# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0001752724-23-064963
**Filing Date:** 2023-3
**Character Count:** 304244
**Document Hash:** 72832f805ddc35badad3389195c58b57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064963.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-064963

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000764624
- **IRS NUMBER:** 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:** 23758153

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **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, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-656-3863

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1115260112.69

**Total Liabilities:** $21419988.00

**Net Assets:** $1093840124.69

**Delayed Delivery Securities:** $9696100.00

**Cash Not Reported:** $25136579.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7321.15000000 | **1-Year:** 12649.28000000 | **5-Year:** 33380.99000000 | **10-Year:** -470.63000000 | **30-Year:** -13210.80000000

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

- **3-Month:** 448.06000000 | **1-Year:** 79469.66000000 | **5-Year:** 195256.66000000 | **10-Year:** 30895.28000000 | **30-Year:** 2670.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024375 | 3.23%                | 0.03%                | 4.00%                |
| Class ID C000024374 | 3.37%                | -0.26%               | 4.14%                |
| Class ID C000118995 | 3.44%                | 0.04%                | 4.01%                |
| Class ID C000024372 | 3.22%                | 0.01%                | 3.99%                |
| Class ID C000081533 | 3.17%                | -0.03%               | 4.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4409091.94             | $21599678.24                               |
| Month 2  | $-2838562.63             | $-715849.72                                |
| Month 3  | $-4456670.02             | $33120800.65                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GSMPS Mortgage Loan Trust                               | GSMPS Mortgage Loan Trust 2006-RP2                                             | CUSIP: 36298XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1509992 | PA      | $1255855.48   | 0.11%             | 2036-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                              | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1488812.50   | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc                                        | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      1151033 | PA      | $1147516.35   | 0.10%             | 2025-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | AUD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3639.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLD                                | Liberty TripAdvisor Holdings Inc                                               | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |       320000 | PA      | $256640.00    | 0.02%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                       | Pacific Bells LLC                                                              | CUSIP: 69403HAL4<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |      1435649 | PA      | $1368654.90   | 0.13%             | 2028-11-10      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2019-4                              | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2560000 | PA      | $2266060.80   | 0.21%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                            | DP World Ltd/United Arab Emirates                                              | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      1280000 | PA      | $1283100.16   | 0.12%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                  | Hayward Industries Inc                                                         | CUSIP: 421300AM6<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |      1067325 | PA      | $1047312.66   | 0.10%             | 2028-05-30      | Floating      | 7.81%                 | No            |                  3 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                         | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1249420.90   | 0.11%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA FINANCE X DAC 2019-1                           | Credit Suisse European Mortgage Capital Ltd                                    | CUSIP: 55960WAB7<br>LEI: 213800FNSN9L4EI3LC40 | Long             | ABS-O            | CORP              | IE        |       940000 | PA      | $920843.89    | 0.08%             | 2024-08-09      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                   | Neptune Energy Bondco PLC                                                      | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |      2690000 | PA      | $2659589.55   | 0.24%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1                 | CUSIP: 86358LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3115638 | PA      | $77528.60     | 0.01%             | 2036-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 18 Ltd                                                            | CUSIP: 33883GAE7<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1650431.22   | 0.15%             | 2031-04-17      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CSEMC 2020-1OTF A                                       | CSEMC 2020-1OTF A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       944724 | PA      | $923609.05    | 0.08%             | 2024-08-09      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                               | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1721122.50   | 0.16%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                          | Long Beach Mortgage Loan Trust 2005-1                                          | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1890064 | PA      | $1828054.24   | 0.17%             | 2035-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1828570.00   | 0.17%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                | Scientific Games International Inc                                             | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       640000 | PA      | $652825.60    | 0.06%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                          | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      1602000 | PA      | $1784876.31   | 0.16%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                     | Planview Parent Inc                                                            | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |       648346 | PA      | $606203.56    | 0.06%             | 2027-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      2440000 | PA      | $2529173.22   | 0.23%             | 2030-05-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2017-5                                     | CUSIP: 64828NBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       925732 | PA      | $831399.80    | 0.08%             | 2057-06-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO                           | Z Capital Credit Partners CLO 2021-1 Ltd                                       | CUSIP: 98878FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1810000 | PA      | $1648048.76   | 0.15%             | 2033-07-15      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                           | First Franklin Mortgage Loan Trust 2003-FF4                                    | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       483035 | PA      | $459327.81    | 0.04%             | 2033-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                            | TruGreen LP                                                                    | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |       320000 | PA      | $230400.00    | 0.02%             | 2028-11-02      | Floating      | 13.18%                | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      1330000 | PA      | $1413125.00   | 0.13%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                      | Long Gilt                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           78 | NC      | $-87640.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3826107.00   | 0.35%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1039697.10   | 0.10%             | 2030-12-31      | Fixed         | 6.00%                 | 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        |     39830844 | NS      | $39830843.80  | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      1010000 | PA      | $1039843.79   | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                             | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       890000 | PA      | $839937.50    | 0.08%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        53374 | PA      | $18316.68     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                       | CUSIP: 38378BRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       657999 | PA      | $6.58         | 0.00%             | 2052-04-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | USD/MXN FORWARD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-367105.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FAGE INTL / FAGE USA                                    | FAGE International SA / FAGE USA Dairy Industry Inc                            | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2956000 | PA      | $2779408.56   | 0.25%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                        | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2894925.00   | 0.26%             | 2050-12-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       390000 | PA      | $409843.20    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                | Endeavor Energy Resources LP / EER Finance Inc                                 | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1930000 | PA      | $1893330.00   | 0.17%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                    | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      1490000 | PA      | $1293210.93   | 0.12%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXXI Ltd                                                      | CUSIP: 09631DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1380000 | PA      | $1235022.85   | 0.11%             | 2034-04-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                             | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      2410000 | PA      | $2492289.45   | 0.23%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                                    | Soho Trust 2021-SOHO                                                           | CUSIP: 83410JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6190000 | PA      | $4344720.77   | 0.40%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-4                                               | CUSIP: 89178BBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2570000 | PA      | $1854955.33   | 0.17%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust                 | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        32028 | PA      | $30092.52     | 0.00%             | 2045-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                   | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1796146.20   | 0.16%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $863835.00    | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                          | BCAP LLC 2011-RR2 Trust                                                        | CUSIP: 05533TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2517662 | PA      | $1202536.64   | 0.11%             | 2036-07-26      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       150000 | PA      | $143413.63    | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                   | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |      1180000 | PA      | $1116575.00   | 0.10%             | 2028-04-07      | Floating      | 11.32%                | 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        |      1390000 | PA      | $1242796.83   | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC                                                          | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      4413521 | PA      | $4405599.04   | 0.40%             | 2028-01-26      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Empire Today LLC                                        | Empire Today LLC                                                               | CUSIP: 29210RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2505288 | PA      | $1950367.00   | 0.18%             | 2028-04-03      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       790000 | PA      | $784942.25    | 0.07%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                          | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       770000 | PA      | $714625.45    | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                         | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1570000 | PA      | $1358456.79   | 0.12%             | 2038-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                       | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1810000 | PA      | $1782026.45   | 0.16%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                           | Aegis Asset Backed Securities Trust 2005-2                                     | CUSIP: 00764MFD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       968096 | PA      | $897723.83    | 0.08%             | 2035-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1102457.65   | 0.10%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                         | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      1710000 | PA      | $1798240.37   | 0.16%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       670000 | PA      | $705553.55    | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp                                               | CUSIP: 86359DEX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1458769 | PA      | $1287345.83   | 0.12%             | 2035-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                         | Impac CMB Trust Series 2005-5                                                  | CUSIP: 45254NPU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55576 | PA      | $50850.68     | 0.00%             | 2035-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust 2022-A                                           | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1262053 | PA      | $1246960.94   | 0.11%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                  | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1170000.00   | 0.11%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                   | Mountain View CLO IX Ltd                                                       | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $858356.14    | 0.08%             | 2031-07-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                  | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      4310000 | PA      | $4412140.88   | 0.40%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                  | AthenaHealth Group Inc                                                         | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |        43478 | PA      | $41322.37     | 0.00%             | 2029-02-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2020-IV                                                        | CUSIP: 06762DAA4<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1362113.03   | 0.12%             | 2032-01-20      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                        | CDS CDX.NA.HY.39.V1                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $202907.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                  | VTR Comunicaciones SpA                                                         | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      2584000 | PA      | $1814484.80   | 0.17%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                        | LRS Holdings LLC                                                               | CUSIP: 000000000<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |      3088800 | PA      | $3042468.00   | 0.28%             | 2028-08-31      | Floating      | 8.82%                 | No            |                  3 | 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       |       650000 | PA      | $649031.50    | 0.06%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                           | BIG Commercial Mortgage Trust 2022-BIG                                         | CUSIP: 05551UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2755849.41   | 0.25%             | 2039-02-15      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                  | VistaJet Malta Finance PLC / XO Management Holding Inc                         | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1520000 | PA      | $1476307.60   | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                  | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2090000 | PA      | $1841749.80   | 0.17%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                          | VOC Escrow Ltd                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       190000 | PA      | $167356.75    | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | THL Credit Wind River 2017-3 Clo Ltd                                           | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1190000 | PA      | $1067062.80   | 0.10%             | 2035-04-15      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE                          | Multifamily Connecticut Avenue Securities Trust 2020-01                        | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |      1790000 | PA      | $1695747.01   | 0.16%             | 2050-03-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                             | Caesars Entertainment Inc                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       840000 | PA      | $840302.40    | 0.08%             | 2030-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -52 | NC      | $-11700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1120369.38   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                        | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       680000 | PA      | $649312.21    | 0.06%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           52 | NC      | $31200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       210000 | PA      | $175871.54    | 0.02%             | 2031-08-08      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC                                                   | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      2385525 | PA      | $2389998.12   | 0.22%             | 2028-06-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                            | Acrisure LLC                                                                   | CUSIP: 00488PAQ8<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      2290000 | PA      | $2292862.50   | 0.21%             | 2027-02-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1152000 | PA      | $976757.76    | 0.09%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                                         | KazTransGas JSC                                                                | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      1350000 | PA      | $1242027.00   | 0.11%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Resolute Investment Managers Inc                        | Resolute Investment Managers Inc                                               | CUSIP: 04635WAH7<br>LEI: 5493000DRVCSZDWGPC49 | Long             | LON              | CORP              | US        |      1240039 | PA      | $992031.51    | 0.09%             | 2024-04-30      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2021-1W LLC                                                                | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       690396 | PA      | $614062.79    | 0.06%             | 2041-01-22      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2005-9                                          | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1866215 | PA      | $1684058.76   | 0.15%             | 2035-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                                       | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2593279.00   | 0.24%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA3                                        | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1039336 | PA      | $1088050.82   | 0.10%             | 2050-06-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                            | StoneMor Inc                                                                   | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3074485.00   | 0.28%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                      | CP Atlas Buyer Inc                                                             | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |       240687 | PA      | $216819.46    | 0.02%             | 2027-11-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                      | Jump Financial LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2792360 | PA      | $2722551.09   | 0.25%             | 2028-08-07      | Floating      | 9.34%                 | No            |                  3 | On Loan: No      |
| Peace Park CLO, Ltd.                                    | Peace Park CLO Ltd                                                             | CUSIP: 70470NAA1<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      1640000 | PA      | $1470603.24   | 0.13%             | 2034-10-20      | Floating      | 10.81%                | 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        |      1090000 | PA      | $893919.90    | 0.08%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WHEEL BIDCO LTD                                         | Wheel Bidco Ltd                                                                | CUSIP: 000000000<br>LEI: 213800GGDN5YSVU1G348 | Long             | DBT              | CORP              | JE        |      2490000 | PA      | $2590309.64   | 0.24%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER                                   | IIP Operating Partnership LP                                                   | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1116180.94   | 0.10%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                              | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $2370854.77   | 0.22%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                         | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $1522702.28   | 0.14%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                           | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       637561 | PA      | $493922.41    | 0.05%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                              | Air Canada                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      2850000 | PA      | $2640117.91   | 0.24%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1008396.00   | 0.09%             | 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        |      1500000 | PA      | $1178880.00   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC                                                            | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      1954175 | PA      | $1941961.66   | 0.18%             | 2027-02-08      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2731090.50   | 0.25%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Education Funding LLC                                   | Educational Funding Co LLC/The                                                 | CUSIP: 28140XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2265898 | PA      | $1570615.43   | 0.14%             | 2033-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      1290000 | PA      | $1057993.50   | 0.10%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4217224.50   | 0.39%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| XPO CNW INC                                             | XPO CNW Inc                                                                    | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3035000 | PA      | $2741690.38   | 0.25%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamonds Holding Units                  | Arctic Canadian Diamonds Holding Units                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1388 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $406975.00    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-LP2                                          | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2980132 | PA      | $2817548.07   | 0.26%             | 2039-02-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                            | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3170000 | PA      | $2678554.90   | 0.24%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN NEWS COMPANY                                   | American News Co LLC                                                           | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1519347 | PA      | $1707366.19   | 0.16%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | CBOT 10 Year US Treasury Note                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          895 | NC      | $438148.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P EMINI WEEK 3                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -42 | NC      | $-38325.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                          | Option One Mortgage Loan Trust 2005-3                                          | CUSIP: 68389FHV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1050000 | PA      | $835074.66    | 0.08%             | 2035-08-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                  | VistaJet Malta Finance PLC / XO Management Holding Inc                         | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       630000 | PA      | $556573.50    | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | CME Ultra Long Term US Treasury Bond                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          774 | NC      | $5085941.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA                                   | Liberty Latin America Ltd                                                      | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |       440000 | PA      | $405350.00    | 0.04%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION               | AUD CALL VERSUS USD PUT                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     -6700000 | NC      | $-135194.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                           | Mercury Financial Credit Card Master Trust                                     | CUSIP: 58940BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2500012.00   | 0.23%             | 2026-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US TREASURY LONG BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -15 | NC      | $-2812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      3890000 | PA      | $3272481.95   | 0.30%             | 2029-01-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2018-2                              | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3780965 | PA      | $1301479.96   | 0.12%             | 2057-11-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                             | Global Medical Response Inc                                                    | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      1492497 | PA      | $1110044.60   | 0.10%             | 2025-10-02      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio                          | NewRez Warehouse Securitization Trust 2021-1                                   | CUSIP: 65246PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3130000 | PA      | $3074386.16   | 0.28%             | 2055-05-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| PDS Holdco Inc                                          | Western Dental Services Inc                                                    | CUSIP: 000000000<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |      4445100 | PA      | $4195063.13   | 0.38%             | 2028-08-18      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                       | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2410000 | PA      | $2554766.52   | 0.23%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2020-DNA1                                        | CUSIP: 35565HBD6<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |      2620000 | PA      | $2519196.81   | 0.23%             | 2050-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                          | CWABS Revolving Home Equity Loan Trust Series 2004-B                           | CUSIP: 1266715W2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       126869 | PA      | $126032.22    | 0.01%             | 2029-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                                | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1540552.50   | 0.14%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                               | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1341999 | PA      | $1371522.98   | 0.13%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | JPY/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $21934.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1301393.25   | 0.12%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                      | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       700000 | PA      | $732536.00    | 0.07%             | 2029-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      2840000 | PA      | $2598600.00   | 0.24%             | N/A             | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS2                                           | CUSIP: 52476DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2580000 | PA      | $2358400.45   | 0.22%             | 2061-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                               | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      2560000 | PA      | $2040972.80   | 0.19%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                             | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |      2320000 | PA      | $2136855.46   | 0.20%             | 2034-10-15      | Floating      | 12.36%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P EMINI WEEK 3                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           42 | NC      | $105525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | CBOT 5 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          347 | NC      | $16674.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Collegiate Student Lo                          | National Collegiate Student Loan Trust 2005-3                                  | CUSIP: 63543TAJ7<br>LEI: 635400WAVVCUCCIGH375 | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $2100513.30   | 0.19%             | 2037-07-27      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                      | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       870000 | PA      | $712856.25    | 0.07%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2022-NQM3                                      | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2771348 | PA      | $2519640.43   | 0.23%             | 2070-01-29      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                          | Natixis Commercial Mortgage Securities Trust 2019-FAME                         | CUSIP: 63873VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660000 | PA      | $524532.82    | 0.05%             | 2036-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | CBOT 2 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1640 | NC      | $868412.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Repurchase Agreement                           | Mortgage Repurchase Agreement Financing Trust II Series 2022-1                 | CUSIP: 61916TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1620000 | PA      | $1598812.02   | 0.15%             | 2025-03-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ               | CUSIP: 46650BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $27.50        | 0.00%             | 2035-06-15      | Floating      | 12.97%                | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30711.30     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                            | VT Topco Inc                                                                   | CUSIP: 39355YAJ3<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |      1515932 | PA      | $1510247.75   | 0.14%             | 2025-08-01      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| ZIPRECRUITER INC                                        | ZipRecruiter Inc                                                               | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |       860000 | PA      | $749313.70    | 0.07%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                                | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       420000 | PA      | $401601.90    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                         | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      1510000 | PA      | $1204777.84   | 0.11%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                 | Home Equity Asset Trust 2005-6                                                 | CUSIP: 437084NG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1190000 | PA      | $1112499.58   | 0.10%             | 2035-12-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                | NCR Corp                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      2210000 | PA      | $1927991.27   | 0.18%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | Greywolf CLO IV Ltd                                                            | CUSIP: 39809TAQ0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |      1520000 | PA      | $1414635.58   | 0.13%             | 2034-04-17      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3140HXEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       200000 | PA      | $172592.63    | 0.02%             | 2035-01-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $439790.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CPP Holdings LLC                                     | WP CPP Holdings LLC                                                            | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |      1676778 | PA      | $1532156.09   | 0.14%             | 2025-04-30      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2015-2                                               | CUSIP: 89171YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2540000 | PA      | $2194890.71   | 0.20%             | 2060-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                              | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $2790988.45   | 0.26%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/CAD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6879.