERTEC LLC                                                                      | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | US        |    540000 | PA      | $544390.20    | 0.16%             | 2030-10-30      | Floating      | 7.11%                 | 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        |   1030000 | PA      | $1023831.95   | 0.30%             | 2032-11-15      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1054987.61   | 0.31%             | 2068-05-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corporation                                                 | VIAPATH TECHNOLOGIES                                                             | CUSIP: 37959JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870557 | PA      | $862613.33    | 0.25%             | 2029-07-31      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460000 | PA      | $463203.90    | 0.13%             | 2028-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2022-BNK44                                                                  | CUSIP: 06540KBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $781998.66    | 0.23%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1019827.41   | 0.30%             | 2034-04-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                       | KKR Clo 17 Ltd                                                                   | CUSIP: 48251GAC3<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $677658.66    | 0.20%             | 2034-04-15      | Floating      | 11.97%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    335938 | PA      | $126697.54    | 0.04%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                              | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $564546.24    | 0.16%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                                    | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    480000 | PA      | $437630.85    | 0.13%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    724534 | PA      | $722045.35    | 0.21%             | 2031-05-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $122190.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $956295.75    | 0.28%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    820000 | PA      | $805855.00    | 0.23%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $883164.44    | 0.26%             | 2041-10-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                                      | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        50 | NC      | $-18372.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7606.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-638283.67   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                              | Apidos CLO XXII                                                                  | CUSIP: 03766AAE5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005170.60   | 0.29%             | 2031-04-20      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** Legg Mason Partners Income Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer