# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-25-002016
**Filing Date:** 2025-9
**Character Count:** 160390
**Document Hash:** 5d3a1213dbfc260d4d75afef1ad4ca85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002016.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002016

**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:** 251334253

**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 Short Duration High Income Fund (Series ID: S000008975)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024383 | Class A      | SHIAX           |
| C000024385 | Class C      | LWHIX           |
| C000024386 | Class I      | SHIYX           |
| C000071124 | Class R      | LWSRX           |
| C000081534 | Class C1     | SHICX           |

## 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 Short Duration High Income Fund

- **b. EDGAR series identifier (if any):** S000008975

- **c. LEI of Series:** 549300QVO0TT5WYOHA80

**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:** $504455997.34

**Total Liabilities:** $10888398.34

**Net Assets:** $493567599.00

**Delayed Delivery Securities:** $2673906.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 281.20000000 | **1-Year:** 3358.38000000 | **5-Year:** 11246.51000000 | **10-Year:** 1614.15000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1407.10000000 | **1-Year:** 52843.08000000 | **5-Year:** 51889.78000000 | **10-Year:** 2240.58000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071124 | 1.64%                | 1.39%                | 0.53%                |
| Class ID C000024385 | 1.40%                | 1.37%                | 0.71%                |
| Class ID C000081534 | 1.41%                | 1.58%                | 0.51%                |
| Class ID C000024386 | 1.69%                | 1.44%                | 0.58%                |
| Class ID C000024383 | 1.68%                | 1.43%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24361.62                | $4546787.64                                |
| Month 2  | $123249.88               | $4248609.66                                |
| Month 3  | $514516.68               | $-235002.93                                |