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1213968.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | CNY/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34137.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 5 YEAR TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -72 | NC      | $-30375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1561501.59   | 0.14%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                      | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1170000 | PA      | $1006785.00   | 0.09%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust                  | CUSIP: 92925CDB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       363953 | PA      | $320117.33    | 0.03%             | 2046-02-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 18 Ltd                                                                      | CUSIP: 749737AA0<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $2845133.49   | 0.26%             | 2034-10-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | Three-Month SOFR                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          -17 | NC      | $5489.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1282787.68   | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2018-LUAU                                    | CUSIP: 36256AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2030000 | PA      | $1909750.72   | 0.17%             | 2032-11-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                                | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc         | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1845860.00   | 0.17%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | Three-Month SOFR                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          200 | NC      | $178680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                          | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      1060000 | PA      | $1032360.50   | 0.09%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                   | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |       370500 | PA      | $359318.31    | 0.03%             | 2027-04-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      1040000 | PA      | $914889.40    | 0.08%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3600000 | PA      | $3714393.65   | 0.34%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS FORD MOTOR COMPANY                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $464723.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       950000 | PA      | $969598.50    | 0.09%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd           | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5080000 | PA      | $4857724.60   | 0.44%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2019-RIO                                                                  | CUSIP: 12597HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2935290 | PA      | $2928964.60   | 0.27%             | 2022-12-15      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                   | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2860000 | PA      | $2849189.20   | 0.26%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mercury Borrower Inc                                    | Ascensus Holdings Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2342300 | PA      | $2274958.88   | 0.21%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1470000 | PA      | $1251831.82   | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                      | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1541281.25   | 0.14%             | 2023-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | MXN CALL VERSUS USD PUT                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     15550000 | NC      | $617827.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-SDMF                                                             | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       710000 | PA      | $667565.43    | 0.06%             | 2034-09-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                              | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      2530000 | PA      | $2152422.80   | 0.20%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EG ACQUISITION CORP-A                                   | EG ACQUISITION CORP-A -CW28                                                    | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53943 | NS      | $9709.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC                                                         | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       830000 | PA      | $754523.95    | 0.07%             | 2028-03-30      | Floating      | 13.60%                | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | SkyMiles IP Ltd                                                                | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      1149500 | PA      | $1190744.06   | 0.11%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2021-2 Ltd                                                  | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2370000 | PA      | $2076398.18   | 0.19%             | 2034-04-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/CNH FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-92428.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                      | XPO Escrow Sub LLC                                                             | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $565870.25    | 0.05%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3182010.00   | 0.29%             | 2030-01-15      | Fixed         | 6.25%                 | 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        |      3330000 | PA      | $2759804.10   | 0.25%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                               | Med Trust 2021-MDLN                                                            | CUSIP: 58403YAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2033957 | PA      | $1949166.20   | 0.18%             | 2038-11-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                       | Eurex 30 Year Euro BUXL                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           -2 | NC      | $35438.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Holdings Inc                                    | Equinox Holdings Inc                                                           | CUSIP: 29446CAR5<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |       390000 | PA      | $313950.00    | 0.03%             | 2024-03-08      | Floating      | 13.73%                | No            |                  3 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  43786000000 | PA      | $3265109.46   | 0.30%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                             | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2644109.00   | 0.24%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp                          | Vertex Aerospace Services Corp                                                 | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7374275 | PA      | $7358604.67   | 0.67%             | 2028-12-06      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       733878 | PA      | $263484.84    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                      | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1524937.50   | 0.14%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                             | CUSIP: 93065PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1310000 | PA      | $1248466.29   | 0.11%             | 2033-12-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       940000 | PA      | $837363.28    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                       | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1183536.00   | 0.11%             | 2026-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                            | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-128736.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                           | Caesars Resort Collection LLC                                                  | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |       512936 | PA      | $513551.10    | 0.05%             | 2025-07-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc                                                   | CUSIP: 88366MAC8<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |      1057003 | PA      | $997546.26    | 0.09%             | 2028-08-31      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                              | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $563300.00    | 0.05%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | Three-Month SOFR                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           16 | NC      | $-57833.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                            | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1790000 | PA      | $1045494.25   | 0.10%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                      | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3010000 | PA      | $2412261.62   | 0.22%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                               | CFK Trust 2020-MF2                                                             | CUSIP: 12529AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2030000 | PA      | $1694918.05   | 0.15%             | 2039-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub LLC (American Queen Sub LLC)             | Hornblower Sub LLC                                                             | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2955383 | PA      | $2004133.80   | 0.18%             | 2025-04-27      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                                    | Stewart Park CLO Ltd                                                           | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $448750.00    | 0.04%             | 2030-01-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                           | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      1090925 | PA      | $916721.00    | 0.08%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2019-MMP                                                              | CUSIP: 05606KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3552224 | PA      | $3514066.71   | 0.32%             | 2036-08-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                         | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $2987197.92   | 0.27%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                         | CUSIP: 40638CAA7<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $338578.55    | 0.03%             | 2033-01-20      | Floating      | 12.51%                | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                              | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1668479.45   | 0.15%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                     | United Airlines Inc                                                            | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      2551988 | PA      | $2556747.52   | 0.23%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1515000 | PA      | $1349099.85   | 0.12%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                  | Credit Suisse AG/New York NY                                                   | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      1270000 | PA      | $1254899.04   | 0.11%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | USD/MXN FORWARD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-69820.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                              | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $966690.40    | 0.09%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK                                   | Stichting AK Rabobank Certificaten                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1180000 | PA      | $1284600.90   | 0.12%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA1                                        | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1829632.91   | 0.17%             | 2051-01-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                          | Carlyle US Clo 2017-2 Ltd                                                      | CUSIP: 14315JAJ8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |       660000 | PA      | $603295.34    | 0.06%             | 2031-07-20      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1810000 | PA      | $1683300.00   | 0.15%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       230000 | PA      | $214697.21    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                          | Tharaldson Hotel Portfolio Trust 2018-THPT                                     | CUSIP: 88327HAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1126012 | PA      | $1052712.82   | 0.10%             | 2034-11-11      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1689033.40   | 0.15%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                           | BAMLL Re-REMIC Trust 2016-RRGG10                                               | CUSIP: 059427AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       562754 | PA      | $144881.09    | 0.01%             | 2045-08-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                          | Benefit Street Partners CLO IV Ltd                                             | CUSIP: 08180FBN0<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |       390000 | PA      | $374863.32    | 0.03%             | 2032-01-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | Southwestern Energy Co                                                         | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4698067.50   | 0.43%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                  | Radiology Partners Inc                                                         | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      4670000 | PA      | $4058043.20   | 0.37%             | 2025-07-09      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                          | UST Global Inc                                                                 | CUSIP: 90355HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3920400 | PA      | $3892231.93   | 0.36%             | 2028-11-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                           | CUSIP: 30233PAK6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      1740000 | PA      | $1445017.80   | 0.13%             | 2029-11-15      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc                                                                   | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      3197700 | PA      | $3082694.72   | 0.28%             | 2028-10-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                | Alterra Mountain Co                                                            | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      3792463 | PA      | $3790092.59   | 0.35%             | 2028-08-17      | Floating      | 8.07%                 | 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        |       536620 | PA      | $545027.90    | 0.05%             | 2039-07-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US TREASURY LONG BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           -8 | NC      | $-5625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Collegiate Student Lo                          | National Collegiate Student Loan Trust 2007-2                                  | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |       617686 | PA      | $570773.13    | 0.05%             | 2033-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                           | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3350000 | PA      | $1998626.75   | 0.18%             | 2029-04-27      | Floating      | 12.56%                | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                               | Hunter Douglas Inc                                                             | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      3771050 | PA      | $3477624.60   | 0.32%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| PDS Holdco Inc                                          | Western Dental Services Inc                                                    | CUSIP: 000000000<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |       455929 | PA      | $430282.99    | 0.04%             | 2028-08-18      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/MXN FORWARD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-112617.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VT Topco Inc                                            | VT Topco Inc                                                                   | CUSIP: 91838LAE0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |      1340000 | PA      | $1289750.00   | 0.12%             | 2026-07-31      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                              | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3083151.24   | 0.28%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                          | CGDB Commercial Mortgage Trust 2019-MOB                                        | CUSIP: 125284AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200000 | PA      | $1179891.72   | 0.11%             | 2036-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                            | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3410000 | PA      | $3405577.57   | 0.31%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                                  | American Airlines 2017-1 Class B Pass Through Trust                            | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1201115 | PA      | $1160508.42   | 0.11%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE VANGUARD GROUP INC                                  | THE VANGUARD GROUP INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $918739.87    | 0.08%             | 2050-08-22      | Fixed         | 3.05%                 | No            |                  3 | On Loan: No      |
| STONEX GROUP INC                                        | StoneX Group Inc                                                               | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |      2753000 | PA      | $2770536.61   | 0.25%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1694299.95   | 0.15%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                       | Rent-A-Center Inc/TX                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $1710932.10   | 0.16%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1829835.00   | 0.17%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                          | Morgan Stanley Mortgage Loan Trust 2005-2AR                                    | CUSIP: 61745M4G5<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |       968586 | PA      | $680986.21    | 0.06%             | 2035-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                           | CUSIP: 3137G0TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |       630000 | PA      | $649737.14    | 0.06%             | 2042-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -56 | NC      | $-58800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XI Ltd                                                           | CUSIP: 07132LAS8<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |      2150000 | PA      | $2101799.09   | 0.19%             | 2034-04-24      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2018-R07                                   | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       306415 | PA      | $306852.43    | 0.03%             | 2031-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2512386.00   | 0.23%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $9700.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                           | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $229726.12    | 0.02%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc                                                         | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |      2838620 | PA      | $2842878.24   | 0.26%             | 2028-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                               | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $968795.00    | 0.09%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | CAD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $59942.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      5430000 | PA      | $5334748.84   | 0.49%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                | BXMT 2020-FL2 LTD                                                              | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |       461270 | PA      | $448427.54    | 0.04%             | 2038-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                             | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $1719646.91   | 0.16%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1044000 | PA      | $962717.19    | 0.09%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                              | Bravo Mortgage Asset Trust                                                     | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2617295 | PA      | $2251908.00   | 0.21%             | 2036-07-25      | Floating      | 5.11%                 | 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        |      1130000 | PA      | $1083456.88   | 0.10%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                                                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44473 | NS      | $409151.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Resecuritization Trust                           | Nomura Resecuritization Trust 2015-4R                                          | CUSIP: 65540WBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1658676 | PA      | $1392291.22   | 0.13%             | 2036-10-26      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| CALATLANTIC GROUP                                       | CalAtlantic Group LLC                                                          | CUSIP: 128195AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $237302.12    | 0.02%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31384VLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          134 | PA      | $137.68       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leslies Poolmart Inc                                    | Leslie's Poolmart Inc                                                          | CUSIP: 52706YAJ2<br>LEI: 549300MZRH1GJYUMRM83 | Long             | LON              | CORP              | US        |      3364950 | PA      | $3359582.74   | 0.31%             | 2028-03-09      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                           | CUSIP: 3137G1CG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |       628918 | PA      | $342649.06    | 0.03%             | 2047-09-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                              | Morgan Stanley ABS Capital I Inc Trust 2004-NC4                                | CUSIP: 61744CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1878937 | PA      | $1814851.53   | 0.17%             | 2034-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4550000 | PA      | $4638328.44   | 0.42%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                                          | Whitehorse XII Ltd                                                             | CUSIP: 96525YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       790000 | PA      | $739605.06    | 0.07%             | 2031-10-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Lakeshore Learning Materials                            | Lakeshore Intermediate LLC                                                     | CUSIP: 51207KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2643300 | PA      | $2627612.01   | 0.24%             | 2028-09-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2019-UVIL                                                          | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1190000 | PA      | $1008771.33   | 0.09%             | 2041-12-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                    | Ciudad Autonoma De Buenos Aires/Government Bonds                               | CUSIP: 000000000<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      2039000 | PA      | $1915060.71   | 0.18%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ML-CFC Commercial Mortgage Tru                          | ML-CFC Commercial Mortgage Trust 2007-5                                        | CUSIP: 55312YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        54884 | PA      | $14061.38     | 0.00%             | 2048-08-12      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC                                       | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |      5164050 | PA      | $5102726.91   | 0.47%             | 2029-02-15      | Floating      | 8.16%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXIIR CLO Ltd                                                            | CUSIP: 04017EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $921770.80    | 0.08%             | 2030-05-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                        | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       990000 | PA      | $865002.60    | 0.08%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                   | Verscend Holding Corp                                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4908136 | PA      | $4909437.10   | 0.45%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc                                                   | CUSIP: 88366MAD6<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |       162417 | PA      | $153281.36    | 0.01%             | 2028-08-31      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                              | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       308000 | PA      | $313051.20    | 0.03%             | 2024-06-01      | Fixed         | 8.88%                 | 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        |      3120000 | PA      | $1265572.50   | 0.12%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                   | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1153000 | PA      | $1083900.71   | 0.10%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                 | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2365193.75   | 0.22%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux FinCo SARL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       470000 | PA      | $488526.78    | 0.04%             | 2027-01-29      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      1580000 | PA      | $1455243.20   | 0.13%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                          | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       800000 | PA      | $707856.00    | 0.06%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IMM EURODOLLAR TIME DEPOSIT                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           24 | NC      | $450.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       710000 | PA      | $596907.85    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                   | ClubCorp Holdings Inc                                                          | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      3378682 | PA      | $3135265.01   | 0.29%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                       | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       330000 | PA      | $311623.95    | 0.03%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                       | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3230000 | PA      | $2475827.30   | 0.23%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                          | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1359299.74   | 0.12%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust                                                      | CUSIP: 89171DAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1230000 | PA      | $1107156.70   | 0.10%             | 2053-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                       | ROCC Holdings LLC                                                              | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3187100.00   | 0.29%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WP CPP HOLDINGS LLC                                     | WP CPP Holdings LLC                                                            | CUSIP: 000000000<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |      1460000 | PA      | $1222750.00   | 0.11%             | 2026-04-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1375035.01   | 0.13%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-LBA                                                              | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2390000 | PA      | $2316449.66   | 0.21%             | 2036-02-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       730000 | PA      | $737227.00    | 0.07%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                           | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      1865900 | PA      | $1565956.58   | 0.14%             | 2028-11-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2018-GW MZ                                                            | CUSIP: 12433RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1645629.07   | 0.15%             | 2037-05-15      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      4381191 | PA      | $4337050.21   | 0.40%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      1745949 | PA      | $1739837.73   | 0.16%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2019-IMC                                          | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1950000 | PA      | $1835592.33   | 0.17%             | 2034-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                               | Triton Water Holdings Inc                                                      | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      3477055 | PA      | $3318866.09   | 0.30%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | USD/JPY FORWARD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $166583.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                           | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1460000 | PA      | $1425222.80   | 0.13%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO VII-C Ltd                                                           | CUSIP: 14686BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2790000 | PA      | $2792092.50   | 0.26%             | 2035-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                           | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2453224.80   | 0.22%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                  | SFE 10 Year Australian Bond                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           91 | NC      | $-122716.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1470000 | PA      | $1273372.80   | 0.12%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       900000 | PA      | $883313.91    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                     | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      8433871 | PA      | $3364797.75   | 0.31%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                         | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      3480000 | PA      | $3384300.00   | 0.31%             | N/A             | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                | Hudson River Trading LLC                                                       | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |      3599637 | PA      | $3505146.72   | 0.32%             | 2028-03-20      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                           | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |       660000 | PA      | $630597.20    | 0.06%             | 2033-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                            | Adtalem Global Education Inc                                                   | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |      1577410 | PA      | $1578521.86   | 0.14%             | 2028-08-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | Ultra 10-Year US Treasury Note                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          265 | NC      | $728291.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31384WHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          339 | PA      | $347.67       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                    | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      1470000 | PA      | $1369231.50   | 0.13%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                 | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4745702 | PA      | $4336142.13   | 0.40%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                         | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      2860000 | PA      | $2629498.30   | 0.24%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                            | Carnival PLC                                                                   | CUSIP: 693070AD6<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3469395.37   | 0.32%             | 2027-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2654344.00   | 0.24%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1572000 | PA      | $1489139.88   | 0.14%             | 2027-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2020-DUNE                                    | CUSIP: 36258BAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3740000 | PA      | $3510774.65   | 0.32%             | 2036-12-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H&E Equipment Services Inc                                                     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1304494.20   | 0.12%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2950000 | PA      | $2677137.33   | 0.24%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                          | National Collegiate Student Loan Trust 2005-1                                  | CUSIP: 63543PBK1<br>LEI: 635400YFCYTJSI5XDJ17 | Long             | ABS-O            | CORP              | US        |      1400000 | PA      | $1145917.50   | 0.10%             | 2035-03-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                     | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      5300000 | PA      | $5160451.00   | 0.47%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5               | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2880000 | PA      | $2717893.15   | 0.25%             | 2038-11-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       610000 | PA      | $541204.20    | 0.05%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2167188.33   | 0.20%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       440000 | PA      | $462550.00    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                       | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      5040000 | PA      | $4336441.20   | 0.40%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                       | Magenta Buyer LLC                                                              | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3160000 | PA      | $2781921.80   | 0.25%             | 2028-07-27      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC                                                        | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      4049541 | PA      | $4036582.81   | 0.37%             | 2028-06-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                             | RVR Dealership Holdings LLC                                                    | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1300 | PA      | $1178.35      | 0.00%             | 2028-02-08      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P EMINI WEEK 3                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           14 | NC      | $455.