**Designated Index Information**

- **Index Name:** Bloomberg US High Yield 1-5 Yr Cash Pay 2% Index

- **Index Identifier:** NA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARNIVAL CORP                                                | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    140000 | PA      | $142571.24    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $531798.28    | 0.11%             | 2041-10-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                     | RYAN LLC                                                                         | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |   1077268 | PA      | $1079427.64   | 0.22%             | 2030-11-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4309496.00   | 0.87%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                          | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1185097.05   | 0.24%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2051463.52   | 0.42%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064314.00   | 0.42%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1820000 | PA      | $1321775.00   | 0.27%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                                 | THERMOSTAT PURCHASER III INC                                                     | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |   2452798 | PA      | $2464032.06   | 0.50%             | 2028-08-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                            | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2528793.30   | 0.51%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $949623.60    | 0.19%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   4500000 | PA      | $4537417.50   | 0.92%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2019-II Ltd                                                      | CUSIP: 03755CBJ2<br>LEI: 549300OKB854VBBC1981 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1091750.00   | 0.22%             | 2038-01-25      | Floating      | 7.82%                 | 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        |   2440000 | PA      | $2516201.20   | 0.51%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                      | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2305855.86   | 0.47%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501662.68    | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1132404.00   | 0.23%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aimco                                                        | AIMCO CLO Series 2015-A                                                          | CUSIP: 00900LBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004994.00   | 0.20%             | 2034-10-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                            | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1719829.65   | 0.35%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548545.14    | 0.11%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                     | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $446841.78    | 0.09%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $384582.44    | 0.08%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $585348.39    | 0.12%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685443.25    | 0.14%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $706541.23    | 0.14%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2154125.14   | 0.44%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER                                        | IIP Operating Partnership LP                                                     | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1428028.10   | 0.29%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAE5<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $948747.50    | 0.19%             | 2068-12-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296465.00   | 0.26%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                               | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1463730.75   | 0.30%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                        | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2350000 | PA      | $2444183.30   | 0.50%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                            | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    880000 | PA      | $990792.00    | 0.20%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2357899.00   | 0.48%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                         | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700624.40    | 0.14%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    830000 | PA      | $783300.38    | 0.16%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                        | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540997.60    | 0.11%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3092778.10   | 0.63%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                | MAGENTA SECURITY HOLDING                                                         | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52657 | PA      | $43985.05     | 0.01%             | 2028-07-27      | Floating      | 11.32%                | 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       |    290000 | PA      | $290082.51    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932624.10    | 0.19%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                     | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $917975.00    | 0.19%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2020-3 Ltd                                                              | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1263177.34   | 0.26%             | 2038-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                                         | Two Harbors Investment Corp                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |    990000 | PA      | $986534.69    | 0.20%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                            | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2486959.41   | 0.50%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                      | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702551.85    | 0.14%             | 2031-04-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                  | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439775.78    | 0.09%             | 2027-11-15      | Fixed         | 6.00%                 | 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        |    610000 | PA      | $634418.30    | 0.13%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                             | LRS Holdings LLC                                                                 | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1131568 | PA      | $1109650.00   | 0.22%             | 2028-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                                      | CB Poly US Holdings Inc                                                          | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |   1575450 | PA      | $1363748.91   | 0.28%             | 2029-05-18      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2260000 | PA      | $2356059.04   | 0.48%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                      | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $929811.13    | 0.19%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                          | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   2340000 | PA      | $2356312.14   | 0.48%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290577.27    | 0.06%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                 | FLUTTER FINANCING BV                                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   2960000 | PA      | $2964928.40   | 0.60%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $258592.75    | 0.05%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                          | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     13144 | PA      | $13150.05     | 0.00%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| SPENCER SPIRIT IH LLC                                        | SPENCER SPIRIT IH LLC                                                            | CUSIP: 84823UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1439297 | PA      | $1442895.35   | 0.29%             | 2031-07-15      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| NEWELL BRANDS INC                                            | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    670000 | PA      | $703750.26    | 0.14%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                            | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    630000 | PA      | $638002.26    | 0.13%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                        | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    953791 | PA      | $631886.54    | 0.13%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                       | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $476170.54    | 0.10%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1318950.75   | 0.27%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                         | New Mountain CLO 5 Ltd                                                           | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $713837.62    | 0.14%             | 2036-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    655000 | PA      | $421875.68    | 0.09%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2724313.20   | 0.55%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corporation                                  | VIAPATH TECHNOLOGIES                                                             | CUSIP: 37959JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2450976 | PA      | $2428611.10   | 0.49%             | 2029-07-31      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Short Term High Yield Bond ETF                | SPDR Bloomberg Short Term High Yield Bond ETF                                    | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |    192650 | NS      | $4899089.