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                           | CUSIP: 12649AAS8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1840000 | PA      | $960833.83    | 0.09%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2020-3                              | CUSIP: 35563PTU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $1886069.87   | 0.17%             | 2060-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-2 Ltd                                                    | CUSIP: 095765AE3<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $348135.52    | 0.03%             | 2032-08-20      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                          | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1086883.12   | 0.10%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS GENERAL MOTORS CO                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-674915.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                                  | Bristol Park CLO LTD                                                           | CUSIP: 11015DAE1<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $442017.51    | 0.04%             | 2029-04-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | Pactiv LLC                                                                     | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1218171.56   | 0.11%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                              | Impac Secured Assets Trust 2006-3                                              | CUSIP: 45255RAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1168139 | PA      | $874579.74    | 0.08%             | 2036-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                        | Marathon CLO 14 Ltd                                                            | CUSIP: 56578HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       460000 | PA      | $446593.64    | 0.04%             | 2033-01-20      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 43 Senior Loan Fund                                                     | CUSIP: 26245BAC9<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |      2610000 | PA      | $2283916.94   | 0.21%             | 2034-04-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                               | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       760000 | PA      | $622307.00    | 0.06%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                  | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       790000 | PA      | $768916.50    | 0.07%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                        | Sculptor CLO XXVI Ltd                                                          | CUSIP: 81125HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1820000 | PA      | $1680316.54   | 0.15%             | 2034-07-20      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                   | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       990000 | PA      | $988762.50    | 0.09%             | N/A             | Fixed         | 8.00%                 | 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        |      1020000 | PA      | $848777.70    | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                         | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      2050000 | PA      | $1969873.88   | 0.18%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $1613850.00   | 0.15%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                   | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2110000 | PA      | $1964673.75   | 0.18%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                      | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1950000 | PA      | $1944943.46   | 0.18%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                          | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        29825 | NS      | $633483.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIVA                                         | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3335000 | PA      | $2589047.88   | 0.24%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                          | CUSIP: 05580M827<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        32400 | NS      | $737100.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 75 CLO Ltd                                                              | CUSIP: 26252KAJ4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |      1450000 | PA      | $1287992.73   | 0.12%             | 2034-04-15      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                   | USD CALL VERSUS JPY PUT                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     23830000 | NC      | $93442.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                   | CUSIP: 87122CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2780000 | PA      | $2768185.00   | 0.25%             | 2035-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       730000 | PA      | $625338.22    | 0.06%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC                                       | CUSIP: 02351UAB0<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |      1730000 | PA      | $1608900.00   | 0.15%             | 2028-01-31      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 12 Ltd                                                               | CUSIP: 00140LAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1450000 | PA      | $1371800.50   | 0.13%             | 2032-01-17      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc                                     | US Renal Care Inc                                                              | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      3601930 | PA      | $2171117.34   | 0.20%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XVIII Ltd                                                 | CUSIP: 64128YAF5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $901971.23    | 0.08%             | 2030-10-21      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | Ammc Clo 20 Ltd                                                                | CUSIP: 00177CAA8<br>LEI: 549300LDRXVT7PCHV066 | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $759555.39    | 0.07%             | 2029-04-17      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                    | CUSIP: 87229WAW1<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |       480000 | PA      | $440524.70    | 0.04%             | 2032-10-13      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                              | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      1590000 | PA      | $1752235.65   | 0.16%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                | Great Outdoors Group LLC                                                       | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      4063203 | PA      | $4006317.93   | 0.37%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP                                                          | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |       162645 | PA      | $162455.94    | 0.01%             | 2028-02-02      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| PROSPEROUS RAY LTD                                      | Prosperous Ray Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       690000 | PA      | $688126.63    | 0.06%             | 2023-11-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp                                                                   | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      1077597 | PA      | $1050118.68   | 0.10%             | 2029-02-01      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 44 Ltd                                      | CUSIP: 64134EAA2<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |      1990000 | PA      | $1799431.28   | 0.16%             | 2034-10-16      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $3942235.50   | 0.36%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       530000 | PA      | $334575.75    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                               | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1265000 | PA      | $1140239.38   | 0.10%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                           | GS Mortgage-Backed Securities Corp Trust 2021-RPL1                             | CUSIP: 36261WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2520000 | PA      | $2100395.81   | 0.19%             | 2060-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                  | AthenaHealth Group Inc                                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |       354812 | PA      | $337218.29    | 0.03%             | 2029-02-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                          | Structured Asset Mortgage Investments II Trust 2006-AR5                        | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       119303 | PA      | $79765.05     | 0.01%             | 2046-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2020-1                              | CUSIP: 35563PPH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4080000 | PA      | $3505982.35   | 0.32%             | 2059-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lids Holdings, Inc.                                     | Lids Holdings Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3858750 | PA      | $3685106.25   | 0.34%             | 2026-12-14      | Floating      | 10.11%                | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1599112.59   | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      1370000 | PA      | $1407400.73   | 0.13%             | 2030-07-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture XVII CLO Ltd                                                           | CUSIP: 92330CAD3<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $741106.90    | 0.07%             | 2027-04-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1448633.23   | 0.13%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                              | CUSIP: 04016NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2670971.06   | 0.24%             | 2034-04-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       450000 | PA      | $393718.01    | 0.04%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | AUD/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-144396.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2017-P8                                    | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21277871 | PA      | $658788.41    | 0.06%             | 2050-09-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      2070000 | PA      | $1812997.70   | 0.17%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | CME 3 Month Eurodollar                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          947 | NC      | $-3470976.20  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MCCLATCHY CO LLC                                    | McClatchy Co LLC/The                                                           | CUSIP: 78433CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1672000 | PA      | $1878910.00   | 0.17%             | 2027-07-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                            | Eagle RE 2020-1 Ltd                                                            | CUSIP: 26982LAC4<br>LEI: 254900SAV74IHXQ8XY35 | Long             | ABS-MBS          | CORP              | BM        |      1310000 | PA      | $1303919.64   | 0.12%             | 2030-01-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                          | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1900000 | PA      | $1759479.63   | 0.16%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                          | Golub Capital Partners CLO 53B Ltd                                             | CUSIP: 38178CAA7<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      1630000 | PA      | $1483820.85   | 0.14%             | 2034-07-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                            | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      2260000 | PA      | $1912294.48   | 0.17%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                             | Worldwide Express Inc                                                          | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2818200 | PA      | $2678614.55   | 0.24%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP                                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      4649375 | PA      | $4643981.75   | 0.42%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                          | CUSIP: 69690CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2550000 | PA      | $2539297.64   | 0.23%             | 2031-04-15      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                    | Rackspace Technology Global Inc                                                | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $602840.00    | 0.06%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-CHOP                                                           | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2671773.77   | 0.24%             | 2032-07-15      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| NIDDA BONDCO GMBH                                       | Nidda BondCo GmbH                                                              | CUSIP: 000000000<br>LEI: 391200JPUEK6AMI9PQ76 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1223043.75   | 0.11%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXII                                                                | CUSIP: 03766AAE5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $936248.70    | 0.09%             | 2031-04-20      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                      | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       360000 | PA      | $340200.00    | 0.03%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                                                | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |       970000 | PA      | $821289.30    | 0.08%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                 | Liberty Interactive LLC                                                        | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $1070299.45   | 0.10%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                         | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       610000 | PA      | $566236.81    | 0.05%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1570000 | PA      | $1520681.86   | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                               | GSMPS Mortgage Loan Trust 2006-RP1                                             | CUSIP: 3623413E7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       604926 | PA      | $533863.11    | 0.05%             | 2036-01-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                           | Radnor RE 2020-1 Ltd                                                           | CUSIP: 750493AC2<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |      2580000 | PA      | $2534763.05   | 0.23%             | 2030-01-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc                                      | CUSIP: 03768DAB3<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |       800558 | PA      | $787549.32    | 0.07%             | 2026-05-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                          | Natixis Commercial Mortgage Securities Trust 2019-FAME                         | CUSIP: 63873VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1519782.25   | 0.14%             | 2036-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-III Ltd                                                      | CUSIP: 12548JAJ1<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |      2770000 | PA      | $2632206.90   | 0.24%             | 2030-07-20      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                       | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1723011.48   | 0.16%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| One Call Corporation                                    | One Call Corp                                                                  | CUSIP: 000000000<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |      3792250 | PA      | $3187860.16   | 0.29%             | 2027-04-22      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       470000 | PA      | $438162.73    | 0.04%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2019-B11 Mortgage Trust                                              | CUSIP: 08162BBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18208899 | PA      | $799794.91    | 0.07%             | 2052-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       890000 | PA      | $815240.00    | 0.07%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-2, Ltd.                                      | TSTAT 2022-2 Ltd                                                               | CUSIP: 87300FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1820000 | PA      | $1820070.63   | 0.17%             | 2031-01-20      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1200000 | PA      | $1018718.32   | 0.09%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                           | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       330000 | PA      | $253793.67    | 0.02%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2021-A                                        | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1150000 | PA      | $1048418.09   | 0.10%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                     | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1650156.00   | 0.15%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                        | Ford Motor Credit Co LLC                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       440000 | PA      | $366555.65    | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                 | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1150000 | PA      | $1088929.25   | 0.10%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P EMINI WEEK 3                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           57 | NC      | $2850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1496611 | PA      | $1307074.19   | 0.12%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| GANNETT HOLDINGS LLC                                    | Gannett Holdings LLC                                                           | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $108468.05    | 0.01%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                  | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc     | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      3443000 | PA      | $3198529.79   | 0.29%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US TREASURY LONG BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -36 | NC      | $-40500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO V                                                             | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |      1770000 | PA      | $1621767.78   | 0.15%             | 2031-10-13      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corp                                    | Global Tel*Link Corp                                                           | CUSIP: 37959JAB7<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |       741946 | PA      | $652793.66    | 0.06%             | 2025-11-29      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                          | CUSIP: 31298YSP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          217 | PA      | $225.17       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                          | Starwood Retail Property Trust 2014-STAR                                       | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      1450000 | PA      | $2907.25      | 0.00%             | 2027-11-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L7                                         | CUSIP: 61772TBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8971463 | PA      | $536546.45    | 0.05%             | 2054-10-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2542037.50   | 0.23%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS MXN                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-527001.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      2050000 | PA      | $2114944.82   | 0.19%             | 2030-02-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                       | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      1410000 | PA      | $1471306.80   | 0.13%             | 2025-07-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2630000 | PA      | $2632045.46   | 0.24%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | NOK/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $30430.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                    | CUSIP: 36264YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1160804.19   | 0.11%             | 2026-05-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                 | Legacy LifePoint Health LLC                                                    | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2001620.00   | 0.18%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-G                               | CUSIP: 63941UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       960000 | PA      | $749961.50    | 0.07%             | 2069-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Multifamily Trust                                       | Multifamily Trust 2016-1                                                       | CUSIP: 62547L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       391324 | PA      | $391813.49    | 0.04%             | 2046-04-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                 | Paysafe Finance PLC / Paysafe Holdings US Corp                                 | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1640000 | PA      | $1306046.80   | 0.12%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                            | Precision Medicine Group LLC                                                   | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |      1178034 | PA      | $1151528.53   | 0.11%             | 2027-11-18      | Floating      | 7.73%                 | No            |                  3 | On Loan: No      |
| Jay Park CLO, Ltd.                                      | Jay Park CLO Ltd                                                               | CUSIP: 47206WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2230000 | PA      | $2043802.31   | 0.19%             | 2027-10-20      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                        | 8th Avenue Food & Provisions Inc                                               | CUSIP: 28253PAD1<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |       260000 | PA      | $169000.00    | 0.02%             | 2026-10-01      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                           | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       710000 | PA      | $615230.70    | 0.06%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Pecf Uss Intermediate Holding Iii Corporation           | PECF USS Intermediate Holding III Corp                                         | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |      2326500 | PA      | $1999777.97   | 0.18%             | 2028-12-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $983675.20    | 0.09%             | 2028-08-08      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2018-R07                                   | CUSIP: 20753QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1060000 | PA      | $1093131.25   | 0.10%             | 2031-04-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | CBOT US Long Bond                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -185 | NC      | $-324507.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco, LLC              | Fanatics Commerce Intermediate Holdco LLC                                      | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |      2880900 | PA      | $2879690.02   | 0.26%             | 2028-11-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                            | Parallel 2017-1 Ltd                                                            | CUSIP: 69915XAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $956828.07    | 0.09%             | 2029-07-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2016-II                                | Barings CLO Ltd 2016-II                                                        | CUSIP: 06761DAC1<br>LEI: 549300Z33CTC4YAKLT16 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $459050.92    | 0.04%             | 2032-01-20      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2006-A                              | CUSIP: 68620BAB8<br>LEI: 549300IF0XI4ZS5JC782 | Long             | ABS-O            | CORP              | US        |       279884 | PA      | $244554.94    | 0.02%             | 2037-10-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                         | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3590195.63   | 0.33%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CO-OP GRP HLDS                                          | Co-Operative Group Ltd                                                         | CUSIP: 000000000<br>LEI: 213800TKR59ER8Z69V16 | Long             | DBT              | CORP              | GB        |      1650000 | PA      | $1879209.94   | 0.17%             | 2026-07-08      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      2020000 | PA      | $2085397.50   | 0.19%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                               | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1590000 | PA      | $1631809.05   | 0.15%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CtC Holdings, LP                                        | CTC Holdings LP                                                                | CUSIP: 12658UAB9<br>LEI: 549300C1QWYMULTJ4V04 | Long             | LON              | CORP              | US        |      2142304 | PA      | $2088746.18   | 0.19%             | 2029-02-20      | Floating      | 8.36%                 | No            |                  3 | On Loan: No      |
| Cardinal Parent Inc                                     | Cardinal Parent Inc                                                            | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |       977096 | PA      | $870426.63    | 0.08%             | 2027-11-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                           | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2740000 | PA      | $2839325.00   | 0.26%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                          | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       790000 | PA      | $714077.05    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                          | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1180000 | PA      | $806724.70    | 0.07%             | 2027-02-01      | Fixed         | 6.12%                 | 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        |       900000 | PA      | $794619.00    | 0.07%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                               | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      1890000 | PA      | $1787817.15   | 0.16%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Particle Investments Sarl                               | Particle Investments Sarl                                                      | CUSIP: 000000000<br>LEI: 549300TH5VH623DTW562 | Long             | LON              | CORP              | LU        |       567759 | PA      | $557823.42    | 0.05%             | 2027-02-18      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                       | CUSIP: 38376G5P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       534126 | PA      | $792.27       | 0.00%             | 2047-03-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2015-C                                        | CUSIP: 78448R106<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |         1092 | PA      | $372803.46    | 0.03%             | 2046-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                  | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3370000 | PA      | $3184650.00   | 0.29%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2019-1 Ltd                                                         | CUSIP: 67401XAJ0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $443201.45    | 0.04%             | 2030-04-22      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XIX Ltd                                                           | CUSIP: 87166DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $216902.61    | 0.02%             | 2031-04-16      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Waterfall Commercial Mortgage                           | Waterfall Commercial Mortgage Trust 2015-SBC5                                  | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        33477 | PA      | $33041.48     | 0.00%             | 2022-09-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | VOYA CLO 2017-2                                                                | CUSIP: 92915XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $249668.97    | 0.02%             | 2030-06-07      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                            | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       290000 | PA      | $290713.79    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                          | SPX FLOW Inc                                                                   | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |      3180658 | PA      | $3068762.08   | 0.28%             | 2029-04-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Mortgage-Backed Trust Series 2006-1                                       | CUSIP: 225470UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       190173 | PA      | $195016.81    | 0.02%             | 2036-02-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                       | CUSIP: 90011QAC4<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      2820000 | PA      | $2691754.86   | 0.25%             | 2025-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                         | CUSIP: 40638CAC3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |       290000 | PA      | $246653.21    | 0.02%             | 2033-01-20      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       170000 | PA      | $145560.69    | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                          | Alternative Loan Trust 2006-18CB                                               | CUSIP: 02147FAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       236286 | PA      | $237376.51    | 0.02%             | 2036-07-25      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                        | CUSIP: 55336V308<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |       302326 | NS      | $10883736.00  | 1.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERICAST CORP                                           | Vericast Corp                                                                  | CUSIP: 92342NAK9<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |       750000 | PA      | $850121.25    | 0.08%             | 2027-12-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                   | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       740000 | PA      | $574688.88    | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                   | Swire Pacific MTN Financing Ltd                                                | CUSIP: 000000000<br>LEI: 549300B8O4ENACYK5559 | Long             | DBT              | CORP              | KY        |       530000 | PA      | $528601.20    | 0.05%             | 2023-10-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                                | Abercrombie & Fitch Management Co                                              | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2527975.00   | 0.23%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2017-3 Ltd                                                            | CUSIP: 92916PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2627729.29   | 0.24%             | 2034-04-20      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XX Ltd                                                            | CUSIP: 87166XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2109000 | PA      | $1974127.06   | 0.18%             | 2032-01-16      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                         | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1820000 | PA      | $1518744.40   | 0.14%             | 2031-04-15      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                            | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $1017148.00   | 0.09%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       610000 | PA      | $650986.51    | 0.06%             | 2029-10-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                         | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       950000 | PA      | $1068128.15   | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 49 Senior Loan Fund                                                     | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $710400.18    | 0.06%             | 2030-07-18      | Floating      | 8.19%                 | 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        |       607740 | PA      | $592829.65    | 0.05%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                            | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       920000 | PA      | $920528.08    | 0.08%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       600000 | PA      | $597125.82    | 0.05%             | 2025-08-08      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                       | Magenta Buyer LLC                                                              | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3620000 | PA      | $2908072.70   | 0.27%             | 2029-07-27      | Floating      | 13.08%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | USD/AUD FORWARD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $235086.