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2430152.40   | 0.49%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                           | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    840000 | PA      | $836781.54    | 0.17%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1159627.38   | 0.23%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221349.52    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                        | Mountain View CLO IX Ltd                                                         | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $438522.17    | 0.09%             | 2031-07-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                         | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052212.00   | 0.42%             | 2029-01-15      | Fixed         | 8.25%                 | 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      | $266326.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                              | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1760000 | PA      | $1797400.00   | 0.36%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1480000 | PA      | $1584378.48   | 0.32%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $56845.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                     | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2396418.07   | 0.49%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                     | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1971818.80   | 0.40%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3313489.67   | 0.67%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521878.65    | 0.11%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Qualitytech, LP                                              | QUALITYTECH LP                                                                   | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |   1536150 | PA      | $1543830.75   | 0.31%             | 2031-11-04      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    646000 | PA      | $703822.81    | 0.14%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                         | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    696325 | PA      | $696109.17    | 0.14%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198701.48    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                 | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    340000 | PA      | $336032.20    | 0.07%             | 2028-04-07      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                     | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $1905.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                        | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2386451.69   | 0.48%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    830000 | PA      | $837877.81    | 0.17%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $616585.30    | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                            | Jamestown CLO XVII Ltd                                                           | CUSIP: 47048UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1104038.54   | 0.22%             | 2035-01-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                               | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBG8<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852482.94    | 0.17%             | 2034-04-19      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                     | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630306.37    | 0.13%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                            | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $711775.00    | 0.14%             | 2034-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2779000 | PA      | $2761701.56   | 0.56%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                              | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1149616.65   | 0.23%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $630153.45    | 0.13%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                      | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-428620.62   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                        | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1386205.65   | 0.28%             | 2029-03-15      | Fixed         | 6.75%                 | 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        |    730000 | PA      | $729564.48    | 0.15%             | 2031-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1378365.94   | 0.28%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5080000 | PA      | $5389681.88   | 1.09%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                    | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2260847.68   | 0.46%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                         | STARLIGHT PARENT LLC                                                             | CUSIP: 000000000<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   2680000 | PA      | $2653200.00   | 0.54%             | 2032-04-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                       | Bausch Health Americas Inc                                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80188.80     | 0.02%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613538.56    | 0.12%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                               | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $442893.09    | 0.09%             | 2031-11-22      | Floating      | 7.28%                 | 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       |   1630000 | PA      | $1632772.63   | 0.33%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $945593.40    | 0.19%             | 2030-02-01      | Fixed         | 6.38%                 | 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        |   9920846 | NS      | $9920846.14   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1503607.50   | 0.30%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                            | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    830000 | PA      | $842700.66    | 0.17%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                       | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    630000 | PA      | $642865.23    | 0.13%             | 2033-02-15      | Fixed         | 7.50%                 | 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        |    750000 | PA      | $688738.50    | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1836987.50   | 0.37%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                     | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2789782.86   | 0.57%             | 2029-06-15      | Fixed         | 8.38%                 | 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        |     60000 | PA      | $61443.66     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                              | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3913113.44   | 0.79%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                             | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    910000 | PA      | $956865.91    | 0.19%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                 | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |   1260864 | PA      | $1273787.86   | 0.26%             | 2028-06-30      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-99470.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                     | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1170812.12   | 0.24%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                          | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57028 | NS      | $233244.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3505096.00   | 0.71%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                             | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501250.00    | 0.10%             | 2034-04-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    517020 | PA      | $490419.32    | 0.10%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $253906.25    | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2328500.75   | 0.47%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $360981.24    | 0.07%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                       | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2683644.42   | 0.54%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                               | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2308699 | PA      | $171709.49    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618131.56    | 0.13%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $111165.97    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                    | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748042 | PA      | $738926.89    | 0.15%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3464000.47   | 0.70%             | 2028-08-26      | Fixed         | 5.62%                 | 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        |   2075088 | PA      | $1333243.89   | 0.27%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                             | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1796689.13   | 0.36%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1990937.67   | 0.40%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                      | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    760000 | PA      | $757691.20    | 0.15%             | 2037-01-20      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                              | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1450000 | PA      | $1305000.00   | 0.26%             | 2029-02-19      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729747.51    | 0.15%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5692709.00   | 1.15%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    720000 | PA      | $892756.79    | 0.18%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $5116604.25   | 1.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3100000 | PA      | $3258813.00   | 0.66%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                     | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3522943.53   | 0.71%             | 2031-01-15      | Fixed         | 7.50%                 | 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        |    590000 | PA      | $592694.53    | 0.12%             | 2029-10-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2327000 | PA      | $2070413.35   | 0.42%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                           | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                    | CUSIP: 35563PPH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $918194.78    | 0.19%             | 2059-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                               | CarVal CLO XI C Ltd                                                              | CUSIP: 14688RAJ9<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $935003.12    | 0.19%             | 2037-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2540000 | PA      | $2772968.80   | 0.56%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                     | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1119509.61   | 0.23%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                             | Ocean Trails CLO V                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $508269.57    | 0.10%             | 2031-10-13      | Floating      | 8.03%                 | 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        |   1730000 | PA      | $674700.00    | 0.14%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693613.53    | 0.14%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                        | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     99536 | PA      | $81072.07     | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | 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       |    750000 | PA      | $725760.08    | 0.15%             | 2031-09-20      | Fixed         | 9.88%                 | 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      | $-7926.38     | -0.00%            |  |  |  | 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        |   2201255 | PA      | $2228301.82   | 0.45%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5999.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                            | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    693000 | PA      | $611572.50    | 0.12%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                     | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758343.75    | 0.15%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                          | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    780000 | PA      | $829519.08    | 0.17%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    437887 | PA      | $555459.29    | 0.11%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                     | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1508746.45   | 0.31%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                     | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $801506.94    | 0.16%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1923672.46   | 0.39%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    850000 | PA      | $873937.70    | 0.18%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1073468.52   | 0.22%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                       | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3212806 | PA      | $3518022.30   | 0.71%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   6273000 | PA      | $6615223.52   | 1.34%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                               | Apidos CLO XXX                                                                   | CUSIP: 03768CAW9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754685.25    | 0.15%             | 2031-10-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                      | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   1931701 | PA      | $1699298.32   | 0.34%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                     | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1288739.82   | 0.26%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2300003.20   | 0.47%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7244.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4700000 | PA      | $4736692.90   | 0.96%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1498144.32   | 0.30%             | 2030-08-15      | Fixed         | 4.50%                 | 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      | $-38531.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $845357.35    | 0.17%             | 2034-01-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                             | Ocean Trails CLO XII Ltd                                                         | CUSIP: 67515DBA5<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    550000 | PA      | $547938.60    | 0.11%             | 2035-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                      | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |   2520000 | PA      | $2573117.19   | 0.52%             | 2029-05-01      | Fixed         | 9.75%                 | 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        |   2014000 | PA      | $2129923.83   | 0.43%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4476160.62   | 0.91%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                               | AGL CLO 16 Ltd                                                                   | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $239102.69    | 0.05%             | 2035-01-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1717994.50   | 0.35%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                         | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3239769.97   | 0.66%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1291047.36   | 0.26%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $3026088.86   | 0.61%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2133317.46   | 0.43%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                  | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1376708.52   | 0.28%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1340535.30   | 0.27%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $264814.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAB5<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1565000 | PA      | $1562044.34   | 0.32%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                      | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2485732.80   | 0.50%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                   | XAI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2860000 | PA      | $2879919.90   | 0.58%             | 2028-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1070228.24   | 0.22%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                              | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1704834.80   | 0.35%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                       | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2165139.85   | 0.44%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2020 LTD                                                         | CUSIP: 03756ABL0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |    560000 | PA      | $559324.81    | 0.11%             | 2035-04-20      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                             | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1144695.98   | 0.23%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                     | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2400724.62   | 0.49%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                      | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145990 | PA      | $145784.84    | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                         | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     14399 | NS      | $609221.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                         | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    735798 | PA      | $694541.58    | 0.14%             | 2030-06-25      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | AMNEAL PHARMACEUTICALS LLC                                                       | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1460000 | PA      | $1463343.40   | 0.30%             | 2028-05-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                      | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1714580.25   | 0.35%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                     | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3280000 | PA      | $3383828.40   | 0.69%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $514785.60    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1003957.50   | 0.20%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                      | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2546727.50   | 0.52%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152442.58    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                              | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    430000 | PA      | $346778.83    | 0.07%             | 2029-02-01      | Fixed         | 5.12%                 | 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        |    100000 | PA      | $102626.92    | 0.02%             | 2041-12-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2633067.44   | 0.53%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                   | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289258 | PA      | $282365.42    | 0.06%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1991600 | PA      | $1958170.99   | 0.40%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1079036.43   | 0.22%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                      | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2452460.00   | 0.50%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                     | CUSIP: 