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                  | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2000000 | PA      | $1927560.00   | 0.18%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Acrisure LLC                                            | Acrisure LLC                                                                   | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      1643400 | PA      | $1604369.25   | 0.15%             | 2027-02-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2021-1                              | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2560000 | PA      | $2243843.33   | 0.21%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                                 | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |       770000 | PA      | $448525.00    | 0.04%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                        | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2130000 | PA      | $2044800.00   | 0.19%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                 | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      2850000 | PA      | $2528733.75   | 0.23%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                           | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1640003 | PA      | $1595162.95   | 0.15%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust 2022-MFP                                                            | CUSIP: 628870AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $728309.03    | 0.07%             | 2039-03-15      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                | Park-Ohio Industries Inc                                                       | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |      3337000 | PA      | $2456467.61   | 0.22%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                           | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      2960000 | PA      | $2849692.14   | 0.26%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                            | Acrisure LLC                                                                   | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |       515425 | PA      | $498191.77    | 0.05%             | 2027-02-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/BRL FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $90286.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                  | Berry Petroleum Co LLC                                                         | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |      6340000 | PA      | $6078911.57   | 0.56%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1320000 | PA      | $1434822.74   | 0.13%             | 2028-02-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                     | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1118481.00   | 0.10%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pulsar Funding I, Ltd.                                  | Pulsar Funding I LLC                                                           | CUSIP: 74585PAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2272398.80   | 0.21%             | 2033-01-20      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3375474.75   | 0.31%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc                                                                   | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      1610000 | PA      | $1420825.00   | 0.13%             | 2029-10-08      | Floating      | 10.57%                | No            |                  3 | On Loan: No      |
| UFC Holdings LLC                                        | UFC Holdings LLC                                                               | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      2962706 | PA      | $2951595.45   | 0.27%             | 2026-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                          | Banc of America Funding Corp                                                   | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |      3086901 | PA      | $2482957.41   | 0.23%             | 2036-03-27      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                          | CUSIP: 31281AX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1946 | PA      | $1946.12      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC                                                   | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      2158164 | PA      | $2159663.59   | 0.20%             | 2028-06-30      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| LTR Intermediate Holdings Inc                           | LTR Intermediate Holdings Inc                                                  | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |      2713350 | PA      | $2496282.00   | 0.23%             | 2028-05-05      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                | Mohegan Tribal Gaming Authority                                                | CUSIP: 608328BJ8<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3806748.00   | 0.35%             | 2027-12-15      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                                      | Cook Park CLO Ltd                                                              | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1238426.49   | 0.11%             | 2030-04-17      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1151230.78   | 0.11%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                           | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2625957 | PA      | $2523308.15   | 0.23%             | 2038-07-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2019-3                              | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1560000 | PA      | $1398728.45   | 0.13%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      2400000 | PA      | $1911096.29   | 0.17%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2018-1                              | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2324810 | PA      | $2124818.86   | 0.19%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                          | Tharaldson Hotel Portfolio Trust 2018-THPT                                     | CUSIP: 88327HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2276326 | PA      | $2155350.90   | 0.20%             | 2034-11-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       400000 | PA      | $346220.00    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN SWAP RECEIPT LEHSWAP RECEIPT                     | LEHMAN SWAP RECEIPT LEHSWAP RECEIPT                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166922 | PA      | $208.65       | 0.00%             | 2022-12-31      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/AUD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $103402.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                  | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1017040.80   | 0.09%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 258846000000 | PA      | $17725338.93  | 1.62%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                 | CUSIP: 36255TAL6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      1127071 | PA      | $478704.40    | 0.04%             | 2031-09-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Clo 17 Ltd                                                                 | CUSIP: 48251GAC3<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |      2270000 | PA      | $2048992.49   | 0.19%             | 2034-04-15      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                           | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700483 | PA      | $2471730.74   | 0.23%             | 2038-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                                | Doman Building Materials Group Ltd                                             | CUSIP: 13874XAD5<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |      1560000 | PA      | $1071323.89   | 0.10%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                           | Vericast Corp                                                                  | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |       800000 | PA      | $870000.00    | 0.08%             | 2026-09-15      | Fixed         | 11.00%                | 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        |      2090000 | PA      | $1774807.10   | 0.16%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                           | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3703125 | PA      | $3019898.44   | 0.28%             | 2028-04-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                  | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1207930.50   | 0.11%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                          | Multifamily Connecticut Avenue Securities Trust 2019-01                        | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |      2008673 | PA      | $1906815.67   | 0.17%             | 2049-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $49267.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3140JA4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       581538 | PA      | $520829.22    | 0.05%             | 2035-01-01      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION               | AUD CALL VERSUS USD PUT                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     -7280000 | NC      | $-62907.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       190000 | PA      | $158686.10    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1240000 | PA      | $1066530.20   | 0.10%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                           | Nomura Resecuritization Trust 2015-8R                                          | CUSIP: 65541AAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1465092 | PA      | $1256528.84   | 0.11%             | 2047-11-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      3060000 | PA      | $3107742.03   | 0.28%             | 2026-01-09      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1598757.88   | 0.15%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Co LLC                                                            | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1471076 | PA      | $691405.61    | 0.06%             | 2028-04-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                     | MEGlobal Canada ULC                                                            | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $2021662.50   | 0.18%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                           | Mastr Asset Backed Securities Trust 2007-HE2                                   | CUSIP: 57646LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1793619 | PA      | $1509412.66   | 0.14%             | 2037-08-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                           | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       540000 | PA      | $664349.95    | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                     | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       520000 | PA      | $403670.80    | 0.04%             | 2025-11-01      | Fixed         | 7.00%                 | 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        |      3347000 | PA      | $3036666.16   | 0.28%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virgin Pulse Inc                                        | Virgin Pulse Inc                                                               | CUSIP: 92770HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4197964 | PA      | $3540289.94   | 0.32%             | 2028-04-06      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                   | Phoenix Guarantor Inc                                                          | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      1540131 | PA      | $1520393.89   | 0.14%             | 2026-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      4030000 | PA      | $3632702.45   | 0.33%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BED BATH & BEYOND INC                                   | Bed Bath & Beyond Inc                                                          | CUSIP: 075896AC4<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |      2073000 | PA      | $109537.34    | 0.01%             | 2044-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                          | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1401004.00   | 0.13%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $890351.94    | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2016-1                              | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1964072 | PA      | $1795487.03   | 0.16%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corp                                                      | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      2427800 | PA      | $2416874.90   | 0.22%             | 2029-02-01      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                           | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      3995000 | PA      | $4112293.20   | 0.38%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1387064.00   | 0.13%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | IDR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-794643.93   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1050000 | PA      | $1032333.47   | 0.09%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-1                               | HERO FUNDING TRUST 2016-1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2386810 | PA      | $326761.51    | 0.03%             | 2041-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3140HXMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $86111.24     | 0.01%             | 2035-02-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Trust 2021-MHC2                                                            | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2503401.16   | 0.23%             | 2038-05-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                      | SUNNOVA HELIOS II ISSUER LLC 2019-A                                            | CUSIP: 86745LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1891894 | PA      | $1688909.87   | 0.15%             | 2046-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                 | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      3900000 | PA      | $3753790.25   | 0.34%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                 | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3329085.00   | 0.30%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXV Ltd                                                  | CUSIP: 55819LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1498241.13   | 0.14%             | 2032-04-20      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                  | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       904528 | PA      | $834612.34    | 0.08%             | 2045-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4030000 | PA      | $2428187.60   | 0.22%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                | Viper Energy Partners LP                                                       | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2470873.50   | 0.23%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       477556 | PA      | $440922.68    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd                                     | NCLH TL A Extended 2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3999394 | PA      | $3799424.25   | 0.35%             | 2025-01-02      | None          | 6.93%                 | No            |                  3 | On Loan: No      |