000000000<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194015.04    | 0.04%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                                                | DS PARENT INC                                                                    | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |   1930500 | PA      | $1762189.36   | 0.36%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                           | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1721675.83   | 0.35%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                        | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    496326 | PA      | $385094.44    | 0.08%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                 | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    920000 | PA      | $975982.55    | 0.20%             | 2033-09-26      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.) | QXO INC                                                                          | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    305556 | PA      | $308550.94    | 0.06%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                   | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $599630.00    | 0.12%             | 2035-01-25      | Floating      | 6.87%                 | 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        |    180776 | PA      | $185262.45    | 0.04%             | 2039-07-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                     | SGUS LLC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711818 | PA      | $677116.87    | 0.14%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                     | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2283704.04   | 0.46%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256742.57    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2153362.00   | 0.44%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2462084.92   | 0.50%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                             | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143765.25    | 0.03%             | 2030-02-21      | Fixed         | 11.25%                | 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       |   1090000 | PA      | $1102056.49   | 0.22%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                   | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1203301.68   | 0.24%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $854615.39    | 0.17%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    640000 | PA      | $297005.63    | 0.06%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                   | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1158410.57   | 0.23%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite XXII Ltd                                                               | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $521686.57    | 0.11%             | 2036-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                     | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       871 | NS      | $23871.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002231.35   | 0.20%             | 2032-08-19      | Fixed         | 6.10%                 | 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        |    270000 | PA      | $272446.09    | 0.06%             | 2045-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd                          | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 039669AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861038 | PA      | $858230.41    | 0.17%             | 2027-12-31      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1970000 | PA      | $1812127.47   | 0.37%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                       | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2255550.30   | 0.46%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                            | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2011109.07   | 0.41%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     47713 | PA      | $47900.70     | 0.01%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                   | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1660000 | PA      | $1612856.00   | 0.33%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                               | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501646.85    | 0.10%             | 2032-10-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                               | Barings CLO Ltd 2023-III                                                         | CUSIP: 067932AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $373152.70    | 0.08%             | 2036-10-15      | Floating      | 8.82%                 | 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        |    900000 | PA      | $902722.86    | 0.18%             | 2032-08-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133211.13    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1760000 | PA      | $1780829.60   | 0.36%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                              | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1975112 | PA      | $1981166.00   | 0.40%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2580000 | PA      | $2628281.81   | 0.53%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite XXXIX Ltd                                                              | CUSIP: 559923AE7<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1028804.61   | 0.21%             | 2037-01-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1390804.08   | 0.28%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                         | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1201811.40   | 0.24%             | 2039-07-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1470000 | PA      | $1431470.27   | 0.29%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $557825.00    | 0.11%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                                | PPM CLO 8 Ltd                                                                    | CUSIP: 69382DAJ3<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1213029.36   | 0.25%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1177173.80   | 0.24%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1035954.26   | 0.21%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                              | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1430000 | PA      | $1448159.57   | 0.29%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $632647.62    | 0.13%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                         | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   1740000 | PA      | $1491533.74   | 0.30%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                       | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1114775.70   | 0.23%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                     | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1265484.61   | 0.26%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1598859 | PA      | $1588434.72   | 0.32%             | 2028-08-19      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                                   | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1232946.72   | 0.25%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                         | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAC5<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $678638.37    | 0.14%             | 2040-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2545105.15   | 0.52%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                              | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    900923 | PA      | $905639.07    | 0.18%             | 2029-03-12      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4397130.05   | 0.89%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                       | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2293732.02   | 0.46%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    790000 | PA      | $722817.93    | 0.15%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                               | Ameriquest Mort Sec Inc Asset Bk Pass Thr Cert Ser 2002-C                        | CUSIP: 03072SDF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670157 | PA      | $705946.16    | 0.14%             | 2032-11-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                           | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   2421622 | PA      | $2385297.32   | 0.48%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1420286.40   | 0.29%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2357243.15   | 0.48%             | 2030-01-01      | Fixed         | 5.62%                 | 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        |    990000 | PA      | $955499.46    | 0.19%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                       | PAR PHARMACEUTICAL INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MVW Owner Trust                                              | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196910 | PA      | $187512.23    | 0.04%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    880000 | PA      | $903975.43    | 0.18%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                              | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |    710000 | PA      | $712600.16    | 0.14%             | 2037-07-19      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                           | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1                    | CUSIP: 35563PW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $269285.76    | 0.05%             | 2063-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                               | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685AAL2<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400065.44    | 0.08%             | 2034-10-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                               | Structured Asset Securities Corp Trust 2005-SC1                                  | CUSIP: 86359DTG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901485 | PA      | $650970.88    | 0.13%             | 2031-05-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                               | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752733.00    | 0.15%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                               | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $247892.85    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    840000 | PA      | $872143.35    | 0.18%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $886066.21    | 0.18%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                           | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726918 | PA      | $705097.10    | 0.14%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                                  | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    980000 | PA      | $996625.90    | 0.20%             | 2037-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                      | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071874.72   | 0.42%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $930744.56    | 0.19%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                       | GSAA Home Equity Trust 2006-5                                                    | CUSIP: 362334GT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515770 | PA      | $680279.83    | 0.14%             | 2036-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                     | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1079184.06   | 0.22%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                      | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3300759.46   | 0.67%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389035.92    | 0.08%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2670000 | PA      | $2386312.50   | 0.48%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4659550.68   | 0.94%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $923427.92    | 0.19%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2520000 | PA      | $2671648.56   | 0.54%             | N/A             | Fixed         | 7.75%                 | 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      | $-5215.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                 | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80264 | NS      | $328279.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1328908.95   | 0.27%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERICAST CORPORATION                                         | VERICAST CORP                                                                    | CUSIP: 92342KAD1<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |   1243284 | PA      | $1219456.21   | 0.25%             | 2026-06-16      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                      | Greenwood Park CLO Ltd                                                           | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480580.37    | 0.10%             | 2031-04-15      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                      | Light & Wonder International Inc                                                 | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270453.60    | 0.05%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION                                           | PERMIAN PRODUCTION                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37916 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NORTHERN OIL & GAS INC                                       | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1647302.45   | 0.33%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1114115.71   | 0.23%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    940000 | PA      | $931453.52    | 0.19%             | 2031-07-15      | Floating      | 7.33%                 | 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        |   1690000 | PA      | $1746919.93   | 0.35%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5820000 | PA      | $5875249.26   | 1.19%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1427181.17   | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | 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        |    990000 | PA      | $992612.61    | 0.20%             | 2034-11-22      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $288920.69    | 0.06%             | 2044-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Connecticut Avenue Securities Trust 2020-R01                                     | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $266571.06    | 0.05%             | 2040-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2022-1 Ltd                                                       | CUSIP: 03753YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $250249.60    | 0.05%             | 2033-04-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                        | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2404258.99   | 0.49%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                        | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    950000 | PA      | $970290.59    | 0.20%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3700000 | PA      | $3796066.80   | 0.77%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                        | Bridge Street CLO V Ltd                                                          | CUSIP: 107921AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $453171.44    | 0.09%             | 2038-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2626075.18   | 0.53%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                         | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1470000 | PA      | $1480613.40   | 0.30%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                          | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    751856 | PA      | $752182.73    | 0.15%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                     | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $398471.88    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                               | Banc of America Funding 2015-R4 Trust                                            | CUSIP: 05990RAD3<br>LEI: 549300R847L762RQF071 | Long             | ABS-MBS          | CORP              | US        |    101195 | PA      | $100844.91    | 0.02%             | 2037-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                     | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $600300.00    | 0.12%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                     | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1133689.98   | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $958070.80    | 0.19%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                       | RB Global Holdings Inc                                                           | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1363105.43   | 0.28%             | 2028-03-15      | 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        |   2330000 | PA      | $2378680.69   | 0.48%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                     | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $530130.22    | 0.11%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                          | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $8400.00      | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| iShares 0-5 Year High Yield Corporate Bond ETF               | iShares 0-5 Year High Yield Corporate Bond ETF                                   | CUSIP: 46434V407<br>LEI: 549300R96U5WQ7R5ID10 | Long             | EC               | RF                | US        |    113400 | NS      | $4880736.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                      | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2724323.40   | 0.55%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                        | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $5845742.50   | 1.18%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1262565.00   | 0.26%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                             | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500955.00    | 0.10%             | 2037-07-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2682734 | PA      | $3044970.05   | 0.62%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                     | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4580000 | PA      | $3583850.00   | 0.73%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                              | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1384888 | PA      | $1387366.77   | 0.28%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                         | EYECARE PARTNERS LLC                                                             | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1127581 | PA      | $895721.89    | 0.18%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                     | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461862.54    | 0.09%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                      | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $187230.56    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                                   | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    187782 | PA      | $74878.02     | 0.02%             | 2028-12-23      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426421.32    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3805360.00   | 0.77%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                      | RXO Inc                                                                          | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1506475.34   | 0.31%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4840734.49   | 0.98%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                 | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    807000 | PA      | $809765.77    | 0.16%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1559569.20   | 0.32%             | 2029-09-01      | Fixed         | 4.75%                 | 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