| Saranac CLO LTD                                         | Saranac CLO III Ltd                                                            | CUSIP: 803169AW1<br>LEI: 5493000LWP4BVD5LGS13 | Long             | ABS-CBDO         | CORP              | JE        |       605000 | PA      | $537694.04    | 0.05%             | 2030-06-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                            | VT Topco Inc                                                                   | CUSIP: 39355YAK0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |       101406 | PA      | $101025.24    | 0.01%             | 2025-08-01      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      3540000 | PA      | $3526778.10   | 0.32%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC    | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       500000 | PA      | $414215.00    | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2560000 | PA      | $1957391.69   | 0.18%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      4140000 | PA      | $4217625.00   | 0.39%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                              | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       220000 | PA      | $188365.10    | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                               | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       130000 | PA      | $129350.00    | 0.01%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                    | CUSIP: 36264YAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1120645.24   | 0.10%             | 2026-05-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | Pactiv LLC                                                                     | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |      1780000 | PA      | $1739365.48   | 0.16%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           56 | NC      | $179900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2006657.80   | 0.18%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS MXN                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-298525.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ML-CFC Commercial Mortgage Tru                          | ML-CFC Commercial Mortgage Trust 2007-5                                        | CUSIP: 55312YAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10783 | PA      | $2762.54      | 0.00%             | 2048-08-12      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc                                                          | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      2729375 | PA      | $2723479.55   | 0.25%             | 2029-03-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                           | Radnor RE 2021-1 Ltd                                                           | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      2710000 | PA      | $2663622.42   | 0.24%             | 2033-12-27      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| MKS CLO Ltd                                             | MKS CLO 2017-2 Ltd                                                             | CUSIP: 12662CAG2<br>LEI: 549300JCIKT6NT8T1275 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $619817.42    | 0.06%             | 2031-01-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                  | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       250000 | PA      | $196161.57    | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/NZD FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2414.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                 | 19th Holdings Golf LLC                                                         | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |      3880500 | PA      | $3676773.75   | 0.34%             | 2029-02-07      | Floating      | 7.46%                 | No            |                  3 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                | Crowdstrike Holdings Inc                                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $996729.30    | 0.09%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       300000 | PA      | $283325.38    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XII                                                                 | CUSIP: 03764DAH4<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248250.00    | 0.02%             | 2031-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | Southwestern Energy Co                                                         | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $2050386.00   | 0.19%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                                 | CB Poly US Holdings Inc                                                        | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |      2713200 | PA      | $2611455.00   | 0.24%             | 2029-05-18      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                   | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1270000 | PA      | $1263611.90   | 0.12%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                   | Marble Point CLO XIV Ltd                                                       | CUSIP: 56608KAG8<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1214995.76   | 0.11%             | 2032-01-20      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31371HTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1928 | PA      | $2007.02      | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                 | Park Aerospace Holdings Ltd                                                    | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       190000 | PA      | $189812.59    | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                      | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1330046.55   | 0.12%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | Southwestern Energy Co                                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1818485.60   | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2020-2                              | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3890000 | PA      | $3383981.02   | 0.31%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | MXN/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $187585.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                        | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |      4953000 | PA      | $4777341.86   | 0.44%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                 | CUSIP: 46591JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2340000 | PA      | $2028410.51   | 0.19%             | 2029-09-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XII Ltd                                                    | CUSIP: 34963GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $935712.04    | 0.09%             | 2034-10-15      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                          | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $1022070.00   | 0.09%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R07                                   | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700000 | PA      | $2675482.38   | 0.24%             | 2039-10-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                          | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $112474.38    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Reperforming Loan Trust                           | MASTR Reperforming Loan Trust 2005-1                                           | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17861 | PA      | $13849.67     | 0.00%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                              | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $2397291.42   | 0.22%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16863000000 | PA      | $1113441.73   | 0.10%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 15 Ltd                                                                 | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2830000 | PA      | $2797455.00   | 0.26%             | 2034-01-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                          | Banc of America Mortgage 2005-C Trust                                          | CUSIP: 05949AY79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9948 | PA      | $9460.07      | 0.00%             | 2035-04-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                         | Allen Media LLC                                                                | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |      3671014 | PA      | $2973521.36   | 0.27%             | 2027-02-10      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                          | CSWF 2018-TOP                                                                  | CUSIP: 12653BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1399009 | PA      | $1387519.47   | 0.13%             | 2035-08-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      1660000 | PA      | $1728295.72   | 0.16%             | 2030-10-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| AFC GAMMA INC                                           | AFC Gamma Inc                                                                  | CUSIP: 00109KAA3<br>LEI: 5493005G0MGS3E0E7218 | Long             | DBT              | CORP              | US        |       670000 | PA      | $543982.82    | 0.05%             | 2027-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                       | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2122066.11   | 0.19%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-504074.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                              | Morgan Stanley ABS Capital I Inc Trust 2004-NC2                                | CUSIP: 61744CBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1738918 | PA      | $1687734.20   | 0.15%             | 2033-12-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                       | Eurex 5 Year Euro BOBL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -20 | NC      | $52874.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                | Five Point Operating Co LP / Five Point Capital Corp                           | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1498828.69   | 0.14%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                 | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      3880000 | PA      | $3743277.49   | 0.34%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greystone Select Holdings LLC                           | Greystone Select Financial LLC                                                 | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2289600 | PA      | $2215188.00   | 0.20%             | 2028-06-16      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                        | CUSIP: 35564KFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1340000 | PA      | $1283036.20   | 0.12%             | 2033-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | S&P500 EMINI                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          116 | NC      | $47850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbird Capital Aircraft                              | Blackbird Capital Aircraft                                                     | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       564461 | PA      | $479843.68    | 0.04%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                  | Accelerate360 Holdings LLC                                                     | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5203050 | PA      | $5577357.42   | 0.51%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC                                       | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |      1998210 | PA      | $1986560.15   | 0.18%             | 2027-01-29      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                  | CUSIP: 46645WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2640000 | PA      | $2376973.10   | 0.22%             | 2033-07-05      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                | B3 SA - Brasil Bolsa Balcao                                                    | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |      1390000 | PA      | $1221462.50   | 0.11%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                | Tutor Perini Corp                                                              | CUSIP: 90110FAM6<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | LON              | CORP              | US        |      3133140 | PA      | $2998681.37   | 0.27%             | 2027-08-18      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       690000 | PA      | $573790.20    | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc                                      | CUSIP: 03768DAC1<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |      1100400 | PA      | $1056384.00   | 0.10%             | 2028-03-11      | Floating      | 8.05%                 | No            |                  3 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                 | DraftKings Holdings Inc                                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $1656000.00   | 0.15%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Pulse Inc                                        | Virgin Pulse Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1270000 | PA      | $965200.00    | 0.09%             | 2029-04-06      | Floating      | 11.82%                | No            |                  3 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2425425 | PA      | $2373277.97   | 0.22%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                              | Knight Health Holdings LLC                                                     | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2583900 | PA      | $1528803.19   | 0.14%             | 2028-12-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                      | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      2820000 | PA      | $2717337.90   | 0.25%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                         | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       830000 | PA      | $604514.17    | 0.06%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                             | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       410000 | PA      | $370637.74    | 0.03%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AKUMIN ESCROW INC                                       | Akumin Escrow Inc                                                              | CUSIP: 01021FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1880000 | PA      | $1280947.40   | 0.12%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 37 Ltd                                                            | CUSIP: 87169VAA3<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |      2510000 | PA      | $2510118.30   | 0.23%             | 2034-10-20      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Catskill Park CLO, LTD.                                 | Catskill Park CLO Ltd                                                          | CUSIP: 149421AA7<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1107641.14   | 0.10%             | 2029-04-20      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                          | Popular ABS Mortgage Pass-Through Trust 2005-2                                 | CUSIP: 73316PCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1230299 | PA      | $919829.71    | 0.08%             | 2035-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                       | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1040000 | PA      | $1033676.80   | 0.09%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | CDS VOLKSWAGEN INTL FIN NV                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $15814.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                          | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                      | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4631511 | PA      | $3367124.09   | 0.31%             | 2047-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                          | CUSIP: 056732AH3<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       720000 | PA      | $700495.83    | 0.06%             | 2024-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                          | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      2300000 | PA      | $1537136.00   | 0.14%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ML-CFC Commercial Mortgage Tru                          | ML-CFC Commercial Mortgage Trust 2007-9                                        | CUSIP: 60688CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16606 | PA      | $16283.31     | 0.00%             | 2049-09-12      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                     | Mclaren Finance PLC                                                            | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |      2445000 | PA      | $1831940.70   | 0.17%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                    | CUSIP: 87230XAD8<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      2830000 | PA      | $2611737.88   | 0.24%             | 2032-10-13      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/BRL FORWARD                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6347.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | CDS DAIMLER AG                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-24378.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | GBP/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-330467.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIVA                                         | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1280000 | PA      | $1029442.18   | 0.09%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer